LBRDK Options History — December 2021

In December 2021, LBRDK traded between $149.27 and $162.35. ATM implied volatility averaged 29.2%, placing in the 52.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 2.8% (HV 20d: 26.4%). Max pain ranged from $150.00 to $165.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-12-14: Highest Volume — 1,164 contracts
  • 2021-12-15: Largest IV drop — 38.4% change
  • 2021-12-14: Highest IV Rank — 94.0%
  • 2021-12-02: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$156.57$149.27$162.35$152.82$161.78
Max Pain$152.05$150.00$165.00$165.00$150.00
ATM IV29.2%22.1%45.6%26.3%23.6%
Expected Move7.6%6.3%9.5%7.5%6.8%
HV 20d26.4%20.4%29.3%20.4%21.6%
HV 60d25.8%23.7%26.4%23.7%26.1%
IV Rank52.4%34.3%94.0%45.0%38.0%
IV Percentile75.4%44.4%99.6%75.4%56.0%
Term Structure0.1%-4.1%3.4%2.8%1.5%
VWIV29.4%26.1%34.2%33.3%31.2%
Skew 25d2.9%-4.6%9.7%2.8%4.0%
Skew 10d5.7%-5.8%17.1%-3.8%11.4%
Call IV 25d29.2%23.3%38.7%30.2%30.5%
Put IV 25d32.0%26.3%39.4%33.0%34.5%
Bid-Ask Spread %100.3494.65106.6599.71103.22
Gamma HHI0.250.200.290.230.20
Net GEX355.8K54.8K654.8K164.3K654.8K
Net DEX-4.3M-12.9M4.1M1.5M-12.9M
Net VEX-42.5K-47.9K-27.6K-36.6K-47.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.050.120.120.09
Total Volume766.0915931,164724776
Total OI2,210.0451,3873,0152,4931,617

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$152.82$165.0026.3%7.5%20.4%45.0%33.3%2.8%2.8%164.3K1.5M-36.6K0.1299.71649751,891602
2021-12-02$158.96$165.0033.0%9.5%23.5%62.1%32.6%9.7%-4.1%112.5K-861.1K-41.1K0.1299.78650751,898600
2021-12-03$160.79$165.0029.4%8.4%24.0%52.7%30.9%-1.3%3.4%88.0K-1.6M-41.1K0.12105.01642771,906600
2021-12-06$162.22$150.0030.7%7.6%24.0%56.2%28.1%3.3%-0.7%54.8K-2.8M-40.2K0.1299.27642771,906602
2021-12-07$158.55$150.0034.0%7.8%25.0%64.6%28.3%-4.6%-0.8%66.9K667.0K-35.8K0.1098.58641621,912602
2021-12-08$156.22$150.0032.8%7.5%24.9%61.4%27.4%-1.1%1.1%83.5K1.7M-33.5K0.10100.04641621,921603
2021-12-09$151.09$150.0033.0%8.2%26.9%61.9%26.1%-1.6%-0.9%175.1K4.1M-27.6K0.0698.901,068621,927603
2021-12-10$149.27$150.0037.3%8.5%26.7%73.0%29.4%3.6%-3.1%306.0K768.3K-44.5K0.0598.981,075572,361603
2021-12-13$149.33$150.0043.8%8.5%26.8%89.6%27.3%8.0%-1.4%367.4K1.6M-41.6K0.05101.131,104572,368608
2021-12-14$151.29$150.0045.6%8.5%27.1%94.0%28.5%4.9%-2.7%400.8K842.6K-43.8K0.05102.781,107572,404608
2021-12-15$150.29$150.0028.1%8.0%27.1%49.4%27.1%1.9%1.8%419.9K856.4K-43.3K0.12100.68675792,404608
2021-12-16$153.19$150.0023.7%6.8%28.4%38.3%26.3%1.1%2.7%437.7K-366.8K-44.8K0.1096.42621642,410583
2021-12-17$154.91$150.0025.8%7.4%28.7%43.6%27.8%-0.9%-0.1%367.0K-1.4M-46.0K0.1194.65622662,429586
2021-12-20$155.67$150.0025.5%7.3%28.8%42.9%26.4%0.4%1.3%471.3K-9.2M-45.2K0.0997.07551471,34641
2021-12-21$156.81$150.0026.6%7.6%28.6%45.8%28.2%5.2%-0.7%486.5K-9.9M-45.5K0.0996.58546471,35341
2021-12-22$156.20$150.0024.0%6.9%28.4%39.1%29.6%2.7%0.1%503.0K-9.8M-45.0K0.12101.80554691,36141
2021-12-23$159.17$150.0023.7%6.8%29.3%38.4%27.2%4.4%0.5%531.8K-10.6M-46.3K0.12106.65554651,38066
2021-12-27$159.97$150.0026.7%7.6%29.3%45.9%34.2%7.7%-1.8%502.3K-11.3M-47.7K0.12101.80548651,38767
2021-12-28$161.63$150.0022.1%6.3%29.3%34.3%33.8%6.3%3.1%531.5K-11.8M-45.5K0.12100.39548651,38367
2021-12-29$161.93$150.0023.3%6.7%26.0%37.4%31.3%4.1%0.8%542.2K-12.0M-45.4K0.12101.16570661,38267
2021-12-30$162.35$150.0023.7%6.8%25.4%38.4%31.0%2.3%-0.2%560.6K-12.6M-45.5K0.09102.97710661,40968
2021-12-31$161.78$150.0023.6%6.8%21.6%38.0%31.2%4.0%1.5%654.8K-12.9M-47.9K0.09103.22710661,54968