M Options History — March 2019 In March 2019, M traded between $23.05 and $24.54. ATM implied volatility averaged 32.5%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 6.4% (HV 20d: 26.2%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2019-03-08 : Highest Volume — 79,100 contracts2019-03-11 : Largest IV drop — 8.3% change2019-03-08 : Highest IV Rank — 18.3%2019-03-27 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $23.89 $23.05 $24.54 $24.54 $23.99 Max Pain $25.43 $25.00 $27.00 $25.00 $25.00 ATM IV 32.5% 29.9% 35.2% 34.1% 31.7% Expected Move 11.3% 10.2% 12.4% 10.4% 12.1% HV 20d 26.2% 22.9% 27.9% 23.9% 26.7% HV 60d 51.7% 49.9% 53.2% 53.2% 49.9% IV Rank 9.6% 0.8% 18.3% 14.8% 6.7% IV Percentile 10.9% 0.4% 26.6% 18.7% 6.3% Term Structure -0.2% -1.0% 0.7% -0.3% 0.2% VWIV 39.6% 34.7% 42.6% 37.0% 42.3% Skew 25d 2.8% 1.9% 3.5% 3.5% 2.7% Skew 10d 5.5% 3.5% 6.4% 5.8% 5.8% Call IV 25d 31.6% 28.9% 34.3% 32.3% 30.4% Put IV 25d 34.4% 31.7% 37.5% 35.9% 33.1% Bid-Ask Spread % 2.71 1.77 4.27 4.23 2.41 Gamma HHI 0.17 0.11 0.54 0.51 0.54 Net GEX 53.4K -15.1M 14.6M -15.1M 14.6M Net DEX 80.5M 23.3M 163.3M 133.9M 46.7M Net VEX -1.1M -1.1M -924.6K -1.0M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.10 2.57 1.43 0.55 Total Volume 24,397.667 11,592 79,100 40,846 19,691 Total OI 304,132 269,533 377,894 377,894 303,637
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-03-01 $24.54 $25.00 34.1% 10.4% 23.9% 14.8% 37.0% 3.5% -0.3% -15.1M 133.9M -1.0M 1.43 4.23 N/A N/A 16,814 24,032 158,001 219,893 2019-03-04 $24.39 $25.00 34.3% 10.8% 23.2% 15.5% 36.3% 3.5% -0.8% -1.8M 81.4M -1.0M 0.42 2.87 N/A N/A 14,410 6,115 125,436 155,017 2019-03-05 $24.45 $25.00 32.8% 10.2% 22.9% 10.3% 34.7% 3.3% -0.1% -1.6M 83.7M -1.0M 0.60 2.26 N/A N/A 10,958 6,599 129,668 157,286 2019-03-06 $24.14 $25.00 32.6% 10.3% 23.1% 10.0% 34.8% 3.2% 0.3% -3.2M 103.3M -984.3K 0.50 2.22 N/A N/A 12,184 6,098 128,552 159,590 2019-03-07 $23.26 $25.00 33.7% 10.9% 25.6% 13.5% 38.7% 2.4% 0.1% -4.5M 152.2M -924.6K 1.57 2.04 N/A N/A 14,015 22,013 130,604 160,178 2019-03-08 $23.05 $25.00 35.2% 11.0% 25.1% 18.3% 40.1% 3.1% 0.1% -4.8M 163.3M -939.0K 2.57 2.00 N/A N/A 22,161 56,939 135,137 170,800 2019-03-11 $23.64 $27.00 32.2% 11.3% 26.5% 8.6% 38.9% 3.3% -0.7% -813.9K 109.7M -1.0M 0.75 2.81 N/A N/A 11,573 8,698 138,816 180,874 2019-03-12 $23.86 $27.00 32.1% 11.2% 26.9% 8.2% 39.1% 2.8% -0.5% 411.8K 96.8M -1.1M 0.62 2.97 N/A N/A 7,153 4,439 143,208 183,126 2019-03-13 $24.09 $27.00 32.2% 11.2% 27.1% 8.4% 39.1% 2.2% -0.6% 1.6M 84.3M -1.1M 0.10 3.10 N/A N/A 48,950 4,812 145,581 184,055 2019-03-14 $23.61 $27.00 31.7% 11.3% 27.4% 6.9% 42.2% 2.1% -0.8% 1.7M 100.7M -1.1M 0.87 2.55 N/A N/A 10,681 9,279 158,738 185,208 2019-03-15 $23.63 $26.00 30.6% 11.2% 27.4% 3.1% 39.3% 1.9% -0.1% -258.5K 93.2M -1.1M 1.68 4.23 N/A N/A 10,563 17,747 162,517 186,329 2019-03-18 $23.91 $25.00 29.9% 11.1% 27.7% 0.8% 38.8% 2.8% -0.3% 755.1K 53.4M -1.1M 0.51 2.22 N/A N/A 9,458 4,797 109,258 160,275 2019-03-19 $23.87 $25.00 30.2% 11.2% 26.7% 2.0% 38.8% 2.7% -0.7% 1.4M 52.5M -1.1M 0.79 2.92 N/A N/A 6,938 5,499 116,425 162,924 2019-03-20 $23.64 $25.00 31.8% 11.4% 26.6% 7.2% 40.5% 2.7% -0.2% 920.3K 62.4M -1.1M 0.62 3.24 N/A N/A 7,867 4,891 119,671 165,772 2019-03-21 $24.02 $25.00 31.4% 11.5% 25.9% 5.8% 39.9% 2.5% -0.2% 3.0M 43.2M -1.1M 0.38 2.21 N/A N/A 13,841 5,224 121,776 167,487 2019-03-22 $23.34 $25.00 33.3% 12.1% 27.3% 12.1% 41.7% 2.6% -1.0% -754.6K 81.5M -1.1M 0.43 4.27 N/A N/A 19,257 8,284 125,485 169,294 2019-03-25 $23.90 $25.00 34.1% 12.2% 27.9% 14.6% 42.1% 3.1% -0.1% 652.3K 49.6M -1.1M 0.52 1.77 N/A N/A 11,266 5,885 114,896 167,569 2019-03-26 $23.82 $25.00 33.3% 12.2% 27.5% 12.2% 42.4% 2.6% 0.7% 1.4M 51.7M -1.1M 0.42 2.45 N/A N/A 8,242 3,463 119,835 170,647 2019-03-27 $24.34 $25.00 33.4% 12.4% 27.6% 12.4% 42.6% 2.5% 0.3% 3.0M 23.7M -1.1M 0.23 2.17 N/A N/A 14,891 3,356 121,728 171,412 2019-03-28 $24.29 $25.00 32.7% 12.2% 26.5% 10.2% 42.2% 2.6% 0.2% 4.4M 23.3M -1.1M 0.87 1.95 N/A N/A 7,112 6,156 127,779 172,288 2019-03-29 $23.99 $25.00 31.7% 12.1% 26.7% 6.7% 42.3% 2.7% 0.2% 14.6M 46.7M -1.1M 0.55 2.41 N/A N/A 12,729 6,962 127,546 176,091
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