LBRDK Options History — October 2024

In October 2024, LBRDK traded between $76.87 and $81.88. ATM implied volatility averaged 49.2%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 17.1% (HV 20d: 66.4%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-10-10: Highest Volume — 17 contracts
  • 2024-10-07: Largest IV spike — 66.4% change
  • 2024-10-07: Highest IV Rank — 72.7%
  • 2024-10-31: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.79$76.87$81.88$79.20$80.64
Max Pain$75.22$70.00$80.00$70.00$80.00
ATM IV49.2%39.4%69.0%42.2%59.5%
Expected Move13.8%11.7%17.1%12.1%17.1%
HV 20d66.4%25.8%87.2%86.9%25.8%
HV 60d58.2%53.7%61.4%61.0%54.2%
IV Rank42.4%27.4%72.7%31.7%58.2%
IV Percentile80.5%59.9%99.2%67.5%96.4%
Term Structure-4.0%-16.3%4.7%4.7%-16.3%
VWIV67.8%44.5%131.9%44.5%131.9%
Skew 25d5.4%-7.5%18.0%8.6%4.7%
Skew 10d25.0%-3.3%51.2%22.5%37.1%
Call IV 25d48.7%34.1%66.7%38.6%58.0%
Put IV 25d54.1%44.0%63.0%47.2%62.8%
Bid-Ask Spread %108.98103.29113.72106.39112.31
Gamma HHI0.270.220.320.290.22
Net GEX8.4K2.8K19.4K4.3K9.3K
Net DEX-756.6K-881.1K-571.4K-649.6K-780.6K
Net VEX-2.9K-3.3K-2.4K-3.3K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.002.500.000.00
Total Volume401740
Total OI390.652345417394389

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$79.20$70.0042.2%12.1%86.9%31.7%0.0%8.6%4.7%4.3K-649.6K-3.3K0.00106.3940161233
2024-10-02$79.20$70.0045.6%13.1%85.8%36.9%44.5%7.2%-5.6%5.2K-727.5K-2.8K0.00112.0220161233
2024-10-03$76.87$75.0039.4%12.3%87.2%27.4%0.0%10.2%-5.0%3.1K-571.4K-3.3K0.00103.2900161233
2024-10-04$77.93$75.0041.4%11.7%86.9%30.5%0.0%0.6%3.0%3.4K-636.8K-3.0K0.00103.6100161233
2024-10-07$77.43$75.0069.0%12.6%86.9%72.7%0.0%5.3%-2.0%2.8K-582.1K-3.2K0.00110.0805161233
2024-10-08$78.48$75.0044.6%13.0%86.7%35.3%0.0%7.7%-1.9%5.9K-715.7K-2.7K0.00106.3100161228
2024-10-09$79.81$75.0048.9%14.0%86.5%42.0%0.0%9.0%-2.9%5.2K-698.1K-3.0K0.00105.9360161228
2024-10-10$79.56$75.0045.6%13.1%86.6%36.9%0.0%1.8%-0.3%5.4K-722.8K-3.1K0.00105.97170167228
2024-10-11$79.32$75.0047.2%13.5%86.7%39.4%0.0%1.0%-4.4%7.1K-735.6K-3.2K0.00107.1500184228
2024-10-14$80.44$75.0047.6%13.6%86.7%39.9%0.0%1.3%-5.3%8.5K-782.3K-3.1K0.00108.1810184228
2024-10-15$80.47$75.0050.7%14.5%86.6%44.7%0.0%11.2%-3.8%11.7K-881.1K-2.5K0.00110.5270184228
2024-10-16$80.41$75.0047.8%13.7%86.8%40.2%0.0%15.3%-1.2%11.5K-878.9K-2.4K0.00105.5900189228
2024-10-17$79.67$75.0052.7%15.1%86.1%47.7%0.0%17.6%-6.3%9.1K-803.0K-2.7K0.00108.2201189228
2024-10-18$79.69$75.0044.1%12.6%85.5%34.5%0.0%-1.4%0.9%19.4K-772.8K-2.8K1.00113.7244189228
2024-10-21$77.39$75.0044.5%12.7%86.9%35.1%0.0%-7.5%-2.4%5.1K-576.0K-3.1K0.00111.45100151194
2024-10-22$81.15$75.0048.0%13.8%33.4%40.6%53.2%3.6%-7.0%10.8K-829.6K-2.5K2.50109.7525161194
2024-10-23$80.96$75.0052.8%15.1%30.4%47.9%0.0%4.2%-7.1%9.0K-830.3K-2.6K1.00111.7711163199
2024-10-24$81.20$75.0052.0%14.9%30.2%46.6%0.0%5.7%-9.8%11.6K-859.1K-2.7K0.00109.4250173200
2024-10-25$81.88$75.0048.2%13.8%26.8%40.8%0.0%18.0%-2.6%10.7K-861.1K-3.0K0.00110.7500177200
2024-10-28$81.44$75.0057.2%16.4%26.6%54.7%54.2%-5.2%-7.3%12.0K-869.0K-2.7K0.71111.6375177200
2024-10-29$80.13$80.0054.1%15.5%26.7%49.9%55.2%1.7%-6.6%10.6K-786.2K-3.0K0.00110.3440183205
2024-10-30$81.84$80.0049.2%14.1%27.6%42.4%131.9%2.5%-1.8%11.2K-852.7K-3.0K0.00112.1801184205
2024-10-31$80.64$80.0059.5%17.1%25.8%58.2%0.0%4.7%-16.3%9.3K-780.6K-3.2K0.00112.3100184205