LBRDK Options History — November 2024

In November 2024, LBRDK traded between $84.64 and $101.10. ATM implied volatility averaged 37.4%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 18.7% (HV 20d: 56.1%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.01.

Notable Days

2024-11-01: Highest Volume — 182 contracts
2024-11-13: Largest IV drop — 54.7% change
2024-11-12: Highest IV Rank — 72.7%
2024-11-01: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.71	$84.64	$101.10	$90.13	$85.24
Max Pain	$61.00	$60.00	$80.00	$80.00	$60.00
ATM IV	37.4%	26.7%	69.0%	46.9%	32.5%
Expected Move	9.4%	7.7%	13.4%	13.4%	9.3%
HV 20d	56.1%	46.4%	61.2%	46.5%	58.0%
HV 60d	61.0%	58.2%	62.1%	58.5%	61.6%
IV Rank	24.3%	7.9%	72.7%	38.8%	16.8%
IV Percentile	34.5%	2.8%	99.2%	73.8%	16.3%
Term Structure	0.2%	-8.9%	4.4%	-8.9%	-5.6%
VWIV	67.7%	31.8%	165.4%	165.4%	96.2%
Skew 25d	6.0%	0.0%	12.2%	11.7%	6.7%
Skew 10d	8.8%	2.3%	18.7%	17.2%	5.4%
Call IV 25d	37.9%	27.1%	48.7%	48.7%	42.2%
Put IV 25d	43.9%	36.7%	60.4%	60.4%	48.9%
Bid-Ask Spread %	110.17	103.04	115.70	108.86	115.70
Gamma HHI	0.20	0.15	0.23	0.22	0.23
Net GEX	17.2K	9.6K	22.9K	16.0K	19.5K
Net DEX	-1.6M	-2.2M	-1.2M	-1.3M	-1.2M
Net VEX	-6.1K	-7.5K	-2.0K	-2.0K	-7.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.00	6.00	1.00	0.00
Total Volume	18.8	0	182	182	2
Total OI	624.9	389	704	389	684

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
2024-11-01	$90.13	$80.00	46.9%	13.4%	46.5%	38.8%	165.4%	11.7%	-8.9%	16.0K	-1.3M	-2.0K	1.00	108.86	91	91	184	205
2024-11-04	$91.99	$60.00	39.7%	10.5%	46.4%	27.8%	80.6%	3.6%	3.6%	15.3K	-1.6M	-5.7K	6.00	105.50	1	6	274	295
2024-11-05	$93.42	$60.00	45.7%	11.8%	46.4%	37.0%	0.0%	1.1%	0.3%	13.5K	-1.7M	-5.4K	0.00	103.04	0	3	274	297
2024-11-06	$101.10	$60.00	39.0%	10.7%	52.7%	26.7%	33.7%	11.1%	-1.4%	9.6K	-2.2M	-4.7K	0.18	105.46	17	3	274	299
2024-11-07	$97.35	$60.00	44.4%	10.1%	55.4%	35.0%	0.0%	0.0%	2.2%	16.7K	-2.0M	-4.9K	0.00	106.18	2	0	291	298
2024-11-08	$97.70	$60.00	46.8%	9.9%	55.2%	38.7%	0.0%	12.2%	3.0%	18.2K	-2.0M	-5.1K	0.25	106.09	12	3	293	298
2024-11-11	$98.32	$60.00	62.3%	9.9%	55.2%	62.4%	0.0%	9.6%	2.7%	21.4K	-2.1M	-5.0K	0.00	107.54	7	0	299	298
2024-11-12	$97.46	$60.00	69.0%	9.5%	55.5%	72.7%	0.0%	8.2%	4.1%	22.9K	-2.1M	-5.1K	0.00	107.11	12	0	305	298
2024-11-13	$92.91	$60.00	31.2%	9.0%	59.1%	14.8%	0.0%	6.5%	1.0%	22.9K	-1.7M	-5.5K	2.00	107.67	1	2	305	298
2024-11-14	$89.59	$60.00	26.7%	7.7%	60.8%	7.9%	31.8%	12.0%	-1.3%	22.5K	-1.5M	-5.3K	1.04	110.44	50	52	304	298
2024-11-15	$88.29	$60.00	28.9%	8.3%	61.2%	11.2%	0.0%	0.1%	2.2%	14.9K	-1.6M	-7.4K	0.00	112.89	0	0	354	350
2024-11-18	$87.16	$60.00	28.8%	8.3%	60.3%	11.1%	32.5%	2.9%	2.5%	17.8K	-1.5M	-7.4K	0.00	113.42	0	2	333	337
2024-11-19	$86.84	$60.00	29.0%	8.3%	58.3%	11.4%	0.0%	4.1%	-7.9%	16.4K	-1.5M	-7.3K	0.00	112.91	0	3	333	338
2024-11-20	$87.50	$60.00	29.7%	8.5%	58.3%	12.6%	0.0%	4.8%	2.3%	15.8K	-1.5M	-7.3K	0.00	112.92	0	5	333	341
2024-11-21	$86.38	$60.00	30.1%	8.6%	58.6%	13.2%	33.6%	3.0%	-0.1%	15.0K	-1.4M	-7.4K	0.33	113.29	3	1	333	346
2024-11-22	$87.19	$60.00	27.5%	7.9%	58.6%	9.1%	0.0%	4.4%	2.0%	15.6K	-1.5M	-7.3K	1.33	112.27	3	4	331	346
2024-11-25	$85.85	$60.00	30.5%	8.7%	58.9%	13.7%	0.0%	1.7%	1.1%	15.9K	-1.3M	-7.5K	0.00	112.86	0	0	334	350
2024-11-26	$85.09	$60.00	29.6%	8.5%	58.7%	12.4%	0.0%	7.6%	4.4%	17.1K	-1.2M	-7.3K	0.00	115.57	0	0	334	350
2024-11-27	$84.64	$60.00	30.0%	8.6%	58.3%	12.9%	0.0%	8.5%	-1.4%	17.6K	-1.2M	-7.3K	0.00	113.77	0	0	334	350
2024-11-29	$85.24	$60.00	32.5%	9.3%	58.0%	16.8%	96.2%	6.7%	-5.6%	19.5K	-1.2M	-7.1K	0.00	115.70	2	0	334	350