LBRDK Options History — April 2021

In April 2021, LBRDK traded between $148.18 and $163.00. ATM implied volatility averaged 24.3%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 7.6% (HV 20d: 16.8%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2021-04-13: Highest Volume — 597 contracts
  • 2021-04-12: Largest IV spike — 162.1% change
  • 2021-04-12: Highest IV Rank — 58.3%
  • 2021-04-22: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$154.42$148.18$163.00$149.00$163.00
Max Pain$144.52$140.00$150.00$145.00$145.00
ATM IV24.3%14.6%38.2%21.1%18.5%
Expected Move6.5%5.3%7.9%6.1%5.3%
HV 20d16.8%14.3%21.9%21.9%14.3%
HV 60d31.2%20.1%35.2%35.2%20.1%
IV Rank22.9%0.0%58.3%9.7%9.7%
IV Percentile25.4%0.0%88.5%4.8%2.0%
Term Structure0.3%-2.7%3.8%3.4%-1.1%
VWIV23.7%20.8%29.5%24.3%24.5%
Skew 25d0.2%-5.6%7.5%-5.6%-2.3%
Skew 10d2.2%-12.0%19.4%14.4%-4.9%
Call IV 25d23.7%18.6%31.2%20.8%26.7%
Put IV 25d23.9%15.2%34.9%15.2%24.5%
Bid-Ask Spread %98.0088.19104.42102.98102.26
Gamma HHI0.230.180.300.200.30
Net GEX682.6K492.5K886.6K499.2K886.6K
Net DEX-8.2M-13.4M-4.3M-4.5M-13.4M
Net VEX-25.9K-28.4K-24.4K-25.9K-25.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.006.671.180.00
Total Volume83.09525971442
Total OI1,818.7141,3932,2071,8761,667

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$149.00$145.0021.1%6.1%21.9%9.7%24.3%-5.6%3.4%499.2K-4.5M-25.9K1.18102.9866781,429447
2021-04-05$148.86$150.0023.5%6.6%19.6%16.9%24.2%3.1%-0.3%492.5K-4.3M-25.7K0.1788.194681,475481
2021-04-06$149.62$150.0020.5%6.5%18.6%8.9%23.7%0.5%1.1%554.9K-5.3M-26.3K4.0091.86141,511484
2021-04-07$148.41$150.0023.4%6.7%18.8%16.3%23.9%1.0%2.0%506.2K-4.6M-27.2K0.7094.8137261,512490
2021-04-08$148.57$150.0036.9%7.0%17.2%52.1%29.5%-3.2%-0.2%519.2K-5.2M-28.4K0.3096.6046141,546515
2021-04-09$148.18$145.0014.6%6.1%16.9%0.0%20.8%2.1%2.3%511.9K-5.0M-25.5K0.0597.16191101,584529
2021-04-12$149.68$145.0038.2%6.4%17.2%58.3%21.1%1.7%-0.0%591.9K-6.0M-25.5K6.6796.043201,606534
2021-04-13$150.26$145.0036.0%6.5%17.2%52.9%24.9%7.5%0.8%722.7K-7.1M-24.8K0.3899.884341631,610556
2021-04-14$149.26$140.0022.0%6.3%14.5%18.4%23.1%-2.2%1.5%594.5K-6.0M-25.5K0.0099.89501,610546
2021-04-15$153.04$140.0023.0%6.6%17.5%20.8%23.3%5.5%-2.7%842.2K-8.9M-24.4K0.0199.9014221,613546
2021-04-16$155.43$140.0022.1%6.3%16.9%18.5%22.6%-3.0%-2.3%828.9K-10.7M-24.6K0.03102.767521,661546
2021-04-19$155.82$140.0023.5%6.7%16.9%22.0%22.2%-4.7%-0.9%678.2K-7.9M-25.4K0.33100.45931,164229
2021-04-20$157.49$140.0023.1%6.6%16.2%20.9%23.4%-0.0%-1.9%653.1K-8.5M-25.5K0.0594.213921,167231
2021-04-21$158.72$140.0024.7%7.1%16.3%25.0%25.0%-4.3%-0.4%695.8K-9.8M-26.8K0.4194.692291,204233
2021-04-22$159.77$145.0027.6%7.9%16.3%32.3%22.4%-0.6%-0.4%691.3K-10.5M-25.8K0.00101.435201,221240
2021-04-23$160.12$145.0021.3%6.1%15.4%16.5%0.0%-0.9%0.2%818.3K-11.2M-25.4K0.00100.80601,272240
2021-04-26$158.43$145.0023.3%6.7%15.2%21.7%24.5%0.9%1.0%784.5K-10.3M-25.7K0.8197.3380651,272239
2021-04-27$158.16$145.0022.2%6.4%15.2%18.9%0.0%3.8%-1.5%813.0K-10.2M-27.0K0.00104.427001,352297
2021-04-28$158.81$145.0022.7%6.5%14.9%20.1%0.0%1.7%1.2%848.7K-10.3M-27.1K0.0095.67201,369297
2021-04-29$162.10$145.0023.0%6.6%15.3%20.8%0.0%3.2%3.8%800.5K-12.7M-26.7K0.0096.681101,371297
2021-04-30$163.00$145.0018.5%5.3%14.3%9.7%0.0%-2.3%-1.1%886.6K-13.4M-25.6K0.00102.26021,370297