LBRDK Options History — June 2023

In June 2023, LBRDK traded between $70.73 and $80.12. ATM implied volatility averaged 41.5%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 11.7% (HV 20d: 29.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2023-06-15: Highest Volume — 174 contracts
2023-06-14: Largest IV drop — 66.0% change
2023-06-12: Highest IV Rank — 100.0%
2023-06-02: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.49	$70.73	$80.12	$74.67	$80.12
Max Pain	$77.86	$75.00	$80.00	$80.00	$80.00
ATM IV	41.5%	27.9%	90.0%	40.5%	38.4%
Expected Move	9.6%	8.0%	12.3%	11.6%	11.0%
HV 20d	29.8%	24.5%	40.1%	26.1%	39.5%
HV 60d	34.3%	32.6%	37.6%	34.1%	37.1%
IV Rank	32.4%	5.3%	100.0%	39.2%	21.3%
IV Percentile	46.2%	3.2%	100.0%	71.4%	59.1%
Term Structure	0.3%	-9.5%	16.6%	-5.3%	-3.9%
VWIV	31.0%	18.5%	41.3%	25.0%	18.5%
Skew 25d	2.6%	-12.4%	23.3%	-8.0%	4.2%
Skew 10d	7.4%	-11.4%	27.8%	-11.4%	11.6%
Call IV 25d	34.3%	25.9%	52.5%	36.5%	28.1%
Put IV 25d	36.9%	26.4%	50.5%	28.4%	32.3%
Bid-Ask Spread %	109.47	97.82	119.00	106.79	97.82
Gamma HHI	0.33	0.23	0.43	0.30	0.23
Net GEX	17.4K	-1.2K	77.0K	22.3K	10.7K
Net DEX	122.5K	-424.5K	459.5K	226.6K	-236.4K
Net VEX	-2.9K	-4.2K	-1.8K	-2.6K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	2.00	0.00	1.81
Total Volume	26.19	0	174	19	121
Total OI	512.524	367	706	513	511

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
2023-06-01	$74.67	$80.00	40.5%	11.6%	26.1%	39.2%	0.0%	-8.0%	-5.3%	22.3K	226.6K	-2.6K	0.00	106.79	0	19	346	167
2023-06-02	$74.41	$80.00	42.8%	12.3%	24.5%	44.6%	0.0%	-8.9%	-9.5%	17.9K	307.2K	-2.7K	0.00	107.59	0	0	346	183
2023-06-05	$75.71	$75.00	34.7%	10.0%	25.3%	24.9%	0.0%	6.0%	1.6%	20.8K	254.9K	-2.5K	0.00	97.90	1	0	346	183
2023-06-06	$74.53	$75.00	30.5%	9.6%	25.7%	14.8%	0.0%	9.3%	-5.2%	18.8K	423.0K	-2.2K	0.00	102.82	1	0	347	183
2023-06-07	$76.47	$75.00	40.6%	9.0%	25.5%	39.4%	0.0%	12.1%	0.3%	21.8K	193.3K	-2.5K	0.00	108.28	1	0	347	183
2023-06-08	$75.89	$75.00	54.8%	9.7%	25.6%	73.7%	0.0%	2.9%	-0.4%	21.9K	318.5K	-2.2K	0.00	109.55	0	0	348	183
2023-06-09	$73.98	$75.00	62.8%	8.4%	26.9%	93.0%	0.0%	-2.0%	0.6%	19.6K	282.4K	-2.4K	0.00	108.76	1	0	348	186
2023-06-12	$75.38	$75.00	82.3%	10.1%	27.7%	100.0%	0.0%	-12.4%	-0.6%	18.7K	240.8K	-2.2K	0.00	104.03	55	0	348	186
2023-06-13	$75.23	$75.00	90.0%	8.4%	27.2%	100.0%	0.0%	1.6%	2.8%	44.3K	95.8K	-2.2K	0.00	111.72	0	0	403	186
2023-06-14	$75.37	$75.00	30.6%	8.8%	26.6%	9.5%	0.0%	-3.3%	1.0%	43.3K	63.3K	-2.1K	0.00	117.28	1	0	403	186
2023-06-15	$77.25	$75.00	27.9%	8.0%	28.1%	5.3%	25.0%	2.6%	16.6%	77.0K	-424.5K	-1.8K	2.00	110.16	58	116	404	133
2023-06-16	$76.92	$80.00	32.6%	9.3%	27.1%	12.5%	41.3%	2.9%	7.9%	-353	-129.5K	-3.6K	0.00	114.38	7	0	461	245
2023-06-20	$73.97	$80.00	33.2%	9.5%	30.1%	13.4%	0.0%	9.3%	-0.6%	-475	223.8K	-3.3K	0.00	114.53	63	0	209	158
2023-06-21	$73.37	$80.00	31.2%	8.9%	30.0%	10.3%	35.5%	23.3%	-7.4%	1.1K	260.6K	-3.2K	0.00	116.40	16	0	272	158
2023-06-22	$71.81	$80.00	34.4%	9.9%	30.5%	15.3%	33.8%	4.1%	1.7%	797	327.1K	-3.0K	0.00	115.01	0	7	288	158
2023-06-23	$70.73	$80.00	33.4%	9.6%	30.5%	13.7%	0.0%	-0.8%	1.8%	-1.2K	459.5K	-2.6K	0.00	117.63	31	0	288	165
2023-06-26	$72.36	$80.00	40.2%	11.5%	29.7%	24.0%	0.0%	8.8%	-8.7%	1.9K	295.0K	-3.1K	0.00	116.30	1	0	298	165
2023-06-27	$78.09	$80.00	28.0%	8.0%	39.8%	5.5%	31.7%	-3.2%	6.1%	6.3K	-112.9K	-3.7K	0.71	104.65	17	12	299	165
2023-06-28	$79.64	$80.00	30.0%	8.6%	40.1%	8.6%	0.0%	-0.2%	8.1%	10.9K	-244.6K	-4.2K	0.00	119.00	0	0	312	177
2023-06-29	$79.33	$80.00	32.5%	9.3%	39.5%	12.3%	0.0%	6.2%	-1.3%	9.7K	-251.5K	-4.2K	0.00	98.34	0	22	312	177
2023-06-30	$80.12	$80.00	38.4%	11.0%	39.5%	21.3%	18.5%	4.2%	-3.9%	10.7K	-236.4K	-4.1K	1.81	97.82	43	78	312	199