LBRDK Options History — February 2023

In February 2023, LBRDK traded between $86.91 and $96.00. ATM implied volatility averaged 31.6%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 0.6% (HV 20d: 32.1%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 5.43.

Notable Days

2023-02-21: Highest Volume — 18,012 contracts
2023-02-06: Largest IV spike — 19.7% change
2023-02-07: Highest IV Rank — 33.0%
2023-02-01: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.96	$86.91	$96.00	$93.59	$86.91
Max Pain	$83.68	$80.00	$85.00	$85.00	$80.00
ATM IV	31.6%	27.0%	38.0%	34.4%	30.4%
Expected Move	8.9%	7.8%	9.8%	9.8%	8.7%
HV 20d	32.1%	30.6%	33.7%	32.1%	31.8%
HV 60d	48.9%	47.8%	51.4%	50.9%	48.0%
IV Rank	17.4%	6.4%	33.0%	24.1%	14.5%
IV Percentile	21.5%	2.0%	57.9%	37.7%	12.7%
Term Structure	-0.0%	-7.9%	7.4%	-7.9%	7.4%
VWIV	36.2%	30.0%	45.8%	43.3%	31.5%
Skew 25d	3.9%	-12.2%	17.6%	-2.9%	-1.7%
Skew 10d	2.4%	-12.9%	19.3%	-4.2%	0.2%
Call IV 25d	33.0%	24.7%	44.7%	44.7%	37.4%
Put IV 25d	36.9%	27.5%	45.0%	41.8%	35.7%
Bid-Ask Spread %	103.82	98.59	109.60	109.60	107.12
Gamma HHI	0.65	0.52	0.96	0.54	0.95
Net GEX	1.5M	802.5K	2.2M	1.5M	956.6K
Net DEX	-44.2M	-72.4M	-7.4M	-55.9M	-7.4M
Net VEX	-141.0K	-215.2K	-20.2K	-214.5K	-20.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.43	0.00	44.00	3.00	0.00
Total Volume	956.684	0	18,012	5	4
Total OI	15,943.526	2,649	20,710	20,659	2,659

Daily Data (19 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
2023-02-01	$93.59	$85.00	34.4%	9.8%	32.1%	24.1%	43.3%	-2.9%	-7.9%	1.5M	-55.9M	-214.5K	0.00	109.60	0	5	11,418	9,241
2023-02-02	$96.00	$85.00	35.6%	9.4%	31.3%	27.3%	39.2%	2.6%	-0.7%	1.4M	-69.7M	-187.9K	3.00	101.16	1	3	11,422	9,246
2023-02-03	$93.47	$85.00	28.9%	9.7%	31.7%	11.1%	45.8%	4.6%	-2.2%	1.4M	-53.0M	-215.2K	0.22	102.37	9	2	11,421	9,246
2023-02-06	$93.55	$85.00	34.6%	9.2%	31.5%	24.9%	0.0%	3.2%	0.2%	1.5M	-56.6M	-203.3K	0.00	102.32	30	0	11,425	9,248
2023-02-07	$93.51	$85.00	38.0%	8.9%	31.3%	33.0%	0.0%	3.0%	0.7%	1.5M	-54.4M	-200.1K	0.00	102.69	0	3	11,455	9,248
2023-02-08	$93.40	$85.00	31.3%	9.0%	31.3%	16.7%	40.8%	8.2%	-1.1%	1.5M	-55.4M	-194.6K	0.00	102.66	1	0	11,455	9,248
2023-02-09	$91.34	$85.00	30.5%	8.7%	32.3%	14.8%	0.0%	5.3%	4.7%	1.7M	-44.6M	-209.8K	0.00	98.59	0	0	11,454	9,248
2023-02-10	$92.53	$85.00	29.8%	8.5%	32.3%	13.1%	36.1%	3.2%	4.0%	1.9M	-53.8M	-192.0K	0.00	102.53	0	15	11,454	9,248
2023-02-13	$93.45	$85.00	33.0%	9.5%	32.4%	20.8%	0.0%	0.3%	-2.3%	2.1M	-63.0M	-160.6K	0.00	99.49	0	3	11,454	9,252
2023-02-14	$92.57	$85.00	31.3%	9.0%	32.6%	16.7%	0.0%	3.1%	-2.3%	2.2M	-60.6M	-165.1K	3.25	101.93	4	13	11,454	9,254
2023-02-15	$94.47	$85.00	27.8%	8.0%	32.6%	8.1%	0.0%	5.1%	2.0%	2.1M	-70.8M	-141.1K	0.00	102.28	0	0	11,454	9,256
2023-02-16	$94.22	$85.00	31.1%	8.9%	32.7%	16.2%	30.0%	-12.2%	0.7%	2.2M	-72.4M	-139.1K	1.50	108.73	2	3	11,454	9,256
2023-02-17	$92.63	$85.00	30.6%	8.8%	30.6%	15.1%	35.8%	6.4%	-4.5%	1.5M	-49.6M	-174.5K	0.00	107.95	0	7	11,455	9,255
2023-02-21	$89.09	$85.00	27.0%	7.8%	33.7%	6.4%	31.3%	11.8%	5.2%	1.9M	-29.2M	-169.5K	1.00	104.67	9,008	9,004	11,402	9,232
2023-02-22	$89.78	$80.00	32.2%	9.2%	33.7%	19.0%	31.7%	4.5%	5.0%	933.0K	-11.9M	-24.1K	1.33	104.33	3	4	2,408	241
2023-02-23	$90.25	$80.00	30.3%	8.7%	32.6%	14.4%	33.1%	6.6%	-2.4%	1.0M	-11.9M	-23.7K	44.00	104.27	1	44	2,409	245
2023-02-24	$88.21	$80.00	31.3%	9.0%	32.8%	16.6%	31.5%	5.3%	-2.2%	983.6K	-9.5M	-23.1K	0.00	104.06	8	0	2,410	241
2023-02-27	$88.21	$80.00	31.5%	9.0%	31.6%	17.2%	0.0%	17.6%	-4.8%	802.5K	-9.1M	-21.5K	0.00	105.81	0	0	2,418	241
2023-02-28	$86.91	$80.00	30.4%	8.7%	31.8%	14.5%	0.0%	-1.7%	7.4%	956.6K	-7.4M	-20.2K	0.00	107.12	0	4	2,418	241