M Options History — August 2019 In August 2019, M traded between $14.32 and $21.31. ATM implied volatility averaged 47.5%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 0.4% (HV 20d: 47.9%). Max pain ranged from $17.00 to $22.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2019-08-14 : Highest Volume — 184,799 contracts2019-08-14 : Largest IV drop — 12.1% change2019-08-12 : Highest IV Rank — 91.0%2019-08-02 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.42 $14.32 $21.31 $21.29 $14.80 Max Pain $19.43 $17.00 $22.00 $22.00 $17.00 ATM IV 47.5% 37.9% 57.0% 51.5% 39.5% Expected Move 13.6% 10.9% 18.9% 18.8% 11.7% HV 20d 47.9% 36.4% 58.2% 37.1% 52.6% HV 60d 38.4% 31.3% 43.5% 31.9% 43.3% IV Rank 59.2% 27.4% 91.0% 72.6% 32.6% IV Percentile 70.5% 46.4% 97.2% 84.1% 46.8% Term Structure -1.3% -5.2% 1.9% -3.2% 0.4% VWIV 46.7% 37.9% 65.7% 64.9% 40.7% Skew 25d 5.9% 3.8% 8.6% 5.0% 5.7% Skew 10d 10.1% 0.5% 14.1% 11.7% 8.0% Call IV 25d 44.2% 34.9% 52.3% 49.7% 37.5% Put IV 25d 50.1% 41.1% 59.6% 54.7% 43.2% Bid-Ask Spread % 6.68 2.42 13.61 9.13 2.69 Gamma HHI 0.16 0.08 0.57 0.16 0.08 Net GEX -441.2K -3.2M 1.5M 1.2M 49.0K Net DEX 140.1M 49.9M 222.7M 53.6M 154.1M Net VEX -867.5K -1.3M -568.6K -1.3M -629.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.31 1.19 0.62 0.70 Total Volume 39,597.318 13,720 184,799 20,274 27,360 Total OI 398,770.227 357,508 466,765 375,764 418,858
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 2019-08-01 $21.29 $22.00 51.5% 18.8% 37.1% 72.6% 64.9% 5.0% -3.2% 1.2M 53.6M -1.3M 0.62 9.13 N/A N/A 12,490 7,784 195,577 180,187 2019-08-02 $21.31 $22.00 52.1% 18.9% 36.4% 74.4% 65.7% 4.8% -3.4% 1.5M 49.9M -1.3M 0.42 13.61 N/A N/A 15,205 6,348 199,315 182,274 2019-08-05 $20.72 $22.00 56.3% 14.6% 37.7% 88.5% 51.2% 6.0% -0.1% 511.6K 73.4M -1.2M 0.46 8.42 N/A N/A 32,555 15,110 190,425 179,960 2019-08-06 $20.78 $21.00 54.3% 14.3% 37.4% 81.8% 48.7% 6.0% -1.1% 1.0M 63.4M -1.3M 0.55 5.49 N/A N/A 8,857 4,863 203,071 186,192 2019-08-07 $20.56 $21.00 54.9% 14.6% 37.5% 83.9% 51.9% 6.2% -0.6% 967.4K 76.0M -1.2M 0.43 9.33 N/A N/A 12,955 5,535 207,176 187,607 2019-08-08 $20.44 $21.00 53.1% 14.4% 37.3% 78.0% 48.4% 5.6% -0.7% 726.6K 85.2M -1.2M 1.08 5.63 N/A N/A 7,836 8,486 208,866 188,611 2019-08-09 $19.51 $21.00 55.1% 14.3% 39.1% 84.7% 49.8% 5.9% 0.9% -134.3K 139.0M -1.1M 0.72 3.94 N/A N/A 17,311 12,428 210,948 192,880 2019-08-12 $19.26 $21.00 57.0% 15.3% 39.0% 91.0% 51.5% 7.2% -5.2% -16.5K 130.1M -1.0M 0.69 5.93 N/A N/A 17,993 12,476 207,002 186,178 2019-08-13 $19.27 $21.00 54.7% 15.0% 39.0% 83.3% 50.1% 7.0% -1.4% -32.0K 130.7M -1.1M 0.77 9.78 N/A N/A 32,347 24,993 215,064 192,692 2019-08-14 $17.04 $21.00 48.1% 13.5% 56.7% 61.3% 47.8% 6.5% 0.4% -2.3M 222.7M -796.3K 0.77 10.50 N/A N/A 104,695 80,104 231,964 208,254 2019-08-15 $16.15 $20.00 47.7% 13.1% 58.2% 60.0% 45.2% 5.4% -3.9% -1.2M 215.5M -718.5K 1.12 4.66 N/A N/A 28,458 31,876 239,585 213,146 2019-08-16 $16.01 $19.00 43.1% 12.2% 56.6% 44.8% 40.5% 6.7% -2.5% -3.0M 211.8M -678.0K 0.83 12.81 N/A N/A 17,693 14,753 249,076 217,689 2019-08-19 $16.14 $19.00 40.3% 11.4% 57.1% 35.3% 38.6% 6.1% 0.3% -668.7K 150.1M -685.0K 0.57 12.88 N/A N/A 21,942 12,413 181,335 176,173 2019-08-20 $15.44 $18.00 42.3% 12.0% 55.9% 41.9% 39.8% 7.0% -2.2% -1.4M 171.2M -598.3K 1.13 4.92 N/A N/A 20,641 23,317 193,181 182,050 2019-08-21 $15.44 $18.00 40.8% 11.7% 53.1% 37.0% 38.1% 5.1% -3.9% -1.7M 171.9M -613.0K 0.47 3.54 N/A N/A 22,309 10,534 203,582 192,109 2019-08-22 $15.62 $18.00 37.9% 10.9% 54.2% 27.4% 37.9% 6.2% 1.9% -822.8K 158.8M -666.5K 0.76 4.57 N/A N/A 15,173 11,523 211,654 190,933 2019-08-23 $14.93 $17.50 42.1% 12.2% 54.1% 41.3% 42.4% 8.6% -0.7% -3.2M 180.0M -598.9K 1.19 6.93 N/A N/A 18,411 21,961 214,812 187,396 2019-08-26 $14.73 $17.00 43.6% 12.6% 54.0% 46.2% 42.4% 5.0% -1.3% -916.9K 168.0M -588.7K 0.31 3.30 N/A N/A 11,098 3,397 184,636 179,617 2019-08-27 $14.32 $17.00 43.5% 12.6% 53.9% 45.9% 44.9% 4.7% -0.7% -599.9K 171.1M -568.6K 0.79 2.42 N/A N/A 20,599 16,366 196,168 182,184 2019-08-28 $14.61 $17.00 45.2% 13.2% 54.1% 51.5% 45.0% 4.6% -1.2% -186.3K 159.3M -621.8K 0.43 3.42 N/A N/A 38,570 16,607 206,789 188,238 2019-08-29 $14.93 $17.00 41.5% 11.9% 52.9% 39.2% 42.0% 3.8% -0.7% 518.2K 146.7M -649.5K 0.37 3.18 N/A N/A 18,876 6,893 216,947 192,544 2019-08-30 $14.80 $17.00 39.5% 11.7% 52.6% 32.6% 40.7% 5.7% 0.4% 49.0K 154.1M -629.5K 0.70 2.69 N/A N/A 16,109 11,251 223,338 195,520
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