M Options History — June 2020 In June 2020, M traded between $6.08 and $9.48. ATM implied volatility averaged 112.0%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded below realized volatility by 15.4% (HV 20d: 127.4%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2020-06-09 : Highest Volume — 302,726 contracts2020-06-11 : Largest IV spike — 22.3% change2020-06-08 : Highest IV Rank — 53.9%2020-06-11 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $7.37 $6.08 $9.48 $6.36 $6.89 Max Pain $7.64 $6.00 $8.00 $6.00 $8.00 ATM IV 112.0% 97.7% 134.8% 104.7% 108.5% Expected Move 31.7% 27.5% 35.6% 28.7% 32.4% HV 20d 127.4% 107.0% 145.0% 107.0% 116.6% HV 60d 126.8% 111.4% 141.4% 138.4% 111.8% IV Rank 42.1% 34.7% 53.9% 38.3% 40.3% IV Percentile 81.0% 74.2% 94.0% 80.6% 76.2% Term Structure -4.7% -30.2% 6.8% -13.0% -3.5% VWIV 114.3% 98.2% 131.1% 101.0% 119.0% Skew 25d 0.3% -28.2% 19.1% 9.4% 5.3% Skew 10d -9.6% -101.2% 27.5% -3.7% -101.2% Call IV 25d 114.9% 93.6% 152.0% 100.7% 101.9% Put IV 25d 115.2% 107.2% 133.8% 110.1% 107.2% Bid-Ask Spread % 4.07 3.02 11.28 4.53 3.03 Gamma HHI 0.11 0.07 0.24 0.11 0.09 Net GEX 576.9K -331.2K 1.5M 211.2K 804.1K Net DEX 15.0M -82.8M 77.4M 36.6M 42.7M Net VEX -847.6K -1.0M -612.2K -612.2K -821.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.22 1.20 0.31 0.69 Total Volume 121,663.364 53,854 302,726 53,854 83,556 Total OI 828,022.545 632,728 998,974 632,728 846,141
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 2020-06-01 $6.36 $6.00 104.7% 28.7% 107.0% 38.3% 101.0% 9.4% -13.0% 211.2K 36.6M -612.2K 0.31 4.53 N/A N/A 41,072 12,782 313,170 319,558 2020-06-02 $6.94 $6.00 111.5% 30.2% 110.0% 41.9% 107.3% 10.9% -9.7% 602.4K 13.6M -683.4K 0.33 3.87 N/A N/A 106,654 35,221 323,721 322,358 2020-06-03 $7.91 $6.00 97.7% 29.5% 116.9% 34.7% 103.5% 16.2% 5.6% 1.1M -38.9M -806.1K 0.24 3.97 N/A N/A 128,088 30,915 360,631 343,286 2020-06-04 $8.15 $7.00 100.6% 27.5% 115.3% 36.2% 102.5% 19.1% -7.2% 1.5M -51.8M -829.8K 0.47 4.22 N/A N/A 106,055 50,118 373,527 349,942 2020-06-05 $8.76 $7.00 116.7% 27.6% 116.5% 44.5% 98.2% 2.5% -10.0% 738.4K -67.4M -873.8K 0.22 4.53 N/A N/A 120,899 27,187 365,673 352,346 2020-06-08 $9.48 $8.00 134.8% 35.5% 118.0% 53.9% 124.7% -28.2% -13.8% 950.3K -82.8M -1.0M 0.24 11.28 N/A N/A 188,288 46,004 352,363 329,372 2020-06-09 $8.94 $8.00 120.0% 33.5% 121.4% 46.3% 120.8% -26.5% -5.7% 1.4M -65.3M -1.0M 0.27 5.24 N/A N/A 239,058 63,668 410,360 356,982 2020-06-10 $8.07 $8.00 107.7% 32.0% 126.4% 39.9% 118.0% -2.1% 6.8% 937.3K -10.4M -975.4K 0.60 3.24 N/A N/A 124,570 74,715 490,868 390,760 2020-06-11 $6.82 $8.00 131.8% 35.6% 143.2% 52.4% 131.1% -7.2% -6.3% 128.8K 55.7M -832.9K 1.20 4.19 N/A N/A 107,393 128,938 518,617 413,075 2020-06-12 $7.27 $8.00 124.2% 34.5% 144.0% 48.4% 123.4% 18.3% -6.2% 443.9K 31.0M -908.4K 0.74 3.62 N/A N/A 61,061 45,154 551,354 447,620 2020-06-15 $7.16 $8.00 119.0% 33.6% 143.2% 45.7% 119.6% 1.4% 0.8% 378.6K 24.9M -881.4K 0.59 4.18 N/A N/A 47,657 28,318 476,009 415,155 2020-06-16 $7.62 $8.00 115.2% 32.9% 144.2% 43.8% 116.3% 0.3% -5.3% 957.6K 90.2K -948.1K 0.33 3.38 N/A N/A 84,954 28,439 494,637 420,167 2020-06-17 $7.19 $8.00 112.2% 32.2% 144.5% 42.2% 115.5% -5.4% -1.8% 486.2K 29.2M -865.6K 0.59 3.56 N/A N/A 47,899 28,362 504,894 430,131 2020-06-18 $7.28 $8.00 108.1% 30.7% 144.2% 40.1% 113.8% -3.8% 5.0% 457.9K 29.9M -887.0K 0.58 3.17 N/A N/A 44,017 25,553 518,944 444,626 2020-06-19 $7.01 $8.00 111.0% 32.0% 145.0% 41.6% 116.3% -2.5% -5.4% -331.2K 43.1M -854.3K 0.45 3.14 N/A N/A 57,705 25,759 531,155 449,667 2020-06-22 $7.08 $8.00 108.9% 30.5% 144.2% 40.5% 109.5% 3.5% 5.3% 471.4K 49.2M -849.1K 0.28 3.40 N/A N/A 53,377 15,081 449,354 348,219 2020-06-23 $7.15 $8.00 110.1% 32.2% 131.4% 41.1% 115.7% -3.5% -1.1% 682.0K 39.8M -882.1K 0.29 3.35 N/A N/A 50,235 14,702 464,262 353,839 2020-06-24 $6.82 $8.00 108.1% 32.0% 117.8% 40.1% 113.2% -4.1% -3.6% 494.1K 53.6M -827.3K 0.58 3.02 N/A N/A 46,517 26,937 481,369 358,167 2020-06-25 $6.48 $8.00 102.9% 31.4% 117.0% 37.3% 112.7% -1.1% -5.8% -5.2K 63.9M -777.5K 0.41 3.43 N/A N/A 63,374 26,273 486,528 367,885 2020-06-26 $6.08 $8.00 103.5% 31.4% 116.0% 37.7% 116.7% -4.5% 0.7% -133.8K 77.4M -709.8K 0.52 4.04 N/A N/A 39,887 20,778 505,145 372,323 2020-06-29 $6.59 $8.00 106.9% 31.8% 119.7% 39.4% 114.8% 7.6% -30.2% 372.1K 55.5M -784.7K 0.36 3.10 N/A N/A 58,220 21,154 457,157 355,139 2020-06-30 $6.89 $8.00 108.5% 32.4% 116.6% 40.3% 119.0% 5.3% -3.5% 804.1K 42.7M -821.4K 0.69 3.03 N/A N/A 49,468 34,088 481,797 364,344
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