M Options History — October 2008 In October 2008, M traded between $8.66 and $17.31. ATM implied volatility averaged 127.4%, placing in the 71.4% IV rank vs the trailing year. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 5.5% (HV 20d: 121.8%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 2.04.
Notable Days 2008-10-15 : Highest Volume — 21,276 contracts2008-10-15 : Largest IV spike — 65.2% change2008-10-06 : Highest IV Rank — 100.0%2008-10-27 : Largest Expected Move — 40.7%Monthly Statistics Metric Avg Min Max Open Close Price $11.53 $8.66 $17.31 $17.31 $12.29 Max Pain $15.54 $12.50 $20.00 $20.00 $12.50 ATM IV 127.4% 74.1% 212.4% 74.1% 119.5% Expected Move 34.3% 21.2% 40.7% 21.2% 34.3% HV 20d 121.8% 81.7% 157.1% 84.6% 157.1% HV 60d 92.4% 73.9% 109.1% 75.4% 109.1% IV Rank 71.4% 46.6% 100.0% 62.0% 46.6% IV Percentile 98.0% 90.5% 100.0% 90.5% 93.7% Term Structure -14.3% -24.7% 0.7% 0.7% -13.2% VWIV 118.6% 73.4% 150.6% 74.1% 124.9% Skew 25d 23.1% 12.6% 36.4% 13.9% 24.2% Skew 10d 45.9% 5.6% 78.5% 21.4% 53.5% Call IV 25d 107.4% 69.8% 133.3% 69.8% 109.2% Put IV 25d 130.4% 83.6% 155.9% 83.6% 133.4% Bid-Ask Spread % 18.36 9.02 43.12 20.57 13.16 Gamma HHI 0.21 0.15 0.41 0.17 0.18 Net GEX -111.4K -273.5K 116.5K 116.5K -138.7K Net DEX 31.1M 16.2M 39.1M 16.2M 23.6M Net VEX -149.5K -235.2K -92.9K -226.8K -175.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.04 0.34 6.71 1.65 0.63 Total Volume 7,235.13 1,488 21,276 8,430 3,503 Total OI 146,942.087 122,230 168,732 122,230 164,059
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-10-01 $17.31 $20.00 74.1% 21.2% 84.6% 62.0% 74.1% 13.9% 0.7% 116.5K 16.2M -226.8K 1.65 20.57 N/A N/A 3,176 5,254 73,161 49,069 2008-10-02 $16.21 $20.00 93.7% 26.9% 85.3% 92.9% 73.4% 13.4% -8.4% 18.2K 22.8M -235.2K 3.10 18.97 N/A N/A 785 2,432 75,643 52,894 2008-10-03 $15.19 $20.00 93.0% 26.7% 86.5% 91.8% 89.6% 12.6% -5.4% -64.3K 29.8M -211.5K 1.02 11.58 N/A N/A 2,398 2,451 75,622 53,801 2008-10-06 $14.98 $17.50 114.3% 26.5% 81.7% 100.0% 95.5% 20.0% -6.4% -30.5K 29.5M -210.3K 6.71 20.91 N/A N/A 1,121 7,526 77,409 55,079 2008-10-07 $13.70 $17.50 115.5% 30.9% 85.3% 100.0% 112.6% 20.8% -17.6% -129.0K 35.6M -196.2K 1.75 24.91 N/A N/A 3,231 5,645 77,922 59,569 2008-10-08 $13.36 $17.50 119.3% 31.3% 84.7% 100.0% 101.3% 19.7% -14.8% -121.0K 36.3M -181.8K 1.08 14.96 N/A N/A 2,990 3,219 79,438 59,598 2008-10-09 $11.46 $17.50 129.7% 33.0% 95.6% 100.0% 114.0% 25.9% -12.9% -117.7K 37.3M -143.0K 1.10 29.60 N/A N/A 1,646 1,811 81,291 58,832 2008-10-10 $9.92 $17.50 152.3% 39.2% 103.5% 100.0% 129.4% 33.3% -24.3% -103.2K 34.1M -118.2K 2.95 43.12 N/A N/A 3,835 11,329 81,759 57,898 2008-10-13 $11.04 $17.50 133.0% 33.3% 114.6% 83.0% 96.9% 24.7% -13.0% -146.5K 36.9M -123.0K 1.43 28.34 N/A N/A 1,567 2,236 82,950 63,277 2008-10-14 $10.50 $17.50 128.6% 32.6% 112.3% 79.2% 111.6% 23.8% -12.7% -273.5K 39.1M -111.6K 3.15 15.78 N/A N/A 1,702 5,358 83,141 64,275 2008-10-15 $8.66 $17.50 212.4% 39.3% 124.8% 100.0% 132.2% 17.8% -19.7% -122.1K 37.8M -92.9K 1.14 21.26 N/A N/A 9,929 11,347 84,339 65,286 2008-10-16 $10.05 $15.00 140.0% 40.1% 136.4% 58.4% 144.1% 28.5% -24.7% -123.9K 36.0M -125.0K 0.82 17.08 N/A N/A 5,772 4,719 92,333 73,419 2008-10-17 $9.84 $15.00 135.8% 38.9% 135.8% 56.0% 150.6% 29.6% -20.3% -19.6K 34.1M -128.5K 0.39 13.62 N/A N/A 6,500 2,540 94,756 73,976 2008-10-20 $10.74 $15.00 127.7% 36.6% 141.4% 51.3% 125.4% 36.4% -15.1% -141.2K 30.6M -126.4K 1.03 9.99 N/A N/A 1,640 1,692 76,540 65,370 2008-10-21 $10.19 $12.50 122.0% 35.0% 141.7% 48.0% 123.5% 23.9% -10.6% -151.1K 30.7M -118.3K 2.89 13.51 N/A N/A 1,324 3,820 77,293 65,630 2008-10-22 $9.13 $12.50 130.9% 37.5% 144.1% 53.1% 135.1% 17.2% -15.2% -146.2K 31.2M -104.7K 4.73 17.25 N/A N/A 1,181 5,585 77,264 67,463 2008-10-23 $9.61 $12.50 131.7% 37.7% 143.2% 53.6% 132.5% 24.9% -17.2% -157.8K 31.3M -114.9K 0.82 9.02 N/A N/A 1,892 1,559 77,610 70,885 2008-10-24 $8.99 $12.50 132.7% 38.1% 141.9% 54.2% 139.3% 20.8% -17.0% -137.4K 29.8M -112.3K 2.67 24.95 N/A N/A 2,756 7,358 79,147 70,871 2008-10-27 $8.92 $12.50 142.1% 40.7% 139.2% 59.6% 141.7% 22.6% -22.5% -140.4K 30.6M -119.9K 1.57 16.78 N/A N/A 578 910 81,246 75,891 2008-10-28 $10.34 $12.50 128.4% 36.8% 151.5% 51.8% 128.7% 29.4% -9.6% -145.6K 29.8M -135.3K 4.44 10.64 N/A N/A 2,070 9,186 81,621 75,904 2008-10-29 $11.03 $12.50 130.7% 37.5% 154.9% 53.1% 127.0% 22.2% -11.9% -150.4K 27.1M -159.7K 0.34 9.35 N/A N/A 5,618 1,921 81,440 81,301 2008-10-30 $11.66 $12.50 122.1% 35.0% 156.4% 48.1% 124.3% 25.3% -16.3% -137.2K 25.3M -167.6K 1.52 16.88 N/A N/A 1,309 1,987 82,275 81,121 2008-10-31 $12.29 $12.50 119.5% 34.3% 157.1% 46.6% 124.9% 24.2% -13.2% -138.7K 23.6M -175.9K 0.63 13.16 N/A N/A 2,153 1,350 81,757 82,302
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