LBRDK Options History — December 2024

In December 2024, LBRDK traded between $74.52 and $86.44. ATM implied volatility averaged 30.6%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 7.9% (HV 20d: 38.5%). Max pain ranged from $60.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.47.

Notable Days

2024-12-18: Highest Volume — 12 contracts
2024-12-10: Largest IV drop — 27.4% change
2024-12-09: Highest IV Rank — 33.2%
2024-12-04: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$80.35	$74.52	$86.44	$84.72	$74.52
Max Pain	$80.95	$60.00	$85.00	$60.00	$75.00
ATM IV	30.6%	25.9%	43.2%	34.6%	26.2%
Expected Move	8.3%	7.1%	9.9%	9.9%	7.5%
HV 20d	38.5%	24.1%	41.5%	41.5%	39.8%
HV 60d	55.0%	43.0%	64.9%	61.6%	43.0%
IV Rank	12.0%	0.0%	33.2%	20.0%	0.5%
IV Percentile	13.7%	0.0%	61.9%	24.6%	1.2%
Term Structure	6.6%	-14.2%	14.9%	-4.9%	12.4%
VWIV	33.6%	27.4%	48.0%	48.0%	27.7%
Skew 25d	3.3%	-0.1%	6.3%	6.1%	3.1%
Skew 10d	4.8%	-13.7%	11.2%	10.6%	8.6%
Call IV 25d	31.0%	24.7%	49.2%	44.4%	25.7%
Put IV 25d	34.3%	27.0%	55.0%	50.6%	28.8%
Bid-Ask Spread %	98.06	80.83	116.76	115.29	93.59
Gamma HHI	0.26	0.19	0.42	0.22	0.26
Net GEX	14.3K	779	36.8K	18.3K	2.5K
Net DEX	-585.2K	-1.4M	348.1K	-1.2M	348.1K
Net VEX	-6.0K	-7.0K	-4.6K	-7.0K	-4.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.47	0.00	5.00	0.00	0.75
Total Volume	3.381	0	12	0	0
Total OI	609.429	404	696	682	414

Daily Data (21 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
2024-12-02	$84.72	$60.00	34.6%	9.9%	41.5%	20.0%	0.0%	6.1%	-4.9%	18.3K	-1.2M	-7.0K	0.00	115.29	0	0	332	350
2024-12-03	$85.94	$60.00	34.6%	9.9%	41.1%	20.0%	0.0%	4.1%	-4.2%	17.3K	-1.3M	-7.0K	0.00	116.16	0	0	332	350
2024-12-04	$86.35	$60.00	34.6%	9.9%	40.7%	20.0%	48.0%	5.9%	-14.2%	16.3K	-1.3M	-7.0K	0.00	116.76	11	0	332	350
2024-12-05	$86.44	$85.00	38.1%	8.4%	26.5%	25.4%	0.0%	4.1%	6.7%	21.6K	-1.3M	-6.9K	0.00	113.79	0	0	334	350
2024-12-06	$86.41	$85.00	35.9%	8.2%	24.1%	22.0%	0.0%	3.9%	6.0%	16.3K	-1.4M	-7.0K	0.00	113.11	0	0	334	350
2024-12-09	$78.75	$85.00	43.2%	7.1%	38.9%	33.2%	39.0%	6.3%	14.9%	21.7K	-669.8K	-6.5K	0.00	112.32	0	5	334	350
2024-12-10	$80.59	$85.00	31.4%	8.3%	40.3%	15.0%	29.1%	2.3%	7.0%	23.9K	-723.1K	-6.4K	2.00	80.83	1	2	334	353
2024-12-11	$81.17	$85.00	29.1%	8.3%	40.7%	11.6%	30.4%	3.0%	6.2%	23.7K	-775.2K	-6.6K	0.00	96.29	0	3	336	355
2024-12-12	$83.62	$85.00	26.1%	7.5%	40.3%	6.9%	27.4%	2.8%	8.8%	16.6K	-1.1M	-6.5K	3.00	93.92	1	3	336	358
2024-12-13	$82.71	$85.00	27.7%	7.9%	38.6%	9.4%	27.7%	1.9%	8.3%	12.1K	-978.0K	-6.5K	5.00	88.30	1	5	335	361
2024-12-16	$81.84	$85.00	29.5%	8.5%	38.5%	12.2%	0.0%	2.6%	4.1%	13.9K	-907.9K	-6.2K	0.00	88.56	0	4	336	356
2024-12-17	$80.54	$85.00	28.8%	8.3%	38.6%	11.1%	0.0%	2.9%	7.8%	12.8K	-800.0K	-5.9K	0.00	84.08	0	0	336	354
2024-12-18	$77.88	$85.00	29.9%	8.6%	40.0%	12.7%	0.0%	3.0%	7.2%	35.4K	-526.8K	-5.8K	0.50	85.64	8	4	336	353
2024-12-19	$77.58	$85.00	29.7%	8.5%	39.7%	12.4%	0.0%	2.5%	9.6%	36.8K	-449.8K	-5.6K	2.00	87.43	1	2	339	352
2024-12-20	$77.81	$85.00	26.8%	7.7%	39.8%	8.1%	0.0%	2.7%	11.4%	779	-584.4K	-5.5K	0.00	92.47	2	0	339	352
2024-12-23	$76.25	$85.00	27.5%	7.9%	39.7%	2.4%	0.0%	4.0%	10.6%	1.2K	252.4K	-5.2K	0.00	99.95	10	0	211	193
2024-12-24	$76.67	$85.00	25.9%	7.4%	39.8%	0.0%	0.0%	2.2%	10.4%	2.4K	202.9K	-5.3K	0.75	94.57	4	3	220	193
2024-12-26	$76.90	$85.00	26.5%	7.6%	39.9%	0.9%	0.0%	2.9%	10.5%	2.1K	210.2K	-5.2K	0.00	93.64	0	1	220	196
2024-12-27	$75.66	$85.00	26.0%	7.5%	40.1%	0.1%	0.0%	2.9%	11.8%	2.5K	285.6K	-4.9K	0.00	94.00	0	0	220	196
2024-12-30	$74.90	$85.00	31.0%	8.9%	39.8%	8.4%	0.0%	-0.1%	8.2%	2.5K	321.6K	-4.8K	0.00	98.66	0	0	220	196
2024-12-31	$74.52	$75.00	26.2%	7.5%	39.8%	0.5%	0.0%	3.1%	12.4%	2.5K	348.1K	-4.6K	0.00	93.59	0	0	220	194