LBRDK Options History — April 2024

In April 2024, LBRDK traded between $48.18 and $55.62. ATM implied volatility averaged 43.9%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 15.3% (HV 20d: 28.6%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 5.95.

Notable Days

  • 2024-04-18: Highest Volume — 1,761 contracts
  • 2024-04-04: Largest IV spike — 34.8% change
  • 2024-04-15: Highest IV Rank — 51.9%
  • 2024-04-15: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.54$48.18$55.62$55.62$49.80
Max Pain$51.82$50.00$55.00$55.00$50.00
ATM IV43.9%34.9%56.0%35.9%37.4%
Expected Move12.4%9.8%16.0%10.3%10.7%
HV 20d28.6%23.3%33.0%33.0%26.9%
HV 60d48.5%30.5%50.0%49.0%30.5%
IV Rank34.9%22.3%51.9%23.7%25.7%
IV Percentile81.2%54.8%96.8%59.5%63.9%
Term Structure0.4%-19.8%14.3%13.4%1.0%
VWIV43.7%36.2%51.0%36.2%37.4%
Skew 25d4.9%-6.4%19.8%2.2%13.7%
Skew 10d7.9%-33.9%53.2%1.1%9.0%
Call IV 25d45.1%36.8%60.2%37.3%40.1%
Put IV 25d49.9%39.5%69.4%39.5%53.7%
Bid-Ask Spread %97.6788.35118.0493.05100.72
Gamma HHI0.700.380.930.910.38
Net GEX299.8K-414.9K972.5K906.2K109.2K
Net DEX-970.0K-10.4M3.3M-10.4M909.2K
Net VEX-14.3K-23.9K-4.4K-23.9K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.950.0068.880.101.50
Total Volume244.591121,76117120
Total OI4,704.5912,4596,8644,9984,489

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$55.62$55.0035.9%10.3%33.0%23.7%36.2%2.2%13.4%906.2K-10.4M-23.9K0.1093.05155164,044954
2024-04-02$54.19$55.0035.1%10.1%28.6%22.5%38.8%2.8%10.1%972.5K-7.4M-23.7K0.0093.081204,173964
2024-04-03$53.34$55.0034.9%10.0%29.0%22.3%37.1%2.8%14.3%919.0K-5.2M-21.6K0.0096.3401304,180964
2024-04-04$52.41$55.0047.1%14.6%28.8%39.4%0.0%19.8%4.7%768.6K-3.9M-19.8K7.50112.602154,180889
2024-04-05$51.50$55.0050.2%13.4%28.7%43.8%47.4%16.8%-2.1%600.0K-3.1M-18.6K3.00113.584124,182889
2024-04-08$52.31$55.0051.2%12.9%29.6%45.2%0.0%7.4%13.9%762.8K-3.4M-17.3K0.85109.4613114,178873
2024-04-09$52.37$55.0042.3%9.8%23.3%32.6%0.0%5.0%13.4%780.1K-3.1M-15.8K0.04118.042714,177881
2024-04-10$49.61$55.0049.1%14.1%28.5%42.3%46.6%-6.4%-3.3%188.3K1.5M-8.4K0.2897.7279224,175881
2024-04-11$50.03$50.0043.0%12.3%28.1%33.7%42.1%-0.8%0.8%384.2K100.3K-11.0K8.4392.807594,226883
2024-04-12$48.78$50.0046.0%13.2%28.4%37.9%45.8%10.5%-2.1%333.5K-735.5K-11.7K0.8090.0915124,222941
2024-04-15$48.18$50.0056.0%16.0%28.4%51.9%51.0%7.0%-19.8%3.5K2.6M-5.5K11.1793.226674,227947
2024-04-16$48.25$50.0044.8%12.8%27.6%36.1%49.0%6.7%-1.8%-112.9K3.2M-4.6K0.8988.3518164,223989
2024-04-17$48.44$50.0044.2%12.7%27.9%35.3%42.8%-4.5%-2.5%-158.8K3.3M-4.4K1.8690.7521394,227999
2024-04-18$48.91$50.0041.0%11.8%28.6%30.8%45.4%6.7%0.1%-225.9K2.9M-4.6K0.0198.261,735264,240948
2024-04-19$49.63$50.0044.6%12.8%29.7%35.9%44.6%3.6%-3.3%-414.9K776.4K-11.9K0.7190.7234245,900964
2024-04-22$49.86$50.0045.3%13.0%29.8%36.8%45.3%4.4%-5.7%169.7K-412.9K-10.5K0.56100.3518101,897562
2024-04-23$50.09$50.0045.7%13.1%29.9%37.5%46.0%1.9%-4.7%189.1K-926.6K-11.6K8.5290.82524431,915572
2024-04-24$49.87$50.0047.9%13.7%29.8%40.6%47.9%5.0%-8.5%142.4K-340.9K-13.9K6.0497.571901,1481,9631,014
2024-04-25$49.18$50.0046.9%13.5%28.0%39.2%48.4%-0.3%-5.1%88.1K748.9K-18.3K68.8892.9485512,1361,728
2024-04-26$49.30$50.0037.8%10.8%27.9%26.2%38.0%0.8%-1.5%65.2K1.4M-18.2K0.4293.962361002,1432,084
2024-04-29$50.11$50.0039.4%11.3%28.0%28.6%39.6%1.8%-1.7%126.5K436.3K-19.8K3.5094.436212,3232,155
2024-04-30$49.80$50.0037.4%10.7%26.9%25.7%37.4%13.7%1.0%109.2K909.2K-18.7K1.50100.728122,3182,171