LBRDK Options History — June 2024

In June 2024, LBRDK traded between $49.85 and $54.34. ATM implied volatility averaged 38.4%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 9.5% (HV 20d: 28.8%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 5.50.

Notable Days

2024-06-20: Highest Volume — 83 contracts
2024-06-27: Largest IV spike — 45.9% change
2024-06-27: Highest IV Rank — 50.4%
2024-06-27: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.98	$49.85	$54.34	$54.00	$54.34
Max Pain	$53.29	$52.50	$55.00	$55.00	$52.50
ATM IV	38.4%	33.8%	51.1%	49.7%	46.4%
Expected Move	11.1%	9.6%	14.7%	14.2%	13.3%
HV 20d	28.8%	24.9%	31.1%	29.3%	29.8%
HV 60d	27.7%	26.8%	29.1%	28.4%	27.8%
IV Rank	28.8%	21.6%	50.4%	43.0%	42.9%
IV Percentile	62.6%	41.7%	95.2%	92.9%	87.7%
Term Structure	-5.1%	-20.2%	3.7%	-20.2%	-14.2%
VWIV	33.4%	21.0%	40.5%	34.5%	21.0%
Skew 25d	-3.9%	-26.6%	15.4%	-2.1%	-26.6%
Skew 10d	1.0%	-31.8%	19.0%	-1.8%	6.0%
Call IV 25d	46.9%	28.1%	68.3%	42.4%	68.3%
Put IV 25d	43.0%	30.6%	62.8%	40.4%	41.6%
Bid-Ask Spread %	109.46	99.79	123.53	106.96	123.53
Gamma HHI	0.35	0.28	0.76	0.28	0.30
Net GEX	-78.4K	-137.9K	-14.2K	-101.9K	-17.1K
Net DEX	1.4M	373.1K	2.3M	885.3K	373.1K
Net VEX	-4.5K	-7.0K	-3.0K	-6.9K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.50	0.00	40.50	2.50	0.00
Total Volume	8.842	0	83	1	2
Total OI	2,085.947	304	2,728	2,706	330

Daily Data (19 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
2024-06-03	$54.00	$55.00	49.7%	14.2%	29.3%	43.0%	0.0%	-2.1%	-20.2%	-101.9K	885.3K	-6.9K	0.00	106.96	0	1	428	2,278
2024-06-04	$52.34	$55.00	37.4%	10.7%	31.1%	25.7%	0.0%	-6.3%	-0.7%	-126.4K	1.5M	-7.0K	0.00	99.79	0	0	428	2,277
2024-06-05	$52.36	$55.00	37.6%	10.8%	30.8%	26.1%	0.0%	-4.0%	-4.1%	-127.9K	1.6M	-6.8K	0.00	100.29	0	0	428	2,277
2024-06-06	$52.49	$55.00	36.0%	10.5%	30.3%	23.8%	0.0%	7.5%	-2.5%	-106.4K	1.4M	-6.0K	0.00	106.97	0	0	428	2,277
2024-06-07	$51.84	$55.00	34.5%	9.6%	29.0%	21.6%	34.5%	-15.0%	3.7%	-111.5K	1.6M	-5.8K	0.00	105.83	0	8	428	2,277
2024-06-10	$51.09	$55.00	37.4%	10.4%	26.9%	25.8%	32.7%	-5.3%	-4.0%	-137.9K	2.1M	-5.6K	2.50	103.99	2	5	428	2,285
2024-06-11	$51.38	$52.50	35.6%	11.8%	27.1%	23.1%	0.0%	-9.8%	2.3%	-104.5K	1.8M	-5.0K	0.33	109.12	3	1	430	2,285
2024-06-12	$51.27	$52.50	36.7%	10.5%	26.8%	24.8%	35.9%	11.5%	2.3%	-111.1K	1.9M	-4.9K	0.20	111.31	5	1	433	2,285
2024-06-13	$50.73	$52.50	38.3%	11.0%	26.7%	27.0%	35.7%	15.4%	-6.8%	-100.2K	2.0M	-4.4K	0.00	111.88	4	0	438	2,285
2024-06-14	$50.18	$52.50	37.5%	10.8%	24.9%	28.9%	33.5%	-7.2%	-6.7%	-108.6K	2.2M	-3.9K	5.00	110.41	1	5	442	2,283
2024-06-17	$51.29	$52.50	33.8%	9.7%	26.1%	23.0%	26.2%	-12.2%	3.5%	-73.6K	1.8M	-3.5K	0.00	107.33	0	4	443	2,280
2024-06-18	$49.85	$52.50	38.6%	11.1%	27.7%	30.7%	36.7%	0.6%	-6.3%	-90.5K	2.3M	-3.3K	1.00	106.25	2	2	443	2,283
2024-06-20	$50.72	$52.50	36.6%	10.5%	28.4%	27.5%	35.5%	-5.5%	-1.6%	-89.3K	1.9M	-3.0K	40.50	110.52	2	81	445	2,283
2024-06-21	$52.70	$52.50	38.6%	11.1%	31.0%	30.6%	40.5%	-3.8%	-4.8%	-15.6K	1.3M	-3.0K	0.00	108.17	10	0	447	2,265
2024-06-24	$52.20	$52.50	33.8%	9.7%	30.4%	23.0%	0.0%	6.1%	-14.2%	-14.2K	396.0K	-3.0K	0.00	115.79	0	25	93	211
2024-06-25	$52.31	$52.50	34.2%	9.8%	30.2%	23.6%	35.4%	12.3%	-2.1%	-17.0K	483.7K	-3.2K	0.00	110.29	0	2	93	236
2024-06-26	$52.82	$52.50	35.0%	10.0%	30.3%	25.0%	21.0%	-7.9%	-6.3%	-18.5K	449.0K	-3.2K	0.00	110.95	2	0	93	238
2024-06-27	$53.62	$52.50	51.1%	14.7%	30.7%	50.4%	0.0%	-21.4%	-14.4%	-17.7K	426.6K	-3.2K	0.00	120.34	0	0	92	238
2024-06-28	$54.34	$52.50	46.4%	13.3%	29.8%	42.9%	0.0%	-26.6%	-14.2%	-17.1K	373.1K	-3.2K	0.00	123.53	0	2	92	238