LBRDK Options History — August 2020

In August 2020, LBRDK traded between $139.52 and $145.03. ATM implied volatility averaged 26.6%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 9.7% (HV 20d: 16.9%). Max pain ranged from $95.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.38.

Notable Days

2020-08-03: Highest Volume — 41 contracts
2020-08-11: Largest IV spike — 41.1% change
2020-08-03: Highest IV Rank — 50.8%
2020-08-03: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$141.24	$139.52	$145.03	$140.47	$140.71
Max Pain	$108.57	$95.00	$140.00	$130.00	$115.00
ATM IV	26.6%	21.3%	37.2%	37.2%	26.1%
Expected Move	7.4%	6.1%	10.7%	10.7%	7.5%
HV 20d	16.9%	13.6%	18.5%	16.8%	13.6%
HV 60d	21.3%	19.3%	23.3%	23.3%	19.3%
IV Rank	27.9%	16.4%	50.8%	50.8%	26.8%
IV Percentile	52.3%	30.6%	79.8%	79.8%	53.6%
Term Structure	0.1%	-15.2%	6.4%	-15.2%	0.9%
VWIV	27.0%	17.5%	38.3%	38.3%	17.5%
Skew 25d	2.0%	-3.8%	10.7%	4.9%	-0.7%
Skew 10d	7.3%	-5.9%	19.4%	8.4%	-1.0%
Call IV 25d	25.4%	20.2%	36.5%	33.7%	27.2%
Put IV 25d	27.3%	19.9%	43.1%	38.6%	26.5%
Bid-Ask Spread %	106.40	100.59	112.22	100.59	110.26
Gamma HHI	0.38	0.25	0.86	0.34	0.25
Net GEX	27.5K	8.0K	197.0K	10.5K	8.1K
Net DEX	-294.1K	-458.1K	-160.1K	-242.8K	-174.1K
Net VEX	-859	-1.2K	-449	-449	-789
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.38	0.00	10.00	0.95	10.00
Total Volume	5.905	0	41	41	0
Total OI	86.857	39	123	39	55

Daily Data (21 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
2020-08-03	$140.47	$130.00	37.2%	10.7%	16.8%	50.8%	38.3%	4.9%	-15.2%	10.5K	-242.8K	-449	0.95	100.59	21	20	26	13
2020-08-04	$141.81	$140.00	29.3%	8.4%	15.7%	33.8%	0.0%	10.7%	-1.7%	12.6K	-314.1K	-858	0.00	106.78	0	0	44	33
2020-08-05	$142.01	$140.00	35.8%	10.3%	15.4%	47.7%	34.5%	-1.8%	-7.9%	11.1K	-330.1K	-811	0.00	103.36	17	0	44	33
2020-08-06	$143.34	$95.00	30.6%	7.5%	14.8%	36.5%	0.0%	-1.5%	0.7%	21.3K	-441.4K	-862	0.00	107.47	6	0	59	33
2020-08-07	$145.03	$95.00	32.5%	6.9%	14.9%	40.7%	24.1%	-3.8%	3.1%	18.8K	-443.3K	-804	0.00	105.53	18	0	55	33
2020-08-10	$142.75	$95.00	22.0%	7.0%	16.0%	18.0%	0.0%	0.7%	2.5%	30.9K	-458.1K	-857	0.11	105.15	9	1	70	33
2020-08-11	$139.52	$95.00	31.1%	7.7%	18.5%	37.6%	0.0%	10.3%	-0.6%	25.3K	-304.1K	-976	0.00	102.76	0	2	73	33
2020-08-12	$140.53	$95.00	25.2%	7.2%	18.3%	24.9%	21.0%	1.9%	1.8%	29.3K	-372.0K	-915	0.00	104.60	2	0	73	33
2020-08-13	$141.36	$95.00	24.7%	7.1%	18.2%	23.7%	26.5%	3.7%	1.6%	27.7K	-392.8K	-813	0.00	105.31	5	0	71	33
2020-08-14	$140.59	$95.00	24.6%	7.1%	17.6%	23.6%	0.0%	1.5%	2.6%	29.4K	-390.3K	-894	0.00	106.51	0	0	75	33
2020-08-17	$140.14	$95.00	27.1%	7.8%	17.8%	29.0%	0.0%	8.7%	-0.8%	29.6K	-362.2K	-806	10.00	103.60	2	20	73	31
2020-08-18	$140.63	$95.00	25.9%	7.4%	17.7%	26.3%	0.0%	3.4%	1.4%	23.6K	-305.9K	-1.2K	0.00	102.94	0	0	71	51
2020-08-19	$140.03	$95.00	24.5%	7.0%	17.9%	23.4%	17.5%	1.5%	0.5%	33.1K	-311.3K	-1.0K	0.00	105.12	0	1	71	51
2020-08-20	$139.81	$115.00	27.6%	7.9%	17.5%	30.1%	0.0%	8.2%	-4.4%	26.6K	-281.5K	-1.0K	0.00	102.64	0	0	71	52
2020-08-21	$139.65	$115.00	23.1%	6.6%	17.6%	20.2%	0.0%	-1.3%	5.4%	197.0K	-160.1K	-916	0.00	108.72	0	0	71	52
2020-08-24	$140.81	$115.00	21.3%	6.1%	17.5%	16.4%	0.0%	1.5%	0.4%	8.0K	-165.6K	-845	0.00	111.69	0	0	28	27
2020-08-25	$141.33	$115.00	21.5%	6.2%	17.5%	16.8%	0.0%	-3.6%	2.8%	8.4K	-174.4K	-833	0.00	108.75	0	0	28	27
2020-08-26	$141.88	$115.00	22.7%	6.5%	17.5%	19.3%	0.0%	0.8%	1.1%	8.6K	-182.5K	-825	0.00	110.30	0	0	28	27
2020-08-27	$141.96	$115.00	24.0%	6.9%	17.4%	22.3%	0.0%	-1.5%	2.3%	8.6K	-188.6K	-780	0.00	110.01	0	0	28	27
2020-08-28	$141.67	$115.00	22.0%	6.3%	15.7%	17.9%	0.0%	-2.3%	6.4%	8.6K	-180.3K	-773	0.00	112.22	0	0	28	27
2020-08-31	$140.71	$115.00	26.1%	7.5%	13.6%	26.8%	0.0%	-0.7%	0.9%	8.1K	-174.1K	-789	0.00	110.26	0	0	28	27