M Options History — October 2019 In October 2019, M traded between $14.72 and $15.85. ATM implied volatility averaged 53.8%, placing in the 71.9% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 14.7% (HV 20d: 39.1%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2019-10-18 : Highest Volume — 77,089 contracts2019-10-21 : Largest IV spike — 17.7% change2019-10-21 : Highest IV Rank — 100.0%2019-10-02 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.32 $14.72 $15.85 $15.60 $15.07 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 53.8% 43.4% 67.2% 45.3% 65.1% Expected Move 12.7% 11.7% 14.1% 13.0% 11.7% HV 20d 39.1% 33.5% 48.4% 44.8% 33.5% HV 60d 48.4% 47.0% 49.7% 47.0% 47.5% IV Rank 71.9% 45.2% 100.0% 51.4% 94.4% IV Percentile 77.9% 52.0% 100.0% 60.7% 98.0% Term Structure 2.4% -5.7% 19.9% 0.2% -3.6% VWIV 44.6% 40.9% 49.1% 46.3% 41.3% Skew 25d 3.6% 1.2% 5.9% 3.3% 5.6% Skew 10d 6.7% 2.8% 10.7% 9.9% 10.7% Call IV 25d 52.0% 40.5% 65.2% 44.0% 62.4% Put IV 25d 55.5% 44.5% 70.5% 47.2% 68.0% Bid-Ask Spread % 14.20 2.07 47.05 5.80 3.27 Gamma HHI 0.16 0.10 0.49 0.15 0.10 Net GEX -660.2K -5.3M 1.8M 289.1K -873.2K Net DEX 125.0M 77.1M 157.0M 103.0M 153.7M Net VEX -994.9K -1.1M -854.0K -926.2K -995.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.39 1.29 0.56 0.89 Total Volume 30,573.696 8,452 77,089 16,815 33,686 Total OI 514,817.13 447,493 562,501 447,493 562,501
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 2019-10-01 $15.60 $16.00 45.3% 13.0% 44.8% 51.4% 46.3% 3.3% 0.2% 289.1K 103.0M -926.2K 0.56 5.80 N/A N/A 10,775 6,040 232,924 214,569 2019-10-02 $14.72 $16.00 48.3% 14.1% 48.4% 61.4% 48.8% 1.2% 0.1% -715.6K 137.3M -854.0K 1.26 7.19 N/A N/A 22,260 28,102 236,650 216,296 2019-10-03 $14.72 $16.00 49.3% 13.8% 47.0% 65.0% 47.2% 2.2% -0.7% -381.2K 140.9M -904.6K 0.44 31.94 N/A N/A 25,254 11,077 249,852 231,310 2019-10-04 $14.91 $16.00 45.8% 13.2% 47.3% 53.2% 46.5% 2.3% -0.2% 1.8M 130.9M -910.5K 0.55 8.37 N/A N/A 17,957 9,939 260,334 234,011 2019-10-07 $15.05 $16.00 47.8% 13.7% 43.0% 59.9% 47.2% 3.2% -0.7% -237.3K 115.7M -947.2K 0.88 42.48 N/A N/A 25,249 22,106 245,996 229,014 2019-10-08 $14.82 $16.00 48.2% 13.9% 38.5% 61.3% 49.1% 2.3% 0.5% -742.4K 138.6M -941.2K 0.50 14.13 N/A N/A 13,157 6,525 252,670 241,764 2019-10-09 $14.94 $16.00 46.7% 13.6% 35.0% 56.1% 47.5% 2.4% 0.2% -399.6K 128.3M -961.1K 0.50 7.82 N/A N/A 5,628 2,824 258,468 243,909 2019-10-10 $15.28 $16.00 45.5% 13.4% 34.8% 52.3% 46.4% 2.1% 1.6% 329.3K 109.4M -990.5K 1.09 15.35 N/A N/A 13,886 15,094 260,159 244,313 2019-10-11 $15.82 $16.00 44.9% 13.2% 37.3% 50.3% 45.5% 3.8% 1.5% -95.6K 77.1M -1.1M 0.73 47.05 N/A N/A 29,326 21,544 262,803 254,470 2019-10-14 $15.31 $16.00 45.1% 13.1% 38.3% 51.0% 45.1% 2.4% 18.8% -1.1M 128.8M -1.0M 0.78 36.24 N/A N/A 13,932 10,836 250,972 257,452 2019-10-15 $15.68 $16.00 43.4% 12.5% 36.4% 45.2% 43.6% 3.8% 18.1% 52.1K 104.4M -1.0M 0.61 5.09 N/A N/A 17,829 10,905 257,099 263,797 2019-10-16 $15.78 $16.00 44.3% 12.7% 36.1% 48.3% 44.8% 3.7% 19.4% 573.9K 99.5M -1.0M 1.28 36.49 N/A N/A 9,165 11,763 260,388 268,666 2019-10-17 $15.84 $16.00 45.9% 11.9% 34.2% 53.4% 41.8% 4.0% 19.9% 1.0M 101.3M -1.0M 1.01 40.85 N/A N/A 11,982 12,045 261,937 275,430 2019-10-18 $15.11 $16.00 51.3% 12.6% 37.7% 71.6% 43.6% 1.6% 18.5% -5.3M 155.8M -984.6K 1.29 4.11 N/A N/A 33,600 43,489 262,872 282,560 2019-10-21 $15.36 $16.00 60.4% 11.8% 38.1% 100.0% 41.6% 5.3% -4.0% -1.6M 141.4M -1.0M 0.65 2.35 N/A N/A 16,481 10,661 240,442 270,532 2019-10-22 $15.85 $16.00 64.7% 12.5% 39.2% 100.0% 44.2% 5.9% -4.6% -579.5K 105.5M -1.1M 0.39 2.47 N/A N/A 23,082 8,908 250,573 274,713 2019-10-23 $15.68 $16.00 67.2% 12.3% 39.1% 100.0% 42.9% 4.5% -5.6% -685.3K 118.3M -1.1M 1.14 3.06 N/A N/A 5,721 6,513 258,605 278,025 2019-10-24 $15.39 $16.00 67.1% 12.3% 39.4% 99.7% 44.1% 5.2% -4.9% -1.7M 139.0M -1.0M 0.72 2.29 N/A N/A 14,489 10,370 260,898 279,512 2019-10-25 $15.57 $16.00 65.6% 11.7% 39.5% 95.7% 40.9% 4.6% -5.7% -2.4M 121.1M -1.0M 0.53 2.24 N/A N/A 14,005 7,456 266,740 283,028 2019-10-28 $15.48 $16.00 65.7% 12.3% 39.0% 96.1% 43.2% 3.4% -4.3% -650.7K 126.8M -1.0M 0.53 3.48 N/A N/A 18,572 9,776 253,651 270,876 2019-10-29 $15.30 $16.00 64.0% 11.7% 39.2% 91.4% 41.4% 4.4% -3.6% -753.0K 142.0M -1.0M 0.40 2.52 N/A N/A 14,904 5,919 261,548 275,075 2019-10-30 $15.06 $16.00 65.7% 12.1% 33.5% 96.0% 43.0% 5.0% -4.7% -1.1M 157.0M -982.1K 0.85 2.07 N/A N/A 21,780 18,583 265,972 277,418 2019-10-31 $15.07 $16.00 65.1% 11.7% 33.5% 94.4% 41.3% 5.6% -3.6% -873.2K 153.7M -995.6K 0.89 3.27 N/A N/A 17,833 15,853 276,460 286,041
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