LBRDK Options History — November 2021

In November 2021, LBRDK traded between $154.63 and $171.01. ATM implied volatility averaged 22.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 3.6% (HV 20d: 26.5%). Max pain ranged from $165.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2021-11-01: Highest Volume — 1,676 contracts
  • 2021-11-23: Largest IV spike — 54.3% change
  • 2021-11-26: Highest IV Rank — 48.9%
  • 2021-11-26: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$165.85$154.63$171.01$163.06$154.63
Max Pain$165.00$165.00$165.00$165.00$165.00
ATM IV22.8%15.7%27.9%27.5%27.4%
Expected Move6.4%4.5%8.0%7.9%7.9%
HV 20d26.5%16.4%32.9%31.4%20.5%
HV 60d22.8%22.2%23.8%22.2%23.8%
IV Rank36.1%18.0%48.9%47.9%47.8%
IV Percentile51.0%7.5%81.3%78.6%79.8%
Term Structure2.0%-5.3%9.5%1.0%1.4%
VWIV24.3%20.0%35.8%27.9%35.8%
Skew 25d2.2%-3.9%9.5%3.5%-3.9%
Skew 10d3.8%-8.1%17.7%-8.1%16.1%
Call IV 25d24.4%17.9%35.2%32.3%35.2%
Put IV 25d26.6%19.8%36.9%35.8%31.3%
Bid-Ask Spread %101.0894.33105.5699.2798.90
Gamma HHI0.240.210.290.230.22
Net GEX413.2K35.1K749.9K292.9K248.6K
Net DEX-5.6M-10.2M8.6K-3.1M8.6K
Net VEX-51.6K-58.1K-40.0K-52.7K-41.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.100.940.510.13
Total Volume902.9526511,6761,676724
Total OI2,420.7622,2692,5582,2692,487

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$163.06$165.0027.5%7.9%31.4%47.9%27.9%3.5%1.0%292.9K-3.1M-52.7K0.5199.271,1085681,687582
2021-11-02$164.31$165.0026.4%7.6%31.4%45.2%26.6%-2.6%-5.3%285.1K-3.9M-54.1K0.51102.751,1105651,697582
2021-11-03$168.42$165.0024.2%6.9%32.9%39.6%29.6%9.5%-2.7%479.5K-6.8M-57.1K0.50105.561,1165571,716590
2021-11-04$167.33$165.0024.4%5.8%32.7%40.1%20.5%1.0%3.3%379.5K-6.0M-55.9K0.5198.721,0945581,732591
2021-11-05$168.86$165.0016.5%4.9%27.6%20.0%20.0%5.3%6.2%543.2K-7.5M-55.4K0.9497.145955581,749591
2021-11-08$169.48$165.0025.2%6.4%27.2%42.3%20.7%3.8%0.1%537.2K-6.8M-53.0K0.1099.67590611,775591
2021-11-09$171.01$165.0025.5%5.7%27.1%42.9%24.8%3.4%2.0%749.9K-9.8M-58.1K0.1099.07629611,821594
2021-11-10$170.51$165.0019.8%5.7%27.1%28.3%21.1%0.9%2.7%693.0K-10.2M-56.6K0.13100.28609771,834593
2021-11-11$167.91$165.0023.0%6.6%27.3%36.6%22.7%4.0%1.0%635.9K-7.6M-55.3K0.1299.09654771,853613
2021-11-12$167.40$165.0019.4%5.6%27.2%27.5%22.6%2.3%7.7%536.0K-7.2M-54.7K0.12102.09638771,877613
2021-11-15$169.07$165.0019.6%5.6%27.3%27.8%22.5%5.1%4.5%636.9K-8.2M-53.6K0.12102.71627771,890609
2021-11-16$168.29$165.0018.1%5.2%25.5%24.0%20.0%-1.4%7.1%577.3K-8.1M-53.2K0.1297.65625771,917609
2021-11-17$168.56$165.0019.1%5.5%24.4%26.7%23.4%7.6%2.3%605.3K-8.7M-55.4K0.13103.16608771,930609
2021-11-18$166.10$165.0022.2%6.4%24.8%34.5%24.6%-3.1%1.3%472.0K-6.7M-51.6K0.13105.28607791,942609
2021-11-19$165.69$165.0021.9%6.3%24.5%33.7%23.2%2.2%2.2%268.3K-5.7M-51.3K0.12105.55644791,947611
2021-11-22$162.93$165.0015.7%4.5%25.0%18.0%21.7%3.7%9.5%154.6K-3.7M-46.6K0.13102.22582731,788583
2021-11-23$164.13$165.0024.2%6.9%25.3%39.7%24.3%0.8%-1.1%180.2K-3.2M-46.4K0.13102.75585751,795583
2021-11-24$163.03$165.0024.6%7.1%25.1%40.7%25.4%0.1%1.1%203.5K-3.3M-46.0K0.15104.91613901,797586
2021-11-26$161.87$165.0027.9%8.0%24.9%48.9%27.8%0.1%-2.1%163.1K-2.0M-44.9K0.15101.62593901,826604
2021-11-29$160.31$165.0026.8%7.7%16.4%46.3%26.0%4.4%0.0%35.1K-256.9K-40.0K0.1494.33645901,829604
2021-11-30$154.63$165.0027.4%7.9%20.5%47.8%35.8%-3.9%1.4%248.6K8.6K-41.9K0.1398.90641831,883604