LBRDK Options History — August 2024

In August 2024, LBRDK traded between $60.36 and $66.56. ATM implied volatility averaged 44.0%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 2.9% (HV 20d: 46.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 2.99.

Notable Days

  • 2024-08-05: Highest Volume — 17 contracts
  • 2024-08-14: Largest IV drop — 67.4% change
  • 2024-08-13: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.38$60.36$66.56$66.56$62.35
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV44.0%26.8%86.8%39.8%45.4%
Expected Move10.4%7.7%14.5%11.4%13.0%
HV 20d46.9%21.7%57.2%56.9%22.0%
HV 60d39.3%38.3%40.2%40.0%38.4%
IV Rank37.7%8.7%100.0%32.5%36.5%
IV Percentile60.2%7.1%100.0%67.5%76.6%
Term Structure-1.0%-24.9%15.3%8.2%-13.8%
VWIV41.3%25.9%51.0%44.9%41.3%
Skew 25d-0.1%-12.2%11.2%-12.1%7.9%
Skew 10d2.8%-23.1%42.0%42.0%-23.1%
Call IV 25d46.9%35.1%68.6%64.5%40.6%
Put IV 25d46.8%33.1%56.4%52.4%48.5%
Bid-Ask Spread %112.16100.17116.69115.62111.76
Gamma HHI0.340.250.420.330.39
Net GEX-8.9K-32.7K0-12.3K-4.2K
Net DEX-90.4K-230.6K66.1K-126.4K-91.2K
Net VEX-3.5K-4.2K-2.7K-2.7K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.990.0016.007.002.00
Total Volume3.45501783
Total OI668.773344947852354

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$66.56$55.0039.8%11.4%56.9%32.5%44.9%-12.1%8.2%-12.3K-126.4K-2.7K7.00115.621786766
2024-08-02$65.83$55.0041.2%11.8%57.2%34.7%48.7%-12.2%1.7%-7.7K-230.6K-4.0K4.00114.5014154773
2024-08-05$64.70$55.0057.6%14.5%56.4%60.5%51.0%6.4%-4.4%-17.3K-122.7K-4.2K16.00110.77116155777
2024-08-06$64.02$55.0059.0%10.5%56.7%62.8%43.0%-2.0%5.4%-18.3K-124.2K-3.9K1.50110.0723155785
2024-08-07$64.33$55.0064.1%10.2%56.5%70.9%0.0%11.2%6.1%-14.1K-142.4K-3.9K0.00112.1200156788
2024-08-08$64.78$55.0057.7%8.9%55.8%60.7%0.0%4.6%7.2%-9.2K-200.1K-3.7K0.00113.5502156788
2024-08-09$64.57$55.0053.4%8.5%55.6%54.0%48.5%5.4%7.0%-3.1K-183.5K-3.6K0.13113.9081156790
2024-08-12$62.81$55.0052.0%8.5%56.9%51.8%0.0%-0.1%4.3%-7.1K-125.2K-3.5K0.00115.6420156789
2024-08-13$63.57$55.0086.8%13.1%57.0%100.0%0.0%0.1%-9.6%-13.8K-118.0K-3.7K0.00110.7600158789
2024-08-14$62.60$55.0028.3%8.1%56.9%13.5%0.0%-3.2%5.7%-32.7K46.6K-3.6K0.00110.3000158789
2024-08-15$63.27$55.0032.8%9.4%56.0%20.1%0.0%0.6%-5.9%-27.5K-22.0K-3.5K0.00116.6900158789
2024-08-16$62.81$55.0034.3%9.8%56.1%22.4%0.0%2.0%-0.5%-3.4K-85.2K-3.3K0.00114.2640158789
2024-08-19$62.59$55.0039.3%11.3%55.5%29.8%45.9%2.2%-17.8%-3.1K-62.7K-3.3K0.25112.1741144200
2024-08-20$62.05$55.0033.8%9.7%55.2%21.6%31.0%-8.2%2.9%-2.6K-30.4K-3.2K0.67100.1732145200
2024-08-21$61.59$55.0038.2%10.9%54.0%28.1%0.0%-8.2%-4.4%-5.5K-53.4K-3.4K0.00115.3500146202
2024-08-22$60.36$55.0043.3%12.4%54.6%35.6%25.9%-1.3%-24.9%-6.7K66.1K-3.2K0.00113.6902146202
2024-08-23$61.86$55.0042.9%12.3%23.0%35.0%0.0%-10.2%-8.4%-4.1K7.9K-3.2K0.00112.7600146203
2024-08-26$62.80$55.0033.0%9.5%21.7%20.5%33.0%5.4%1.2%-2.1K-68.8K-3.1K1.33108.1434146203
2024-08-27$63.98$55.0031.1%8.9%22.4%17.6%0.0%3.7%-4.0%0-113.2K-3.3K0.00110.4600149203
2024-08-28$63.83$55.0026.8%7.7%22.3%11.2%41.3%4.9%15.3%-1.1K-109.2K-3.2K0.00114.1502149203
2024-08-29$63.11$55.0027.1%7.8%22.0%8.7%0.0%0.8%6.3%-629-100.3K-3.3K0.00110.7300149205
2024-08-30$62.35$55.0045.4%13.0%22.0%36.5%0.0%7.9%-13.8%-4.2K-91.2K-3.2K2.00111.7612149205