LBRDK Options History — July 2023

In July 2023, LBRDK traded between $80.79 and $89.08. ATM implied volatility averaged 33.3%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 0.5% (HV 20d: 33.8%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 5.98.

Notable Days

2023-07-10: Highest Volume — 210 contracts
2023-07-05: Largest IV spike — 55.9% change
2023-07-05: Highest IV Rank — 34.3%
2023-07-05: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$84.72	$80.79	$89.08	$80.81	$89.08
Max Pain	$73.50	$70.00	$80.00	$80.00	$80.00
ATM IV	33.3%	25.7%	46.9%	30.1%	31.8%
Expected Move	9.1%	6.4%	13.4%	8.6%	9.1%
HV 20d	33.8%	22.2%	39.5%	39.5%	24.4%
HV 60d	35.0%	30.7%	37.0%	37.0%	31.0%
IV Rank	13.1%	2.0%	34.3%	8.7%	9.6%
IV Percentile	27.3%	0.8%	87.3%	10.7%	16.7%
Term Structure	-2.9%	-19.1%	14.9%	-7.0%	-2.3%
VWIV	30.1%	21.5%	40.3%	34.3%	40.3%
Skew 25d	4.0%	-13.0%	13.4%	-3.3%	6.2%
Skew 10d	12.1%	-2.5%	28.8%	-0.2%	11.9%
Call IV 25d	32.6%	27.1%	40.0%	27.1%	31.2%
Put IV 25d	36.6%	23.8%	46.2%	23.8%	37.3%
Bid-Ask Spread %	90.88	71.68	113.17	101.10	87.99
Gamma HHI	0.20	0.14	0.35	0.24	0.17
Net GEX	9.0K	-16.0K	46.0K	-3.9K	21.2K
Net DEX	-397.8K	-806.5K	13.8K	-26.0K	-471.3K
Net VEX	-4.7K	-5.5K	-3.9K	-4.9K	-4.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.98	0.00	77.00	0.00	0.78
Total Volume	31.2	0	210	0	16
Total OI	750.8	622	921	622	781

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
2023-07-03	$80.81	$80.00	30.1%	8.6%	39.5%	8.7%	0.0%	-3.3%	-7.0%	-3.9K	-26.0K	-4.9K	0.00	101.10	0	0	356	266
2023-07-05	$80.79	$80.00	46.9%	13.4%	39.2%	34.3%	0.0%	12.2%	-19.1%	1.3K	4.0K	-4.6K	0.00	107.09	0	9	356	266
2023-07-06	$81.01	$70.00	37.8%	7.2%	38.5%	20.4%	34.3%	-6.8%	5.1%	-3.6K	13.8K	-4.6K	0.00	110.47	3	0	356	275
2023-07-07	$81.61	$70.00	34.5%	6.4%	37.7%	15.4%	0.0%	-13.0%	14.9%	-453	-244.2K	-4.8K	0.00	99.53	1	0	357	275
2023-07-10	$80.94	$70.00	37.4%	9.8%	37.7%	19.8%	21.5%	8.0%	-2.3%	-3.6K	-68.6K	-4.6K	0.00	80.60	210	0	358	275
2023-07-11	$82.22	$70.00	35.0%	10.3%	36.4%	16.2%	0.0%	0.5%	-1.4%	-3.7K	-227.4K	-5.1K	0.00	79.69	2	0	543	275
2023-07-12	$83.53	$70.00	27.8%	8.0%	36.3%	5.2%	23.2%	1.2%	-2.1%	-6.8K	-566.1K	-5.3K	0.00	71.68	60	0	545	275
2023-07-13	$84.33	$70.00	25.7%	7.4%	36.2%	2.0%	0.0%	8.0%	-1.8%	-16.0K	-540.8K	-5.2K	0.00	84.51	0	0	529	275
2023-07-14	$82.37	$70.00	37.8%	10.8%	37.7%	20.5%	0.0%	4.7%	-5.9%	112	-258.8K	-4.7K	0.00	80.71	0	0	529	275
2023-07-17	$81.89	$70.00	33.7%	9.7%	37.0%	14.2%	32.7%	-0.5%	-3.4%	-5.4K	-178.2K	-4.5K	0.00	88.33	25	0	529	275
2023-07-18	$85.19	$70.00	33.6%	9.6%	39.1%	14.0%	0.0%	8.5%	-10.4%	-15.9K	-806.5K	-4.2K	77.00	95.36	1	77	554	275
2023-07-19	$86.17	$70.00	30.4%	8.7%	35.5%	9.2%	0.0%	11.2%	-1.5%	-7.7K	-306.1K	-4.9K	0.00	113.17	8	0	555	352
2023-07-20	$87.58	$70.00	34.6%	9.9%	35.1%	15.6%	0.0%	8.3%	-3.4%	-3.4K	-641.3K	-5.5K	0.00	93.41	16	0	553	352
2023-07-21	$87.77	$70.00	32.8%	9.4%	33.3%	12.8%	0.0%	5.2%	-3.8%	37.6K	-764.1K	-4.7K	0.00	90.76	7	0	569	352
2023-07-24	$88.75	$70.00	30.4%	8.7%	32.0%	9.2%	29.9%	4.4%	1.7%	46.0K	-648.2K	-5.1K	0.23	74.51	22	5	490	173
2023-07-25	$88.02	$80.00	32.3%	9.2%	32.4%	11.6%	31.6%	1.8%	-1.6%	37.4K	-585.6K	-4.8K	0.39	79.70	23	9	488	176
2023-07-26	$86.70	$80.00	28.8%	8.3%	22.2%	4.9%	25.0%	4.2%	-3.8%	35.1K	-486.3K	-4.6K	9.00	97.72	9	81	477	185
2023-07-27	$88.62	$80.00	31.6%	9.1%	22.4%	9.3%	32.4%	5.6%	-6.2%	42.1K	-691.1K	-5.0K	0.00	85.19	3	0	482	264
2023-07-28	$87.08	$80.00	32.1%	9.2%	23.6%	10.0%	0.0%	13.4%	-3.0%	29.5K	-463.0K	-3.9K	8.25	96.13	4	33	484	264
2023-07-31	$89.08	$80.00	31.8%	9.1%	24.4%	9.6%	40.3%	6.2%	-2.3%	21.2K	-471.3K	-4.0K	0.78	87.99	9	7	485	296