LBRDK Options History — October 2021

In October 2021, LBRDK traded between $162.30 and $177.53. ATM implied volatility averaged 25.3%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.8% (HV 20d: 23.5%). Max pain ranged from $160.00 to $170.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2021-10-29: Highest Volume — 1,671 contracts
2021-10-11: Largest IV spike — 73.3% change
2021-10-12: Highest IV Rank — 92.0%
2021-10-28: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$171.92	$162.30	$177.53	$175.76	$162.30
Max Pain	$161.67	$160.00	$170.00	$170.00	$165.00
ATM IV	25.3%	19.5%	44.8%	23.9%	26.0%
Expected Move	6.7%	5.9%	7.5%	6.9%	7.5%
HV 20d	23.5%	18.4%	31.4%	18.4%	31.4%
HV 60d	18.8%	16.0%	22.1%	17.4%	22.1%
IV Rank	42.5%	27.7%	92.0%	38.9%	44.3%
IV Percentile	58.1%	26.6%	99.2%	56.0%	74.2%
Term Structure	-1.7%	-7.6%	3.7%	3.7%	0.5%
VWIV	24.4%	16.9%	30.6%	22.1%	28.7%
Skew 25d	1.8%	-5.9%	7.0%	3.5%	-2.3%
Skew 10d	2.5%	-6.2%	13.5%	5.8%	1.1%
Call IV 25d	24.7%	19.6%	34.7%	21.2%	34.7%
Put IV 25d	26.5%	19.7%	32.9%	24.8%	32.4%
Bid-Ask Spread %	101.23	92.78	106.14	106.14	102.07
Gamma HHI	0.21	0.17	0.29	0.23	0.29
Net GEX	347.1K	106.1K	470.3K	314.4K	106.1K
Net DEX	-3.0M	-5.2M	1.7M	-3.0M	1.7M
Net VEX	-16.4K	-32.3K	-10.7K	-15.0K	-32.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	0.85	0.00	0.52
Total Volume	228.429	6	1,671	6	1,671
Total OI	739	581	1,808	581	1,808

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-10-01	$175.76	$170.00	23.9%	6.9%	18.4%	38.9%	0.0%	3.5%	3.7%	314.4K	-3.0M	-15.0K	0.00	106.14	6	0	512	69
2021-10-04	$176.28	$160.00	25.3%	6.3%	18.6%	42.5%	22.1%	3.2%	-0.7%	340.0K	-3.4M	-15.5K	0.00	103.85	12	0	524	69
2021-10-05	$177.53	$160.00	19.5%	6.6%	18.4%	27.7%	26.3%	7.0%	-1.2%	335.3K	-3.5M	-15.4K	0.00	100.58	12	0	525	69
2021-10-06	$175.86	$160.00	27.2%	6.7%	18.5%	47.4%	23.9%	5.5%	-2.6%	341.2K	-3.3M	-15.2K	0.00	100.19	12	0	529	69
2021-10-07	$177.33	$160.00	28.4%	6.2%	18.4%	50.3%	0.0%	1.5%	-0.1%	374.0K	-4.0M	-15.8K	0.00	102.46	6	0	541	69
2021-10-08	$168.56	$160.00	21.6%	6.5%	25.2%	33.1%	21.6%	-5.3%	-4.5%	300.1K	-2.2M	-14.0K	0.00	100.60	37	0	553	69
2021-10-11	$166.40	$160.00	37.5%	6.9%	25.1%	73.5%	30.6%	5.9%	-1.5%	249.2K	-1.3M	-10.9K	0.61	101.89	31	19	559	69
2021-10-12	$164.99	$160.00	44.8%	7.1%	21.8%	92.0%	0.0%	2.4%	-1.1%	237.8K	-1.2M	-10.7K	0.00	102.92	11	0	592	69
2021-10-13	$165.71	$160.00	23.8%	6.8%	22.0%	38.6%	25.8%	-1.8%	-0.4%	263.1K	-1.4M	-12.7K	0.00	106.05	13	0	623	87
2021-10-14	$168.21	$160.00	23.0%	6.6%	22.9%	36.6%	24.8%	3.8%	0.7%	312.4K	-1.9M	-14.0K	0.31	102.78	13	4	634	87
2021-10-15	$167.08	$160.00	22.2%	6.4%	22.9%	34.6%	22.8%	-5.9%	0.0%	310.9K	-2.0M	-14.1K	0.00	104.45	43	0	647	87
2021-10-18	$168.07	$160.00	21.8%	6.2%	23.1%	33.5%	0.0%	0.5%	-0.9%	276.5K	-2.2M	-14.8K	0.00	104.03	6	0	578	75
2021-10-19	$172.61	$160.00	20.8%	6.0%	25.2%	31.0%	23.3%	-1.7%	-1.7%	368.8K	-3.5M	-17.1K	0.06	99.98	47	3	621	75
2021-10-20	$175.95	$160.00	25.3%	7.2%	26.2%	42.4%	25.0%	5.1%	-7.6%	387.2K	-4.2M	-17.2K	0.26	98.28	220	58	619	78
2021-10-21	$175.28	$160.00	20.6%	5.9%	26.1%	30.4%	16.9%	0.4%	-3.4%	466.0K	-5.2M	-17.9K	0.29	102.37	197	58	658	78
2021-10-22	$176.61	$160.00	24.1%	6.9%	26.3%	39.5%	20.8%	6.0%	-4.7%	464.3K	-5.1M	-18.7K	0.24	98.45	243	58	670	78
2021-10-25	$175.75	$165.00	22.2%	6.4%	25.9%	34.4%	25.2%	0.5%	-1.4%	470.3K	-4.9M	-19.3K	0.28	92.78	207	58	683	80
2021-10-26	$175.49	$165.00	22.6%	6.5%	25.6%	35.5%	26.0%	6.0%	-4.3%	461.3K	-4.7M	-18.5K	0.28	100.22	209	58	696	80
2021-10-27	$173.33	$165.00	24.6%	7.1%	25.9%	40.8%	24.7%	1.6%	-1.4%	470.1K	-4.4M	-18.3K	0.28	98.19	207	58	709	80
2021-10-28	$171.29	$165.00	26.3%	7.5%	26.1%	45.0%	27.1%	1.3%	-2.9%	440.4K	-3.8M	-17.9K	0.85	97.45	660	560	721	80
2021-10-29	$162.30	$165.00	26.0%	7.5%	31.4%	44.3%	28.7%	-2.3%	0.5%	106.1K	1.7M	-32.3K	0.52	102.07	1,103	568	1,224	584