LBRDK Options History — June 2020

In June 2020, LBRDK traded between $123.47 and $137.72. ATM implied volatility averaged 26.5%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.7% (HV 20d: 24.8%). Max pain ranged from $125.00 to $145.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 5.59.

Notable Days

2020-06-04: Highest Volume — 178 contracts
2020-06-26: Largest IV spike — 61.0% change
2020-06-26: Highest IV Rank — 47.3%
2020-06-26: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$130.17	$123.47	$137.72	$136.49	$123.62
Max Pain	$133.41	$125.00	$145.00	$125.00	$130.00
ATM IV	26.5%	22.0%	35.5%	25.5%	22.2%
Expected Move	7.4%	6.3%	10.2%	7.3%	6.4%
HV 20d	24.8%	19.0%	27.9%	27.2%	19.8%
HV 60d	39.6%	25.6%	56.4%	56.4%	25.6%
IV Rank	27.7%	18.0%	47.3%	25.5%	18.3%
IV Percentile	57.6%	37.3%	79.4%	57.5%	37.7%
Term Structure	-0.0%	-10.0%	5.7%	-1.0%	1.9%
VWIV	24.8%	16.6%	31.9%	16.6%	24.2%
Skew 25d	4.8%	-3.5%	14.6%	1.1%	1.3%
Skew 10d	7.9%	-5.8%	20.5%	4.7%	8.0%
Call IV 25d	26.5%	17.2%	37.8%	29.9%	32.6%
Put IV 25d	31.3%	21.8%	41.2%	31.1%	33.9%
Bid-Ask Spread %	110.64	99.55	117.02	115.16	117.02
Gamma HHI	0.30	0.22	0.81	0.31	0.27
Net GEX	4.0K	-31.0K	62.3K	3.1K	2.5K
Net DEX	-204.4K	-400.6K	-13.0K	-353.6K	-24.4K
Net VEX	-592	-1.1K	-380	-587	-380
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.59	0.00	40.00	0.00	0.00
Total Volume	12.409	0	178	8	8
Total OI	218.545	31	349	271	35

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2020-06-01	$136.49	$125.00	25.5%	7.3%	27.2%	25.5%	0.0%	1.1%	-1.0%	3.1K	-353.6K	-587	0.00	115.16	8	0	35	236
2020-06-02	$137.27	$125.00	22.0%	6.3%	27.1%	18.0%	0.0%	-3.5%	0.2%	11.0K	-400.6K	-651	0.00	115.27	0	0	43	236
2020-06-03	$137.72	$125.00	23.1%	6.6%	27.0%	20.4%	0.0%	-0.1%	-4.7%	9.2K	-397.3K	-682	0.00	116.50	0	0	43	236
2020-06-04	$135.53	$145.00	22.4%	6.6%	27.1%	18.8%	16.6%	7.5%	-1.1%	12.4K	-394.5K	-601	3.45	108.94	40	138	43	236
2020-06-05	$134.33	$145.00	27.1%	6.8%	26.6%	28.9%	0.0%	4.3%	-2.0%	8.1K	-359.0K	-684	0.00	109.88	0	1	43	236
2020-06-08	$134.72	$145.00	28.5%	6.6%	26.6%	32.1%	0.0%	6.7%	1.7%	7.7K	-339.6K	-661	0.00	108.89	0	0	43	237
2020-06-09	$133.15	$145.00	28.1%	6.8%	26.9%	31.2%	0.0%	4.7%	2.9%	8.3K	-332.8K	-643	0.00	110.79	0	0	43	237
2020-06-10	$132.57	$145.00	22.3%	6.4%	26.1%	18.6%	0.0%	2.1%	3.8%	2.9K	-280.1K	-665	0.00	113.31	0	0	43	237
2020-06-11	$127.69	$145.00	29.8%	8.5%	27.9%	34.8%	30.5%	1.6%	-6.6%	-25.7K	-13.0K	-1.1K	40.00	109.91	1	40	43	237
2020-06-12	$127.82	$130.00	29.3%	8.4%	27.7%	33.7%	0.0%	-3.1%	1.0%	-31.0K	-59.9K	-937	0.00	110.42	0	0	44	299
2020-06-15	$128.60	$130.00	25.8%	7.4%	27.7%	26.1%	0.0%	6.7%	3.4%	-9.5K	-180.1K	-658	0.00	109.20	0	0	44	299
2020-06-16	$130.15	$130.00	23.1%	6.6%	24.5%	20.3%	0.0%	6.1%	5.7%	-3.9K	-218.6K	-609	0.00	108.03	0	0	44	299
2020-06-17	$130.17	$130.00	31.9%	9.1%	24.4%	39.4%	31.9%	-2.1%	-1.6%	-9.8K	-204.9K	-614	1.00	99.55	3	3	44	299
2020-06-18	$130.65	$130.00	31.3%	9.0%	23.9%	38.1%	0.0%	14.6%	-2.1%	13.8K	-289.6K	-515	0.00	105.83	1	0	46	302
2020-06-19	$129.74	$130.00	26.7%	7.7%	23.9%	28.1%	0.0%	10.1%	-1.6%	62.3K	-293.6K	-471	0.00	107.75	0	1	47	302
2020-06-22	$128.65	$130.00	26.2%	7.5%	24.0%	27.0%	0.0%	10.7%	2.7%	5.9K	-92.6K	-465	0.00	109.93	0	0	25	6
2020-06-23	$128.20	$130.00	23.3%	6.7%	24.0%	20.7%	28.1%	6.2%	1.0%	6.2K	-91.9K	-449	0.30	110.95	20	6	25	6
2020-06-24	$124.37	$130.00	31.5%	9.0%	23.6%	38.6%	0.0%	5.6%	-1.0%	4.1K	-48.9K	-430	0.00	106.80	1	0	25	7
2020-06-25	$123.74	$130.00	22.1%	6.3%	21.4%	18.1%	17.6%	2.3%	5.3%	4.6K	-43.2K	-413	0.00	114.95	0	2	26	7
2020-06-26	$123.47	$130.00	35.5%	10.2%	19.0%	47.3%	0.0%	13.4%	-10.0%	3.4K	-35.3K	-422	0.00	109.42	0	0	26	9
2020-06-29	$125.11	$130.00	24.9%	7.1%	20.0%	24.2%	0.0%	8.4%	1.7%	2.8K	-44.0K	-405	0.00	115.56	0	0	26	9
2020-06-30	$123.62	$130.00	22.2%	6.4%	19.8%	18.3%	24.2%	1.3%	1.9%	2.5K	-24.4K	-380	0.00	117.02	8	0	26	9