LBRDK Options History — April 2022

In April 2022, LBRDK traded between $112.69 and $139.93. ATM implied volatility averaged 38.7%, placing in the 70.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 11.3% (HV 20d: 27.4%). Max pain ranged from $85.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.12.

Notable Days

2022-04-29: Highest Volume — 372 contracts
2022-04-11: Largest IV spike — 61.8% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$133.23	$112.69	$139.93	$138.16	$112.69
Max Pain	$134.50	$85.00	$140.00	$85.00	$140.00
ATM IV	38.7%	27.9%	53.7%	28.3%	52.7%
Expected Move	10.1%	7.7%	15.1%	8.0%	15.1%
HV 20d	27.4%	21.8%	36.8%	22.4%	36.8%
HV 60d	26.9%	25.1%	29.3%	26.6%	29.3%
IV Rank	70.1%	46.3%	100.0%	53.3%	97.9%
IV Percentile	90.1%	73.4%	100.0%	75.4%	99.6%
Term Structure	-3.6%	-15.2%	1.7%	-3.4%	-7.2%
VWIV	35.8%	26.3%	58.8%	27.6%	51.3%
Skew 25d	5.3%	-0.1%	11.5%	1.7%	11.5%
Skew 10d	9.3%	-1.8%	23.7%	2.8%	14.3%
Call IV 25d	35.8%	22.9%	50.4%	35.5%	50.4%
Put IV 25d	41.1%	30.0%	61.9%	37.1%	61.9%
Bid-Ask Spread %	96.51	86.06	102.64	98.30	96.80
Gamma HHI	0.30	0.24	0.41	0.25	0.27
Net GEX	333.4K	50.7K	557.8K	440.5K	50.7K
Net DEX	-3.2M	-5.0M	-575.0K	-4.0M	-575.0K
Net VEX	-13.1K	-17.8K	-3.9K	-16.6K	-3.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.06	0.50	0.07	0.06
Total Volume	188.9	3	372	196	372
Total OI	1,077.7	963	1,167	1,146	1,026

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
2022-04-01	$138.16	$85.00	28.3%	8.0%	22.4%	53.3%	27.6%	1.7%	-3.4%	440.5K	-4.0M	-16.6K	0.07	98.30	183	13	1,133	13
2022-04-04	$139.11	$85.00	32.5%	8.2%	22.5%	64.7%	28.8%	9.6%	-2.6%	477.5K	-4.4M	-17.4K	0.08	99.79	183	15	1,133	13
2022-04-05	$138.02	$140.00	27.9%	7.8%	22.5%	52.1%	27.9%	4.5%	-1.2%	467.1K	-4.7M	-17.8K	0.08	86.06	183	15	1,133	13
2022-04-06	$139.22	$140.00	33.5%	7.7%	21.8%	67.3%	26.3%	6.3%	0.6%	480.6K	-4.5M	-17.0K	0.08	102.64	183	15	1,133	13
2022-04-07	$137.97	$140.00	40.3%	8.4%	22.0%	85.9%	27.9%	7.1%	1.5%	453.4K	-4.4M	-17.0K	0.08	94.82	183	15	1,133	13
2022-04-08	$139.06	$140.00	33.2%	8.0%	22.1%	66.5%	27.2%	6.5%	1.7%	557.8K	-4.4M	-16.5K	0.08	100.86	180	15	1,133	13
2022-04-11	$139.90	$140.00	53.7%	8.6%	21.9%	100.0%	30.7%	4.2%	-2.9%	498.8K	-5.0M	-16.4K	0.07	100.84	200	15	1,134	13
2022-04-12	$137.65	$140.00	49.7%	9.0%	22.4%	91.1%	30.8%	7.5%	-1.6%	487.4K	-4.9M	-16.1K	0.07	90.37	200	15	1,154	13
2022-04-13	$139.93	$140.00	29.5%	8.5%	23.2%	46.3%	27.3%	9.7%	-0.5%	513.1K	-4.4M	-14.1K	0.07	90.68	200	15	1,154	13
2022-04-14	$138.34	$140.00	30.6%	8.8%	22.6%	48.7%	33.0%	0.0%	-3.7%	527.5K	-4.8M	-15.9K	0.07	100.19	200	15	1,154	13
2022-04-18	$133.56	$140.00	31.5%	9.0%	25.6%	50.8%	34.5%	-0.1%	-0.2%	244.8K	-3.1M	-15.1K	0.10	86.52	122	12	951	12
2022-04-19	$139.75	$140.00	31.9%	9.1%	30.4%	51.6%	32.6%	1.7%	1.0%	338.5K	-3.6M	-15.7K	0.09	98.27	141	13	958	12
2022-04-20	$135.89	$140.00	32.5%	9.3%	31.2%	52.9%	31.1%	2.7%	-5.8%	277.7K	-2.9M	-13.4K	0.19	100.24	156	30	978	13
2022-04-21	$131.16	$140.00	36.7%	10.5%	32.9%	62.3%	37.3%	3.5%	-3.2%	182.9K	-1.8M	-9.7K	0.07	97.95	156	11	993	30
2022-04-22	$129.65	$140.00	39.6%	11.3%	33.0%	68.6%	49.6%	1.9%	-7.7%	175.7K	-1.7M	-10.0K	0.21	94.19	154	32	993	30
2022-04-25	$128.00	$140.00	43.2%	12.4%	33.1%	76.7%	44.1%	3.7%	-10.4%	160.3K	-1.6M	-8.5K	0.21	98.17	154	32	993	14
2022-04-26	$124.25	$140.00	50.3%	14.4%	33.9%	92.5%	44.8%	5.9%	-15.2%	143.1K	-1.6M	-8.9K	0.08	98.82	154	13	993	14
2022-04-27	$123.12	$140.00	48.3%	13.8%	32.9%	88.0%	43.4%	10.0%	-10.7%	109.8K	-1.1M	-6.6K	0.50	96.28	2	1	993	16
2022-04-28	$119.08	$140.00	47.3%	13.6%	34.1%	85.8%	58.8%	8.0%	-1.4%	80.0K	-806.3K	-5.2K	0.12	98.34	161	19	994	17
2022-04-29	$112.69	$140.00	52.7%	15.1%	36.8%	97.9%	51.3%	11.5%	-7.2%	50.7K	-575.0K	-3.9K	0.06	96.80	352	20	1,002	24