LBRDK Options History — January 2024

In January 2024, LBRDK traded between $75.33 and $80.95. ATM implied volatility averaged 34.3%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 10.2% (HV 20d: 24.1%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.38.

Notable Days

2024-01-24: Highest Volume — 847 contracts
2024-01-10: Largest IV spike — 50.1% change
2024-01-10: Highest IV Rank — 31.6%
2024-01-10: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.16	$75.33	$80.95	$80.95	$78.48
Max Pain	$76.67	$70.00	$85.00	$85.00	$75.00
ATM IV	34.3%	27.7%	41.6%	32.7%	35.2%
Expected Move	10.1%	8.0%	11.9%	9.4%	10.1%
HV 20d	24.1%	19.5%	39.9%	39.9%	24.5%
HV 60d	34.8%	29.6%	36.6%	36.0%	29.6%
IV Rank	21.3%	12.0%	31.6%	19.1%	22.6%
IV Percentile	52.3%	12.7%	86.5%	43.3%	61.9%
Term Structure	-1.0%	-10.0%	5.5%	2.6%	0.7%
VWIV	41.8%	33.5%	64.1%	51.1%	39.3%
Skew 25d	6.2%	-3.6%	19.4%	-3.6%	1.1%
Skew 10d	10.9%	-0.8%	23.1%	20.1%	3.6%
Call IV 25d	34.4%	30.1%	39.9%	39.9%	36.9%
Put IV 25d	40.7%	33.7%	56.5%	36.4%	38.0%
Bid-Ask Spread %	95.47	79.15	111.31	109.85	84.68
Gamma HHI	0.38	0.26	0.48	0.26	0.33
Net GEX	-68.3K	-77.6K	-49.3K	-58.0K	-67.3K
Net DEX	966.7K	448.7K	1.4M	766.7K	803.2K
Net VEX	-9.3K	-10.9K	-8.0K	-10.9K	-8.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	3.55	0.00	0.00
Total Volume	87	0	847	140	407
Total OI	1,831.048	1,451	2,362	1,588	2,360

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
2024-01-02	$80.95	$85.00	32.7%	9.4%	39.9%	19.1%	51.1%	-3.6%	2.6%	-58.0K	766.7K	-10.9K	0.00	109.85	140	0	599	989
2024-01-03	$80.16	$85.00	37.1%	10.6%	39.8%	25.2%	0.0%	2.5%	-6.4%	-67.6K	883.8K	-10.5K	0.00	111.31	3	0	723	989
2024-01-04	$77.88	$80.00	30.2%	9.3%	22.9%	15.5%	0.0%	8.0%	-0.7%	-73.4K	1.2M	-10.5K	1.00	90.03	2	2	723	989
2024-01-05	$77.25	$80.00	39.2%	11.8%	23.1%	28.2%	0.0%	9.0%	-7.8%	-76.1K	1.3M	-10.7K	0.00	101.13	0	0	722	991
2024-01-08	$78.23	$80.00	38.5%	10.6%	23.2%	27.2%	0.0%	8.3%	-9.0%	-71.1K	1.2M	-10.5K	0.00	84.01	1	0	722	991
2024-01-09	$76.34	$80.00	27.7%	11.7%	24.9%	12.0%	33.5%	5.5%	-1.2%	-76.4K	1.4M	-10.5K	0.02	93.11	97	2	722	991
2024-01-10	$76.63	$80.00	41.6%	11.9%	24.8%	31.6%	64.1%	7.7%	-10.0%	-76.3K	1.3M	-9.9K	0.00	79.15	16	0	723	991
2024-01-11	$76.38	$80.00	34.5%	9.9%	23.6%	21.6%	0.0%	7.8%	-1.7%	-74.0K	1.2M	-9.2K	0.00	88.10	5	0	736	986
2024-01-12	$76.51	$80.00	35.2%	10.1%	19.5%	22.6%	37.6%	4.4%	-3.5%	-72.2K	1.2M	-9.3K	0.00	91.30	7	0	739	986
2024-01-16	$76.97	$70.00	32.2%	9.2%	19.5%	18.4%	36.3%	7.2%	1.8%	-68.1K	1.1M	-9.2K	0.33	97.54	3	1	745	986
2024-01-17	$75.33	$70.00	38.6%	11.1%	20.4%	27.4%	44.2%	10.3%	-0.9%	-77.6K	1.4M	-9.6K	0.00	95.16	6	0	744	987
2024-01-18	$76.56	$70.00	32.5%	9.3%	21.1%	18.8%	0.0%	8.0%	5.4%	-74.8K	1.1M	-9.1K	0.00	96.88	0	0	748	987
2024-01-19	$78.06	$70.00	30.4%	8.7%	21.9%	15.9%	34.5%	10.7%	3.4%	-70.9K	1.1M	-8.9K	2.00	98.10	2	4	748	987
2024-01-22	$78.80	$75.00	27.9%	8.0%	21.5%	12.3%	37.8%	2.4%	3.9%	-70.1K	678.8K	-8.0K	0.00	93.88	27	0	501	950
2024-01-23	$79.29	$75.00	31.1%	8.9%	21.4%	16.8%	34.5%	-0.1%	0.2%	-60.3K	684.4K	-8.2K	3.55	98.59	11	39	522	950
2024-01-24	$78.35	$75.00	29.9%	8.6%	21.8%	15.1%	49.7%	4.3%	5.5%	-66.7K	752.4K	-8.5K	0.00	102.59	847	0	523	988
2024-01-25	$78.13	$75.00	32.6%	9.3%	21.2%	19.0%	0.0%	6.2%	2.5%	-77.2K	872.2K	-8.9K	0.00	101.10	171	0	1,367	988
2024-01-26	$80.58	$75.00	39.6%	11.3%	23.9%	28.8%	38.8%	19.4%	-5.1%	-52.7K	448.7K	-8.3K	0.00	103.19	19	0	1,353	988
2024-01-29	$80.77	$75.00	37.5%	10.8%	23.6%	25.9%	0.0%	7.9%	-0.0%	-49.3K	463.8K	-8.5K	0.00	96.98	0	6	1,368	988
2024-01-30	$79.62	$75.00	36.0%	10.3%	24.1%	23.8%	0.0%	4.1%	-0.9%	-54.6K	532.3K	-8.0K	0.00	88.11	9	0	1,368	994
2024-01-31	$78.48	$75.00	35.2%	10.1%	24.5%	22.6%	39.3%	1.1%	0.7%	-67.3K	803.2K	-8.6K	0.00	84.68	407	0	1,366	994