LBRDK Options History — July 2024

In July 2024, LBRDK traded between $52.50 and $67.63. ATM implied volatility averaged 49.6%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 16.8% (HV 20d: 32.8%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 16.95.

Notable Days

  • 2024-07-23: Highest Volume — 389 contracts
  • 2024-07-11: Largest IV spike — 53.6% change
  • 2024-07-09: Highest IV Rank — 67.6%
  • 2024-07-15: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.46$52.50$67.63$53.95$67.63
Max Pain$52.84$52.50$55.00$52.50$55.00
ATM IV49.6%37.5%62.1%50.3%52.9%
Expected Move13.4%9.8%17.1%14.4%15.2%
HV 20d32.8%24.6%56.8%26.8%56.4%
HV 60d29.2%25.1%39.8%27.6%39.8%
IV Rank48.0%28.9%67.6%49.1%53.1%
IV Percentile86.5%59.9%98.8%94.8%93.7%
Term Structure-6.7%-31.1%14.8%-23.8%-27.4%
VWIV52.6%37.1%96.7%37.1%45.4%
Skew 25d-6.5%-35.2%30.5%-35.1%-12.9%
Skew 10d3.6%-31.6%32.5%-9.5%3.8%
Call IV 25d57.6%30.5%72.5%72.3%62.8%
Put IV 25d51.0%37.2%61.5%37.2%49.9%
Bid-Ask Spread %116.30109.50123.59120.67111.29
Gamma HHI0.390.290.720.310.32
Net GEX-26.4K-87.1K-11.2K-17.0K-13.9K
Net DEX360.8K-180.6K1.0M376.3K-180.6K
Net VEX-3.5K-5.4K-2.5K-3.2K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.950.0094.501.0012.00
Total Volume32.455038901
Total OI522.5300851330851

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$53.95$52.5050.3%14.4%26.8%49.1%0.0%-35.1%-23.8%-17.0K376.3K-3.2K0.00120.670092238
2024-07-02$54.87$52.5039.2%11.2%27.2%31.6%37.1%-5.4%-14.3%-15.2K323.8K-3.2K0.00122.9203092238
2024-07-03$54.58$52.5053.0%15.2%24.6%53.4%0.0%-35.2%-14.8%-11.2K329.8K-3.1K0.00123.590692208
2024-07-05$54.39$52.5056.4%12.1%24.7%58.6%0.0%-6.9%6.0%-14.7K346.8K-3.1K1.00118.622292214
2024-07-08$52.86$52.5057.6%9.8%26.9%60.6%59.4%-1.7%10.0%-12.6K360.8K-2.9K0.00115.260492216
2024-07-09$52.80$52.5062.1%10.7%26.5%67.6%0.0%5.4%0.1%-13.0K402.8K-2.9K0.00118.971092220
2024-07-10$52.50$52.5037.5%10.7%26.0%28.9%41.8%30.5%0.6%-13.3K419.3K-2.9K94.50118.98218993220
2024-07-11$54.30$52.5057.6%16.5%28.4%60.5%40.5%-10.7%-11.4%-31.5K652.9K-4.0K0.00110.850895375
2024-07-12$55.62$52.5046.9%13.4%29.3%43.6%47.3%-8.5%-9.4%-31.2K514.9K-3.9K1.00109.502296379
2024-07-15$56.43$52.5059.7%17.1%29.0%63.8%0.0%-5.3%-18.8%-27.5K472.1K-3.9K0.00112.173098379
2024-07-16$57.06$52.5059.5%17.0%28.4%63.5%49.4%-5.2%-31.1%-27.2K431.8K-3.9K0.20114.7510297379
2024-07-17$58.57$52.5046.3%13.3%28.8%42.8%53.9%5.1%-2.0%-26.3K319.5K-3.9K0.00113.449097380
2024-07-18$57.17$52.5049.8%14.3%28.1%48.3%0.0%-5.8%-19.2%-27.8K332.8K-3.8K0.00117.5610106380
2024-07-19$57.03$52.5047.4%13.6%28.0%44.6%96.7%-5.0%-7.1%-30.8K316.8K-3.6K0.00118.4207107380
2024-07-22$55.98$52.5045.7%13.1%26.5%41.8%0.0%-7.6%-1.8%-30.8K474.8K-3.7K0.00121.700088360
2024-07-23$57.37$52.5047.2%13.5%27.1%44.2%54.6%-3.1%0.3%-29.0K423.7K-3.6K76.80117.86538488360
2024-07-24$55.72$52.5051.8%14.8%29.7%51.4%0.0%-9.7%-10.0%-87.1K1.0M-5.4K0.00119.300192742
2024-07-25$56.52$52.5054.2%15.5%29.9%55.2%60.9%4.3%-2.7%-79.4K895.8K-5.2K0.00116.060492744
2024-07-26$64.92$52.5040.6%11.7%56.5%33.8%44.1%-4.0%3.9%-15.2K-59.8K-3.0K1.00110.99131392748
2024-07-29$66.56$55.0038.1%10.9%56.8%29.9%45.4%-11.8%14.8%-14.4K-93.9K-2.9K12.00113.0711286754
2024-07-30$67.38$55.0038.1%10.9%56.4%29.8%0.0%-14.7%10.5%-11.8K-134.8K-2.8K0.00112.600086765
2024-07-31$67.63$55.0052.9%15.2%56.4%53.1%0.0%-12.9%-27.4%-13.9K-180.6K-2.5K0.00111.290186765