LBRDK Options History — April 2023

In April 2023, LBRDK traded between $74.15 and $84.81. ATM implied volatility averaged 40.2%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 9.6% (HV 20d: 30.7%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 3.90.

Notable Days

2023-04-21: Highest Volume — 58 contracts
2023-04-12: Largest IV spike — 28.7% change
2023-04-20: Highest IV Rank — 57.3%
2023-04-20: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.70	$74.15	$84.81	$81.28	$84.81
Max Pain	$83.68	$75.00	$100.00	$80.00	$75.00
ATM IV	40.2%	33.1%	48.0%	46.5%	33.1%
Expected Move	11.7%	9.5%	13.8%	13.3%	9.5%
HV 20d	30.7%	23.9%	44.4%	32.2%	44.4%
HV 60d	31.0%	29.8%	34.7%	29.8%	34.7%
IV Rank	38.4%	21.1%	57.3%	53.5%	21.1%
IV Percentile	60.9%	22.2%	89.7%	84.5%	22.2%
Term Structure	-5.2%	-9.9%	0.9%	0.9%	-4.9%
VWIV	39.9%	27.1%	47.5%	27.1%	40.1%
Skew 25d	11.7%	0.0%	29.7%	8.7%	29.7%
Skew 10d	23.2%	9.2%	36.7%	11.6%	19.9%
Call IV 25d	42.8%	26.4%	55.1%	40.4%	26.4%
Put IV 25d	54.5%	46.5%	62.9%	49.1%	56.1%
Bid-Ask Spread %	102.22	86.05	111.79	107.04	109.55
Gamma HHI	0.28	0.14	0.62	0.16	0.34
Net GEX	10.5K	-4.1K	38.4K	6.9K	38.4K
Net DEX	-116.1K	-1.8M	380.9K	-164.7K	-1.8M
Net VEX	-3.8K	-5.0K	-3.4K	-3.8K	-5.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.90	0.00	42.00	0.00	0.05
Total Volume	18	0	58	0	20
Total OI	456.211	368	646	368	646

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
2023-04-03	$81.28	$80.00	46.5%	13.3%	32.2%	53.5%	0.0%	8.7%	0.9%	6.9K	-164.7K	-3.8K	0.00	107.04	0	0	236	132
2023-04-04	$79.02	$80.00	40.6%	11.6%	30.6%	39.3%	0.0%	0.0%	-3.3%	5.5K	-26.0K	-3.6K	0.00	106.39	0	0	236	132
2023-04-05	$80.37	$80.00	43.0%	12.3%	31.3%	45.1%	0.0%	16.2%	-9.9%	6.5K	-144.5K	-3.7K	0.00	108.45	0	0	236	132
2023-04-06	$80.25	$100.00	39.6%	12.3%	29.0%	37.0%	27.1%	10.8%	-5.1%	6.1K	-109.1K	-3.7K	0.00	86.05	12	0	236	132
2023-04-10	$80.49	$100.00	42.7%	12.8%	23.9%	44.4%	0.0%	19.2%	-6.6%	7.1K	-138.4K	-3.7K	0.00	91.67	0	0	247	132
2023-04-11	$82.13	$100.00	34.9%	12.2%	24.4%	25.5%	0.0%	10.3%	-7.3%	8.1K	-275.3K	-3.7K	0.00	89.17	0	0	247	132
2023-04-12	$78.52	$100.00	44.9%	12.9%	29.7%	49.8%	0.0%	12.4%	-9.7%	6.6K	-66.4K	-3.5K	0.00	94.98	3	0	247	132
2023-04-13	$79.87	$100.00	44.6%	12.8%	29.8%	49.1%	46.4%	8.0%	-9.3%	6.1K	-110.3K	-3.5K	42.00	99.24	1	42	248	132
2023-04-14	$77.94	$80.00	39.5%	11.3%	30.6%	36.7%	44.1%	13.1%	-9.7%	-4.1K	201.2K	-3.7K	0.25	102.46	20	5	249	174
2023-04-17	$78.62	$80.00	39.1%	11.2%	30.8%	35.5%	0.0%	14.8%	-4.1%	-427	122.7K	-3.9K	0.00	98.13	0	7	269	179
2023-04-18	$77.93	$80.00	39.8%	11.4%	30.6%	37.4%	0.0%	12.4%	-3.3%	-1.4K	204.1K	-3.8K	0.00	98.28	0	0	269	186
2023-04-19	$78.04	$80.00	37.3%	10.7%	30.0%	31.4%	0.0%	12.0%	-3.8%	-4.1K	198.8K	-3.7K	0.00	100.93	0	3	269	186
2023-04-20	$76.36	$80.00	48.0%	13.8%	29.6%	57.3%	47.5%	4.2%	-7.5%	-3.5K	380.9K	-3.4K	0.03	103.66	36	1	269	189
2023-04-21	$75.47	$75.00	43.1%	12.4%	29.8%	45.5%	42.4%	7.9%	-7.3%	1.8K	218.8K	-3.7K	0.49	109.29	39	19	304	190
2023-04-24	$75.31	$75.00	37.3%	10.7%	29.5%	31.2%	36.5%	7.3%	-0.9%	18.5K	199.9K	-3.5K	0.05	110.93	38	2	343	183
2023-04-25	$74.64	$75.00	39.6%	11.3%	28.7%	36.8%	37.8%	4.7%	-2.1%	28.5K	59.9K	-3.8K	0.00	111.79	41	0	378	185
2023-04-26	$74.15	$75.00	33.6%	9.6%	28.4%	22.3%	37.0%	15.3%	-0.6%	36.0K	-56.5K	-4.0K	0.00	108.81	9	0	416	185
2023-04-27	$80.04	$75.00	37.1%	10.7%	39.4%	30.9%	40.1%	15.3%	-4.1%	36.9K	-941.9K	-4.6K	0.00	105.47	44	0	425	185
2023-04-28	$84.81	$75.00	33.1%	9.5%	44.4%	21.1%	0.0%	29.7%	-4.9%	38.4K	-1.8M	-5.0K	0.05	109.55	19	1	461	185