LBRDK Options History — September 2023

In September 2023, LBRDK traded between $88.87 and $93.83. ATM implied volatility averaged 35.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 7.5% (HV 20d: 27.5%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 4.90.

Notable Days

2023-09-28: Highest Volume — 171 contracts
2023-09-13: Largest IV drop — 56.2% change
2023-09-12: Highest IV Rank — 75.4%
2023-09-27: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.52	$88.87	$93.83	$91.09	$91.23
Max Pain	$88.50	$75.00	$100.00	$80.00	$75.00
ATM IV	35.0%	22.7%	72.6%	27.3%	27.9%
Expected Move	8.1%	6.5%	9.4%	7.8%	8.0%
HV 20d	27.5%	24.2%	29.1%	25.7%	25.4%
HV 60d	27.5%	23.3%	30.5%	30.1%	24.8%
IV Rank	22.3%	5.0%	75.4%	11.5%	12.3%
IV Percentile	31.8%	1.2%	99.2%	3.2%	8.7%
Term Structure	3.1%	-6.8%	12.8%	0.4%	6.6%
VWIV	29.1%	16.8%	38.0%	30.5%	34.1%
Skew 25d	0.7%	-7.6%	16.0%	2.6%	0.9%
Skew 10d	7.8%	-6.7%	41.1%	41.1%	6.6%
Call IV 25d	30.7%	21.2%	37.0%	28.0%	34.8%
Put IV 25d	31.5%	22.6%	48.4%	30.6%	35.7%
Bid-Ask Spread %	94.25	80.65	112.68	97.11	95.05
Gamma HHI	0.22	0.16	0.53	0.19	0.33
Net GEX	19.2K	2.0K	44.7K	14.5K	40.7K
Net DEX	-479.2K	-826.7K	-174.5K	-628.0K	-330.2K
Net VEX	-3.0K	-3.7K	-2.3K	-3.2K	-3.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.90	0.00	58.00	0.00	0.00
Total Volume	28.95	0	171	0	0
Total OI	649.45	325	843	780	843

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
2023-09-01	$91.09	$80.00	27.3%	7.8%	25.7%	11.5%	0.0%	2.6%	0.4%	14.5K	-628.0K	-3.2K	0.00	97.11	0	0	437	343
2023-09-05	$89.03	$100.00	38.9%	7.5%	26.7%	27.8%	30.5%	3.8%	8.0%	6.6K	-434.0K	-3.1K	0.00	100.71	3	0	437	343
2023-09-06	$90.34	$100.00	42.0%	9.0%	27.3%	32.2%	0.0%	-4.2%	2.5%	14.2K	-568.6K	-3.1K	0.00	100.36	0	0	439	342
2023-09-07	$89.44	$100.00	49.0%	8.9%	27.5%	42.1%	0.0%	-2.6%	1.8%	9.9K	-464.7K	-3.1K	0.00	110.47	0	0	439	342
2023-09-08	$89.79	$100.00	48.0%	8.8%	26.9%	40.7%	0.0%	0.6%	-0.1%	2.0K	-475.6K	-2.8K	0.00	112.68	0	1	439	342
2023-09-11	$91.83	$100.00	63.7%	9.3%	28.3%	62.8%	0.0%	16.0%	0.5%	16.1K	-606.9K	-2.7K	0.00	103.84	0	0	439	342
2023-09-12	$92.37	$100.00	72.6%	8.6%	28.3%	75.4%	0.0%	-1.7%	6.7%	22.0K	-684.2K	-3.3K	58.00	110.47	1	58	439	342
2023-09-13	$92.36	$100.00	31.8%	9.1%	28.3%	17.9%	0.0%	-0.6%	4.9%	28.4K	-751.8K	-2.9K	3.00	108.47	1	3	439	327
2023-09-14	$93.83	$100.00	26.5%	7.6%	28.8%	10.3%	0.0%	2.6%	-6.8%	43.7K	-826.7K	-2.3K	0.00	91.44	0	0	439	328
2023-09-15	$92.41	$100.00	22.7%	6.5%	29.1%	5.0%	16.8%	-4.2%	2.6%	2.2K	-761.4K	-2.6K	0.00	85.88	10	0	439	328
2023-09-18	$93.30	$85.00	25.6%	7.4%	28.9%	9.1%	24.4%	-4.9%	0.1%	4.4K	-300.4K	-2.5K	0.00	82.55	6	0	181	144
2023-09-19	$92.41	$85.00	25.6%	7.3%	29.0%	9.1%	25.5%	-7.6%	8.1%	6.7K	-336.5K	-2.4K	0.02	82.57	51	1	187	144
2023-09-20	$93.19	$85.00	29.6%	8.5%	28.0%	14.7%	28.6%	2.4%	-4.3%	16.6K	-364.7K	-3.0K	0.00	81.43	13	0	238	145
2023-09-21	$93.06	$85.00	29.5%	8.5%	28.0%	14.6%	33.2%	-3.6%	2.2%	19.9K	-409.5K	-3.1K	1.07	92.61	30	32	251	145
2023-09-22	$93.06	$75.00	25.4%	7.3%	27.9%	8.8%	38.0%	-6.4%	1.0%	28.9K	-476.8K	-3.5K	1.50	84.65	10	15	280	177
2023-09-25	$91.16	$75.00	27.3%	7.8%	29.0%	11.4%	21.3%	0.7%	12.8%	22.9K	-341.6K	-2.9K	0.00	92.45	145	0	310	192
2023-09-26	$88.87	$75.00	25.8%	7.4%	28.3%	9.3%	34.6%	6.5%	6.8%	15.5K	-174.5K	-3.2K	0.00	82.79	20	0	455	192
2023-09-27	$89.84	$75.00	32.8%	9.4%	24.2%	19.3%	33.1%	10.8%	0.3%	24.2K	-210.1K	-3.1K	0.14	80.65	7	1	475	192
2023-09-28	$91.73	$75.00	28.1%	8.0%	25.4%	12.5%	34.1%	3.5%	7.3%	44.7K	-436.6K	-3.7K	0.00	88.77	171	0	480	193
2023-09-29	$91.23	$75.00	27.9%	8.0%	25.4%	12.3%	0.0%	0.9%	6.6%	40.7K	-330.2K	-3.4K	0.00	95.05	0	0	650	193