LBRDK Options History — August 2022

In August 2022, LBRDK traded between $102.03 and $120.37. ATM implied volatility averaged 36.7%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 8.7% (HV 20d: 45.4%). Max pain ranged from $110.00 to $130.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.57.

Notable Days

  • 2022-08-02: Highest Volume — 381 contracts
  • 2022-08-10: Largest IV drop — 19.5% change
  • 2022-08-02: Highest IV Rank — 81.1%
  • 2022-08-02: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.02$102.03$120.37$107.88$102.03
Max Pain$112.61$110.00$130.00$130.00$110.00
ATM IV36.7%29.5%46.8%44.6%37.8%
Expected Move10.3%8.5%13.4%12.8%10.8%
HV 20d45.4%28.9%50.8%47.9%28.9%
HV 60d40.5%39.5%41.4%39.5%41.1%
IV Rank58.7%42.7%81.1%76.4%61.3%
IV Percentile74.4%50.0%95.6%94.0%79.4%
Term Structure-2.8%-18.3%5.0%-5.8%-0.9%
VWIV35.9%24.2%50.9%44.1%36.5%
Skew 25d6.7%-10.3%19.2%12.0%4.5%
Skew 10d10.4%-7.4%27.0%16.4%13.5%
Call IV 25d35.2%28.6%50.0%35.1%36.7%
Put IV 25d42.0%28.0%60.3%47.2%41.2%
Bid-Ask Spread %98.5584.12105.9593.5298.93
Gamma HHI0.260.170.380.240.20
Net GEX30.2K12.9K52.4K26.4K24.0K
Net DEX-587.3K-1.1M-166.8K-250.1K-218.4K
Net VEX-3.7K-4.6K-2.6K-3.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.001.670.690.26
Total Volume1030381292342
Total OI357.087270404311343

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$107.88$130.0044.6%12.8%47.9%76.4%44.1%12.0%-5.8%26.4K-250.1K-3.6K0.6993.5217311921299
2022-08-02$109.36$130.0046.8%13.4%48.3%81.1%48.1%10.3%-18.3%29.3K-344.0K-4.6K0.5688.64245136250128
2022-08-03$112.81$130.0042.4%12.2%49.9%71.4%50.9%12.3%-11.9%19.1K-498.2K-4.5K0.6993.66181125224150
2022-08-04$114.05$110.0042.6%10.1%49.7%71.8%30.3%12.6%3.9%12.9K-596.6K-4.4K0.8484.12148125209152
2022-08-05$115.57$110.0037.7%10.6%50.0%60.9%30.5%5.4%-2.1%16.7K-642.7K-4.3K0.8489.68148125211152
2022-08-08$117.19$110.0035.7%9.6%48.6%56.6%24.2%7.6%5.0%16.0K-817.8K-4.0K0.8495.03148125210152
2022-08-09$114.36$110.0041.2%10.6%48.3%68.7%44.8%-6.3%-4.1%16.7K-491.6K-3.9K0.0089.6480211152
2022-08-10$116.49$110.0033.2%9.5%48.8%50.9%0.0%1.2%-1.9%19.2K-688.5K-3.9K0.00101.8280216152
2022-08-11$116.14$110.0032.9%9.4%48.8%50.4%31.1%3.3%-1.4%21.8K-657.4K-3.8K0.0294.00952215152
2022-08-12$118.76$110.0029.5%8.5%49.1%42.7%0.0%6.8%0.6%52.4K-965.9K-4.2K0.00102.6920242154
2022-08-15$120.26$110.0032.3%9.3%49.3%48.9%0.0%10.3%-2.4%52.3K-1.1M-4.1K1.0098.0622243154
2022-08-16$120.37$110.0031.3%9.0%48.4%46.7%0.0%-0.7%-1.2%51.8K-1.1M-3.9K0.00103.0900243156
2022-08-17$115.50$110.0035.6%10.2%50.4%56.3%0.0%2.8%-2.6%32.6K-706.8K-3.9K0.00103.1700243156
2022-08-18$114.85$110.0034.4%9.9%49.9%53.8%30.0%7.8%-0.7%34.2K-609.3K-3.9K1.33102.9334243156
2022-08-19$114.00$110.0030.2%8.7%49.9%44.3%0.0%5.2%2.0%29.1K-500.5K-3.8K1.6799.1635244160
2022-08-22$110.29$110.0034.7%10.0%50.8%54.4%28.9%-10.3%-8.1%37.4K-705.4K-3.6K0.00102.930419179
2022-08-23$108.57$110.0034.5%9.9%50.8%53.9%31.7%13.1%3.4%32.9K-571.3K-3.3K0.4297.66261119180
2022-08-24$107.60$110.0035.2%10.1%50.7%55.5%24.7%9.1%-2.7%39.0K-542.0K-3.4K0.00105.1330021691
2022-08-25$108.65$110.0032.6%9.3%29.9%49.7%31.6%8.6%0.1%49.1K-543.8K-3.4K0.00105.270824691
2022-08-26$105.24$110.0035.5%10.2%31.8%56.1%35.8%9.3%-2.4%33.0K-477.6K-3.2K0.00105.950724697
2022-08-29$103.54$110.0040.9%11.7%32.1%68.1%48.7%19.2%-5.9%28.2K-298.1K-3.0K0.00105.7101246104
2022-08-30$103.03$110.0042.1%12.1%31.5%70.9%38.0%10.4%-6.5%21.1K-166.8K-2.6K0.00105.8808246105
2022-08-31$102.03$110.0037.8%10.8%28.9%61.3%36.5%4.5%-0.9%24.0K-218.4K-2.6K0.2698.932717124697