LBRDK Options History — July 2022

In July 2022, LBRDK traded between $108.47 and $123.80. ATM implied volatility averaged 30.9%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 6.6% (HV 20d: 37.5%). Max pain ranged from $95.00 to $130.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.50.

Notable Days

2022-07-29: Highest Volume — 322 contracts
2022-07-25: Largest IV spike — 48.4% change
2022-07-29: Highest IV Rank — 70.2%
2022-07-29: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$118.01	$108.47	$123.80	$119.22	$109.17
Max Pain	$128.25	$95.00	$130.00	$95.00	$130.00
ATM IV	30.9%	24.4%	41.8%	30.6%	41.8%
Expected Move	9.0%	7.0%	12.0%	8.8%	12.0%
HV 20d	37.5%	25.1%	49.3%	43.8%	49.0%
HV 60d	36.1%	32.0%	40.1%	36.6%	39.9%
IV Rank	45.9%	31.4%	70.2%	45.2%	70.2%
IV Percentile	59.2%	32.9%	90.5%	59.9%	90.5%
Term Structure	-0.1%	-5.1%	5.5%	-0.4%	-5.1%
VWIV	28.0%	18.6%	47.0%	25.3%	44.1%
Skew 25d	4.1%	-2.0%	14.8%	14.8%	5.6%
Skew 10d	7.4%	-2.5%	16.6%	10.0%	16.6%
Call IV 25d	32.4%	24.9%	45.1%	35.4%	39.7%
Put IV 25d	36.5%	30.0%	50.2%	50.2%	45.3%
Bid-Ask Spread %	106.22	97.19	110.97	110.29	101.66
Gamma HHI	0.29	0.14	0.56	0.39	0.14
Net GEX	23.3K	-9.9K	78.9K	48.9K	5.2K
Net DEX	-635.6K	-1.2M	-107.3K	-1.2M	-107.3K
Net VEX	-2.9K	-3.6K	-2.4K	-2.9K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.41	0.68	0.54	0.41
Total Volume	223.75	168	322	209	322
Total OI	236.05	175	279	229	253

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
2022-07-01	$119.22	$95.00	30.6%	8.8%	43.8%	45.2%	25.3%	14.8%	-0.4%	48.9K	-1.2M	-2.9K	0.54	110.29	136	73	182	47
2022-07-05	$119.18	$130.00	36.6%	9.2%	43.6%	58.7%	33.1%	4.7%	-0.8%	41.8K	-927.7K	-3.1K	0.47	104.84	155	73	182	77
2022-07-06	$118.73	$130.00	27.9%	8.3%	43.6%	39.1%	22.3%	0.2%	-0.1%	45.5K	-931.8K	-3.0K	0.44	105.43	167	74	183	77
2022-07-07	$116.44	$130.00	29.3%	9.4%	44.1%	42.2%	26.0%	2.7%	-1.6%	48.2K	-784.4K	-3.6K	0.45	106.49	168	75	199	80
2022-07-08	$116.80	$130.00	25.2%	8.9%	44.1%	33.1%	24.7%	3.2%	0.8%	57.0K	-927.7K	-3.3K	0.45	105.62	168	75	200	78
2022-07-11	$112.94	$130.00	34.0%	9.6%	45.4%	52.7%	32.0%	3.7%	-1.4%	54.4K	-552.8K	-3.0K	0.45	106.97	168	75	200	78
2022-07-12	$116.40	$130.00	30.6%	9.3%	46.5%	45.2%	26.8%	-2.0%	0.7%	57.4K	-888.0K	-3.0K	0.44	107.66	169	75	200	78
2022-07-13	$116.64	$130.00	33.4%	9.6%	44.0%	51.4%	28.4%	2.1%	-1.3%	72.3K	-865.7K	-3.0K	0.44	108.29	169	75	201	78
2022-07-14	$116.29	$130.00	32.1%	9.2%	43.9%	48.6%	25.8%	0.4%	0.3%	78.9K	-785.4K	-2.9K	0.45	109.03	170	77	201	78
2022-07-15	$118.15	$130.00	30.0%	8.6%	44.2%	43.8%	25.5%	2.1%	1.3%	-6.9K	-1.1M	-2.9K	0.44	107.19	170	75	201	78
2022-07-18	$117.91	$130.00	27.7%	7.9%	29.0%	38.7%	18.6%	8.0%	1.3%	-6.5K	-325.1K	-2.7K	0.68	103.45	100	68	98	77
2022-07-19	$121.01	$130.00	29.4%	8.4%	25.9%	42.6%	21.3%	5.7%	-1.2%	-8.2K	-377.3K	-2.8K	0.68	103.78	100	68	99	77
2022-07-20	$121.76	$130.00	29.2%	8.4%	25.9%	42.1%	25.2%	6.2%	2.2%	-9.9K	-400.4K	-2.8K	0.52	103.36	130	68	99	77
2022-07-21	$123.80	$130.00	24.4%	7.0%	25.6%	31.4%	23.5%	8.6%	5.5%	-3.1K	-504.0K	-3.0K	0.52	106.71	130	68	130	77
2022-07-22	$123.12	$130.00	24.7%	7.1%	25.8%	32.1%	25.4%	-1.6%	1.1%	-4.4K	-528.5K	-2.9K	0.52	109.06	130	68	130	77
2022-07-25	$120.92	$130.00	36.6%	10.5%	25.9%	58.7%	28.5%	-1.9%	-4.7%	-1.1K	-494.5K	-2.8K	0.52	106.29	130	68	130	77
2022-07-26	$121.48	$130.00	28.4%	8.2%	25.8%	40.4%	28.5%	7.3%	0.8%	-2.8K	-440.0K	-2.7K	0.52	110.14	130	68	130	77
2022-07-27	$121.85	$130.00	28.1%	8.1%	25.1%	39.7%	27.1%	6.5%	-1.0%	-3.6K	-444.9K	-2.7K	0.52	110.97	130	68	130	77
2022-07-28	$108.47	$130.00	37.9%	10.9%	49.3%	61.4%	47.0%	5.0%	2.2%	2.8K	-109.6K	-2.4K	0.60	97.19	151	91	131	77
2022-07-29	$109.17	$130.00	41.8%	12.0%	49.0%	70.2%	44.1%	5.6%	-5.1%	5.2K	-107.3K	-2.9K	0.41	101.66	229	93	152	101