M Options History — February 2019 In February 2019, M traded between $24.05 and $25.88. ATM implied volatility averaged 47.8%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 7.0% (HV 20d: 40.8%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.71.
Notable Days 2019-02-26 : Highest Volume — 131,517 contracts2019-02-26 : Largest IV drop — 35.8% change2019-02-25 : Highest IV Rank — 85.7%2019-02-25 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.11 $24.05 $25.88 $25.62 $24.72 Max Pain $26.29 $25.00 $28.00 $28.00 $25.00 ATM IV 47.8% 34.0% 55.5% 48.1% 34.6% Expected Move 14.3% 10.4% 19.0% 13.3% 10.8% HV 20d 40.8% 21.7% 79.9% 79.8% 24.7% HV 60d 55.0% 53.1% 57.1% 57.1% 53.2% IV Rank 56.1% 14.5% 85.7% 48.1% 16.3% IV Percentile 67.2% 17.5% 95.6% 66.3% 20.6% Term Structure -1.8% -3.7% 0.3% -2.0% -0.8% VWIV 49.6% 36.8% 65.4% 46.6% 37.2% Skew 25d 4.6% 3.1% 6.2% 4.3% 3.1% Skew 10d 8.8% 5.3% 11.2% 7.6% 6.2% Call IV 25d 45.4% 32.5% 52.7% 47.0% 32.6% Put IV 25d 50.0% 35.7% 58.0% 51.3% 35.7% Bid-Ask Spread % 4.31 2.05 14.65 2.61 3.53 Gamma HHI 0.14 0.08 0.22 0.19 0.13 Net GEX -1.1M -4.4M 1.9M -979.5K -4.4M Net DEX 71.9M 32.9M 122.0M 63.5M 122.0M Net VEX -936.4K -1.1M -842.2K -929.6K -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.32 2.39 0.39 0.96 Total Volume 36,671.842 10,350 131,517 21,339 42,785 Total OI 280,355.947 201,123 370,251 276,961 370,251
Daily Data (19 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 2019-02-01 $25.62 $28.00 48.1% 13.3% 79.8% 48.1% 46.6% 4.3% -2.0% -979.5K 63.5M -929.6K 0.39 2.61 N/A N/A 15,387 5,952 105,217 171,744 2019-02-04 $25.86 $27.00 47.1% 13.3% 79.9% 45.5% 45.6% 4.1% -0.2% -948.4K 54.6M -902.0K 0.54 2.87 N/A N/A 7,595 4,078 96,941 167,863 2019-02-05 $25.88 $27.00 46.6% 13.2% 79.3% 44.2% 45.7% 3.8% -0.3% -484.6K 53.9M -907.2K 0.60 2.63 N/A N/A 7,123 4,241 99,666 169,663 2019-02-06 $25.43 $27.00 46.9% 13.5% 78.0% 47.7% 46.5% 4.0% 0.3% -2.1M 74.2M -889.2K 0.43 2.14 N/A N/A 10,327 4,473 100,712 171,297 2019-02-07 $25.68 $27.00 49.1% 13.9% 77.2% 53.8% 48.5% 3.9% -1.0% -963.6K 61.3M -904.0K 0.45 3.13 N/A N/A 7,119 3,231 103,837 172,329 2019-02-08 $25.12 $27.00 48.9% 14.0% 32.2% 53.5% 48.8% 3.7% -0.2% -3.2M 87.9M -871.8K 0.77 3.34 N/A N/A 7,629 5,851 105,459 173,558 2019-02-11 $25.09 $27.00 49.8% 14.2% 31.2% 55.7% 49.2% 4.9% -2.9% -2.6M 86.2M -851.0K 0.88 2.96 N/A N/A 6,097 5,389 98,690 170,897 2019-02-12 $24.89 $27.00 50.0% 14.3% 31.0% 65.3% 50.1% 5.4% -3.4% -2.1M 91.8M -842.2K 0.36 2.83 N/A N/A 11,558 4,164 100,342 173,234 2019-02-13 $25.18 $27.00 51.6% 14.8% 31.2% 72.6% 51.1% 5.0% -3.3% -693.5K 74.3M -868.1K 0.42 2.60 N/A N/A 30,820 12,959 105,398 174,733 2019-02-14 $25.22 $26.00 51.4% 14.9% 30.2% 72.1% 51.2% 5.5% -3.0% 1.9M 50.3M -954.9K 0.38 2.36 N/A N/A 17,906 6,810 126,771 179,038 2019-02-15 $24.93 $26.00 50.6% 14.8% 30.3% 69.6% 51.5% 5.1% -2.8% -144.5K 72.5M -937.9K 0.35 2.93 N/A N/A 17,286 6,107 130,793 181,412 2019-02-19 $25.37 $26.00 49.6% 15.2% 27.3% 66.2% 53.1% 5.7% -2.2% 1.3M 32.9M -941.7K 0.32 3.46 N/A N/A 18,061 5,828 91,497 109,626 2019-02-20 $25.05 $26.00 50.3% 15.8% 24.0% 68.7% 55.0% 5.5% -2.5% 1.2M 41.0M -944.7K 0.64 3.59 N/A N/A 7,323 4,688 97,891 112,803 2019-02-21 $24.40 $26.00 55.1% 17.3% 25.8% 84.4% 60.8% 6.2% -3.5% -110.8K 62.6M -919.3K 2.39 7.75 N/A N/A 20,916 49,906 100,915 115,560 2019-02-22 $24.05 $25.50 54.3% 17.6% 26.1% 81.8% 60.5% 4.2% -3.7% -2.2M 113.9M -992.9K 0.63 13.50 N/A N/A 23,626 14,895 111,211 157,329 2019-02-25 $24.49 $25.00 55.5% 19.0% 21.7% 85.7% 65.4% 5.3% -2.9% -2.0M 86.0M -1.0M 1.16 14.65 N/A N/A 49,640 57,519 110,406 160,617 2019-02-26 $24.80 $25.00 35.6% 11.0% 22.2% 19.8% 38.7% 3.4% -0.4% -2.6M 92.1M -1.0M 0.76 3.03 N/A N/A 74,664 56,853 143,678 204,016 2019-02-27 $25.30 $25.00 34.0% 10.4% 23.4% 14.5% 36.8% 3.6% -0.3% 301.5K 45.8M -1.1M 1.04 2.05 N/A N/A 33,333 34,626 154,460 206,909 2019-02-28 $24.72 $25.00 34.6% 10.8% 24.7% 16.3% 37.2% 3.1% -0.8% -4.4M 122.0M -1.0M 0.96 3.53 N/A N/A 21,877 20,908 153,580 216,671
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