M Options History — May 2019 In May 2019, M traded between $20.47 and $23.48. ATM implied volatility averaged 42.5%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 18.6% (HV 20d: 23.9%). Max pain ranged from $21.50 to $25.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2019-05-14 : Highest Volume — 92,449 contracts2019-05-15 : Largest IV drop — 32.1% change2019-05-13 : Highest IV Rank — 86.7%2019-05-03 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.96 $20.47 $23.48 $23.48 $20.47 Max Pain $22.75 $21.50 $25.00 $25.00 $21.50 ATM IV 42.5% 33.0% 55.8% 48.2% 36.4% Expected Move 12.3% 9.4% 18.2% 17.0% 10.9% HV 20d 23.9% 20.1% 31.7% 31.7% 20.3% HV 60d 27.2% 26.8% 28.0% 27.3% 26.8% IV Rank 42.7% 11.1% 86.7% 61.5% 22.4% IV Percentile 55.7% 17.9% 96.8% 70.6% 40.9% Term Structure -1.5% -4.5% 0.8% -2.7% -1.2% VWIV 43.1% 32.7% 64.2% 58.6% 37.9% Skew 25d 4.9% 3.4% 6.8% 4.8% 5.5% Skew 10d 8.8% 5.9% 11.8% 8.4% 10.2% Call IV 25d 39.9% 31.0% 52.2% 45.4% 34.4% Put IV 25d 44.8% 35.1% 58.6% 50.2% 39.9% Bid-Ask Spread % 3.81 2.61 9.28 3.52 3.28 Gamma HHI 0.16 0.10 0.36 0.11 0.17 Net GEX -2.4M -5.4M 1.3M -2.9M -2.8M Net DEX 114.0M 76.9M 161.7M 98.2M 123.0M Net VEX -1.1M -1.2M -944.8K -1.1M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.23 1.65 0.51 0.50 Total Volume 34,806.909 13,764 92,449 13,764 36,902 Total OI 328,937.182 258,151 419,218 300,806 343,423
Daily Data (22 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 2019-05-01 $23.48 $25.00 48.2% 17.0% 31.7% 61.5% 58.6% 4.8% -2.7% -2.9M 98.2M -1.1M 0.51 3.52 N/A N/A 9,136 4,628 113,141 187,665 2019-05-02 $23.39 $25.00 49.5% 18.2% 31.7% 66.0% 64.2% 4.6% -2.7% -3.0M 100.7M -1.1M 0.94 3.23 N/A N/A 10,491 9,907 115,766 189,175 2019-05-03 $23.26 $25.00 48.6% 18.2% 23.6% 62.8% 63.6% 4.1% -2.8% -2.9M 107.6M -1.1M 0.59 2.68 N/A N/A 12,716 7,451 119,037 192,074 2019-05-06 $23.21 $23.00 50.4% 13.2% 23.3% 68.8% 46.3% 4.8% -0.5% -2.8M 100.0M -1.1M 0.68 2.61 N/A N/A 19,390 13,215 113,882 189,632 2019-05-07 $22.70 $23.00 54.1% 13.9% 23.8% 81.3% 48.8% 6.0% -1.7% -3.3M 120.8M -1.1M 0.64 3.17 N/A N/A 16,826 10,846 123,884 196,961 2019-05-08 $22.74 $23.00 52.7% 13.7% 23.3% 76.5% 48.5% 4.5% -1.4% -3.1M 111.2M -1.1M 0.84 2.71 N/A N/A 11,529 9,670 132,396 199,728 2019-05-09 $22.76 $23.00 54.6% 14.4% 23.1% 83.0% 50.8% 6.4% -2.1% -3.0M 110.4M -1.1M 1.60 2.89 N/A N/A 9,333 14,949 136,723 201,339 2019-05-10 $22.49 $23.00 53.1% 14.1% 22.8% 77.8% 48.0% 5.3% -2.0% -5.1M 124.4M -1.0M 0.61 4.18 N/A N/A 16,109 9,812 138,389 202,191 2019-05-13 $21.62 $23.00 55.8% 14.6% 26.0% 86.7% 51.0% 6.8% -4.5% -3.5M 151.5M -957.1K 0.94 3.39 N/A N/A 19,984 18,732 128,098 194,858 2019-05-14 $21.83 $23.00 53.4% 14.2% 25.8% 78.9% 49.8% 6.0% -3.5% -3.3M 144.2M -984.5K 1.65 9.28 N/A N/A 34,871 57,578 135,981 204,247 2019-05-15 $21.71 $23.00 36.3% 9.9% 25.6% 22.0% 34.6% 4.8% -3.0% -5.4M 161.7M -949.4K 0.60 4.20 N/A N/A 57,555 34,747 153,688 233,079 2019-05-16 $21.47 $22.00 34.4% 9.9% 24.6% 15.8% 33.7% 3.4% 0.8% -4.5M 155.0M -944.8K 0.80 5.34 N/A N/A 24,956 20,038 174,310 232,165 2019-05-17 $21.81 $22.00 33.0% 9.4% 25.6% 11.1% 32.7% 3.9% -0.3% 802.0K 128.5M -953.1K 0.99 5.57 N/A N/A 22,980 22,647 178,712 240,506 2019-05-20 $21.57 $22.00 34.4% 9.8% 24.6% 15.9% 33.5% 5.0% -1.0% -594.7K 95.7M -949.8K 0.37 4.35 N/A N/A 14,532 5,372 108,861 149,290 2019-05-21 $21.77 $22.00 33.4% 9.5% 24.6% 12.5% 33.3% 4.6% -0.0% 269.4K 83.0M -965.5K 0.56 3.27 N/A N/A 17,639 9,932 116,255 152,082 2019-05-22 $21.80 $22.00 33.6% 9.6% 22.6% 13.1% 37.1% 4.6% -0.5% 1.3M 76.9M -990.4K 0.96 3.25 N/A N/A 32,357 31,106 122,694 156,162 2019-05-23 $21.26 $22.00 35.5% 10.2% 20.7% 19.5% 35.8% 4.7% -0.4% -559.5K 99.3M -1.1M 0.23 4.29 N/A N/A 28,795 6,495 147,897 180,806 2019-05-24 $21.02 $22.00 33.6% 9.7% 20.5% 13.0% 33.5% 4.0% -0.2% -2.9M 110.5M -1.1M 0.55 3.82 N/A N/A 20,459 11,161 159,209 182,125 2019-05-28 $21.05 $22.00 34.1% 9.9% 20.7% 14.7% 34.3% 4.2% -0.7% -1.7M 96.5M -1.2M 0.35 3.31 N/A N/A 11,431 4,004 149,284 175,338 2019-05-29 $20.96 $22.00 35.3% 10.6% 20.1% 18.6% 36.5% 4.7% -1.0% -1.3M 98.7M -1.2M 0.60 2.88 N/A N/A 9,895 5,935 153,773 176,061 2019-05-30 $20.72 $22.00 34.6% 10.3% 20.2% 16.6% 35.7% 4.6% -0.7% -2.1M 111.3M -1.1M 0.38 2.66 N/A N/A 14,240 5,401 157,995 177,736 2019-05-31 $20.47 $21.50 36.4% 10.9% 20.3% 22.4% 37.9% 5.5% -1.2% -2.8M 123.0M -1.1M 0.50 3.28 N/A N/A 24,674 12,228 163,903 179,520
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