M Options History — December 2019 In December 2019, M traded between $14.88 and $17.01. ATM implied volatility averaged 43.9%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 0.9% (HV 20d: 43.0%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.54.
Notable Days 2019-12-18 : Highest Volume — 129,703 contracts2019-12-09 : Largest IV spike — 11.0% change2019-12-11 : Highest IV Rank — 41.6%2019-12-03 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.85 $14.88 $17.01 $15.43 $17.01 Max Pain $16.29 $16.00 $17.00 $16.00 $16.00 ATM IV 43.9% 39.5% 48.1% 42.5% 42.7% Expected Move 13.2% 12.4% 13.9% 13.6% 13.5% HV 20d 43.0% 30.1% 55.3% 54.4% 31.6% HV 60d 42.4% 40.8% 45.6% 45.6% 41.0% IV Rank 32.0% 21.9% 41.6% 28.7% 29.3% IV Percentile 51.8% 36.1% 69.4% 47.2% 47.6% Term Structure 1.7% -3.4% 9.1% 6.5% 7.2% VWIV 46.3% 43.0% 48.9% 47.2% 47.9% Skew 25d 2.0% 0.2% 4.3% 0.2% 2.4% Skew 10d 3.1% -1.4% 7.0% -1.2% 4.3% Call IV 25d 43.2% 37.0% 47.5% 42.7% 41.8% Put IV 25d 45.3% 38.5% 50.6% 42.9% 44.3% Bid-Ask Spread % 3.04 1.58 7.02 3.04 2.19 Gamma HHI 0.21 0.15 0.31 0.15 0.17 Net GEX 2.2M -1.5M 6.3M -1.5M 4.6M Net DEX 76.1M -49.3M 182.3M 141.7M -49.3M Net VEX -1.2M -1.2M -1.1M -1.2M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.21 1.16 0.21 0.97 Total Volume 51,124.333 9,786 129,703 106,502 41,279 Total OI 685,074.619 618,278 747,007 664,767 632,693
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 2019-12-02 $15.43 $16.00 42.5% 13.6% 54.4% 28.7% 47.2% 0.2% 6.5% -1.5M 141.7M -1.2M 0.21 3.04 N/A N/A 88,291 18,211 299,977 364,790 2019-12-03 $14.89 $16.00 43.7% 13.9% 55.3% 31.6% 48.2% 0.6% 6.2% -936.5K 177.7M -1.1M 0.40 2.93 N/A N/A 45,381 18,321 339,967 371,841 2019-12-04 $14.88 $16.00 39.5% 12.9% 51.4% 21.9% 44.5% 0.9% 8.8% -595.9K 182.3M -1.1M 0.28 2.50 N/A N/A 28,062 7,958 356,732 382,690 2019-12-05 $15.18 $17.00 40.4% 13.7% 50.2% 24.0% 48.0% 1.7% 8.5% 3.4M 148.7M -1.1M 0.73 1.64 N/A N/A 27,343 19,908 360,284 386,723 2019-12-06 $15.14 $17.00 40.4% 13.5% 49.9% 24.0% 47.2% 1.4% 9.1% -770.4K 151.6M -1.1M 0.43 3.53 N/A N/A 33,701 14,531 358,382 384,192 2019-12-09 $15.45 $17.00 44.9% 13.7% 50.1% 34.2% 47.4% 1.7% 0.9% 348.1K 129.4M -1.1M 0.78 2.29 N/A N/A 45,686 35,629 312,892 371,963 2019-12-10 $15.72 $17.00 44.7% 13.0% 50.1% 33.7% 45.5% 2.0% -0.6% 3.8M 87.5M -1.1M 0.75 1.58 N/A N/A 23,862 17,881 323,089 372,187 2019-12-11 $15.73 $17.00 48.1% 13.4% 50.1% 41.6% 45.4% 2.0% -1.1% 6.2M 86.0M -1.1M 0.21 2.40 N/A N/A 68,920 14,570 330,849 381,486 2019-12-12 $15.73 $17.00 46.8% 13.2% 50.1% 38.5% 46.7% 4.3% -1.2% 1.2M 105.6M -1.2M 0.44 3.00 N/A N/A 28,655 12,613 310,452 386,969 2019-12-13 $15.22 $16.00 45.1% 12.8% 50.9% 34.6% 44.7% 2.7% -0.7% -1.1M 149.6M -1.1M 0.74 3.13 N/A N/A 22,183 16,404 312,658 381,248 2019-12-16 $15.61 $16.00 43.7% 12.4% 50.5% 31.6% 43.8% 2.8% -0.9% 426.9K 106.0M -1.1M 0.57 3.81 N/A N/A 24,726 14,120 300,355 364,693 2019-12-17 $16.05 $16.00 46.1% 13.2% 51.7% 37.0% 46.4% 3.5% -0.5% 2.6M 49.3M -1.2M 0.51 7.02 N/A N/A 33,250 16,846 310,756 365,132 2019-12-18 $16.56 $16.00 48.1% 13.8% 33.7% 41.5% 48.8% 3.5% -2.1% 2.8M -7.6M -1.2M 0.50 2.75 N/A N/A 86,187 43,516 318,783 369,103 2019-12-19 $16.10 $16.00 46.4% 13.4% 35.7% 37.6% 46.4% 1.5% -2.0% 3.5M 39.1M -1.2M 0.39 2.70 N/A N/A 31,113 12,170 340,349 379,826 2019-12-20 $16.12 $16.00 44.2% 13.0% 34.2% 32.6% 44.9% 1.8% -3.4% 4.1M 29.4M -1.2M 0.38 4.12 N/A N/A 22,196 8,495 350,074 382,734 2019-12-23 $16.19 $16.00 43.0% 12.7% 30.1% 29.8% 44.4% 2.0% -1.0% 2.7M 43.8M -1.2M 1.16 2.44 N/A N/A 14,964 17,427 316,884 325,355 2019-12-24 $16.10 $16.00 43.1% 12.4% 30.1% 30.0% 43.0% 1.4% -2.1% 2.4M 54.2M -1.2M 0.29 3.22 N/A N/A 7,588 2,198 319,946 322,224 2019-12-26 $16.53 $16.00 43.6% 13.1% 31.0% 31.4% 46.3% 2.8% -1.3% 4.0M -4.5M -1.2M 0.31 4.97 N/A N/A 21,457 6,571 321,253 316,433 2019-12-27 $16.46 $16.00 42.4% 13.0% 31.2% 28.5% 46.3% 2.3% -0.8% 6.3M 3.6M -1.2M 0.79 2.54 N/A N/A 19,636 15,547 323,833 318,492 2019-12-30 $16.81 $16.00 43.3% 13.8% 31.5% 30.5% 48.9% 1.5% 6.1% 3.5M -25.9M -1.2M 0.42 2.07 N/A N/A 32,481 13,734 312,998 305,280 2019-12-31 $17.01 $16.00 42.7% 13.5% 31.6% 29.3% 47.9% 2.4% 7.2% 4.6M -49.3M -1.2M 0.97 2.19 N/A N/A 20,912 20,367 320,981 311,712
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