LBRDK Options History — December 2023

In December 2023, LBRDK traded between $74.93 and $84.14. ATM implied volatility averaged 35.1%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 3.5% (HV 20d: 38.6%). Max pain ranged from $70.00 to $115.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.43.

Notable Days

2023-12-26: Highest Volume — 316 contracts
2023-12-08: Largest IV spike — 173.3% change
2023-12-08: Highest IV Rank — 89.5%
2023-12-29: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.36	$74.93	$84.14	$84.14	$80.69
Max Pain	$84.50	$70.00	$115.00	$85.00	$85.00
ATM IV	35.1%	21.6%	82.6%	24.1%	42.5%
Expected Move	8.8%	6.2%	12.2%	6.9%	12.2%
HV 20d	38.6%	22.7%	41.4%	22.7%	40.3%
HV 60d	35.5%	30.5%	36.6%	30.5%	36.0%
IV Rank	22.5%	3.4%	89.5%	6.9%	32.9%
IV Percentile	37.9%	1.2%	99.6%	3.6%	88.1%
Term Structure	0.3%	-11.4%	9.1%	6.9%	-3.7%
VWIV	34.0%	22.4%	44.8%	42.1%	22.4%
Skew 25d	5.4%	-4.4%	15.4%	-4.4%	4.0%
Skew 10d	7.7%	-7.8%	22.0%	-6.1%	19.8%
Call IV 25d	32.5%	19.8%	43.4%	33.9%	30.8%
Put IV 25d	37.8%	29.5%	49.7%	29.5%	34.8%
Bid-Ask Spread %	96.59	85.11	109.05	102.97	104.44
Gamma HHI	0.38	0.23	0.53	0.32	0.33
Net GEX	-51.8K	-68.6K	-29.7K	-42.4K	-50.4K
Net DEX	724.5K	69.5K	1.5M	303.2K	577.7K
Net VEX	-8.3K	-10.6K	-4.5K	-5.6K	-10.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.43	0.00	11.61	0.05	1.03
Total Volume	86.1	0	316	20	73
Total OI	1,332.05	1,089	1,594	1,118	1,551

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
2023-12-01	$84.14	$85.00	24.1%	6.9%	22.7%	6.9%	0.0%	-4.4%	6.9%	-42.4K	303.2K	-5.6K	0.05	102.97	19	1	370	748
2023-12-04	$82.89	$115.00	29.0%	8.5%	23.1%	13.9%	0.0%	4.9%	-1.0%	-39.0K	334.5K	-4.5K	0.00	85.11	3	0	389	747
2023-12-05	$75.47	$115.00	31.0%	11.5%	39.6%	16.7%	42.1%	5.6%	-5.8%	-63.1K	1.5M	-7.7K	0.07	86.56	287	21	389	747
2023-12-06	$75.26	$100.00	33.9%	11.0%	39.5%	20.8%	44.8%	15.4%	-8.8%	-59.3K	1.2M	-8.7K	1.00	89.05	9	9	593	730
2023-12-07	$76.09	$70.00	30.2%	9.1%	39.9%	15.6%	0.0%	0.4%	8.8%	-61.3K	1.2M	-8.0K	0.00	89.79	37	0	599	739
2023-12-08	$75.77	$70.00	82.6%	7.6%	39.3%	89.5%	31.7%	-0.8%	4.6%	-58.8K	992.3K	-7.8K	0.04	86.23	57	2	595	739
2023-12-11	$76.46	$85.00	47.9%	8.9%	39.4%	40.5%	32.9%	10.6%	9.1%	-61.0K	976.0K	-8.0K	0.08	103.61	25	2	577	730
2023-12-12	$74.93	$85.00	58.4%	8.6%	39.8%	55.4%	0.0%	3.5%	4.2%	-68.6K	1.1M	-7.5K	1.00	93.71	1	1	597	730
2023-12-13	$77.72	$85.00	33.4%	9.6%	41.3%	20.1%	0.0%	2.1%	-10.5%	-51.6K	553.9K	-5.7K	11.61	91.92	18	209	598	731
2023-12-14	$78.20	$85.00	31.7%	9.1%	41.2%	17.7%	31.1%	0.5%	2.9%	-62.8K	771.0K	-9.1K	1.00	88.60	18	18	608	936
2023-12-15	$77.18	$85.00	27.5%	7.9%	41.2%	11.7%	28.1%	4.3%	8.9%	-53.5K	963.1K	-8.9K	0.17	87.51	12	2	619	940
2023-12-18	$77.85	$85.00	29.7%	8.5%	41.4%	14.8%	32.6%	13.9%	-6.0%	-50.1K	544.1K	-9.2K	0.17	103.52	182	31	277	812
2023-12-19	$78.73	$85.00	26.3%	7.5%	41.1%	10.0%	35.4%	12.4%	3.5%	-59.0K	790.1K	-10.2K	0.01	100.42	171	2	456	843
2023-12-20	$77.61	$80.00	21.6%	6.2%	40.7%	3.4%	31.4%	10.2%	2.0%	-57.2K	566.0K	-8.3K	0.00	95.88	20	0	430	841
2023-12-21	$78.31	$75.00	30.4%	8.7%	40.4%	15.8%	0.0%	3.1%	3.8%	-50.8K	658.0K	-9.9K	0.00	99.39	0	0	450	841
2023-12-22	$78.66	$75.00	27.3%	7.8%	40.5%	11.5%	0.0%	9.7%	-1.4%	-44.0K	672.8K	-10.6K	0.00	106.52	0	0	450	841
2023-12-26	$79.72	$75.00	32.9%	9.4%	40.5%	19.4%	35.9%	-3.4%	-11.4%	-35.9K	298.0K	-8.7K	0.31	109.05	242	74	450	841
2023-12-27	$80.32	$75.00	34.8%	10.0%	40.2%	22.0%	39.0%	5.7%	1.6%	-38.4K	504.5K	-10.2K	0.00	98.59	135	0	679	915
2023-12-28	$81.18	$75.00	27.5%	7.9%	40.3%	11.7%	22.4%	9.6%	-2.4%	-29.7K	69.5K	-7.6K	9.25	108.98	4	37	598	915
2023-12-29	$80.69	$85.00	42.5%	12.2%	40.3%	32.9%	0.0%	4.0%	-3.7%	-50.4K	577.7K	-10.0K	1.03	104.44	36	37	599	952