LBRDK Options History — March 2024

In March 2024, LBRDK traded between $55.67 and $60.45. ATM implied volatility averaged 41.8%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 6.4% (HV 20d: 35.3%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 76.45.

Notable Days

2024-03-15: Highest Volume — 29,064 contracts
2024-03-13: Largest IV drop — 35.7% change
2024-03-12: Highest IV Rank — 60.4%
2024-03-01: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.45	$55.67	$60.45	$60.45	$57.22
Max Pain	$57.75	$55.00	$60.00	$60.00	$55.00
ATM IV	41.8%	34.7%	62.0%	43.2%	35.5%
Expected Move	10.6%	6.7%	12.4%	12.4%	10.2%
HV 20d	35.3%	31.2%	73.0%	73.0%	31.9%
HV 60d	48.8%	48.4%	50.7%	50.7%	48.8%
IV Rank	31.9%	21.9%	60.4%	33.9%	23.0%
IV Percentile	73.9%	51.6%	97.6%	89.3%	57.9%
Term Structure	1.5%	-8.1%	15.5%	-4.1%	2.0%
VWIV	37.2%	28.7%	44.0%	28.7%	37.0%
Skew 25d	1.3%	-4.5%	8.4%	3.6%	0.0%
Skew 10d	-0.4%	-16.9%	14.9%	-14.8%	2.6%
Call IV 25d	37.9%	32.7%	44.6%	41.8%	36.2%
Put IV 25d	39.2%	36.2%	46.5%	45.5%	36.2%
Bid-Ask Spread %	90.08	83.34	97.43	93.48	92.00
Gamma HHI	0.73	0.40	0.92	0.47	0.88
Net GEX	-2.9M	-15.1M	671.2K	-854.9K	622.7K
Net DEX	48.2M	-11.1M	142.5M	11.6M	-11.1M
Net VEX	-64.0K	-241.4K	-8.2K	-241.4K	-22.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	76.45	0.00	1500.00	0.11	0.10
Total Volume	1,773.1	2	29,064	1,122	550
Total OI	35,879.25	3,781	62,684	62,684	4,448

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
2024-03-01	$60.45	$60.00	43.2%	12.4%	73.0%	33.9%	28.7%	3.6%	-4.1%	-854.9K	11.6M	-241.4K	0.11	93.48	1,015	107	34,106	28,578
2024-03-04	$57.26	$60.00	44.5%	10.4%	36.2%	35.8%	41.8%	2.6%	3.0%	-4.1M	91.2M	-140.5K	0.83	88.32	342	284	33,119	28,685
2024-03-05	$57.22	$60.00	47.8%	11.5%	35.1%	40.4%	44.0%	-0.3%	-6.5%	-4.3M	92.3M	-136.3K	1.11	97.43	9	10	33,309	28,831
2024-03-06	$56.13	$60.00	46.7%	10.5%	33.5%	38.8%	40.1%	-2.0%	0.6%	-4.0M	112.6M	-98.4K	3.41	87.57	44	150	33,304	28,832
2024-03-07	$56.77	$60.00	49.7%	11.0%	32.5%	43.1%	39.9%	0.5%	3.7%	-4.5M	105.6M	-107.3K	0.09	95.59	22	2	33,334	28,922
2024-03-08	$56.78	$60.00	46.1%	6.7%	32.3%	37.9%	39.7%	-4.5%	15.5%	-5.2M	111.3M	-91.4K	0.07	90.77	15	1	33,336	28,922
2024-03-11	$59.41	$60.00	55.8%	11.6%	35.8%	51.7%	38.5%	1.9%	3.6%	-6.9M	65.2M	-102.9K	0.03	95.69	79	2	33,341	28,922
2024-03-12	$58.21	$60.00	62.0%	12.3%	35.3%	60.4%	35.8%	-2.5%	-3.8%	-7.8M	86.9M	-77.6K	17.00	90.11	1	17	32,833	28,922
2024-03-13	$58.93	$60.00	39.8%	11.4%	33.3%	29.2%	40.5%	-1.7%	-0.5%	-15.1M	99.4M	-51.6K	0.03	87.20	33	1	32,832	28,938
2024-03-14	$57.70	$60.00	37.1%	10.6%	34.1%	25.4%	0.0%	2.1%	-4.0%	-9.2M	126.9M	-27.4K	1500.00	85.95	2	3,000	32,859	28,938
2024-03-15	$57.48	$60.00	37.5%	10.7%	33.7%	25.8%	37.0%	4.3%	-4.7%	-49.4K	142.5M	-8.2K	4.77	83.34	5,035	24,029	32,860	28,416
2024-03-18	$58.18	$55.00	36.5%	10.5%	34.0%	24.4%	37.7%	0.8%	0.0%	410.7K	-9.7M	-22.2K	0.00	85.57	9	0	2,899	882
2024-03-19	$58.05	$55.00	38.5%	11.0%	34.0%	27.3%	37.5%	0.3%	-3.5%	392.4K	-9.3M	-22.7K	0.50	87.30	2	1	2,901	882
2024-03-20	$57.23	$55.00	35.4%	10.1%	33.7%	22.8%	34.7%	1.4%	9.3%	420.8K	-8.6M	-22.7K	0.71	87.87	7	5	2,902	883
2024-03-21	$57.03	$55.00	37.4%	10.7%	32.0%	25.8%	37.1%	1.9%	-8.1%	449.2K	-8.6M	-21.9K	0.27	86.60	15	4	2,902	888
2024-03-22	$56.16	$55.00	34.9%	10.0%	31.6%	22.1%	34.0%	4.4%	8.2%	486.2K	-7.8M	-21.7K	0.00	89.75	19	0	2,902	892
2024-03-25	$56.28	$55.00	37.4%	10.7%	31.2%	25.8%	30.0%	8.4%	2.4%	456.0K	-8.7M	-20.2K	0.00	91.01	2	0	2,916	892
2024-03-26	$55.67	$55.00	34.9%	10.0%	31.3%	22.1%	34.6%	2.2%	6.5%	536.2K	-6.8M	-20.6K	0.02	92.83	634	12	2,918	892
2024-03-27	$56.94	$55.00	34.7%	10.0%	32.2%	21.9%	0.0%	1.5%	10.6%	671.2K	-11.1M	-23.1K	0.00	93.18	2	0	3,543	904
2024-03-28	$57.22	$55.00	35.5%	10.2%	31.9%	23.0%	37.0%	0.0%	2.0%	622.7K	-11.1M	-22.4K	0.10	92.00	500	50	3,544	904