LBRDK Options History — September 2024

In September 2024, LBRDK traded between $59.64 and $78.46. ATM implied volatility averaged 43.4%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 4.5% (HV 20d: 38.8%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.56.

Notable Days

2024-09-24: Highest Volume — 75 contracts
2024-09-11: Largest IV drop — 47.8% change
2024-09-10: Highest IV Rank — 67.1%
2024-09-17: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.75	$59.64	$78.46	$61.72	$77.76
Max Pain	$59.63	$55.00	$70.00	$55.00	$70.00
ATM IV	43.4%	34.1%	65.3%	48.3%	34.3%
Expected Move	11.2%	9.3%	13.9%	13.8%	9.8%
HV 20d	38.8%	21.2%	87.4%	21.6%	87.3%
HV 60d	44.0%	37.4%	61.3%	38.5%	61.3%
IV Rank	33.5%	19.2%	67.1%	40.9%	19.6%
IV Percentile	62.7%	28.2%	98.8%	84.1%	28.2%
Term Structure	-0.6%	-29.3%	10.6%	-29.3%	5.3%
VWIV	46.9%	35.9%	68.5%	44.0%	35.9%
Skew 25d	8.1%	-3.7%	41.9%	41.9%	27.4%
Skew 10d	14.7%	-15.4%	135.0%	135.0%	-1.2%
Call IV 25d	47.1%	30.6%	67.7%	43.9%	30.6%
Put IV 25d	55.2%	38.1%	92.5%	85.8%	58.0%
Bid-Ask Spread %	120.25	106.22	131.00	114.79	107.84
Gamma HHI	0.39	0.30	0.70	0.32	0.30
Net GEX	-701	-10.0K	45.8K	1.8K	3.1K
Net DEX	-96.9K	-659.4K	150.4K	-11.2K	-606.4K
Net VEX	-2.9K	-3.6K	-2.6K	-3.0K	-3.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	1.67	0.50	0.13
Total Volume	9	0	75	0	17
Total OI	357.3	287	392	357	392

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
2024-09-03	$61.72	$55.00	48.3%	13.8%	21.6%	40.9%	0.0%	41.9%	-29.3%	1.8K	-11.2K	-3.0K	0.00	114.79	0	0	150	207
2024-09-04	$60.07	$55.00	48.4%	13.9%	23.1%	41.2%	0.0%	24.8%	-18.9%	-6.2K	80.4K	-3.1K	0.00	117.77	0	0	150	207
2024-09-05	$60.91	$57.50	52.5%	9.9%	23.8%	47.5%	44.0%	-0.8%	9.3%	-6.3K	36.6K	-3.0K	0.50	121.21	2	1	150	207
2024-09-06	$60.48	$57.50	57.2%	9.9%	23.5%	54.7%	0.0%	-3.7%	-5.2%	-6.1K	67.5K	-3.0K	0.00	126.31	0	1	152	208
2024-09-09	$59.96	$57.50	60.8%	13.9%	23.6%	60.2%	0.0%	2.5%	-6.7%	-7.8K	102.7K	-2.8K	0.00	118.11	0	0	152	207
2024-09-10	$59.77	$57.50	65.3%	9.3%	21.8%	67.1%	0.0%	-1.9%	7.7%	-8.0K	120.4K	-2.8K	0.00	127.47	0	5	152	207
2024-09-11	$59.64	$57.50	34.1%	9.8%	21.2%	19.2%	39.7%	12.9%	3.0%	-6.8K	116.5K	-2.9K	0.00	123.96	1	0	152	212
2024-09-12	$61.02	$57.50	38.7%	11.1%	22.6%	26.3%	39.2%	11.3%	-0.2%	-4.7K	50.4K	-2.9K	0.50	119.71	2	1	153	212
2024-09-13	$61.13	$57.50	34.3%	9.8%	22.1%	19.5%	0.0%	2.3%	5.0%	-6.1K	13.6K	-2.9K	0.00	126.57	0	0	154	213
2024-09-16	$61.60	$57.50	35.4%	10.1%	22.3%	21.2%	0.0%	7.3%	-0.9%	-4.0K	-8.1K	-2.8K	0.00	128.06	0	0	154	213
2024-09-17	$61.45	$57.50	48.5%	13.9%	22.3%	41.3%	0.0%	-0.0%	-11.1%	-5.0K	-23.9K	-2.7K	0.00	121.30	0	8	154	213
2024-09-18	$62.62	$57.50	35.0%	10.0%	23.1%	20.7%	0.0%	1.3%	-1.9%	-3.2K	-36.8K	-2.7K	0.00	128.68	0	0	154	213
2024-09-19	$61.15	$57.50	37.7%	10.8%	24.5%	24.7%	0.0%	20.5%	0.0%	-4.7K	-14.9K	-2.9K	0.00	122.60	0	0	154	213
2024-09-20	$60.13	$57.50	38.6%	11.1%	24.2%	26.2%	0.0%	6.4%	2.7%	45.8K	88.4K	-2.6K	0.00	127.33	3	0	154	213
2024-09-23	$60.95	$57.50	41.6%	11.9%	23.0%	30.8%	0.0%	1.5%	-0.1%	-10.0K	150.4K	-2.6K	0.00	131.00	0	0	110	177
2024-09-24	$76.81	$57.50	45.6%	13.1%	85.6%	36.8%	52.5%	1.9%	7.5%	2.8K	-424.3K	-2.6K	0.34	107.57	56	19	110	177
2024-09-25	$74.19	$67.50	36.3%	10.4%	87.0%	22.6%	48.2%	3.1%	2.3%	3.4K	-477.0K	-3.5K	1.37	114.24	19	26	152	195
2024-09-26	$75.25	$70.00	38.3%	11.0%	86.9%	25.7%	68.5%	2.4%	10.6%	3.3K	-503.8K	-3.6K	0.00	114.23	0	3	156	219
2024-09-27	$78.46	$70.00	36.5%	10.5%	87.4%	23.0%	35.9%	0.9%	8.6%	4.7K	-659.4K	-3.2K	1.67	106.22	6	10	156	222
2024-09-30	$77.76	$70.00	34.3%	9.8%	87.3%	19.6%	0.0%	27.4%	5.3%	3.1K	-606.4K	-3.4K	0.13	107.84	15	2	161	231