LBRDK Options History — October 2023

In October 2023, LBRDK traded between $77.71 and $94.39. ATM implied volatility averaged 35.0%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 11.1% (HV 20d: 23.9%). Max pain ranged from $75.00 to $105.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.35.

Notable Days

  • 2023-10-05: Highest Volume — 276 contracts
  • 2023-10-04: Largest IV spike — 34.4% change
  • 2023-10-30: Highest IV Rank — 38.7%
  • 2023-10-30: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.45$77.71$94.39$90.22$83.35
Max Pain$87.27$75.00$105.00$75.00$85.00
ATM IV35.0%22.8%46.6%27.5%39.9%
Expected Move10.0%6.5%13.4%7.9%11.4%
HV 20d23.9%19.7%42.5%22.8%42.5%
HV 60d24.7%22.7%31.2%24.9%31.2%
IV Rank22.3%5.1%38.7%11.8%29.3%
IV Percentile46.5%1.6%90.5%6.7%77.8%
Term Structure-4.6%-21.7%6.2%-0.7%-1.3%
VWIV38.5%32.7%49.4%36.2%42.7%
Skew 25d3.4%-11.3%16.8%-0.9%4.3%
Skew 10d9.4%-6.1%27.5%1.8%26.6%
Call IV 25d36.4%22.1%45.5%35.5%44.3%
Put IV 25d39.8%29.4%56.6%34.5%48.7%
Bid-Ask Spread %93.7883.90106.7093.4394.48
Gamma HHI0.300.100.490.460.11
Net GEX52.1K-217129.2K46.7K2.0K
Net DEX-392.3K-1.0M94.8K-308.7K-14.1K
Net VEX-3.3K-4.2K-2.5K-3.2K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.003.600.000.00
Total Volume25.4550276211
Total OI767.727534947843608

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$90.22$75.0027.5%7.9%22.8%11.8%0.0%-0.9%-0.7%46.7K-308.7K-3.2K0.0093.4320650193
2023-10-03$88.70$75.0022.8%6.5%22.1%5.1%0.0%-11.3%6.2%42.3K-255.8K-3.2K0.00106.7020652193
2023-10-04$89.54$75.0030.6%8.8%21.7%16.1%0.0%9.4%4.7%51.0K-330.3K-3.5K0.00104.8500651193
2023-10-05$89.84$105.0029.8%10.4%21.4%15.0%36.2%-2.2%-4.5%45.9K-359.5K-3.3K0.0096.662760651193
2023-10-06$90.06$105.0036.8%9.2%21.4%24.8%0.0%-4.8%0.9%57.2K-411.8K-3.5K0.0090.3300646193
2023-10-09$91.70$105.0031.0%9.7%20.8%16.7%0.0%10.0%-1.6%77.9K-476.9K-3.4K0.0084.8700646193
2023-10-10$92.11$105.0038.6%10.2%20.8%27.4%36.4%-6.4%0.1%93.7K-692.4K-3.9K0.0092.9401646199
2023-10-11$93.07$85.0033.3%9.5%21.1%19.9%0.0%-0.8%-10.3%129.2K-1.0M-4.2K0.0097.7800646200
2023-10-12$92.57$85.0033.6%9.6%20.4%20.4%0.0%7.5%-7.8%94.1K-645.9K-3.3K0.0089.71190646200
2023-10-13$92.69$85.0035.9%10.3%19.7%23.6%40.4%-1.7%-6.1%82.7K-582.5K-3.5K1.0095.1811665200
2023-10-16$94.39$85.0032.5%9.3%20.4%18.7%34.6%4.4%-1.5%111.1K-672.5K-3.3K0.0885.20131666201
2023-10-17$94.29$85.0031.9%9.1%20.1%18.0%0.0%9.7%3.6%71.1K-504.5K-2.9K0.1483.90213679201
2023-10-18$93.97$85.0035.9%10.3%19.9%23.5%36.9%5.6%-6.2%127.5K-871.1K-4.2K0.2585.29123698201
2023-10-19$91.11$85.0035.4%10.1%22.8%22.9%0.0%3.8%-5.0%41.9K-374.7K-3.0K0.0090.51380708204
2023-10-20$89.87$85.0033.1%9.5%23.3%19.6%35.8%16.1%-6.3%16.6K-302.4K-3.4K0.3397.3462743204
2023-10-23$89.69$85.0035.6%10.2%22.2%23.2%39.4%1.4%-15.1%14.0K-281.9K-3.5K0.0787.75272375159
2023-10-24$89.62$85.0036.3%10.4%20.2%24.1%34.1%11.1%-8.1%14.6K-237.7K-3.0K0.0096.18160387157
2023-10-25$87.52$85.0042.4%12.1%21.5%32.7%32.7%1.6%-21.7%13.0K-176.2K-3.0K0.0587.60201403157
2023-10-26$84.84$85.0034.9%10.0%22.3%22.2%37.3%-2.1%-0.5%11.3K-238.6K-2.7K0.00103.35034420133
2023-10-27$77.71$85.0045.3%13.0%37.2%36.8%49.4%16.8%-11.9%-21794.8K-2.6K0.00102.5520420144
2023-10-30$80.97$85.0046.6%13.4%41.1%38.7%44.1%3.1%-7.8%2.1K16.3K-2.5K3.6096.611036422144
2023-10-31$83.35$85.0039.9%11.4%42.5%29.3%42.7%4.3%-1.3%2.0K-14.1K-3.4K0.0094.48110428180