LBRDK Options History — November 2022

In November 2022, LBRDK traded between $79.75 and $91.39. ATM implied volatility averaged 38.0%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 2.6% (HV 20d: 40.6%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2022-11-14: Highest Volume — 607 contracts
2022-11-08: Largest IV spike — 53.0% change
2022-11-08: Highest IV Rank — 67.8%
2022-11-02: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$86.40	$79.75	$91.39	$83.64	$91.39
Max Pain	$70.95	$70.00	$80.00	$80.00	$70.00
ATM IV	38.0%	27.6%	49.5%	46.2%	27.6%
Expected Move	10.7%	7.9%	13.7%	13.2%	7.9%
HV 20d	40.6%	34.5%	43.7%	36.7%	41.7%
HV 60d	54.6%	52.4%	55.9%	52.7%	55.6%
IV Rank	43.7%	18.7%	67.8%	61.1%	18.7%
IV Percentile	60.4%	11.9%	93.3%	88.9%	11.9%
Term Structure	2.8%	-11.2%	9.7%	-10.6%	8.5%
VWIV	42.1%	35.1%	57.2%	57.2%	35.7%
Skew 25d	4.8%	-5.3%	15.4%	14.4%	5.9%
Skew 10d	3.9%	-8.2%	30.9%	12.6%	-7.7%
Call IV 25d	35.1%	25.7%	48.8%	45.7%	25.9%
Put IV 25d	39.9%	28.8%	60.1%	60.1%	31.9%
Bid-Ask Spread %	104.29	100.11	109.48	106.12	109.48
Gamma HHI	0.19	0.15	0.21	0.16	0.21
Net GEX	14.9K	8.7K	26.4K	12.7K	9.7K
Net DEX	-884.1K	-1.3M	-316.6K	-564.5K	-1.1M
Net VEX	-7.0K	-7.7K	-5.4K	-5.4K	-7.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.00	0.98	0.70	0.00
Total Volume	379.952	0	607	339	11
Total OI	618.714	432	800	432	558

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
2022-11-01	$83.64	$80.00	46.2%	13.2%	36.7%	61.1%	57.2%	14.4%	-10.6%	12.7K	-564.5K	-5.4K	0.70	106.12	199	140	276	156
2022-11-02	$81.21	$80.00	47.6%	13.7%	38.4%	64.0%	54.3%	7.7%	-11.2%	11.3K	-428.6K	-5.9K	0.73	103.64	207	152	288	168
2022-11-03	$79.75	$70.00	45.3%	10.8%	38.6%	59.2%	46.7%	9.5%	2.7%	8.7K	-316.6K	-6.2K	0.82	102.27	207	169	296	180
2022-11-04	$80.58	$70.00	35.3%	10.0%	36.8%	39.2%	35.8%	4.0%	6.2%	10.9K	-459.2K	-6.4K	0.82	100.11	207	170	307	187
2022-11-07	$81.10	$70.00	32.4%	10.1%	36.8%	33.4%	38.3%	2.5%	3.3%	12.2K	-522.2K	-6.4K	0.87	102.46	208	180	318	188
2022-11-08	$81.57	$70.00	49.5%	10.6%	34.5%	67.8%	39.5%	1.8%	3.8%	13.4K	-496.4K	-6.8K	0.46	102.95	391	180	331	211
2022-11-09	$80.09	$70.00	38.9%	11.2%	35.2%	46.5%	39.8%	1.5%	0.3%	13.5K	-489.4K	-7.2K	0.47	104.48	383	180	525	223
2022-11-10	$86.29	$70.00	35.0%	10.0%	40.3%	38.6%	35.1%	5.0%	7.4%	19.0K	-935.7K	-7.5K	0.47	103.32	384	180	529	223
2022-11-11	$90.93	$70.00	35.5%	10.2%	42.6%	39.6%	41.1%	-0.1%	9.7%	26.4K	-1.3M	-7.6K	0.58	101.87	384	221	530	223
2022-11-14	$89.67	$70.00	41.4%	11.9%	43.2%	51.4%	44.0%	-5.3%	6.1%	25.4K	-1.3M	-7.7K	0.57	103.48	386	221	530	263
2022-11-15	$90.53	$70.00	39.8%	11.4%	42.7%	48.2%	38.5%	7.0%	5.5%	25.0K	-1.3M	-7.6K	0.55	101.83	386	212	531	263
2022-11-16	$89.63	$70.00	40.5%	11.6%	41.5%	49.6%	41.7%	0.9%	8.2%	26.0K	-1.2M	-7.5K	0.42	102.33	386	162	531	264
2022-11-17	$87.75	$70.00	37.9%	10.9%	42.9%	44.5%	42.3%	15.4%	1.6%	22.3K	-1.1M	-7.5K	0.42	103.92	389	162	531	265
2022-11-18	$86.30	$70.00	37.6%	10.8%	43.6%	43.8%	41.2%	4.2%	2.0%	13.1K	-926.3K	-7.3K	0.42	103.76	382	162	535	265
2022-11-21	$85.93	$70.00	39.2%	11.2%	43.4%	47.0%	39.3%	3.2%	-0.3%	13.0K	-811.2K	-7.2K	0.86	103.50	171	147	314	212
2022-11-22	$89.19	$70.00	32.7%	9.4%	43.7%	34.0%	46.1%	11.1%	1.3%	10.0K	-968.4K	-7.4K	0.94	104.66	171	160	315	228
2022-11-23	$90.15	$70.00	32.3%	9.3%	43.7%	28.6%	35.7%	-4.3%	4.2%	10.2K	-1.1M	-7.2K	0.98	107.08	165	161	315	241
2022-11-25	$90.46	$70.00	31.6%	9.1%	43.0%	27.3%	0.0%	1.1%	3.8%	9.9K	-1.1M	-7.2K	0.00	107.65	0	3	315	242
2022-11-28	$88.91	$70.00	35.0%	10.0%	41.8%	34.5%	0.0%	11.3%	3.8%	10.1K	-1.0M	-7.2K	0.00	106.53	0	0	315	243
2022-11-29	$89.39	$70.00	37.5%	10.8%	41.8%	39.9%	0.0%	4.0%	1.6%	10.3K	-1.1M	-7.2K	0.00	108.71	0	0	315	243
2022-11-30	$91.39	$70.00	27.6%	7.9%	41.7%	18.7%	0.0%	5.9%	8.5%	9.7K	-1.1M	-7.0K	0.00	109.48	11	0	315	243