LBRDK Options History — October 2019

In October 2019, LBRDK traded between $103.81 and $117.87. ATM implied volatility averaged 23.9%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 5.6% (HV 20d: 18.3%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 2.57.

Notable Days

  • 2019-10-25: Highest Volume — 592 contracts
  • 2019-10-10: Largest IV spike — 33.7% change
  • 2019-10-14: Highest IV Rank — 27.6%
  • 2019-10-08: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$110.16$103.81$117.87$103.81$117.80
Max Pain$104.13$100.00$105.00$100.00$105.00
ATM IV23.9%14.9%32.4%18.6%18.4%
Expected Move7.2%4.3%9.4%5.3%5.3%
HV 20d18.3%14.5%24.0%16.4%23.4%
HV 60d17.7%16.4%19.8%16.7%19.1%
IV Rank14.2%0.0%27.6%5.9%5.5%
IV Percentile32.3%0.0%67.9%7.5%7.1%
Term Structure-2.8%-12.8%10.1%10.1%1.7%
VWIV22.1%15.9%28.4%20.0%19.8%
Skew 25d2.6%-9.3%12.1%-7.1%1.9%
Skew 10d-0.4%-14.6%26.6%26.6%5.1%
Call IV 25d23.6%15.7%33.2%28.5%20.2%
Put IV 25d26.2%16.4%40.9%21.4%22.1%
Bid-Ask Spread %102.8794.65113.62110.41105.17
Gamma HHI0.560.250.710.690.25
Net GEX-173.0K-216.2K10.0K-193.1K10.0K
Net DEX-2.6M-9.1M2.4M2.3M-9.1M
Net VEX-18.1K-28.8K-3.5K-11.0K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.570.0012.000.000.67
Total Volume84.9570592445
Total OI1,886.9576173,0446173,044

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$103.81$100.0018.6%5.3%16.4%5.9%0.0%-7.1%10.1%-193.1K2.3M-11.0K0.00110.410446611
2019-10-02$104.28$100.0020.2%5.8%14.5%8.4%20.0%-9.3%9.3%-205.1K2.4M-11.6K0.00105.17506651
2019-10-03$105.22$100.0024.1%8.6%14.8%14.6%0.0%5.5%-5.3%-197.2K2.2M-11.2K0.0097.840011651
2019-10-04$107.97$100.0021.2%8.0%17.4%9.9%28.4%7.7%-6.4%-190.4K-386.7K-22.4K0.0097.090204111,031
2019-10-07$108.27$105.0019.5%6.8%17.0%7.2%0.0%1.1%-1.0%-188.0K-765.2K-20.9K0.0097.98004111,041
2019-10-08$107.65$105.0025.0%9.4%17.1%16.0%0.0%9.1%-9.3%-184.9K-311.9K-22.0K0.00100.05004111,041
2019-10-09$107.71$105.0023.4%6.7%16.9%13.4%0.0%12.1%-1.2%-192.0K-476.2K-21.9K0.00103.30004111,041
2019-10-10$107.44$105.0031.3%9.0%16.5%25.8%0.0%9.1%-7.0%-196.3K-251.5K-22.0K0.00102.58004111,041
2019-10-11$107.19$105.0028.9%8.3%16.5%22.1%0.0%2.8%-4.7%-189.9K-975.1K-19.9K0.00106.4701214111,041
2019-10-14$106.72$105.0032.4%9.3%16.3%27.6%0.0%9.8%-3.9%-204.3K235.4K-23.4K0.00111.77004111,107
2019-10-15$109.25$105.0026.7%7.7%18.4%18.7%27.4%3.6%-6.0%-194.2K-1.2M-19.6K1.0696.772012134111,107
2019-10-16$110.14$105.0026.3%7.5%18.6%18.0%26.3%0.2%-6.3%-186.7K-2.7M-21.9K12.0094.651126111,307
2019-10-17$111.08$105.0024.5%7.0%18.8%15.2%0.0%0.9%-3.1%-172.7K-3.2M-20.3K0.0095.85006121,310
2019-10-18$111.08$105.0023.2%6.6%17.0%13.1%25.8%6.0%-1.8%-171.2K-3.2M-20.0K0.99100.991511506121,310
2019-10-21$110.06$105.0024.4%7.0%17.4%15.1%15.9%0.9%-4.5%-187.3K-3.7M-23.0K5.74106.88311787541,460
2019-10-22$110.03$105.0024.3%7.0%17.0%14.8%0.0%-7.4%-3.7%-216.2K-3.3M-25.3K0.00103.810187851,631
2019-10-23$109.90$105.0024.7%7.1%17.0%15.4%0.0%3.6%-3.3%-216.1K-3.3M-25.3K0.00100.10007851,633
2019-10-24$110.03$105.0027.3%7.8%16.0%19.6%0.0%7.5%-2.1%-192.9K-2.3M-28.8K0.00102.3201007851,633
2019-10-25$116.38$105.0028.4%8.2%24.0%21.4%17.9%0.5%-12.8%-53.0K-7.8M-7.7K0.00113.6205927851,691
2019-10-28$116.91$105.0022.7%6.5%23.8%12.4%0.0%0.6%-2.7%-169.5K-7.5M-11.9K0.00105.30007852,187
2019-10-29$116.85$105.0019.6%5.6%23.3%7.4%17.5%3.5%-1.6%-169.4K-7.5M-12.2K0.00101.009407852,187
2019-10-30$117.87$105.0014.9%4.3%23.3%0.0%21.6%-2.6%0.3%-118.1K-8.0M-10.6K0.13106.951628472,187
2019-10-31$117.80$105.0018.4%5.3%23.4%5.5%19.8%1.9%1.7%10.0K-9.1M-3.5K0.67105.17328552,189