M Options History — November 2019 In November 2019, M traded between $14.68 and $16.82. ATM implied volatility averaged 59.8%, placing in the 74.5% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 14.9% (HV 20d: 45.0%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.91.
Notable Days 2019-11-19 : Highest Volume — 231,925 contracts2019-11-21 : Largest IV drop — 34.6% change2019-11-11 : Highest IV Rank — 100.0%2019-11-20 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.82 $14.68 $16.82 $15.57 $15.35 Max Pain $15.78 $15.00 $16.00 $15.50 $16.00 ATM IV 59.8% 38.5% 73.7% 63.3% 38.9% Expected Move 16.3% 11.3% 21.1% 11.3% 11.8% HV 20d 45.0% 35.1% 55.9% 35.1% 55.6% HV 60d 44.7% 40.1% 49.5% 48.2% 45.5% IV Rank 74.5% 19.6% 100.0% 89.7% 20.5% IV Percentile 82.0% 33.7% 100.0% 96.8% 35.3% Term Structure -2.5% -5.8% 2.5% -4.2% 0.4% VWIV 56.8% 39.9% 73.2% 39.9% 41.5% Skew 25d 3.9% 0.9% 6.6% 4.5% 0.9% Skew 10d 5.6% -1.0% 9.9% 9.4% 0.7% Call IV 25d 57.1% 37.6% 70.3% 61.9% 38.3% Put IV 25d 61.0% 39.0% 74.8% 66.4% 39.2% Bid-Ask Spread % 6.60 2.01 21.62 2.01 3.30 Gamma HHI 0.16 0.10 0.39 0.12 0.14 Net GEX -838.3K -9.7M 1.8M -1.6M -1.2M Net DEX 140.9M 30.9M 385.0M 112.6M 156.6M Net VEX -1.1M -1.3M -1.0M -1.0M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.29 1.54 0.47 0.52 Total Volume 83,557.7 19,492 231,925 36,864 19,492 Total OI 679,692.45 545,551 901,231 569,795 745,141
Daily Data (20 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 2019-11-01 $15.57 $15.50 63.3% 11.3% 35.1% 89.7% 39.9% 4.5% -4.2% -1.6M 112.6M -1.0M 0.47 2.01 N/A N/A 25,122 11,742 278,729 291,066 2019-11-04 $15.86 $15.00 62.3% 16.9% 35.5% 86.8% 58.7% 5.1% 1.0% 83.8K 95.8M -1.0M 0.39 3.13 N/A N/A 23,916 9,230 265,646 279,905 2019-11-05 $16.70 $15.00 65.5% 17.1% 38.8% 95.4% 59.8% 4.9% -1.4% 1.3M 30.9M -1.1M 1.54 8.07 N/A N/A 41,277 63,669 275,109 283,866 2019-11-06 $16.01 $15.00 66.8% 18.2% 42.4% 98.8% 64.3% 4.0% 0.2% 191.6K 100.4M -1.1M 0.49 5.52 N/A N/A 57,210 27,951 283,792 307,168 2019-11-07 $16.20 $15.00 63.5% 17.4% 41.9% 90.1% 60.3% 3.4% 2.5% 1.8M 82.4M -1.1M 0.29 7.06 N/A N/A 30,604 8,924 299,772 319,048 2019-11-08 $15.85 $16.00 64.8% 17.5% 41.0% 93.6% 61.4% 4.5% 0.8% 1.2M 116.3M -1.1M 1.27 4.27 N/A N/A 22,164 28,161 300,153 320,641 2019-11-11 $16.12 $16.00 67.8% 18.0% 39.5% 100.0% 62.4% 4.8% -5.8% 144.0K 111.8M -1.1M 0.99 4.44 N/A N/A 21,188 20,897 285,688 327,658 2019-11-12 $16.05 $16.00 71.5% 19.0% 38.7% 100.0% 66.4% 5.3% -5.8% -30.8K 119.1M -1.1M 0.67 5.77 N/A N/A 63,591 42,511 294,404 340,132 2019-11-13 $16.03 $16.00 70.7% 18.9% 38.7% 98.0% 65.4% 4.2% -5.4% -212.9K 121.5M -1.2M 0.40 4.12 N/A N/A 27,706 10,987 320,042 364,870 2019-11-14 $16.30 $16.00 69.8% 18.6% 39.1% 95.9% 63.7% 5.7% -4.7% 1.5M 91.6M -1.2M 1.27 4.10 N/A N/A 22,778 28,951 331,520 369,680 2019-11-15 $16.80 $16.00 66.4% 18.0% 35.8% 87.7% 62.5% 5.8% -5.5% -988.8K 37.8M -1.3M 1.53 6.34 N/A N/A 42,683 65,465 335,512 382,270 2019-11-18 $16.82 $16.00 71.7% 20.0% 35.6% 100.0% 69.5% 6.6% -5.2% -2.8M 97.0M -1.3M 1.26 4.79 N/A N/A 33,629 42,377 271,291 374,225 2019-11-19 $15.06 $16.00 71.3% 20.2% 52.9% 99.1% 69.8% 3.2% -4.1% -4.0M 252.5M -1.1M 1.52 5.32 N/A N/A 91,867 140,058 286,526 406,271 2019-11-20 $15.03 $16.00 73.7% 21.1% 52.8% 100.0% 73.2% 4.5% -4.9% -5.3M 271.8M -1.2M 0.84 9.44 N/A N/A 85,087 71,499 319,536 478,586 2019-11-21 $14.68 $16.00 48.2% 14.0% 53.0% 41.8% 48.6% 1.7% -4.3% -9.7M 385.0M -1.1M 1.03 21.62 N/A N/A 94,051 96,820 360,930 515,528 2019-11-22 $15.41 $16.00 43.0% 12.7% 55.8% 30.0% 44.7% 3.3% -1.7% 1.0M 254.5M -1.1M 0.78 15.59 N/A N/A 57,689 45,212 381,709 519,522 2019-11-25 $15.56 $16.00 39.6% 12.0% 55.9% 22.2% 42.3% 2.1% -0.7% 674.3K 115.8M -1.1M 1.32 11.36 N/A N/A 42,805 56,450 308,171 331,529 2019-11-26 $15.43 $16.00 39.3% 11.8% 55.8% 21.4% 41.2% 1.5% -0.8% 352.2K 131.8M -1.2M 0.57 2.91 N/A N/A 38,545 21,799 339,784 367,390 2019-11-27 $15.47 $16.00 38.5% 11.7% 55.5% 19.6% 40.9% 1.4% -0.9% 828.7K 133.4M -1.2M 0.96 2.84 N/A N/A 18,890 18,157 354,997 376,042 2019-11-29 $15.35 $16.00 38.9% 11.8% 55.6% 20.5% 41.5% 0.9% 0.4% -1.2M 156.6M -1.2M 0.52 3.30 N/A N/A 12,860 6,632 359,633 385,508
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