M Options History — April 2020 In April 2020, M traded between $4.41 and $6.69. ATM implied volatility averaged 129.3%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded below realized volatility by 25.4% (HV 20d: 154.6%). Max pain ranged from $8.00 to $14.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.14.
Notable Days 2020-04-28 : Highest Volume — 119,644 contracts2020-04-02 : Largest IV spike — 64.8% change2020-04-07 : Highest IV Rank — 70.6%2020-04-02 : Largest Expected Move — 42.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.54 $4.41 $6.69 $4.42 $5.86 Max Pain $11.62 $8.00 $14.00 $10.00 $8.00 ATM IV 129.3% 93.0% 166.7% 93.0% 122.7% Expected Move 36.2% 31.1% 42.5% 41.1% 31.1% HV 20d 154.6% 109.0% 189.9% 169.3% 109.0% HV 60d 119.3% 107.6% 125.8% 108.1% 125.5% IV Rank 51.1% 32.2% 70.6% 32.2% 47.7% IV Percentile 93.3% 87.7% 99.6% 93.7% 89.7% Term Structure 1.5% -51.8% 108.1% 7.9% -1.1% VWIV 126.9% 111.8% 145.1% 142.6% 111.8% Skew 25d 23.0% -1.0% 55.8% 55.4% 22.8% Skew 10d 42.4% -25.7% 103.5% 37.0% 40.1% Call IV 25d 119.0% 60.2% 144.5% 117.1% 99.5% Put IV 25d 142.0% 116.0% 174.3% 172.5% 122.3% Bid-Ask Spread % 21.18 5.86 79.48 79.48 5.86 Gamma HHI 0.13 0.09 0.24 0.14 0.14 Net GEX -211.3K -460.4K 146.3K -330.6K -43.8K Net DEX 77.7M 60.3M 87.0M 87.0M 66.8M Net VEX -419.4K -535.1K -272.5K -286.8K -518.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.54 2.18 2.18 1.11 Total Volume 50,583.524 23,677 119,644 59,897 46,068 Total OI 540,706.952 488,493 631,725 513,900 631,725
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 2020-04-01 $4.42 $10.00 93.0% 41.1% 169.3% 32.2% 142.6% 55.4% 7.9% -330.6K 87.0M -286.8K 2.18 79.48 N/A N/A 18,839 41,058 223,300 290,600 2020-04-02 $4.41 $14.00 153.3% 42.5% 169.8% 63.6% 141.5% 38.9% 91.7% -322.9K 86.1M -272.5K 0.70 34.91 N/A N/A 49,087 34,375 230,957 295,421 2020-04-03 $4.76 $14.00 136.3% 39.6% 174.9% 54.7% 145.1% 16.6% -10.4% -221.7K 83.8M -315.5K 1.40 29.22 N/A N/A 14,258 19,900 248,314 297,266 2020-04-06 $5.56 $14.00 148.2% 34.7% 186.9% 60.9% 127.6% 28.9% -45.5% -193.4K 81.0M -392.5K 0.82 35.82 N/A N/A 31,447 25,810 221,993 281,115 2020-04-07 $5.93 $14.00 166.7% 34.9% 189.9% 70.6% 127.6% 1.0% 18.8% -147.2K 78.0M -444.3K 0.88 16.25 N/A N/A 29,060 25,571 230,621 292,026 2020-04-08 $6.04 $14.00 140.8% 34.4% 189.6% 57.1% 128.2% -1.0% -51.8% -177.2K 79.0M -457.6K 1.11 21.04 N/A N/A 11,655 12,927 233,128 301,139 2020-04-09 $6.69 $14.00 113.5% 32.4% 173.6% 42.8% 122.5% 55.8% -4.2% -155.8K 74.4M -501.7K 1.45 23.05 N/A N/A 32,098 46,675 234,695 303,628 2020-04-13 $6.10 $14.00 122.3% 36.0% 175.4% 47.5% 126.5% 20.2% -9.1% -235.7K 84.6M -445.1K 1.37 11.26 N/A N/A 15,384 21,078 228,406 294,160 2020-04-14 $6.22 $13.00 129.4% 37.4% 169.2% 51.2% 128.8% 18.1% 108.1% -149.1K 83.1M -438.5K 1.27 14.41 N/A N/A 12,905 16,390 241,762 296,154 2020-04-15 $5.78 $12.00 129.2% 37.0% 170.5% 51.1% 128.1% 15.7% -21.1% -204.1K 83.0M -445.8K 0.92 9.66 N/A N/A 20,109 18,502 247,265 302,598 2020-04-16 $5.71 $12.00 132.8% 39.1% 168.5% 52.9% 138.6% 14.1% -40.4% -158.0K 83.8M -422.6K 1.75 6.36 N/A N/A 9,035 15,766 254,771 307,055 2020-04-17 $5.93 $12.00 121.9% 35.5% 164.9% 47.2% 122.7% 13.4% -14.6% -227.2K 83.7M -445.2K 0.81 7.78 N/A N/A 13,064 10,613 256,782 311,933 2020-04-20 $5.31 $11.00 119.7% 37.3% 166.9% 46.1% 121.9% 19.4% 8.1% -277.5K 78.3M -384.6K 0.67 16.70 N/A N/A 35,363 23,683 213,708 274,785 2020-04-21 $5.12 $12.00 127.2% 37.0% 146.3% 50.0% 127.0% 30.8% 3.9% -331.5K 79.1M -382.2K 0.98 25.57 N/A N/A 15,087 14,759 217,336 285,530 2020-04-22 $4.86 $12.00 147.3% 37.6% 136.1% 60.5% 132.4% 25.6% 5.7% -351.3K 77.3M -379.7K 1.99 12.98 N/A N/A 20,518 40,775 224,285 289,652 2020-04-23 $4.92 $12.00 134.5% 36.4% 120.2% 53.8% 125.8% 28.7% 1.9% -460.4K 79.8M -390.3K 0.77 21.91 N/A N/A 17,057 13,143 230,686 309,338 2020-04-24 $5.10 $8.00 115.5% 34.1% 115.5% 43.9% 115.0% 20.7% -5.7% -308.8K 73.8M -397.9K 0.54 33.83 N/A N/A 21,688 11,812 235,750 302,167 2020-04-27 $5.55 $8.00 116.7% 32.7% 117.6% 44.5% 113.6% 24.8% 0.3% -168.0K 67.6M -444.0K 1.95 16.32 N/A N/A 27,388 53,425 232,115 287,274 2020-04-28 $5.99 $8.00 128.8% 34.3% 118.9% 50.8% 120.5% 8.9% 4.6% -119.4K 60.3M -507.2K 0.56 10.61 N/A N/A 76,547 43,097 247,420 326,258 2020-04-29 $6.11 $8.00 114.3% 34.2% 114.4% 43.3% 117.0% 23.3% -16.7% 146.3K 60.7M -535.1K 0.72 11.73 N/A N/A 32,624 23,614 268,724 353,004 2020-04-30 $5.86 $8.00 122.7% 31.1% 109.0% 47.7% 111.8% 22.8% -1.1% -43.8K 66.8M -518.1K 1.11 5.86 N/A N/A 21,880 24,188 269,327 362,398
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