LBRDK Options History — July 2021

In July 2021, LBRDK traded between $169.06 and $179.22. ATM implied volatility averaged 23.1%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 4.3% (HV 20d: 18.9%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-07-15: Highest Volume — 236 contracts
  • 2021-07-13: Largest IV spike — 70.9% change
  • 2021-07-13: Highest IV Rank — 79.8%
  • 2021-07-27: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$175.01$169.06$179.22$174.61$177.29
Max Pain$164.29$160.00$165.00$160.00$165.00
ATM IV23.1%17.2%40.0%20.4%22.7%
Expected Move6.0%4.9%7.2%5.8%6.5%
HV 20d18.9%15.7%21.1%17.1%20.0%
HV 60d19.1%18.3%19.7%18.3%19.7%
IV Rank36.8%21.8%79.8%29.9%35.7%
IV Percentile33.2%7.1%98.0%17.1%32.9%
Term Structure-1.6%-6.2%3.0%-6.2%-3.4%
VWIV22.0%15.8%29.8%29.8%15.8%
Skew 25d3.3%-0.2%11.2%2.2%3.0%
Skew 10d5.3%-5.1%14.9%4.4%1.9%
Call IV 25d21.6%14.0%28.6%18.7%20.4%
Put IV 25d24.9%20.9%30.3%20.9%23.4%
Bid-Ask Spread %97.3085.68107.23101.64106.07
Gamma HHI0.230.190.280.230.22
Net GEX519.4K444.6K652.1K510.4K577.3K
Net DEX-10.0M-12.5M-7.2M-10.4M-11.0M
Net VEX-17.8K-22.9K-12.7K-16.1K-21.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.002.870.100.00
Total Volume50.190236020
Total OI1,136.3339641,2691,1111,188

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$174.61$160.0020.4%5.8%17.1%29.9%0.0%2.2%-6.2%510.4K-10.4M-16.1K0.00101.6400861250
2021-07-02$176.25$160.0020.3%5.8%17.0%29.6%29.8%6.9%3.0%460.7K-11.1M-13.8K0.00107.2301861250
2021-07-06$176.11$165.0026.3%5.7%16.7%45.0%19.4%3.6%0.9%472.2K-10.7M-14.5K0.1090.03505861251
2021-07-07$178.04$165.0022.6%5.1%15.7%35.5%0.0%5.0%0.6%452.0K-11.8M-13.2K0.06105.29362886248
2021-07-08$177.55$165.0032.0%5.4%15.9%59.5%0.0%1.9%-0.6%460.3K-12.0M-12.7K0.00100.471140891250
2021-07-09$179.22$165.0021.2%5.5%15.8%32.0%0.0%11.2%-1.5%492.8K-12.5M-14.8K0.00101.3830938250
2021-07-12$173.58$165.0023.4%6.0%20.6%37.6%0.0%1.6%-0.7%513.9K-11.0M-15.9K0.6795.041510938250
2021-07-13$172.37$165.0040.0%6.3%20.9%79.8%0.0%2.0%-0.3%555.4K-9.8M-17.5K2.8785.681543950249
2021-07-14$170.94$165.0020.8%6.0%21.1%31.0%20.9%2.7%-0.7%616.9K-9.3M-16.9K0.0292.941493965275
2021-07-15$169.06$165.0023.5%6.7%21.0%37.7%23.4%5.0%-4.7%652.1K-9.1M-17.4K0.0089.092360985279
2021-07-16$171.74$165.0020.4%5.9%21.1%30.0%21.2%7.8%-1.5%455.0K-10.3M-18.3K0.2997.26319990279
2021-07-19$172.05$165.0020.2%5.8%20.8%29.5%21.9%3.3%0.6%444.6K-7.2M-18.9K0.1896.075610753211
2021-07-20$175.22$160.0019.8%5.7%21.1%28.3%22.3%-0.2%0.1%471.2K-8.3M-18.8K0.7593.6743770221
2021-07-21$174.54$165.0021.9%6.3%20.1%33.9%21.8%1.4%-1.3%465.7K-8.1M-18.5K0.3492.554716774224
2021-07-22$175.04$165.0020.1%5.8%19.8%29.3%0.0%2.6%-3.1%527.1K-8.8M-19.8K0.0097.11160820240
2021-07-23$177.49$165.0022.4%6.4%19.1%34.9%26.0%0.1%-0.4%476.2K-9.5M-19.0K0.0195.841291836240
2021-07-26$177.56$165.0021.4%6.1%17.8%32.5%0.0%1.1%-5.8%509.4K-9.6M-18.6K0.0094.9500836240
2021-07-27$176.46$165.0025.1%7.2%17.9%41.9%0.0%4.2%-6.1%570.7K-10.2M-22.9K0.0095.89160942241
2021-07-28$176.33$165.0023.8%6.8%17.9%38.5%23.7%2.2%-2.9%575.6K-10.0M-22.8K0.0098.3603944241
2021-07-29$173.77$165.0017.2%4.9%18.7%21.8%17.6%1.7%0.2%646.8K-9.6M-22.1K2.67106.7538944241
2021-07-30$177.29$165.0022.7%6.5%20.0%35.7%15.8%3.0%-3.4%577.3K-11.0M-21.1K0.00106.07200944244