LBRDK Options History — November 2020

In November 2020, LBRDK traded between $137.39 and $160.31. ATM implied volatility averaged 25.6%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 9.5% (HV 20d: 35.1%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2020-11-19: Highest Volume — 25 contracts
2020-11-09: Largest IV spike — 54.6% change
2020-11-02: Highest IV Rank — 55.4%
2020-11-02: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$152.76	$137.39	$160.31	$137.39	$158.61
Max Pain	$133.50	$125.00	$135.00	$125.00	$135.00
ATM IV	25.6%	19.7%	39.3%	39.3%	22.4%
Expected Move	7.4%	5.6%	11.3%	11.3%	6.4%
HV 20d	35.1%	24.7%	38.2%	24.7%	34.1%
HV 60d	28.2%	23.7%	29.5%	23.7%	28.6%
IV Rank	25.6%	12.0%	55.4%	55.4%	18.0%
IV Percentile	39.2%	13.5%	82.5%	82.5%	23.4%
Term Structure	-0.2%	-7.6%	5.4%	-6.2%	1.9%
VWIV	27.1%	22.3%	37.8%	37.8%	22.3%
Skew 25d	4.0%	-3.9%	14.9%	14.6%	-0.8%
Skew 10d	3.8%	-7.9%	14.9%	14.9%	5.4%
Call IV 25d	24.0%	17.6%	34.9%	34.9%	30.5%
Put IV 25d	28.0%	19.7%	49.5%	49.5%	29.7%
Bid-Ask Spread %	105.68	97.21	109.78	103.41	107.41
Gamma HHI	0.34	0.22	0.49	0.25	0.45
Net GEX	91.7K	37.6K	124.3K	37.6K	124.3K
Net DEX	-2.3M	-3.3M	-597.0K	-597.0K	-3.0M
Net VEX	-3.3K	-4.1K	-2.7K	-4.0K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	2.14	0.00	0.00
Total Volume	7.55	0	25	1	10
Total OI	302.8	249	348	249	341

Daily Data (20 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
2020-11-02	$137.39	$125.00	39.3%	11.3%	24.7%	55.4%	0.0%	14.6%	-6.2%	37.6K	-597.0K	-4.0K	0.00	103.41	0	1	179	70
2020-11-03	$140.39	$125.00	37.2%	10.7%	25.6%	50.8%	37.8%	14.9%	-7.6%	45.6K	-833.2K	-3.8K	0.00	108.89	8	0	179	70
2020-11-04	$149.16	$125.00	34.4%	9.9%	33.5%	44.9%	37.8%	6.3%	-6.9%	64.5K	-1.5M	-3.9K	0.14	107.97	7	1	187	70
2020-11-05	$152.26	$135.00	21.6%	6.8%	34.2%	16.9%	23.6%	6.2%	3.5%	75.0K	-2.0M	-3.0K	0.00	107.79	7	0	194	71
2020-11-06	$153.39	$135.00	21.5%	6.4%	34.2%	16.8%	26.8%	1.0%	5.4%	81.8K	-2.2M	-2.9K	0.00	97.21	7	0	201	71
2020-11-09	$146.53	$135.00	33.2%	8.1%	37.3%	42.2%	24.6%	4.9%	-2.4%	79.2K	-1.6M	-3.6K	0.14	101.69	7	1	208	71
2020-11-10	$148.53	$135.00	20.4%	7.1%	37.7%	14.4%	28.1%	0.5%	0.5%	88.3K	-1.7M	-4.1K	0.00	98.80	7	0	215	71
2020-11-11	$149.48	$135.00	22.9%	6.6%	37.5%	19.8%	23.1%	-0.1%	2.6%	99.7K	-2.0M	-3.2K	0.29	101.08	7	2	222	71
2020-11-12	$149.71	$135.00	25.5%	7.3%	37.5%	25.5%	0.0%	10.2%	-1.1%	100.6K	-2.0M	-3.8K	0.00	104.66	0	0	229	73
2020-11-13	$152.82	$135.00	25.8%	7.4%	38.2%	26.1%	0.0%	1.1%	-2.8%	99.9K	-2.4M	-3.2K	0.00	103.19	0	0	229	73
2020-11-16	$152.00	$135.00	26.0%	7.5%	37.2%	26.6%	25.9%	4.1%	-0.8%	106.5K	-2.3M	-3.1K	2.14	108.47	7	15	229	73
2020-11-17	$154.71	$135.00	21.4%	6.1%	37.0%	16.5%	28.8%	4.3%	3.4%	109.0K	-2.6M	-2.7K	0.00	108.55	7	0	236	88
2020-11-18	$157.50	$135.00	22.8%	6.5%	36.8%	19.7%	0.0%	7.7%	2.8%	102.4K	-2.9M	-3.2K	0.00	109.78	1	0	243	88
2020-11-19	$157.86	$135.00	24.4%	7.0%	36.6%	23.2%	23.9%	2.4%	-1.9%	87.4K	-2.9M	-2.8K	0.00	107.20	25	0	235	88
2020-11-20	$160.31	$135.00	21.9%	6.3%	36.5%	17.7%	29.8%	-1.5%	2.1%	94.2K	-3.3M	-3.0K	0.29	107.81	7	2	260	88
2020-11-23	$159.28	$135.00	25.1%	7.2%	35.9%	24.7%	26.9%	0.5%	-1.6%	101.0K	-2.9M	-3.3K	0.50	107.02	6	3	242	85
2020-11-24	$159.55	$135.00	23.2%	6.6%	35.9%	19.7%	23.1%	-3.9%	1.7%	102.7K	-3.1M	-3.1K	0.00	104.78	4	0	248	85
2020-11-25	$157.96	$135.00	19.7%	5.6%	35.8%	12.0%	23.4%	2.4%	3.5%	113.8K	-2.9M	-3.1K	0.00	109.49	8	0	248	85
2020-11-27	$157.69	$135.00	23.8%	6.8%	35.8%	21.2%	0.0%	4.2%	-0.6%	119.7K	-2.9M	-3.2K	0.00	108.50	0	1	255	85
2020-11-30	$158.61	$135.00	22.4%	6.4%	34.1%	18.0%	22.3%	-0.8%	1.9%	124.3K	-3.0M	-3.0K	0.00	107.41	10	0	255	86