LBRDK Options History — October 2020

In October 2020, LBRDK traded between $136.66 and $150.69. ATM implied volatility averaged 30.2%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 5.1% (HV 20d: 25.1%). Max pain ranged from $125.00 to $150.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.40.

Notable Days

  • 2020-10-01: Highest Volume — 70 contracts
  • 2020-10-14: Largest IV spike — 31.2% change
  • 2020-10-28: Highest IV Rank — 60.5%
  • 2020-10-28: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$144.14$136.66$150.69$145.35$141.71
Max Pain$135.91$125.00$150.00$145.00$125.00
ATM IV30.2%21.6%41.7%25.9%35.3%
Expected Move9.3%7.0%11.9%7.4%10.1%
HV 20d25.1%20.8%28.6%28.6%24.4%
HV 60d21.7%20.4%23.0%20.4%23.0%
IV Rank35.8%17.0%60.5%26.3%46.7%
IV Percentile60.5%24.2%84.1%50.8%75.8%
Term Structure-2.6%-7.7%7.0%3.1%-5.4%
VWIV33.9%24.3%46.9%24.3%46.9%
Skew 25d4.4%-1.2%8.2%-1.2%4.3%
Skew 10d8.5%1.0%23.3%1.6%23.3%
Call IV 25d28.7%17.4%38.6%22.6%35.9%
Put IV 25d33.0%21.4%45.8%21.4%40.2%
Bid-Ask Spread %90.3959.27111.36111.36106.10
Gamma HHI0.360.240.470.300.27
Net GEX18.2K-10.1K46.6K3.7K46.6K
Net DEX-361.8K-886.8K-62.1K-148.7K-886.8K
Net VEX-2.1K-3.9K-870-870-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.0020.000.400.50
Total Volume13.727070706
Total OI130.1824724347243

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$145.35$145.0025.9%7.4%28.6%26.3%24.3%-1.2%3.1%3.7K-148.7K-8700.40111.3650202324
2020-10-02$143.01$150.0024.3%7.0%27.1%22.9%0.0%4.7%7.0%1.2K-62.1K-2.0K0.00100.46007343
2020-10-05$146.66$150.0025.8%9.2%27.8%26.2%32.6%5.7%-2.0%-977-193.9K-2.1K0.0059.592507343
2020-10-06$144.07$135.0025.2%9.2%28.6%24.9%31.3%6.9%-1.8%20.1K-248.9K-2.4K0.0059.27409843
2020-10-07$145.71$135.0022.8%8.7%27.7%19.7%29.3%-0.7%-0.6%23.3K-312.1K-2.4K0.00103.12409943
2020-10-08$146.80$135.0024.6%9.1%27.0%23.6%0.0%6.2%-2.6%20.2K-398.7K-2.4K0.0081.50009843
2020-10-09$147.43$135.0021.6%8.9%27.0%17.0%0.0%5.8%-1.5%19.6K-428.7K-2.4K0.0069.89009843
2020-10-12$150.69$135.0023.4%8.5%27.6%21.1%0.0%5.7%-0.7%17.7K-616.8K-2.3K0.00100.681809643
2020-10-13$150.68$135.0022.3%8.7%27.0%18.6%24.8%5.9%-2.9%16.2K-625.3K-2.2K0.0099.21209643
2020-10-14$148.79$135.0029.3%8.4%27.0%33.6%0.0%8.2%-1.1%16.1K-526.3K-2.0K0.00102.39509743
2020-10-15$149.10$135.0029.2%8.4%24.8%33.5%0.0%7.2%0.3%21.5K-468.8K-2.0K0.00105.98209343
2020-10-16$149.09$135.0029.4%8.4%24.7%34.0%29.8%0.1%-2.3%-10.1K-497.9K-1.9K20.00104.471209143
2020-10-19$145.68$135.0031.5%9.0%25.7%38.5%31.8%4.4%-3.8%28.4K-373.3K-1.7K0.00103.62107723
2020-10-20$143.45$135.0032.8%9.4%23.9%41.3%0.0%2.8%-3.7%24.5K-278.5K-1.6K0.17102.27617723
2020-10-21$141.70$135.0034.0%9.7%23.1%43.8%0.0%2.4%-3.9%22.9K-263.0K-1.8K0.00101.71008324
2020-10-22$141.07$135.0034.3%9.8%22.5%44.5%0.0%0.5%-3.2%22.5K-251.3K-1.7K0.00100.68008324
2020-10-23$140.27$135.0036.3%10.4%22.6%48.9%0.0%-0.4%-7.7%20.4K-225.5K-1.6K0.00100.31008324
2020-10-26$138.04$135.0036.6%10.5%21.5%49.6%0.0%6.6%-4.8%16.4K-179.0K-1.5K0.0070.28808224
2020-10-27$138.41$135.0037.6%10.8%21.5%51.8%0.0%6.2%-5.5%19.7K-273.1K-1.7K0.0070.623809024
2020-10-28$136.79$135.0041.7%11.9%21.8%60.5%46.9%7.4%-6.2%34.1K-477.6K-2.3K0.0066.9104412824
2020-10-29$136.66$125.0041.6%11.9%20.8%60.5%41.8%7.2%-7.4%15.9K-223.9K-3.2K0.0068.2147012868
2020-10-30$141.71$125.0035.3%10.1%24.4%46.7%46.9%4.3%-5.4%46.6K-886.8K-3.9K0.50106.104217568