LBRDK Options History — January 2022

In January 2022, LBRDK traded between $137.59 and $161.88. ATM implied volatility averaged 31.1%, placing in the 59.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 8.8% (HV 20d: 22.3%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2022-01-04: Highest Volume — 785 contracts
2022-01-05: Largest IV spike — 38.9% change
2022-01-26: Highest IV Rank — 89.7%
2022-01-26: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$148.84	$137.59	$161.88	$161.88	$148.25
Max Pain	$152.50	$150.00	$155.00	$150.00	$150.00
ATM IV	31.1%	18.9%	41.7%	23.5%	33.3%
Expected Move	9.0%	5.4%	12.0%	6.7%	9.5%
HV 20d	22.3%	19.6%	30.6%	21.2%	30.6%
HV 60d	24.9%	23.5%	26.1%	26.1%	25.3%
IV Rank	59.9%	26.1%	89.7%	37.9%	66.7%
IV Percentile	81.1%	25.4%	98.8%	55.2%	90.1%
Term Structure	-1.9%	-6.6%	5.0%	4.2%	-4.9%
VWIV	30.7%	25.7%	38.9%	25.8%	29.6%
Skew 25d	5.8%	-2.2%	11.3%	1.7%	7.2%
Skew 10d	7.4%	-0.6%	27.8%	-0.1%	5.6%
Call IV 25d	29.6%	21.4%	40.5%	24.3%	29.4%
Put IV 25d	35.5%	26.0%	49.3%	26.0%	36.6%
Bid-Ask Spread %	98.47	88.39	105.15	97.96	105.15
Gamma HHI	0.28	0.20	0.37	0.20	0.37
Net GEX	479.9K	304.2K	639.5K	632.6K	481.5K
Net DEX	-7.2M	-12.5M	-4.0M	-12.5M	-6.9M
Net VEX	-37.8K	-46.7K	-28.2K	-46.7K	-36.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.07	0.24	0.09	0.16
Total Volume	461.3	230	785	776	361
Total OI	1,699.05	1,617	1,797	1,617	1,762

Daily Data (20 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
2022-01-03	$161.88	$150.00	23.5%	6.7%	21.2%	37.9%	25.8%	1.7%	4.2%	632.6K	-12.5M	-46.7K	0.09	97.96	710	66	1,549	68
2022-01-04	$158.76	$150.00	18.9%	5.4%	22.1%	26.1%	28.4%	4.1%	5.0%	639.5K	-11.0M	-45.4K	0.09	99.82	718	67	1,549	68
2022-01-05	$156.07	$150.00	26.2%	7.5%	21.4%	44.8%	34.5%	6.4%	-2.0%	594.7K	-10.3M	-44.8K	0.11	102.03	628	68	1,556	66
2022-01-06	$156.48	$155.00	22.3%	7.6%	20.7%	34.7%	25.7%	7.8%	-1.4%	620.1K	-10.0M	-44.7K	0.11	88.39	598	67	1,594	68
2022-01-07	$151.96	$155.00	25.3%	7.2%	19.9%	42.4%	27.3%	5.9%	3.4%	574.9K	-8.9M	-43.9K	0.11	92.73	628	67	1,614	68
2022-01-10	$150.47	$155.00	31.4%	8.3%	19.7%	58.0%	30.5%	11.0%	-1.5%	500.0K	-7.4M	-40.8K	0.11	97.02	628	67	1,664	67
2022-01-11	$152.35	$155.00	29.5%	8.6%	20.2%	53.1%	27.5%	8.4%	-3.6%	559.6K	-7.7M	-41.0K	0.11	93.88	628	67	1,664	68
2022-01-12	$153.34	$155.00	27.8%	8.0%	19.8%	51.8%	27.9%	10.9%	-2.6%	579.5K	-8.6M	-41.6K	0.11	96.11	602	67	1,664	68
2022-01-13	$153.98	$155.00	27.6%	7.9%	19.6%	51.4%	27.7%	3.2%	-0.6%	606.8K	-8.8M	-42.0K	0.07	97.44	602	45	1,688	68
2022-01-14	$151.12	$155.00	28.5%	8.2%	19.7%	53.8%	29.8%	-2.2%	-1.3%	565.4K	-7.9M	-42.3K	0.22	96.90	205	45	1,691	66
2022-01-18	$145.57	$155.00	31.2%	8.9%	23.1%	61.1%	33.1%	2.6%	-1.5%	430.8K	-5.7M	-36.2K	0.24	99.00	185	45	1,691	66
2022-01-19	$144.99	$155.00	33.6%	9.6%	22.9%	67.7%	33.2%	8.2%	-1.8%	394.6K	-4.9M	-33.4K	0.24	94.92	185	45	1,691	66
2022-01-20	$142.20	$155.00	34.0%	9.8%	23.1%	68.7%	31.7%	5.8%	-4.4%	356.9K	-4.7M	-31.9K	0.18	101.19	257	45	1,691	66
2022-01-21	$141.63	$150.00	35.1%	10.1%	23.1%	71.8%	31.0%	7.0%	-4.6%	332.2K	-4.4M	-31.4K	0.20	101.25	237	48	1,731	66
2022-01-24	$142.82	$150.00	39.4%	11.3%	22.0%	83.2%	31.5%	11.3%	-6.6%	353.1K	-4.9M	-31.8K	0.20	101.83	194	39	1,614	32
2022-01-25	$141.06	$150.00	39.2%	11.2%	21.8%	82.7%	34.1%	0.4%	-5.9%	337.7K	-4.5M	-30.5K	0.20	100.05	196	39	1,614	32
2022-01-26	$137.59	$150.00	41.7%	12.0%	21.8%	89.7%	36.0%	6.9%	-5.4%	304.2K	-4.0M	-28.2K	0.20	103.02	196	39	1,617	32
2022-01-27	$139.81	$150.00	39.6%	11.3%	23.2%	83.8%	38.9%	9.1%	-2.9%	321.7K	-4.3M	-28.3K	0.20	97.53	200	39	1,617	32
2022-01-28	$146.54	$150.00	34.1%	9.8%	30.0%	69.0%	30.3%	1.5%	1.0%	411.9K	-6.1M	-34.1K	0.19	103.14	254	49	1,621	32
2022-01-31	$148.25	$150.00	33.3%	9.5%	30.6%	66.7%	29.6%	7.2%	-4.9%	481.5K	-6.9M	-36.2K	0.16	105.15	312	49	1,720	42