LBRDK Options History — August 2021

In August 2021, LBRDK traded between $178.93 and $191.53. ATM implied volatility averaged 16.1%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.0% (HV 20d: 15.1%). Max pain ranged from $145.00 to $165.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.62.

Notable Days

  • 2021-08-06: Highest Volume — 281 contracts
  • 2021-08-30: Largest IV spike — 32.8% change
  • 2021-08-30: Highest IV Rank — 30.0%
  • 2021-08-30: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.07$178.93$191.53$178.93$191.53
Max Pain$153.86$145.00$165.00$165.00$160.00
ATM IV16.1%13.2%20.4%16.1%18.3%
Expected Move4.6%3.8%5.9%4.6%5.2%
HV 20d15.1%10.8%20.3%20.0%10.8%
HV 60d17.6%16.2%19.8%19.8%16.2%
IV Rank19.0%11.6%30.0%19.0%24.5%
IV Percentile8.1%0.4%27.8%4.4%19.4%
Term Structure1.6%-6.7%5.7%0.8%-2.3%
VWIV16.9%12.1%23.5%20.4%12.9%
Skew 25d5.3%-1.1%11.8%4.5%9.1%
Skew 10d5.9%-1.0%16.9%8.0%4.5%
Call IV 25d15.5%11.2%21.5%21.5%14.9%
Put IV 25d20.8%13.8%26.8%26.0%23.9%
Bid-Ask Spread %100.4093.35109.84106.36100.09
Gamma HHI0.300.200.540.230.54
Net GEX457.3K343.9K653.9K653.9K380.1K
Net DEX-12.5M-14.5M-10.1M-11.8M-11.2M
Net VEX-15.3K-18.4K-13.6K-17.0K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.0010.000.180.00
Total Volume27.90912812615
Total OI1,174.4091,0101,2831,1881,057

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$178.93$165.0016.1%4.6%20.0%19.0%20.4%4.5%0.8%653.9K-11.8M-17.0K0.18106.36224941247
2021-08-03$180.93$165.0014.1%4.0%20.3%13.8%22.3%2.9%0.9%526.7K-12.8M-13.8K0.00109.8490941247
2021-08-04$182.34$165.0018.1%5.2%20.1%24.1%19.6%4.0%-3.2%573.7K-13.3M-15.7K0.28105.91185955243
2021-08-05$183.22$145.0016.2%4.9%20.1%19.2%17.8%5.7%0.9%457.5K-13.3M-16.3K0.03100.97351948243
2021-08-06$182.86$145.0015.1%4.0%19.9%16.5%14.3%0.1%4.3%443.7K-13.7M-14.1K0.01103.902774958245
2021-08-09$181.29$145.0014.9%4.6%16.2%15.9%16.6%3.2%2.9%502.5K-13.0M-15.0K0.1096.87101962245
2021-08-10$180.97$145.0013.2%4.0%15.9%11.6%17.1%5.4%5.1%589.1K-12.5M-18.4K0.0093.35101,014246
2021-08-11$183.53$145.0016.8%4.8%15.9%20.7%16.2%6.6%2.7%534.8K-13.8M-14.9K0.1498.32711,020247
2021-08-12$183.92$145.0015.4%4.4%14.9%17.2%15.1%3.1%2.9%520.8K-13.8M-15.6K0.5598.2622121,020247
2021-08-13$183.64$145.0015.2%4.4%14.4%16.8%22.3%9.5%0.3%519.0K-13.3M-18.1K0.00100.75501,019246
2021-08-16$185.48$155.0016.5%4.7%14.6%20.0%0.0%11.3%3.0%539.9K-13.6M-17.9K0.0098.59301,025258
2021-08-17$186.11$155.0014.4%4.1%13.5%14.6%14.2%1.4%5.7%416.4K-14.5M-15.8K0.0095.75901,020258
2021-08-18$185.35$155.0013.4%3.8%13.5%12.2%23.5%8.0%5.1%438.8K-14.3M-14.7K0.00103.09501,019258
2021-08-19$184.99$155.0015.7%4.5%13.6%17.9%12.1%-0.4%4.1%458.6K-13.8M-16.0K0.00100.75041,015258
2021-08-20$187.23$155.0016.2%4.6%13.5%19.3%13.7%2.1%2.9%364.9K-14.5M-14.3K0.4099.541041,010258
2021-08-23$187.86$155.0016.5%4.7%13.4%20.1%14.7%-1.1%1.7%370.7K-10.2M-14.2K0.24100.784210772238
2021-08-24$186.93$155.0016.1%4.6%13.3%18.9%12.5%1.1%2.4%357.2K-10.3M-13.6K10.00104.51110776240
2021-08-25$187.46$155.0018.7%5.4%13.3%25.7%18.9%11.8%0.2%350.2K-10.3M-13.8K0.5097.35126779250
2021-08-26$186.74$155.0017.7%5.1%11.8%23.0%20.8%8.3%-1.4%343.9K-10.1M-14.6K0.0098.3430780260
2021-08-27$189.96$160.0015.4%4.4%11.3%17.2%13.0%8.0%2.8%347.1K-10.6M-14.2K0.0096.13370780266
2021-08-30$190.28$160.0020.4%5.9%11.1%30.0%17.2%11.8%-6.7%371.7K-10.3M-14.5K0.5099.4063760266
2021-08-31$191.53$160.0018.3%5.2%10.8%24.5%12.9%9.1%-2.3%380.1K-11.2M-15.0K0.00100.09150791266