LBRDK Options History — December 2022

In December 2022, LBRDK traded between $69.63 and $90.91. ATM implied volatility averaged 42.2%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 13.7% (HV 20d: 55.9%). Max pain ranged from $70.00 to $95.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.48.

Notable Days

2022-12-14: Highest Volume — 311 contracts
2022-12-14: Largest IV drop — 31.8% change
2022-12-13: Highest IV Rank — 79.0%
2022-12-30: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.86	$69.63	$90.91	$90.01	$75.91
Max Pain	$78.10	$70.00	$95.00	$70.00	$75.00
ATM IV	42.2%	32.7%	55.8%	32.7%	48.7%
Expected Move	11.1%	9.4%	14.0%	9.4%	14.0%
HV 20d	55.9%	29.1%	70.2%	40.4%	70.2%
HV 60d	52.5%	41.1%	55.7%	55.6%	51.7%
IV Rank	49.9%	29.6%	79.0%	29.6%	63.7%
IV Percentile	70.6%	36.9%	98.0%	36.9%	90.5%
Term Structure	1.3%	-6.3%	9.9%	-1.0%	-4.0%
VWIV	50.3%	26.3%	107.4%	78.6%	48.5%
Skew 25d	6.7%	-1.4%	18.6%	-1.2%	6.3%
Skew 10d	7.5%	-13.6%	73.7%	73.7%	-13.6%
Call IV 25d	35.1%	22.5%	44.6%	25.8%	44.6%
Put IV 25d	41.9%	24.7%	50.9%	24.7%	50.9%
Bid-Ask Spread %	103.93	91.85	108.22	107.25	105.09
Gamma HHI	0.25	0.18	0.37	0.22	0.33
Net GEX	13.1K	5.7K	25.0K	9.9K	22.6K
Net DEX	-499.9K	-1.3M	275.2K	-1.2M	-318.3K
Net VEX	-7.2K	-7.8K	-5.8K	-7.2K	-7.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.48	0.00	17.29	0.00	0.67
Total Volume	34.857	0	311	1	5
Total OI	634.952	569	810	569	679

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
2022-12-01	$90.01	$70.00	32.7%	9.4%	40.4%	29.6%	78.6%	-1.2%	-1.0%	9.9K	-1.2M	-7.2K	0.00	107.25	1	0	326	243
2022-12-02	$90.56	$70.00	33.0%	9.5%	39.5%	30.2%	0.0%	9.3%	9.9%	10.6K	-1.2M	-7.2K	0.00	106.99	0	0	327	243
2022-12-05	$89.34	$80.00	41.9%	11.3%	40.1%	49.3%	0.0%	8.6%	3.0%	11.1K	-1.2M	-7.2K	0.00	104.94	12	0	327	243
2022-12-06	$85.69	$80.00	47.0%	12.7%	43.4%	60.1%	0.0%	-1.4%	-6.3%	12.4K	-944.5K	-7.5K	0.00	105.47	12	0	339	243
2022-12-07	$86.57	$80.00	52.0%	12.7%	43.4%	70.8%	0.0%	9.3%	-3.4%	14.9K	-1.0M	-7.7K	0.00	104.79	0	12	351	243
2022-12-08	$86.20	$80.00	55.0%	12.3%	42.8%	77.3%	0.0%	3.3%	0.7%	11.9K	-1.0M	-7.8K	0.00	104.81	0	0	351	255
2022-12-09	$88.12	$80.00	42.1%	10.2%	34.5%	49.6%	0.0%	1.5%	5.6%	11.9K	-1.2M	-7.7K	0.00	104.17	0	22	351	255
2022-12-12	$89.17	$80.00	53.0%	9.7%	29.1%	73.0%	26.3%	4.7%	5.9%	8.0K	-1.2M	-7.8K	0.63	105.68	8	5	351	277
2022-12-13	$90.91	$95.00	55.8%	10.1%	29.5%	79.0%	107.4%	3.1%	3.9%	7.2K	-1.3M	-7.7K	0.00	104.55	0	22	354	282
2022-12-14	$76.78	$95.00	38.1%	10.9%	66.8%	41.1%	39.2%	18.6%	5.6%	15.1K	-98.7K	-7.3K	17.29	98.66	17	294	354	304
2022-12-15	$73.22	$80.00	37.0%	10.6%	68.3%	38.8%	0.0%	15.0%	-3.8%	12.8K	-78.0K	-6.6K	0.22	102.75	9	2	369	441
2022-12-16	$69.94	$75.00	42.9%	12.3%	69.3%	51.3%	55.2%	7.3%	-3.3%	25.0K	190.7K	-5.8K	8.73	91.85	11	96	363	437
2022-12-19	$69.63	$75.00	37.5%	10.7%	69.4%	39.7%	34.9%	5.4%	4.8%	6.0K	256.1K	-6.0K	4.60	102.54	5	23	268	309
2022-12-20	$70.07	$75.00	39.2%	11.2%	69.6%	43.5%	0.0%	7.3%	1.0%	5.7K	275.2K	-6.4K	0.00	108.22	0	0	273	332
2022-12-21	$72.31	$75.00	35.8%	10.3%	69.1%	36.2%	39.0%	1.3%	7.9%	8.8K	115.5K	-6.8K	0.10	107.09	42	4	273	332
2022-12-22	$72.48	$75.00	40.1%	11.5%	68.8%	45.4%	40.2%	4.9%	-0.8%	14.2K	53.4K	-7.3K	0.00	100.87	1	0	311	335
2022-12-23	$74.60	$75.00	37.4%	10.7%	70.1%	39.6%	0.0%	9.2%	-2.9%	16.9K	-165.4K	-7.7K	0.00	104.03	0	0	312	335
2022-12-27	$74.74	$75.00	38.9%	11.1%	70.2%	42.8%	41.6%	12.6%	0.1%	16.6K	-189.2K	-7.6K	0.02	104.25	86	2	312	335
2022-12-28	$74.39	$75.00	38.3%	11.0%	70.0%	41.4%	50.8%	11.3%	1.4%	15.0K	-101.0K	-7.3K	0.00	104.78	0	1	312	337
2022-12-29	$76.34	$75.00	40.3%	11.6%	70.2%	45.8%	41.8%	4.5%	2.4%	18.4K	-225.1K	-7.5K	0.00	103.84	40	0	312	338
2022-12-30	$75.91	$75.00	48.7%	14.0%	70.2%	63.7%	48.5%	6.3%	-4.0%	22.6K	-318.3K	-7.8K	0.67	105.09	3	2	341	338