M Options History — March 2020 In March 2020, M traded between $4.86 and $12.82. ATM implied volatility averaged 120.0%, placing in the 84.3% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 15.8% (HV 20d: 104.2%). Max pain ranged from $10.00 to $16.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.54.
Notable Days 2020-03-13 : Highest Volume — 81,463 contracts2020-03-31 : Largest IV spike — 76.5% change2020-03-06 : Highest IV Rank — 100.0%2020-03-19 : Largest Expected Move — 49.2%Monthly Statistics Metric Avg Min Max Open Close Price $8.06 $4.86 $12.82 $12.82 $4.87 Max Pain $12.45 $10.00 $16.00 $16.00 $10.00 ATM IV 120.0% 50.0% 223.3% 58.4% 223.3% Expected Move 33.9% 16.4% 49.2% 19.5% 37.0% HV 20d 104.2% 49.3% 169.9% 53.9% 168.8% HV 60d 73.6% 42.3% 107.6% 42.4% 107.6% IV Rank 84.3% 45.8% 100.0% 64.9% 100.0% IV Percentile 96.6% 73.8% 100.0% 87.7% 100.0% Term Structure -13.6% -159.1% 91.7% -3.0% -20.5% VWIV 116.9% 58.8% 162.1% 67.0% 135.9% Skew 25d 38.4% -7.2% 97.1% 6.6% 25.1% Skew 10d 61.5% -17.9% 126.7% 36.1% 64.7% Call IV 25d 98.3% 51.2% 170.2% 58.0% 135.4% Put IV 25d 136.7% 59.0% 205.5% 64.6% 160.5% Bid-Ask Spread % 45.71 6.54 78.04 34.98 77.88 Gamma HHI 0.17 0.09 0.32 0.21 0.17 Net GEX -1.5M -4.6M -209.7K -3.9M -349.6K Net DEX 178.0M 89.3M 262.3M 216.7M 92.2M Net VEX -498.3K -836.3K -246.6K -835.3K -305.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.54 0.47 3.45 0.68 1.27 Total Volume 48,149.682 18,914 81,463 22,251 45,359 Total OI 567,334.318 455,468 682,854 538,289 503,152
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 2020-03-02 $12.82 $16.00 58.4% 19.5% 53.9% 64.9% 67.0% 6.6% -3.0% -3.9M 216.7M -835.3K 0.68 34.98 N/A N/A 13,249 9,002 197,631 340,658 2020-03-03 $12.77 $16.00 50.0% 18.8% 50.7% 45.8% 71.7% 7.8% 10.0% -3.8M 211.6M -836.3K 2.37 13.63 N/A N/A 17,247 40,811 204,194 342,280 2020-03-04 $12.53 $16.00 54.8% 16.4% 50.5% 56.9% 58.8% 7.8% -2.2% -4.6M 224.9M -792.2K 0.94 13.34 N/A N/A 18,090 16,954 208,834 350,615 2020-03-05 $11.57 $14.00 72.5% 17.9% 49.3% 97.2% 62.5% 15.2% -13.3% -4.2M 256.8M -745.4K 1.21 9.64 N/A N/A 30,235 36,716 216,070 357,853 2020-03-06 $11.55 $14.00 78.3% 19.5% 49.7% 100.0% 67.4% 22.8% -8.1% -3.8M 250.9M -783.7K 2.74 6.54 N/A N/A 15,521 42,492 230,890 360,613 2020-03-09 $10.40 $14.00 101.5% 23.9% 58.1% 100.0% 79.9% 23.4% 0.5% -2.4M 246.4M -674.7K 1.48 16.64 N/A N/A 14,847 21,930 219,796 343,269 2020-03-10 $10.30 $14.00 86.2% 23.2% 58.3% 78.6% 85.1% 23.5% 2.7% -2.6M 254.5M -617.2K 1.27 15.87 N/A N/A 13,536 17,192 225,978 350,280 2020-03-11 $9.53 $14.00 96.7% 24.2% 60.3% 93.2% 80.4% 64.1% 0.7% -1.9M 262.3M -533.4K 0.98 22.46 N/A N/A 27,927 27,432 231,938 358,361 2020-03-12 $7.40 $12.00 147.8% 39.4% 95.9% 100.0% 124.0% 70.8% -11.3% -680.1K 213.6M -468.7K 2.54 56.65 N/A N/A 18,399 46,666 250,257 372,472 2020-03-13 $7.71 $12.00 123.8% 38.6% 100.1% 79.7% 132.3% 59.2% 91.7% -650.2K 223.2M -476.9K 0.47 58.17 N/A N/A 55,520 25,943 254,047 380,716 2020-03-16 $6.72 $12.00 132.7% 38.3% 104.9% 87.2% 134.7% 42.6% -5.1% -252.6K 189.0M -382.7K 3.45 48.01 N/A N/A 15,578 53,795 269,211 359,791 2020-03-17 $6.46 $12.00 148.7% 42.5% 104.9% 100.0% 140.2% 50.8% -2.8% -300.5K 186.9M -387.1K 1.71 43.96 N/A N/A 24,081 41,156 276,675 373,906 2020-03-18 $5.98 $12.00 156.8% 45.0% 103.0% 100.0% 162.1% 64.1% 13.0% -377.1K 167.9M -372.6K 2.56 51.72 N/A N/A 13,453 34,449 288,367 379,117 2020-03-19 $6.61 $12.00 163.0% 49.2% 114.0% 100.0% 153.1% 77.8% -159.1% -330.7K 169.8M -437.0K 1.16 78.04 N/A N/A 16,570 19,303 290,903 381,597 2020-03-20 $6.09 $11.00 140.4% 39.6% 114.2% 82.9% 134.6% 38.1% 7.7% -353.6K 169.3M -358.7K 1.30 54.09 N/A N/A 8,231 10,683 295,755 387,099 2020-03-23 $4.86 $11.00 150.9% 40.9% 130.3% 90.8% 139.9% 97.1% -39.4% -300.3K 97.9M -246.6K 1.76 65.83 N/A N/A 17,134 30,197 179,338 279,372 2020-03-24 $5.66 $11.00 128.5% 38.0% 150.2% 73.9% 150.1% 52.8% -7.4% -270.0K 100.2M -304.9K 0.58 65.29 N/A N/A 31,913 18,503 187,179 268,289 2020-03-25 $6.68 $11.00 137.3% 43.6% 167.6% 80.5% 140.6% 34.6% -6.1% -233.4K 89.3M -441.2K 1.09 77.37 N/A N/A 21,637 23,579 200,892 277,641 2020-03-26 $5.96 $10.00 130.5% 42.2% 169.9% 75.4% 147.4% 41.1% -11.6% -227.9K 99.9M -339.0K 1.24 69.76 N/A N/A 21,787 26,954 208,743 285,099 2020-03-27 $5.56 $10.00 130.7% 42.4% 169.2% 75.6% 150.3% 27.3% -28.0% -223.4K 98.8M -321.6K 1.29 60.49 N/A N/A 15,580 20,171 216,290 292,077 2020-03-30 $5.28 $10.00 126.5% 44.7% 169.0% 72.4% 153.6% -7.2% -106.6% -209.7K 92.7M -302.2K 1.75 65.25 N/A N/A 14,373 25,098 206,777 277,333 2020-03-31 $4.87 $10.00 223.3% 37.0% 168.8% 100.0% 135.9% 25.1% -20.5% -349.6K 92.2M -305.3K 1.27 77.88 N/A N/A 19,978 25,381 213,672 289,480
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