LBRDK Options History — August 2023

In August 2023, LBRDK traded between $87.54 and $95.56. ATM implied volatility averaged 29.9%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 7.4% (HV 20d: 22.6%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 2.70.

Notable Days

  • 2023-08-02: Highest Volume — 46 contracts
  • 2023-08-24: Largest IV spike — 32.2% change
  • 2023-08-08: Highest IV Rank — 24.5%
  • 2023-08-18: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.34$87.54$95.56$89.84$94.21
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV29.9%19.2%41.5%32.6%30.2%
Expected Move8.3%5.5%10.0%9.3%8.7%
HV 20d22.6%18.2%26.3%24.4%23.4%
HV 60d29.6%28.2%30.6%30.4%29.4%
IV Rank9.1%0.0%24.5%10.8%15.6%
IV Percentile17.6%0.0%76.2%21.8%11.5%
Term Structure1.0%-9.3%14.5%-3.7%-9.3%
VWIV28.7%18.8%40.7%33.3%26.3%
Skew 25d0.8%-18.7%12.4%2.8%12.4%
Skew 10d5.9%-18.9%20.2%20.2%8.4%
Call IV 25d33.6%26.8%43.4%33.1%28.2%
Put IV 25d34.4%24.7%45.1%35.8%40.6%
Bid-Ask Spread %95.1879.16105.6992.3488.01
Gamma HHI0.180.140.250.140.18
Net GEX26.4K2.6K41.7K32.4K26.0K
Net DEX-672.6K-986.0K-309.7K-634.7K-986.0K
Net VEX-4.4K-5.2K-3.5K-4.9K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.700.0030.000.000.00
Total Volume6.82604603
Total OI780.261721814790779

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$89.84$80.0032.6%9.3%24.4%10.8%0.0%2.8%-3.7%32.4K-634.7K-4.9K0.0092.3400488302
2023-08-02$91.62$80.0032.8%9.4%24.8%11.1%33.3%7.3%-4.3%35.0K-723.4K-4.9K0.0092.69460488302
2023-08-03$92.45$80.0036.4%8.4%24.8%16.6%0.0%5.3%5.8%37.8K-821.6K-5.1K0.0095.3100488302
2023-08-04$90.80$80.0033.7%9.1%26.3%12.5%0.0%7.1%2.2%31.9K-692.9K-5.0K0.0093.3110488302
2023-08-07$91.49$80.0038.7%9.3%25.8%20.3%0.0%-0.2%4.2%34.6K-728.1K-4.9K0.00104.3300487302
2023-08-08$91.44$80.0041.5%9.6%25.7%24.5%0.0%1.7%-0.2%34.2K-707.9K-4.8K0.00104.9800487302
2023-08-09$91.55$80.0030.0%8.6%25.4%6.7%40.7%-1.0%3.9%40.2K-811.0K-5.2K30.0090.27130487302
2023-08-10$92.97$80.0026.5%7.6%25.6%1.2%0.0%-0.1%0.6%41.7K-832.0K-5.2K0.0087.5600486326
2023-08-11$92.86$80.0027.5%7.9%23.5%2.8%0.0%3.3%0.6%40.0K-843.0K-4.7K0.0088.9400486326
2023-08-14$92.55$80.0027.6%7.9%23.3%2.9%18.8%-0.6%-5.3%38.3K-802.6K-4.7K0.0098.2320486326
2023-08-15$92.28$80.0032.5%9.3%19.9%10.5%0.0%4.0%-1.1%35.4K-731.8K-4.4K0.0079.1600486326
2023-08-16$91.81$80.0030.2%8.7%19.9%7.1%29.2%3.2%0.5%27.3K-683.6K-4.4K0.0081.07120486326
2023-08-17$90.86$80.0032.8%9.4%19.9%11.1%0.0%-1.8%2.9%29.5K-666.0K-4.3K0.00105.1501487326
2023-08-18$89.87$80.0034.8%10.0%20.4%14.1%0.0%-4.0%-0.7%18.2K-482.9K-4.2K0.00105.5400487327
2023-08-21$89.25$80.0029.5%8.5%20.2%6.0%30.0%-2.9%1.9%2.6K-367.2K-3.8K0.20100.9551407314
2023-08-22$87.54$80.0031.2%8.9%21.2%8.6%0.0%4.7%-4.1%5.2K-352.2K-4.1K0.00105.6900412314
2023-08-23$88.27$80.0021.3%6.1%20.6%0.0%0.0%5.6%4.0%3.6K-309.7K-3.9K0.0089.4200412314
2023-08-24$88.21$80.0028.2%8.1%19.1%10.0%0.0%-0.2%-0.8%6.4K-357.2K-3.9K0.00105.1630412314
2023-08-25$89.04$80.0026.5%7.6%18.2%7.5%29.9%2.5%0.8%5.1K-374.6K-3.8K1.8793.351528415314
2023-08-28$91.79$80.0019.2%5.5%19.6%0.0%0.0%-0.6%14.5%21.1K-725.5K-3.9K0.0098.1140429342
2023-08-29$95.56$80.0021.4%6.1%23.9%3.2%21.2%-11.4%8.6%29.2K-938.7K-3.6K0.3397.0131433342
2023-08-30$94.49$80.0023.7%6.8%23.5%6.4%0.0%-18.7%2.9%32.2K-896.2K-3.5K0.0092.5710436343
2023-08-31$94.21$80.0030.2%8.7%23.4%15.6%26.3%12.4%-9.3%26.0K-986.0K-4.5K0.0088.0130436343