LBRDK Options History — February 2022

In February 2022, LBRDK traded between $141.80 and $155.51. ATM implied volatility averaged 29.3%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 1.2% (HV 20d: 28.1%). Max pain ranged from $150.00 to $150.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.28.

Notable Days

2022-02-02: Highest Volume — 376 contracts
2022-02-07: Largest IV spike — 24.3% change
2022-02-28: Highest IV Rank — 65.6%
2022-02-28: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$150.42	$141.80	$155.51	$150.72	$146.28
Max Pain	$150.00	$150.00	$150.00	$150.00	$150.00
ATM IV	29.3%	26.4%	32.9%	26.5%	32.9%
Expected Move	8.4%	7.6%	9.4%	7.6%	9.4%
HV 20d	28.1%	23.5%	31.5%	31.5%	23.5%
HV 60d	25.9%	25.4%	27.0%	25.6%	26.6%
IV Rank	56.1%	48.0%	65.6%	48.4%	65.6%
IV Percentile	83.1%	73.0%	91.3%	73.8%	91.3%
Term Structure	-1.0%	-4.1%	4.4%	4.4%	-1.9%
VWIV	29.3%	24.9%	33.4%	26.7%	30.4%
Skew 25d	2.4%	-4.9%	11.3%	-1.2%	-1.3%
Skew 10d	3.1%	-12.6%	14.3%	9.4%	-0.7%
Call IV 25d	28.2%	22.6%	34.1%	28.0%	29.1%
Put IV 25d	30.5%	24.3%	40.1%	26.9%	27.8%
Bid-Ask Spread %	102.45	99.27	106.98	106.98	105.43
Gamma HHI	0.34	0.28	0.41	0.34	0.41
Net GEX	557.1K	396.8K	662.1K	520.5K	514.2K
Net DEX	-8.3M	-10.5M	-5.2M	-7.9M	-6.3M
Net VEX	-34.7K	-38.9K	-28.0K	-37.4K	-29.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.18	0.38	0.18	0.33
Total Volume	297.316	220	376	369	220
Total OI	1,719.789	1,499	1,808	1,791	1,523

Daily Data (19 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
2022-02-01	$150.72	$150.00	26.5%	7.6%	31.5%	48.4%	26.7%	-1.2%	4.4%	520.5K	-7.9M	-37.4K	0.18	106.98	312	57	1,740	51
2022-02-02	$151.60	$150.00	27.5%	7.9%	31.1%	51.1%	24.9%	4.9%	1.4%	535.0K	-8.7M	-38.2K	0.18	106.06	319	57	1,740	51
2022-02-03	$152.69	$150.00	27.0%	8.1%	30.7%	49.8%	29.3%	5.7%	-0.6%	568.7K	-9.1M	-38.1K	0.18	99.93	319	57	1,726	51
2022-02-04	$153.27	$150.00	26.4%	7.8%	30.7%	48.0%	27.3%	2.6%	-0.9%	579.0K	-9.5M	-38.9K	0.18	99.27	319	57	1,733	51
2022-02-07	$152.46	$150.00	32.8%	8.8%	28.9%	65.3%	29.7%	7.1%	-3.4%	595.4K	-9.1M	-36.8K	0.20	101.73	289	57	1,733	49
2022-02-08	$153.08	$150.00	28.3%	7.9%	28.7%	53.3%	27.6%	4.3%	-0.1%	581.6K	-9.6M	-37.1K	0.24	100.70	289	70	1,738	38
2022-02-09	$155.51	$150.00	26.6%	7.6%	28.9%	48.8%	27.4%	2.6%	-0.7%	650.2K	-10.4M	-38.0K	0.37	103.23	190	70	1,746	52
2022-02-10	$153.91	$150.00	27.1%	7.8%	29.1%	50.0%	28.1%	-4.7%	-0.7%	623.5K	-10.5M	-38.0K	0.38	102.67	185	70	1,746	52
2022-02-11	$152.51	$150.00	29.1%	8.3%	29.3%	55.5%	29.5%	3.1%	-0.6%	600.4K	-9.8M	-37.1K	0.36	100.52	194	70	1,748	52
2022-02-14	$152.10	$150.00	31.1%	8.9%	28.5%	60.8%	30.4%	3.4%	-4.0%	586.9K	-9.1M	-35.9K	0.36	101.25	194	70	1,755	52
2022-02-15	$153.03	$150.00	28.7%	8.2%	24.8%	54.5%	27.7%	3.0%	-1.7%	637.1K	-9.5M	-35.0K	0.36	102.16	194	70	1,755	52
2022-02-16	$153.38	$150.00	28.2%	8.1%	24.7%	53.0%	28.7%	1.4%	-1.9%	662.1K	-9.3M	-35.0K	0.34	102.88	194	65	1,755	52
2022-02-17	$149.04	$150.00	30.0%	8.6%	26.0%	57.7%	28.7%	-0.8%	0.2%	535.3K	-7.5M	-33.1K	0.22	99.90	292	65	1,755	53
2022-02-18	$148.47	$150.00	29.9%	8.6%	26.0%	57.6%	31.3%	3.9%	-1.7%	514.1K	-7.5M	-33.2K	0.22	101.30	292	65	1,754	53
2022-02-22	$147.03	$150.00	31.9%	9.1%	26.2%	63.0%	31.2%	4.2%	-4.1%	511.2K	-6.9M	-31.9K	0.25	102.93	211	53	1,459	40
2022-02-23	$141.80	$150.00	32.2%	9.2%	29.1%	63.8%	32.6%	0.9%	-3.7%	396.8K	-5.2M	-28.0K	0.31	102.03	169	53	1,459	40
2022-02-24	$143.67	$150.00	30.4%	8.7%	27.8%	59.0%	33.4%	11.3%	0.0%	443.2K	-5.2M	-28.4K	0.35	103.67	171	60	1,473	40
2022-02-25	$147.42	$150.00	30.9%	8.9%	28.7%	60.3%	31.0%	-4.9%	0.4%	529.0K	-6.4M	-30.1K	0.31	103.98	176	54	1,474	35
2022-02-28	$146.28	$150.00	32.9%	9.4%	23.5%	65.6%	30.4%	-1.3%	-1.9%	514.2K	-6.3M	-29.2K	0.33	105.43	166	54	1,487	36