LBRDK Options History — September 2021

In September 2021, LBRDK traded between $172.02 and $192.86. ATM implied volatility averaged 20.1%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.4% (HV 20d: 15.7%). Max pain ranged from $160.00 to $175.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-09-20: Highest Volume — 311 contracts
  • 2021-09-14: Largest IV spike — 39.4% change
  • 2021-09-28: Highest IV Rank — 46.3%
  • 2021-09-28: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$180.33$172.02$192.86$192.86$172.61
Max Pain$172.62$160.00$175.00$160.00$170.00
ATM IV20.1%10.3%26.8%10.3%19.6%
Expected Move5.9%2.9%7.7%2.9%5.6%
HV 20d15.7%10.8%18.8%10.8%16.4%
HV 60d16.9%16.0%18.4%16.0%17.0%
IV Rank29.2%4.1%46.3%4.1%27.9%
IV Percentile32.2%0.4%74.6%0.4%26.6%
Term Structure1.0%-3.5%7.6%1.7%4.5%
VWIV21.8%12.0%27.4%12.0%20.4%
Skew 25d1.4%-6.3%8.7%3.5%-1.7%
Skew 10d2.7%-10.6%12.6%-2.0%1.2%
Call IV 25d21.7%15.9%27.8%15.9%26.3%
Put IV 25d23.1%18.6%31.6%19.4%24.7%
Bid-Ask Spread %101.0393.71108.8799.55108.87
Gamma HHI0.300.170.630.630.23
Net GEX304.8K171.8K453.7K412.0K290.8K
Net DEX-6.2M-11.5M-1.7M-11.5M-2.7M
Net VEX-13.1K-14.7K-10.6K-14.7K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.002.830.570.00
Total Volume31.57113111118
Total OI822.6194271,0971,056569

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$192.86$160.0010.3%2.9%10.8%4.1%12.0%3.5%1.7%412.0K-11.5M-14.7K0.5799.5574793263
2021-09-02$192.30$175.0013.5%6.1%10.9%12.4%0.0%0.3%-1.6%395.9K-11.4M-14.4K0.0097.92160797263
2021-09-03$190.95$175.0017.2%5.0%11.3%21.7%23.8%5.3%1.0%391.9K-11.2M-14.7K0.3397.3031802267
2021-09-07$187.87$175.0021.9%5.7%12.5%33.9%19.1%0.9%-0.2%367.4K-10.5M-14.4K2.8398.45617792267
2021-09-08$187.54$175.0019.5%5.6%12.5%27.6%0.0%2.8%1.7%339.1K-10.1M-14.1K0.0095.4560791268
2021-09-09$184.65$175.0019.8%5.7%13.1%28.4%24.9%-3.5%1.8%304.7K-9.4M-13.2K0.0099.57130792275
2021-09-10$183.53$175.0015.9%4.6%13.3%18.6%0.0%5.7%4.9%357.7K-8.9M-13.2K0.0099.8030797275
2021-09-13$184.51$175.0015.9%4.6%13.4%18.4%0.0%2.6%7.6%314.8K-9.2M-12.5K0.4598.42115800275
2021-09-14$177.48$175.0022.1%6.3%18.8%34.3%20.0%5.4%0.0%453.7K-6.6M-12.3K0.53106.651910803275
2021-09-15$177.68$175.0020.0%5.7%18.7%28.9%0.0%3.0%0.9%422.8K-7.1M-12.1K0.0097.9260799272
2021-09-16$177.81$170.0019.7%5.7%18.7%28.2%20.0%-2.8%1.3%373.8K-7.3M-11.9K0.1093.71202810282
2021-09-17$176.94$170.0022.7%6.5%18.8%35.7%23.4%-6.3%-1.3%174.2K-7.1M-10.6K0.3895.4583816281
2021-09-20$175.75$170.0021.8%6.3%18.1%33.6%18.0%-3.4%0.3%171.8K-1.7M-11.0K0.00101.72311037156
2021-09-21$176.10$170.0022.7%6.5%18.0%35.9%23.7%1.5%0.7%183.4K-1.9M-11.1K0.0096.4625037756
2021-09-22$177.06$170.0022.0%6.3%18.2%33.9%21.3%1.3%0.2%218.7K-2.3M-12.2K0.21108.55561237456
2021-09-23$176.14$170.0023.3%6.7%18.1%37.2%0.0%8.7%-1.9%227.6K-2.5M-13.2K0.00103.9913039656
2021-09-24$175.87$175.0021.7%6.2%18.1%33.2%26.5%-5.0%2.1%249.4K-2.5M-14.1K0.00104.601044668
2021-09-27$173.67$175.0024.4%7.0%16.8%40.1%24.4%-0.9%-3.5%250.7K-2.5M-13.8K0.00104.1623045768
2021-09-28$172.02$175.0026.8%7.7%16.7%46.3%27.4%6.6%-2.7%233.1K-2.0M-13.1K0.04107.9224145868
2021-09-29$173.64$175.0021.8%6.3%17.0%33.6%20.4%5.3%3.3%266.5K-2.4M-13.5K0.00105.1119047668
2021-09-30$172.61$170.0019.6%5.6%16.4%27.9%0.0%-1.7%4.5%290.8K-2.7M-14.2K0.00108.8718050069