LBRDK Options History — May 2022

In May 2022, LBRDK traded between $109.54 and $125.81. ATM implied volatility averaged 41.2%, placing in the 69.9% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 6.2% (HV 20d: 35.0%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.23.

Notable Days

  • 2022-05-19: Highest Volume — 331 contracts
  • 2022-05-09: Largest IV spike — 28.8% change
  • 2022-05-02: Highest IV Rank — 100.0%
  • 2022-05-02: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.14$109.54$125.81$111.84$125.81
Max Pain$112.86$100.00$115.00$100.00$115.00
ATM IV41.2%31.9%55.3%55.3%34.4%
Expected Move11.8%9.2%15.8%15.8%9.9%
HV 20d35.0%23.3%40.5%35.7%23.3%
HV 60d30.1%29.2%31.2%29.2%29.5%
IV Rank69.9%50.0%100.0%100.0%55.3%
IV Percentile90.5%73.0%100.0%100.0%81.0%
Term Structure-5.2%-13.5%1.7%-7.6%-0.9%
VWIV43.7%35.1%60.6%60.6%44.0%
Skew 25d7.8%1.3%18.5%4.8%3.7%
Skew 10d15.0%2.0%41.8%11.4%14.6%
Call IV 25d41.2%32.2%62.9%61.5%41.6%
Put IV 25d49.0%39.9%66.6%66.2%45.3%
Bid-Ask Spread %100.3090.50104.7097.00104.57
Gamma HHI0.380.250.540.260.50
Net GEX105.7K60.9K175.9K103.5K130.6K
Net DEX-1.5M-2.1M-1.1M-1.4M-1.8M
Net VEX-3.9K-5.5K-2.8K-5.5K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.090.700.110.70
Total Volume220.571128331207221
Total OI1,257.4291,0951,4081,2451,184

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$111.84$100.0055.3%15.8%35.7%100.0%60.6%4.8%-7.6%103.5K-1.4M-5.5K0.1197.00187201,21827
2022-05-03$109.54$100.0052.6%15.1%35.2%94.3%57.8%3.7%-13.5%89.9K-1.3M-5.1K0.09100.44224211,23427
2022-05-04$112.71$100.0041.4%11.9%38.1%70.4%45.8%18.5%-0.6%84.9K-1.3M-3.8K0.11104.44195211,26528
2022-05-05$113.82$115.0042.4%11.5%38.1%72.5%37.5%8.8%-8.8%93.1K-1.4M-3.7K0.1198.24196211,26528
2022-05-06$114.73$115.0036.4%12.1%38.7%59.5%36.0%8.0%-8.8%102.7K-1.5M-3.8K0.11101.74189211,26628
2022-05-09$115.39$115.0046.9%11.7%38.5%82.0%36.0%4.3%-7.1%104.6K-1.6M-3.5K0.1198.11193221,26628
2022-05-10$114.76$115.0039.5%12.1%38.2%66.1%39.3%5.5%-9.6%97.6K-1.4M-3.4K0.1499.90194281,26429
2022-05-11$112.34$115.0044.0%12.6%38.3%75.9%44.4%1.3%-7.8%96.8K-1.4M-3.9K0.1390.50194251,26335
2022-05-12$115.38$115.0047.8%13.7%39.4%84.0%44.1%9.6%-10.8%99.0K-1.5M-3.8K0.1399.00194251,26336
2022-05-13$117.35$115.0042.3%12.1%40.5%72.2%40.6%14.8%-7.1%114.7K-1.6M-3.8K0.1498.25198281,26736
2022-05-16$116.19$115.0044.7%12.8%39.3%77.4%46.7%3.9%-6.5%118.0K-1.7M-3.4K0.14100.54199281,26735
2022-05-17$118.57$115.0039.8%11.4%35.7%66.9%44.6%8.4%-3.9%175.9K-2.1M-4.6K0.14101.03199281,26835
2022-05-18$117.43$115.0043.2%12.4%34.9%74.2%42.1%10.7%-6.4%114.4K-1.6M-2.8K0.14100.72199281,26835
2022-05-19$118.14$115.0037.3%10.7%33.6%61.4%35.1%1.5%-0.9%131.1K-1.8M-3.1K0.1196.89298331,26835
2022-05-20$118.00$115.0037.9%10.9%33.5%62.7%44.3%6.0%-5.0%80.6K-1.6M-4.3K0.11101.60298321,36840
2022-05-23$118.47$115.0037.8%10.8%33.5%62.6%40.1%3.8%-2.3%60.9K-1.1M-3.1K0.22101.05105231,06926
2022-05-24$119.39$115.0038.2%11.0%32.3%63.5%41.8%8.6%-1.4%79.0K-1.2M-3.7K0.63103.38102641,09026
2022-05-25$120.39$115.0037.1%10.6%32.4%61.1%49.8%15.9%-1.0%73.6K-1.2M-3.9K0.52102.13122641,09066
2022-05-26$124.13$115.0034.7%9.9%31.9%55.9%47.2%16.9%-0.9%128.8K-1.7M-5.0K0.52101.96129671,11466
2022-05-27$125.58$115.0031.9%9.2%23.7%50.0%40.3%6.2%1.7%139.5K-1.9M-4.4K0.52104.70130671,11469
2022-05-31$125.81$115.0034.4%9.9%23.3%55.3%44.0%3.7%-0.9%130.6K-1.8M-3.9K0.70104.57130911,11569