LBRDK Options History — June 2021

In June 2021, LBRDK traded between $159.09 and $174.21. ATM implied volatility averaged 18.1%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 0.6% (HV 20d: 18.8%). Max pain ranged from $155.00 to $160.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2021-06-17: Highest Volume — 310 contracts
  • 2021-06-29: Largest IV spike — 140.0% change
  • 2021-06-07: Highest IV Rank — 34.8%
  • 2021-06-08: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$164.34$159.09$174.21$164.65$174.21
Max Pain$159.55$155.00$160.00$155.00$160.00
ATM IV18.1%8.6%25.5%18.2%16.2%
Expected Move5.0%2.5%6.2%5.2%4.6%
HV 20d18.8%14.6%22.4%21.9%18.0%
HV 60d18.2%17.5%18.9%18.9%18.4%
IV Rank15.1%0.0%34.8%13.7%19.1%
IV Percentile10.8%0.0%47.2%6.0%4.4%
Term Structure2.6%-2.2%9.6%2.8%2.3%
VWIV18.5%12.6%30.8%16.4%30.8%
Skew 25d1.7%-4.9%12.7%-3.4%12.7%
Skew 10d4.3%-6.5%18.1%4.9%18.1%
Call IV 25d20.6%12.4%30.6%25.2%19.7%
Put IV 25d22.3%17.2%32.4%21.8%32.4%
Bid-Ask Spread %101.1592.70109.14109.14103.69
Gamma HHI0.330.240.750.290.24
Net GEX908.1K506.0K2.5M801.3K563.6K
Net DEX-8.0M-10.3M-4.6M-9.9M-10.3M
Net VEX-19.4K-23.8K-15.5K-22.5K-15.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.006.670.130.29
Total Volume62.9550310189
Total OI1,441.0919431,8731,5481,103

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$164.65$155.0018.2%5.2%21.9%13.7%0.0%-3.4%2.8%801.3K-9.9M-22.5K0.13109.141621,176372
2021-06-02$162.76$155.0018.3%5.2%21.7%13.8%0.0%1.7%2.0%985.5K-8.7M-22.7K0.00104.181601,192374
2021-06-03$160.75$160.0023.2%5.1%22.1%28.2%0.0%5.0%5.2%781.1K-7.1M-23.5K0.61100.1418111,207374
2021-06-04$162.32$160.0022.6%5.7%22.4%26.4%16.4%5.3%-1.8%815.4K-8.2M-23.8K0.1798.353661,220384
2021-06-07$161.28$160.0025.5%5.8%19.5%34.8%0.0%-0.7%-1.4%910.7K-8.3M-22.3K6.67102.743201,245389
2021-06-08$159.38$160.0024.2%6.2%19.8%31.2%19.5%-2.0%0.1%866.2K-6.2M-21.6K0.3895.1126101,248403
2021-06-09$159.69$160.0018.2%5.2%19.6%13.7%17.3%-3.0%3.2%1.0M-6.4M-20.0K0.0392.704011,245412
2021-06-10$161.46$160.0015.7%4.5%19.8%6.4%15.4%4.6%5.9%988.4K-7.9M-21.0K0.0097.774401,270413
2021-06-11$161.75$160.0018.3%5.3%19.8%14.0%0.0%10.2%1.4%1.0M-8.4M-21.0K0.00105.15001,313413
2021-06-14$161.80$160.0014.9%4.3%18.3%3.9%0.0%-4.9%9.6%1.3M-8.6M-18.5K0.0099.921601,313413
2021-06-15$161.03$160.0016.5%4.7%17.0%8.8%18.2%-4.7%3.4%1.2M-7.7M-18.1K0.3096.8433101,329413
2021-06-16$159.09$160.0017.9%5.1%17.2%12.9%18.6%-2.1%3.0%1.0M-7.1M-17.6K0.20102.0351101,346388
2021-06-17$161.57$160.0017.6%5.1%17.7%12.0%17.3%0.5%1.3%1.3M-9.3M-18.1K0.03102.6130191,372388
2021-06-18$160.48$160.0019.4%5.6%14.6%17.2%0.0%2.5%-0.7%2.5M-9.3M-18.8K0.31105.891341,485388
2021-06-21$162.84$160.0019.5%5.6%15.6%17.3%20.8%-1.1%0.3%522.8K-4.6M-18.9K0.86101.2876732211
2021-06-22$166.45$160.0017.9%5.1%16.3%12.7%17.2%5.9%2.4%510.4K-6.1M-17.4K0.2196.73143734216
2021-06-23$165.51$160.0015.7%4.5%16.3%6.4%15.3%4.9%2.6%595.5K-6.1M-18.5K0.7799.94163125749219
2021-06-24$169.02$160.0015.7%4.5%17.9%6.4%16.3%1.1%1.9%532.3K-7.5M-18.2K0.0099.15600772238
2021-06-25$172.68$160.0014.2%4.1%19.4%2.0%12.6%1.1%6.3%543.7K-9.7M-16.2K0.47101.584019831238
2021-06-28$173.45$160.008.6%2.5%19.4%0.0%0.0%4.3%9.6%591.1K-9.8M-15.5K0.00106.3900840248
2021-06-29$173.36$160.0020.7%5.9%18.8%30.8%23.4%-1.0%-2.2%506.0K-9.6M-16.5K1.31103.96105138840248
2021-06-30$174.21$160.0016.2%4.6%18.0%19.1%30.8%12.7%2.3%563.6K-10.3M-15.9K0.29103.6972855248