LBRDK Options History — January 2023

In January 2023, LBRDK traded between $76.97 and $94.07. ATM implied volatility averaged 36.4%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 8.7% (HV 20d: 45.1%). Max pain ranged from $60.00 to $85.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.19.

Notable Days

2023-01-17: Highest Volume — 18,045 contracts
2023-01-10: Largest IV drop — 30.2% change
2023-01-09: Highest IV Rank — 60.5%
2023-01-04: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.50	$76.97	$94.07	$76.97	$89.29
Max Pain	$79.25	$60.00	$85.00	$75.00	$85.00
ATM IV	36.4%	28.9%	48.5%	43.7%	36.8%
Expected Move	10.4%	8.3%	13.5%	12.5%	10.6%
HV 20d	45.1%	23.6%	72.6%	70.4%	29.0%
HV 60d	51.0%	50.2%	52.3%	51.7%	50.2%
IV Rank	30.3%	10.9%	60.5%	53.0%	30.2%
IV Percentile	45.4%	9.5%	90.1%	80.2%	49.6%
Term Structure	-1.9%	-7.5%	3.2%	-1.6%	-7.5%
VWIV	40.8%	31.4%	61.1%	42.2%	37.6%
Skew 25d	5.6%	-3.1%	13.4%	12.0%	10.6%
Skew 10d	8.9%	-8.3%	35.1%	-2.1%	0.3%
Call IV 25d	36.2%	28.4%	43.1%	41.1%	39.4%
Put IV 25d	41.8%	33.4%	53.2%	53.2%	49.9%
Bid-Ask Spread %	105.99	100.13	113.30	107.13	110.07
Gamma HHI	0.60	0.34	0.90	0.34	0.52
Net GEX	759.5K	23.6K	1.4M	23.6K	1.3M
Net DEX	-21.5M	-56.2M	-414.1K	-414.1K	-30.3M
Net VEX	-140.0K	-282.8K	-7.8K	-7.8K	-244.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	1.00	0.11	0.00
Total Volume	944	0	18,045	0	1
Total OI	11,317.7	673	20,823	682	20,658

Daily Data (20 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
2023-01-03	$76.97	$75.00	43.7%	12.5%	70.4%	53.0%	0.0%	12.0%	-1.6%	23.6K	-414.1K	-7.8K	0.00	107.13	0	0	342	340
2023-01-04	$79.72	$75.00	47.1%	13.5%	72.1%	60.4%	42.2%	13.4%	-4.5%	30.3K	-726.7K	-8.0K	0.11	108.14	9	1	342	340
2023-01-05	$82.86	$60.00	37.5%	12.1%	72.4%	39.9%	41.3%	3.2%	-0.8%	36.6K	-1.1M	-8.2K	0.05	100.13	20	1	347	340
2023-01-06	$84.35	$60.00	37.8%	11.0%	72.6%	35.7%	61.1%	6.0%	-4.0%	39.4K	-1.2M	-7.8K	0.00	102.05	666	1	332	341
2023-01-09	$83.97	$70.00	48.5%	11.1%	72.6%	60.5%	0.0%	3.9%	-2.2%	464.9K	-7.7M	-36.4K	0.00	103.97	4	0	2,431	342
2023-01-10	$85.07	$70.00	33.9%	11.2%	72.3%	22.9%	0.0%	6.9%	-1.7%	535.9K	-8.7M	-37.8K	0.00	103.72	0	0	2,430	342
2023-01-11	$86.47	$70.00	38.3%	11.0%	72.4%	33.6%	37.7%	8.1%	-4.1%	522.5K	-9.6M	-38.0K	0.14	101.84	22	3	2,430	342
2023-01-12	$87.65	$85.00	33.8%	9.7%	72.2%	22.8%	37.1%	7.5%	-2.1%	558.0K	-10.7M	-38.2K	0.00	103.34	0	16	2,430	345
2023-01-13	$88.32	$85.00	31.0%	8.9%	36.3%	16.1%	0.0%	8.4%	-5.0%	662.3K	-10.8M	-37.7K	0.00	103.92	1	0	2,430	347
2023-01-17	$88.78	$85.00	31.8%	9.1%	30.1%	18.0%	0.0%	7.1%	-1.1%	624.6K	-11.4M	-36.5K	1.00	102.79	9,001	9,044	2,431	347
2023-01-18	$87.47	$85.00	36.9%	10.6%	23.9%	30.3%	0.0%	0.6%	-0.3%	849.9K	-18.7M	-282.8K	0.00	102.95	0	0	11,432	9,391
2023-01-19	$87.38	$85.00	37.5%	10.7%	23.6%	31.8%	0.0%	4.6%	-1.3%	813.5K	-15.1M	-277.6K	0.00	104.93	10	0	11,432	9,391
2023-01-20	$90.87	$85.00	34.3%	9.8%	25.5%	24.1%	31.4%	5.0%	1.5%	1.1M	-32.5M	-273.3K	0.19	108.89	26	5	11,432	9,391
2023-01-23	$91.28	$85.00	33.6%	9.6%	24.7%	22.4%	40.4%	5.1%	2.2%	1.3M	-39.6M	-261.6K	1.00	110.19	6	6	11,397	9,234
2023-01-24	$90.47	$85.00	34.5%	9.9%	25.5%	24.6%	0.0%	1.1%	-4.6%	1.4M	-44.6M	-242.7K	0.00	108.05	12	0	11,403	9,240
2023-01-25	$92.63	$85.00	28.9%	8.3%	25.1%	10.9%	0.0%	4.9%	-0.6%	1.3M	-47.7M	-244.0K	0.00	108.04	0	0	11,401	9,240
2023-01-26	$94.07	$85.00	32.0%	9.2%	24.9%	18.5%	47.1%	3.9%	-1.3%	1.2M	-56.2M	-228.4K	0.00	106.21	0	4	11,401	9,240
2023-01-27	$91.62	$85.00	32.0%	9.2%	27.8%	18.5%	36.4%	-3.1%	3.2%	1.2M	-46.0M	-241.8K	0.00	113.30	12	0	11,409	9,241
2023-01-30	$90.73	$85.00	37.7%	10.8%	28.1%	32.3%	36.7%	2.0%	-3.1%	1.2M	-36.2M	-246.0K	0.13	110.10	8	1	11,409	9,241
2023-01-31	$89.29	$85.00	36.8%	10.6%	29.0%	30.2%	37.6%	10.6%	-7.5%	1.3M	-30.3M	-244.8K	0.00	110.07	1	0	11,417	9,241