LBRDK Options History — June 2022

In June 2022, LBRDK traded between $103.68 and $124.00. ATM implied volatility averaged 37.5%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 4.9% (HV 20d: 32.6%). Max pain ranged from $95.00 to $120.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.70.

Notable Days

2022-06-03: Highest Volume — 238 contracts
2022-06-16: Largest IV spike — 44.4% change
2022-06-16: Highest IV Rank — 90.5%
2022-06-16: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$116.09	$103.68	$124.00	$122.78	$116.20
Max Pain	$108.57	$95.00	$120.00	$115.00	$95.00
ATM IV	37.5%	27.2%	50.8%	36.3%	28.0%
Expected Move	10.5%	8.0%	14.6%	10.4%	8.0%
HV 20d	32.6%	21.4%	44.8%	23.9%	42.8%
HV 60d	32.9%	29.5%	36.7%	29.8%	36.1%
IV Rank	61.8%	39.5%	90.5%	59.3%	39.5%
IV Percentile	81.3%	52.4%	98.4%	83.7%	52.4%
Term Structure	0.1%	-6.8%	8.0%	0.4%	7.9%
VWIV	36.7%	25.6%	50.3%	45.1%	25.6%
Skew 25d	5.9%	-0.7%	16.2%	-0.7%	-0.1%
Skew 10d	11.8%	-14.9%	30.6%	2.0%	21.8%
Call IV 25d	37.6%	28.2%	51.9%	47.2%	36.4%
Put IV 25d	43.5%	35.7%	58.1%	46.5%	36.3%
Bid-Ask Spread %	101.92	96.14	111.58	103.17	111.58
Gamma HHI	0.40	0.16	0.60	0.39	0.44
Net GEX	45.1K	-14.8K	114.3K	112.2K	46.4K
Net DEX	-768.5K	-1.5M	246.9K	-1.5M	-1.0M
Net VEX	-3.1K	-5.0K	-2.2K	-5.0K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.32	1.11	0.80	0.32
Total Volume	190.429	128	238	234	179
Total OI	827.714	132	1,228	1,208	228

Daily Data (21 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
2022-06-01	$122.78	$115.00	36.3%	10.4%	23.9%	59.3%	45.1%	-0.7%	0.4%	112.2K	-1.5M	-5.0K	0.80	103.17	130	104	1,115	93
2022-06-02	$124.00	$115.00	27.2%	8.7%	22.4%	39.7%	34.1%	4.3%	1.3%	114.3K	-1.3M	-3.7K	0.82	98.52	130	107	1,115	103
2022-06-03	$122.55	$115.00	37.7%	9.3%	23.0%	62.4%	34.3%	2.4%	-1.8%	102.0K	-1.4M	-4.2K	0.83	100.92	130	108	1,115	103
2022-06-06	$122.18	$120.00	45.9%	10.2%	23.1%	79.9%	37.0%	6.1%	-4.2%	86.1K	-1.2M	-4.0K	1.11	102.09	97	108	1,115	105
2022-06-07	$121.98	$120.00	41.4%	10.1%	23.1%	70.3%	38.5%	4.4%	0.3%	81.8K	-1.2M	-3.7K	1.11	100.21	97	108	1,115	105
2022-06-08	$122.56	$120.00	31.2%	9.0%	22.9%	48.5%	33.6%	6.1%	-1.7%	92.1K	-1.1M	-3.1K	1.11	104.09	97	108	1,106	105
2022-06-09	$121.39	$120.00	32.7%	9.4%	21.6%	51.6%	33.4%	0.8%	0.1%	77.3K	-977.3K	-3.1K	1.08	98.49	100	108	1,106	105
2022-06-10	$118.98	$120.00	32.9%	9.4%	21.4%	52.1%	33.3%	11.1%	2.5%	45.6K	-757.1K	-3.0K	1.08	101.92	100	108	1,106	105
2022-06-13	$114.16	$120.00	42.2%	12.1%	25.5%	72.0%	39.3%	6.3%	-6.8%	6.3K	-390.1K	-2.7K	1.08	99.98	100	108	1,106	105
2022-06-14	$113.50	$120.00	39.3%	11.3%	25.3%	65.8%	39.3%	7.2%	-2.2%	9.5K	-380.5K	-2.6K	0.72	99.55	100	72	1,106	105
2022-06-15	$113.15	$120.00	35.2%	10.1%	24.0%	57.0%	35.2%	2.3%	4.3%	-11.7K	-293.8K	-2.6K	0.72	100.68	100	72	1,106	112
2022-06-16	$103.68	$120.00	50.8%	14.6%	38.6%	90.5%	36.9%	6.6%	0.4%	-14.8K	210.0K	-2.2K	0.65	96.14	110	72	1,106	112
2022-06-17	$108.66	$95.00	44.3%	12.7%	42.8%	76.5%	35.6%	10.1%	-6.3%	3.7K	246.9K	-2.4K	0.58	101.67	110	64	1,116	112
2022-06-21	$109.09	$95.00	40.8%	11.7%	42.9%	69.0%	34.3%	16.2%	8.0%	3.1K	-439.7K	-2.3K	0.56	98.38	82	46	91	41
2022-06-22	$111.43	$95.00	38.3%	11.0%	43.8%	63.6%	50.3%	6.3%	7.5%	3.2K	-459.7K	-2.4K	0.43	100.09	102	44	97	45
2022-06-23	$112.61	$95.00	40.5%	11.6%	43.9%	68.4%	40.7%	-0.5%	-4.8%	10.0K	-540.3K	-2.5K	0.32	104.21	137	44	122	43
2022-06-24	$115.38	$95.00	37.6%	10.8%	44.8%	62.2%	36.1%	10.1%	-1.9%	43.4K	-908.9K	-3.3K	0.32	101.67	136	44	181	47
2022-06-27	$115.22	$95.00	33.4%	9.6%	43.1%	53.1%	33.5%	9.5%	0.5%	46.9K	-965.1K	-3.1K	0.32	108.75	136	43	181	47
2022-06-28	$113.67	$95.00	38.6%	11.1%	42.8%	64.3%	39.4%	6.3%	-2.0%	41.8K	-884.1K	-3.1K	0.32	102.78	136	43	181	47
2022-06-29	$114.66	$95.00	33.9%	9.7%	43.0%	52.6%	34.9%	9.1%	0.8%	47.1K	-876.8K	-3.1K	0.32	105.47	136	43	181	47
2022-06-30	$116.20	$95.00	28.0%	8.0%	42.8%	39.5%	25.6%	-0.1%	7.9%	46.4K	-1.0M	-3.0K	0.32	111.58	136	43	181	47