LBRDK Options History — May 2023

In May 2023, LBRDK traded between $73.27 and $84.43. ATM implied volatility averaged 34.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 5.6% (HV 20d: 40.5%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.30.

Notable Days

  • 2023-05-23: Highest Volume — 70 contracts
  • 2023-05-04: Largest IV drop — 36.3% change
  • 2023-05-03: Highest IV Rank — 63.0%
  • 2023-05-03: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.94$73.27$84.43$84.43$74.61
Max Pain$79.32$75.00$80.00$75.00$80.00
ATM IV34.9%28.6%50.4%41.8%37.0%
Expected Move10.0%8.2%14.4%12.0%10.6%
HV 20d40.5%26.0%45.6%43.8%26.0%
HV 60d34.5%34.0%35.0%34.2%35.0%
IV Rank25.6%10.2%63.0%42.1%30.6%
IV Percentile34.3%4.8%93.3%71.4%47.6%
Term Structure-1.5%-20.9%5.8%-7.5%-6.0%
VWIV33.6%29.1%44.6%44.6%32.4%
Skew 25d3.5%-6.0%18.8%9.1%1.7%
Skew 10d4.9%-12.4%44.1%17.6%2.8%
Call IV 25d34.0%28.7%51.5%41.8%37.6%
Put IV 25d37.5%28.9%58.2%50.9%39.3%
Bid-Ask Spread %101.2594.43109.1999.42107.08
Gamma HHI0.510.240.830.340.31
Net GEX37.2K5.2K78.8K39.1K22.1K
Net DEX-461.2K-1.7M492.2K-1.7M238.2K
Net VEX-3.9K-5.3K-2.5K-4.8K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.005.000.000.21
Total Volume12.63607010
Total OI639.636480777648513

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$84.43$75.0041.8%12.0%43.8%42.1%0.0%9.1%-7.5%39.1K-1.7M-4.8K0.0099.4210463185
2023-05-02$81.78$75.0039.3%11.3%45.4%36.2%44.6%6.7%-0.1%39.0K-1.3M-5.1K5.00103.24525464185
2023-05-03$81.66$75.0050.4%14.4%44.1%63.0%43.7%7.8%-20.9%35.5K-1.3M-5.3K0.04101.37231469210
2023-05-04$79.41$80.0032.1%9.6%44.9%18.7%31.4%-3.1%-0.0%42.9K-986.3K-5.0K0.0095.6010469212
2023-05-05$80.11$80.0034.2%9.2%45.1%23.7%29.1%-1.7%2.5%41.2K-1.1M-4.8K5.0097.5215468212
2023-05-08$79.92$80.0030.0%9.3%45.1%13.7%0.0%-5.1%1.1%43.5K-1.0M-4.6K0.0099.3210469213
2023-05-09$77.49$80.0036.8%9.8%45.6%30.1%0.0%2.4%4.2%45.8K-555.4K-4.3K4.6099.93523470213
2023-05-10$77.50$80.0032.6%9.4%42.8%20.0%0.0%3.8%-3.5%61.7K-483.4K-4.5K0.00101.0700475236
2023-05-11$77.96$80.0030.0%8.6%42.4%13.6%30.6%1.1%2.9%58.3K-616.8K-4.4K0.0098.9610475236
2023-05-12$77.00$80.0035.3%10.1%41.7%26.4%33.0%3.0%0.8%48.6K-505.0K-4.4K0.5094.4321475236
2023-05-15$78.01$80.0034.6%9.9%41.9%24.6%0.0%3.1%3.4%59.8K-646.1K-4.0K0.0098.6000475237
2023-05-16$76.71$80.0034.2%9.8%42.2%23.7%29.6%6.2%-3.6%78.8K-317.8K-3.6K0.06100.23624475237
2023-05-17$77.04$80.0034.7%10.0%42.2%25.1%0.0%2.7%0.0%61.1K-294.7K-3.8K0.00103.9200536240
2023-05-18$78.61$80.0028.6%8.2%42.1%10.2%0.0%0.8%2.9%54.2K-728.9K-3.7K0.00100.0710536240
2023-05-19$77.67$80.0030.0%8.6%42.1%13.7%30.0%1.5%5.8%5.8K-700.1K-3.4K4.0099.18416537240
2023-05-22$77.98$80.0029.2%8.4%42.1%11.7%31.8%5.9%-3.5%6.5K265.2K-3.2K0.0097.5730291189
2023-05-23$76.90$80.0033.5%9.6%42.3%22.1%33.4%-0.0%2.6%5.2K387.9K-2.9K0.0199.15691293189
2023-05-24$75.72$80.0034.4%9.9%42.6%24.2%0.0%18.8%-4.6%17.6K334.1K-3.1K0.00105.6100327188
2023-05-25$73.27$80.0031.4%9.0%33.7%16.9%0.0%-6.0%-0.7%13.9K492.2K-2.6K0.00108.5800327187
2023-05-26$74.88$80.0039.2%11.2%26.5%35.9%0.0%8.8%-4.7%17.8K252.2K-2.6K0.00107.5000327163
2023-05-30$75.91$80.0039.5%11.3%27.4%36.6%32.4%10.2%-3.0%19.8K161.5K-2.6K0.21109.19194327163
2023-05-31$74.61$80.0037.0%10.6%26.0%30.6%0.0%1.7%-6.0%22.1K238.2K-2.5K0.00107.0800346167