LBRDK Options History — February 2024

In February 2024, LBRDK traded between $59.47 and $81.00. ATM implied volatility averaged 42.3%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 29.6% (HV 20d: 71.9%). Max pain ranged from $60.00 to $85.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2024-02-13: Highest Volume — 55,065 contracts
2024-02-02: Largest IV spike — 41.8% change
2024-02-29: Highest IV Rank — 49.4%
2024-02-29: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.22	$59.47	$81.00	$81.00	$60.23
Max Pain	$66.25	$60.00	$85.00	$85.00	$60.00
ATM IV	42.3%	30.9%	54.2%	36.6%	54.2%
Expected Move	11.4%	8.9%	15.5%	9.9%	15.5%
HV 20d	71.9%	26.9%	75.8%	26.9%	74.6%
HV 60d	49.4%	30.3%	50.8%	30.3%	50.7%
IV Rank	32.7%	16.6%	49.4%	24.6%	49.4%
IV Percentile	79.1%	29.8%	96.4%	67.9%	96.4%
Term Structure	-2.8%	-20.7%	8.9%	0.2%	-20.7%
VWIV	36.9%	25.1%	49.0%	30.8%	37.2%
Skew 25d	4.1%	-6.3%	20.1%	6.2%	-0.2%
Skew 10d	6.2%	-12.7%	42.2%	14.9%	-4.5%
Call IV 25d	38.2%	31.9%	50.2%	33.4%	49.8%
Put IV 25d	42.3%	34.8%	55.1%	39.6%	49.6%
Bid-Ask Spread %	94.65	81.50	101.93	81.50	94.16
Gamma HHI	0.51	0.21	0.63	0.21	0.46
Net GEX	-389.1K	-3.3M	1.1M	-25.5K	105.9K
Net DEX	11.9M	-19.9M	59.6M	241.8K	3.6M
Net VEX	-170.2K	-348.2K	-8.2K	-8.2K	-270.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.75	0.00	0.00
Total Volume	3,101.2	14	55,065	95	60
Total OI	33,823.25	2,749	62,684	2,761	62,684

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
2024-02-01	$81.00	$85.00	36.6%	9.9%	26.9%	24.6%	30.8%	6.2%	0.2%	-25.5K	241.8K	-8.2K	0.00	81.50	95	0	1,767	994
2024-02-02	$66.94	$85.00	51.9%	11.0%	72.7%	46.2%	27.5%	-6.3%	6.6%	-126.9K	2.3M	-9.6K	0.08	96.97	185	14	1,756	994
2024-02-05	$64.81	$75.00	51.4%	9.1%	73.2%	45.5%	34.5%	2.9%	2.2%	-142.7K	2.4M	-10.2K	1.48	90.66	27	40	1,790	959
2024-02-06	$62.45	$65.00	49.5%	9.9%	73.4%	42.8%	37.6%	0.7%	4.0%	-124.8K	2.9M	-9.9K	2.75	87.99	12	33	1,812	945
2024-02-07	$60.53	$65.00	41.6%	11.9%	73.6%	31.6%	34.1%	0.6%	0.2%	-111.2K	3.3M	-9.3K	0.02	97.40	56	1	1,824	974
2024-02-08	$59.71	$65.00	39.4%	11.3%	73.4%	28.5%	0.0%	4.9%	2.0%	-95.0K	3.0M	-9.3K	0.13	97.13	15	2	1,878	922
2024-02-09	$60.86	$65.00	39.1%	11.2%	74.2%	28.2%	35.9%	3.9%	-3.7%	-105.7K	2.9M	-9.6K	0.00	90.72	93	0	1,881	911
2024-02-12	$62.24	$65.00	39.4%	11.3%	75.0%	28.6%	39.9%	1.5%	-0.8%	-107.0K	2.4M	-9.9K	0.56	98.92	9	5	1,896	910
2024-02-13	$59.98	$65.00	42.0%	12.0%	75.3%	32.2%	38.9%	6.8%	-6.2%	-99.5K	2.9M	-9.0K	0.96	98.24	28,065	27,000	1,901	914
2024-02-14	$59.78	$65.00	34.8%	10.0%	75.3%	22.1%	36.4%	5.1%	1.8%	-1.2M	39.6M	-337.2K	0.60	94.49	43	26	29,960	27,914
2024-02-15	$60.47	$65.00	35.7%	10.2%	75.1%	23.3%	33.8%	4.6%	-1.5%	-441.1K	26.1M	-346.7K	0.05	89.99	275	15	30,001	27,931
2024-02-16	$60.74	$65.00	43.0%	12.3%	74.5%	33.6%	34.3%	7.1%	-14.0%	-321.7K	23.6M	-348.2K	0.44	97.08	66	29	30,190	27,946
2024-02-20	$60.84	$65.00	52.1%	14.9%	74.2%	46.5%	49.0%	6.7%	-17.1%	-121.0K	22.1M	-329.1K	0.04	100.20	540	19	29,422	27,940
2024-02-21	$59.63	$65.00	30.9%	8.9%	73.9%	16.6%	39.1%	1.0%	1.1%	-3.3M	59.6M	-261.7K	0.13	101.93	136	17	29,911	27,952
2024-02-22	$61.19	$65.00	34.1%	9.8%	75.3%	21.0%	25.1%	20.1%	8.9%	-496.7K	17.3M	-300.1K	0.01	100.29	1,252	15	29,942	27,966
2024-02-23	$62.07	$60.00	37.6%	10.8%	75.8%	26.0%	44.7%	-0.2%	-5.3%	-237.9K	-8.5M	-315.5K	0.32	92.27	1,053	339	31,041	27,978
2024-02-26	$60.88	$60.00	41.1%	11.8%	74.2%	31.0%	44.5%	10.9%	7.8%	1.1M	-19.9M	-285.0K	0.06	96.23	562	35	32,047	28,304
2024-02-27	$60.52	$60.00	43.2%	12.4%	74.0%	33.9%	40.4%	6.0%	-7.8%	-647.8K	16.3M	-269.4K	0.01	91.75	567	4	32,581	28,314
2024-02-28	$59.47	$60.00	48.6%	13.9%	74.0%	41.6%	37.2%	0.5%	-14.4%	-1.3M	34.9M	-255.5K	0.27	95.01	1,036	283	33,099	28,314
2024-02-29	$60.23	$60.00	54.2%	15.5%	74.6%	49.4%	0.0%	-0.2%	-20.7%	105.9K	3.6M	-270.3K	0.00	94.16	60	0	34,106	28,578