LBRDK Options History — March 2022

In March 2022, LBRDK traded between $135.33 and $144.23. ATM implied volatility averaged 32.7%, placing in the 65.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.2% (HV 20d: 25.6%). Max pain ranged from $85.00 to $150.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-03-10: Highest Volume — 306 contracts
  • 2022-03-08: Largest IV drop — 17.4% change
  • 2022-03-07: Highest IV Rank — 92.0%
  • 2022-03-08: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$139.02$135.33$144.23$144.23$136.10
Max Pain$134.75$85.00$150.00$150.00$85.00
ATM IV32.7%25.1%42.6%35.7%25.1%
Expected Move9.9%8.2%12.9%10.2%8.6%
HV 20d25.6%18.2%28.1%23.6%22.2%
HV 60d25.7%25.1%26.6%25.4%26.5%
IV Rank65.2%44.4%92.0%73.4%44.4%
IV Percentile85.8%60.7%98.8%94.4%60.7%
Term Structure0.6%-3.6%11.9%-2.4%11.9%
VWIV34.6%27.9%43.5%38.5%30.8%
Skew 25d3.3%-8.7%12.2%4.2%-8.7%
Skew 10d5.5%-5.3%19.2%10.8%-1.3%
Call IV 25d32.1%21.1%41.2%33.0%41.2%
Put IV 25d35.4%28.4%41.3%37.2%32.5%
Bid-Ask Spread %97.6886.43106.83105.3597.87
Gamma HHI0.310.250.420.420.25
Net GEX400.0K303.6K488.0K485.8K400.1K
Net DEX-4.7M-5.7M-3.4M-5.5M-4.5M
Net VEX-22.4K-27.7K-18.2K-27.7K-18.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.050.290.230.07
Total Volume246.261180306245196
Total OI1,431.9131,0771,7171,5231,146

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$144.23$150.0035.7%10.2%23.6%73.4%38.5%4.2%-2.4%485.8K-5.5M-27.7K0.23105.35199461,48736
2022-03-02$138.19$150.0039.6%11.3%26.8%83.8%38.9%-2.7%-1.5%365.6K-4.6M-25.1K0.24104.64199471,52437
2022-03-03$137.58$150.0036.0%10.3%26.6%74.1%36.4%4.9%-2.6%348.7K-4.0M-23.9K0.26104.24199521,52436
2022-03-04$135.91$150.0039.5%11.3%26.3%83.6%38.2%3.7%-1.6%308.7K-3.5M-22.0K0.29105.28199581,52441
2022-03-07$136.39$150.0042.6%12.2%26.3%92.0%38.8%6.0%-0.9%303.6K-3.4M-21.7K0.29105.08199581,52346
2022-03-08$135.33$150.0035.2%12.9%26.3%71.9%43.5%2.7%0.6%308.2K-3.6M-21.9K0.24104.99240581,52344
2022-03-09$137.78$150.0033.5%11.1%27.4%67.2%40.1%3.1%0.1%348.5K-4.1M-22.5K0.24106.83239581,56444
2022-03-10$138.32$150.0032.5%12.3%26.5%64.7%40.4%7.0%0.9%354.7K-3.9M-21.5K0.23104.74248581,60244
2022-03-11$138.90$150.0034.8%11.7%26.7%71.0%38.8%5.7%0.5%394.8K-5.0M-24.6K0.23106.50248581,60744
2022-03-14$137.60$130.0035.1%9.9%26.7%71.7%34.2%4.8%-1.1%395.3K-5.1M-24.0K0.2686.88229601,64444
2022-03-15$139.01$130.0033.6%9.8%27.2%67.6%35.3%2.9%0.4%386.7K-5.0M-23.8K0.2590.31237601,66343
2022-03-16$139.57$130.0031.9%9.3%27.1%62.9%34.1%-3.6%1.1%426.2K-5.0M-24.0K0.2591.99237601,67443
2022-03-17$141.97$0.0033.5%9.7%28.1%67.3%0.0%9.8%0.9%478.7K-5.7M-24.8K0.2592.84237601,67443
2022-03-18$141.76$0.0029.1%9.3%26.6%55.4%0.0%5.9%6.5%390.8K-5.2M-23.3K0.2588.39237601,67442
2022-03-21$139.74$0.0029.6%8.5%26.9%56.7%27.9%-1.8%-3.1%407.5K-5.3M-22.2K0.0586.8617191,0689
2022-03-22$142.21$140.0026.1%8.5%27.7%47.2%29.9%2.8%4.0%461.2K-5.7M-22.0K0.0697.27180101,1009
2022-03-23$139.54$140.0028.0%8.7%25.4%52.3%31.4%-0.2%2.3%438.1K-5.4M-22.4K0.0797.90180121,11010
2022-03-24$138.92$140.0030.8%8.9%24.9%60.0%31.2%12.2%0.6%420.4K-4.9M-20.0K0.0786.43180121,11012
2022-03-25$137.36$140.0030.9%8.6%22.9%60.3%29.9%0.9%0.4%405.0K-4.4M-20.1K0.0798.34180121,12912
2022-03-28$138.89$140.0031.1%8.3%23.4%60.9%29.0%9.3%-3.6%420.1K-4.5M-19.1K0.0791.08180131,12912
2022-03-29$141.17$85.0029.7%8.6%23.9%57.0%30.0%9.6%0.4%462.8K-5.4M-20.9K0.0792.22180131,12913
2022-03-30$140.96$85.0028.9%8.2%18.2%55.0%28.5%-3.4%-0.2%488.0K-5.3M-19.5K0.07100.52183131,12913
2022-03-31$136.10$85.0025.1%8.6%22.2%44.4%30.8%-8.7%11.9%400.1K-4.5M-18.2K0.0797.87183131,13313