LBRDK Options History — October 2022

In October 2022, LBRDK traded between $73.68 and $85.13. ATM implied volatility averaged 46.9%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 10.5% (HV 20d: 57.4%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.23.

Notable Days

  • 2022-10-13: Highest Volume — 756 contracts
  • 2022-10-24: Largest IV drop — 30.7% change
  • 2022-10-11: Highest IV Rank — 86.2%
  • 2022-10-20: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.89$73.68$85.13$77.61$85.13
Max Pain$76.90$75.00$85.00$85.00$80.00
ATM IV46.9%38.1%58.7%39.2%47.1%
Expected Move13.3%10.9%16.1%11.2%13.5%
HV 20d57.4%36.6%78.8%78.1%36.6%
HV 60d54.6%51.6%56.3%55.6%52.8%
IV Rank62.5%44.8%86.2%47.1%62.9%
IV Percentile89.2%70.2%98.8%76.6%90.9%
Term Structure-3.7%-16.5%9.8%-7.3%-2.2%
VWIV51.8%38.1%66.9%46.5%60.2%
Skew 25d8.9%-2.6%24.4%14.2%12.9%
Skew 10d19.4%-1.5%34.8%34.8%31.1%
Call IV 25d48.8%35.9%64.3%45.5%54.9%
Put IV 25d57.7%40.8%74.6%59.8%67.8%
Bid-Ask Spread %100.0595.08109.5898.65106.47
Gamma HHI0.210.160.330.230.17
Net GEX460-12.5K11.6K4.1K10.4K
Net DEX99.1K-614.5K430.4K209.0K-614.5K
Net VEX-3.1K-5.2K-2.6K-2.7K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.641.890.640.74
Total Volume525.048216756482328
Total OI808.2863071,069670395

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$77.61$85.0039.2%11.2%78.1%47.1%46.5%14.2%-7.3%4.1K209.0K-2.7K0.6498.65294188440230
2022-10-04$79.46$85.0038.1%10.9%78.8%44.8%40.0%8.3%5.3%11.6K116.1K-2.7K1.4699.94295430440266
2022-10-05$79.40$85.0038.6%11.1%78.5%45.9%38.1%4.9%-0.4%9.3K142.5K-2.7K1.49101.22296441441544
2022-10-06$78.18$75.0039.5%11.2%78.4%47.6%47.8%8.1%-2.7%-108292.4K-2.8K1.4699.99296431442583
2022-10-07$75.83$75.0044.7%12.7%77.0%58.0%44.5%11.1%-3.0%-8.4K430.4K-2.7K1.5398.99296452442592
2022-10-10$76.59$75.0045.5%13.7%77.2%59.7%43.7%-2.6%-6.6%-3.2K326.0K-2.6K1.35101.15314425442580
2022-10-11$74.23$75.0058.7%13.7%76.8%86.2%52.6%11.1%-6.9%-7.7K404.4K-2.9K1.3596.21314425462580
2022-10-12$73.68$75.0047.2%13.5%76.8%63.0%48.1%8.0%-3.7%-12.5K423.8K-2.8K1.33101.12320425462576
2022-10-13$77.40$75.0051.6%14.8%66.8%71.9%51.4%6.2%-11.4%5.7K80.8K-3.4K1.3698.95320436488570
2022-10-14$76.13$75.0049.3%14.1%46.4%67.3%56.9%5.8%-4.2%1.1K122.6K-3.3K1.8797.58233436488581
2022-10-17$77.64$75.0045.3%13.0%47.5%59.2%56.3%4.6%-3.0%9.7K10.6K-3.3K1.8997.91230435488581
2022-10-18$76.88$75.0046.0%13.2%47.5%60.6%55.5%5.0%-0.3%-1.2K104.6K-3.1K0.9798.71230223488581
2022-10-19$75.02$75.0050.0%14.3%47.5%68.6%54.7%9.8%-2.7%-5.8K184.1K-3.1K0.9796.36230224487581
2022-10-20$75.22$75.0056.0%16.1%45.2%80.7%55.2%10.2%-16.5%-5.8K144.5K-3.0K0.72100.38260186487577
2022-10-21$75.14$75.0055.6%15.9%44.0%79.8%66.9%0.3%-13.2%-7.2K188.9K-2.9K0.7295.08260186487578
2022-10-24$76.91$75.0038.5%11.0%40.5%45.7%44.1%-1.5%5.5%-1.6K100.0K-2.9K1.24103.5099123159148
2022-10-25$79.50$75.0048.8%14.0%42.1%66.3%59.5%24.4%0.6%1.3K-10.3K-3.2K1.3096.0094122179148
2022-10-26$79.42$75.0054.2%15.5%40.4%77.1%57.2%20.8%-9.6%3.3K-119.7K-3.4K1.3099.8694122181137
2022-10-27$81.59$75.0044.5%12.8%40.3%57.7%58.2%20.1%9.8%4.5K-197.6K-3.4K1.36103.4994128181137
2022-10-28$84.80$80.0046.7%13.4%39.7%62.1%51.4%4.7%-6.0%2.2K-258.2K-3.3K0.79109.58163128182143
2022-10-31$85.13$80.0047.1%13.5%36.6%62.9%60.2%12.9%-2.2%10.4K-614.5K-5.2K0.74106.47188140251144