LBRDK Options History — November 2023

In November 2023, LBRDK traded between $82.02 and $86.37. ATM implied volatility averaged 31.5%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 8.9% (HV 20d: 40.3%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 11.84.

Notable Days

2023-11-20: Highest Volume — 409 contracts
2023-11-07: Largest IV spike — 42.5% change
2023-11-07: Highest IV Rank — 36.5%
2023-11-01: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.62	$82.02	$86.37	$83.44	$82.93
Max Pain	$89.05	$85.00	$90.00	$85.00	$85.00
ATM IV	31.5%	22.2%	45.1%	42.4%	23.5%
Expected Move	8.6%	6.4%	12.2%	12.2%	6.7%
HV 20d	40.3%	24.3%	44.7%	42.3%	24.3%
HV 60d	31.8%	30.4%	32.6%	31.2%	30.4%
IV Rank	17.3%	4.3%	36.5%	32.8%	6.2%
IV Percentile	31.9%	1.2%	90.5%	85.3%	2.4%
Term Structure	2.2%	-15.4%	12.3%	-8.0%	2.9%
VWIV	34.9%	18.1%	58.0%	34.0%	27.0%
Skew 25d	1.9%	-12.2%	24.1%	11.3%	-3.0%
Skew 10d	13.4%	-18.5%	37.7%	7.6%	31.7%
Call IV 25d	33.0%	22.6%	47.3%	40.8%	25.6%
Put IV 25d	34.9%	18.6%	52.1%	52.1%	22.6%
Bid-Ask Spread %	97.81	84.27	110.04	95.68	105.93
Gamma HHI	0.22	0.13	0.41	0.13	0.41
Net GEX	-15.6K	-48.9K	9.2K	-852	-46.3K
Net DEX	211.6K	-203.9K	709.3K	-5.3K	703.3K
Net VEX	-4.6K	-7.5K	-2.9K	-3.3K	-7.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	11.84	0.00	72.00	0.00	0.00
Total Volume	33.762	0	409	1	0
Total OI	807.143	557	1,122	607	1,118

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
2023-11-01	$83.44	$85.00	42.4%	12.2%	42.3%	32.8%	0.0%	11.3%	-8.0%	-852	-5.3K	-3.3K	0.00	95.68	1	0	427	180
2023-11-02	$85.78	$85.00	40.3%	10.1%	43.7%	29.9%	34.0%	10.6%	-5.7%	3.0K	-150.1K	-3.4K	0.38	84.27	66	25	428	180
2023-11-03	$86.37	$90.00	36.4%	7.8%	43.8%	24.3%	49.2%	0.4%	6.9%	9.2K	-203.9K	-4.0K	0.00	95.29	10	0	486	205
2023-11-06	$84.68	$90.00	31.6%	9.7%	43.5%	17.6%	58.0%	-0.5%	-5.9%	3.2K	-69.4K	-3.8K	0.00	86.43	0	6	482	205
2023-11-07	$84.91	$90.00	45.1%	7.8%	43.5%	36.5%	31.3%	-9.7%	9.8%	5.2K	-126.5K	-4.0K	0.00	93.07	4	0	482	211
2023-11-08	$84.00	$90.00	34.6%	9.9%	43.2%	21.8%	0.0%	3.5%	-1.3%	969	64.7K	-3.6K	0.00	88.62	0	0	484	211
2023-11-09	$82.03	$90.00	28.1%	8.1%	43.7%	12.6%	0.0%	7.3%	7.7%	-2.2K	144.9K	-3.4K	0.00	98.35	0	0	484	211
2023-11-10	$82.54	$90.00	22.2%	6.4%	43.9%	4.3%	0.0%	-4.5%	8.3%	-5.5K	125.4K	-3.4K	0.00	95.53	0	0	484	211
2023-11-13	$82.05	$90.00	28.8%	8.3%	42.9%	13.6%	0.0%	-6.8%	9.9%	-4.6K	195.3K	-3.5K	0.00	96.35	0	0	484	211
2023-11-14	$84.00	$90.00	25.5%	7.3%	44.3%	8.9%	0.0%	-6.8%	12.3%	-2.6K	17.6K	-3.0K	0.00	103.44	0	0	484	211
2023-11-15	$84.70	$90.00	23.8%	6.8%	44.5%	6.5%	32.3%	-2.0%	5.5%	-3.6K	-26.3K	-3.2K	0.00	100.16	0	2	484	211
2023-11-16	$83.58	$90.00	31.6%	9.1%	43.6%	17.5%	0.0%	1.5%	0.6%	-9.0K	111.6K	-3.0K	0.40	90.94	15	6	484	212
2023-11-17	$83.01	$90.00	26.0%	7.4%	43.5%	9.6%	0.0%	3.5%	1.6%	-10.2K	171.1K	-3.4K	0.00	104.91	8	0	496	218
2023-11-20	$84.41	$90.00	28.7%	8.2%	44.1%	13.5%	0.0%	5.6%	6.0%	-9.9K	67.3K	-2.9K	57.43	94.21	7	402	347	210
2023-11-21	$82.50	$90.00	30.7%	8.8%	44.7%	16.3%	0.0%	2.6%	-0.9%	-44.5K	632.3K	-6.2K	72.00	95.93	1	72	354	612
2023-11-22	$83.70	$90.00	30.0%	8.6%	44.5%	15.2%	28.8%	9.3%	0.8%	-40.3K	483.1K	-6.9K	0.00	98.83	9	0	355	684
2023-11-24	$83.58	$90.00	32.5%	9.3%	43.2%	18.8%	0.0%	-2.4%	4.4%	-36.7K	404.1K	-6.0K	0.00	101.17	0	68	364	684
2023-11-27	$82.02	$90.00	33.8%	9.7%	29.5%	20.7%	18.1%	24.1%	6.8%	-45.5K	647.7K	-7.4K	0.00	109.78	2	0	364	752
2023-11-28	$83.22	$90.00	27.4%	7.8%	26.2%	11.5%	27.0%	-12.2%	0.1%	-48.9K	709.3K	-7.5K	0.00	105.15	5	0	366	752
2023-11-29	$82.56	$85.00	37.4%	10.7%	24.3%	25.8%	0.0%	7.7%	-15.4%	-39.0K	547.0K	-7.4K	0.00	110.04	0	0	370	752
2023-11-30	$82.93	$85.00	23.5%	6.7%	24.3%	6.2%	0.0%	-3.0%	2.9%	-46.3K	703.3K	-7.5K	0.00	105.93	0	0	370	748