LBRDK Options History — September 2022

In September 2022, LBRDK traded between $73.99 and $105.23. ATM implied volatility averaged 43.0%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 9.8% (HV 20d: 52.8%). Max pain ranged from $85.00 to $110.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 5.38.

Notable Days

2022-09-16: Highest Volume — 514 contracts
2022-09-29: Largest IV spike — 80.0% change
2022-09-13: Highest IV Rank — 100.0%
2022-09-29: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.90	$73.99	$105.23	$102.47	$73.99
Max Pain	$93.33	$85.00	$110.00	$110.00	$85.00
ATM IV	43.0%	30.9%	65.6%	39.5%	44.3%
Expected Move	11.4%	8.9%	18.8%	11.3%	12.7%
HV 20d	52.8%	27.5%	74.9%	28.5%	74.8%
HV 60d	47.4%	37.4%	54.5%	41.1%	54.5%
IV Rank	61.8%	32.6%	100.0%	64.9%	57.4%
IV Percentile	81.3%	46.0%	100.0%	82.9%	90.9%
Term Structure	4.4%	-4.5%	29.5%	-0.5%	3.7%
VWIV	48.6%	30.8%	133.8%	133.8%	55.3%
Skew 25d	7.1%	-10.6%	18.4%	-10.6%	7.2%
Skew 10d	9.5%	-6.3%	24.6%	3.1%	-3.9%
Call IV 25d	36.4%	22.2%	55.8%	44.5%	42.9%
Put IV 25d	43.5%	29.0%	72.3%	33.9%	50.1%
Bid-Ask Spread %	101.31	86.85	108.16	105.37	98.01
Gamma HHI	0.15	0.11	0.47	0.20	0.16
Net GEX	6.7K	-10.6K	27.9K	27.9K	-2.7K
Net DEX	-38.2K	-1.2M	465.1K	-306.5K	367.1K
Net VEX	-2.2K	-3.0K	-1.6K	-2.8K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.38	0.00	52.00	0.20	0.52
Total Volume	194.429	4	514	6	446
Total OI	532.81	302	670	517	670

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
2022-09-01	$102.47	$110.00	39.5%	11.3%	28.5%	64.9%	0.0%	-10.6%	-0.5%	27.9K	-306.5K	-2.8K	0.20	105.37	5	1	420	97
2022-09-02	$99.86	$110.00	40.2%	11.5%	28.5%	63.8%	133.8%	9.9%	-4.5%	20.0K	-185.9K	-2.4K	0.00	108.16	0	21	425	98
2022-09-06	$96.81	$100.00	47.0%	11.3%	28.5%	79.1%	37.7%	-1.1%	-1.7%	13.0K	-93.5K	-2.3K	0.33	98.88	276	92	425	119
2022-09-07	$97.87	$100.00	41.4%	10.1%	28.8%	65.0%	45.3%	2.7%	1.9%	15.2K	-107.3K	-2.1K	0.53	99.61	275	146	425	119
2022-09-08	$95.79	$95.00	39.1%	9.9%	27.5%	59.2%	33.4%	2.8%	2.2%	7.0K	-4.6K	-1.8K	3.00	102.18	1	3	429	174
2022-09-09	$98.91	$90.00	39.5%	10.2%	31.2%	60.2%	37.5%	-3.7%	0.5%	10.3K	-95.3K	-2.0K	0.44	103.38	9	4	430	177
2022-09-12	$99.33	$90.00	52.4%	10.2%	29.5%	92.9%	36.8%	-1.1%	2.1%	12.0K	-129.9K	-2.5K	0.00	103.41	0	5	439	181
2022-09-13	$95.23	$95.00	62.2%	9.9%	30.6%	100.0%	47.4%	11.9%	3.7%	4.7K	2.9K	-2.2K	0.51	102.82	284	146	439	184
2022-09-14	$94.47	$95.00	40.5%	11.6%	30.2%	53.3%	40.1%	3.5%	0.5%	5.0K	21.7K	-2.2K	1.00	105.48	3	3	439	191
2022-09-15	$105.23	$95.00	62.4%	17.9%	50.6%	100.0%	71.8%	18.4%	4.3%	26.7K	-1.2M	-3.0K	14.00	107.13	1	14	442	179
2022-09-16	$91.11	$90.00	33.2%	9.5%	70.8%	37.5%	55.6%	17.8%	6.3%	2.7K	-131.7K	-2.0K	0.48	99.19	348	166	443	179
2022-09-19	$90.20	$90.00	38.0%	10.9%	70.8%	47.7%	36.1%	18.4%	5.5%	2.9K	-184.4K	-2.0K	14.50	105.77	2	29	137	165
2022-09-20	$89.28	$90.00	35.4%	10.2%	70.3%	42.2%	35.7%	9.4%	5.9%	3.0K	-174.9K	-1.9K	7.00	104.20	2	14	138	192
2022-09-21	$87.03	$90.00	30.9%	8.9%	70.5%	32.6%	30.8%	11.6%	9.5%	2.5K	-154.2K	-1.7K	0.00	104.96	32	0	140	206
2022-09-22	$83.01	$90.00	33.3%	9.6%	71.7%	37.8%	32.8%	12.2%	1.0%	1.5K	-26.0K	-1.6K	52.00	102.95	1	52	172	206
2022-09-23	$80.38	$90.00	35.7%	10.2%	71.5%	42.8%	37.4%	4.7%	0.8%	-5.9K	313.0K	-2.3K	0.00	101.47	0	17	173	252
2022-09-26	$76.12	$90.00	41.9%	12.0%	72.6%	56.2%	66.6%	4.5%	4.2%	-10.6K	465.1K	-2.5K	0.56	93.47	272	152	173	265
2022-09-27	$75.84	$90.00	44.4%	12.7%	72.7%	61.5%	58.4%	1.9%	3.9%	-10.2K	390.2K	-2.4K	0.64	99.22	236	152	328	234
2022-09-28	$78.46	$90.00	36.5%	10.5%	74.8%	44.5%	40.4%	15.6%	13.4%	-5.6K	257.8K	-2.4K	0.55	86.85	275	152	381	234
2022-09-29	$76.53	$85.00	65.6%	18.8%	74.9%	100.0%	39.0%	13.3%	29.5%	21.5K	156.3K	-2.5K	0.52	94.95	294	152	440	229
2022-09-30	$73.99	$85.00	44.3%	12.7%	74.8%	57.4%	55.3%	7.2%	3.7%	-2.7K	367.1K	-2.4K	0.52	98.01	294	152	440	230