M Options History — July 2020 In July 2020, M traded between $6.08 and $7.22. ATM implied volatility averaged 95.3%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 19.1% (HV 20d: 76.2%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2020-07-07 : Highest Volume — 239,644 contracts2020-07-14 : Largest IV spike — 33.8% change2020-07-07 : Highest IV Rank — 44.1%2020-07-07 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $6.60 $6.08 $7.22 $6.60 $6.08 Max Pain $9.82 $8.00 $10.00 $8.00 $10.00 ATM IV 95.3% 79.0% 115.9% 95.5% 89.5% Expected Move 26.8% 24.2% 30.3% 27.5% 24.7% HV 20d 76.2% 62.4% 106.5% 106.5% 62.9% HV 60d 102.0% 98.3% 107.8% 107.8% 98.8% IV Rank 31.7% 23.7% 44.1% 33.5% 27.8% IV Percentile 68.1% 61.9% 83.3% 69.4% 62.3% Term Structure 12.3% -9.5% 99.7% 7.4% -5.9% VWIV 94.8% 82.7% 108.0% 100.9% 87.5% Skew 25d 6.2% -22.0% 38.1% 0.2% 9.9% Skew 10d 2.3% -181.7% 79.1% 7.1% 14.9% Call IV 25d 93.2% 78.7% 119.1% 100.8% 80.6% Put IV 25d 99.3% 59.9% 145.5% 101.0% 90.5% Bid-Ask Spread % 10.68 2.92 37.26 3.89 4.46 Gamma HHI 0.17 0.09 0.28 0.09 0.10 Net GEX 753.5K 28.6K 2.1M 602.1K 28.6K Net DEX 65.3M 34.1M 85.5M 60.2M 85.5M Net VEX -717.0K -828.1K -596.7K -772.3K -596.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.13 1.10 0.52 0.50 Total Volume 65,364.5 18,126 239,644 118,423 33,439 Total OI 851,470.682 734,337 971,187 877,578 774,961
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 2020-07-01 $6.60 $8.00 95.5% 27.5% 106.5% 33.5% 100.9% 0.2% 7.4% 602.1K 60.2M -772.3K 0.52 3.89 N/A N/A 77,845 40,578 494,789 382,789 2020-07-02 $6.73 $8.00 97.4% 25.8% 106.1% 34.5% 91.9% 4.8% 23.4% 349.0K 66.7M -763.0K 0.47 4.89 N/A N/A 63,557 29,760 507,125 395,743 2020-07-06 $6.65 $10.00 98.0% 28.4% 101.6% 34.8% 102.6% -0.0% 27.7% 346.9K 69.9M -746.4K 0.32 20.10 N/A N/A 53,806 17,299 469,019 369,663 2020-07-07 $6.62 $10.00 115.9% 30.3% 95.6% 44.1% 108.0% -12.5% 99.7% 482.0K 63.8M -772.3K 0.13 12.22 N/A N/A 211,490 28,154 483,703 376,829 2020-07-08 $6.81 $10.00 104.5% 28.4% 95.7% 38.1% 104.3% 10.1% 18.5% 1.3M 47.3M -828.1K 0.17 6.36 N/A N/A 80,447 13,917 548,956 389,798 2020-07-09 $6.64 $10.00 98.4% 29.0% 89.9% 35.0% 105.1% 8.7% -1.8% 1.2M 54.4M -817.8K 0.28 3.78 N/A N/A 56,924 15,855 570,623 396,107 2020-07-10 $6.78 $10.00 112.7% 28.7% 68.1% 42.0% 101.4% -17.3% 35.5% 1.2M 50.6M -814.5K 0.27 4.75 N/A N/A 45,825 12,451 574,100 397,087 2020-07-13 $6.56 $10.00 79.0% 27.4% 64.6% 23.7% 93.0% -22.0% 35.1% 976.8K 69.7M -725.5K 0.23 31.02 N/A N/A 52,806 12,071 538,254 379,916 2020-07-14 $6.62 $10.00 105.8% 28.6% 64.7% 36.6% 101.4% 38.1% -9.5% 1.2M 66.4M -736.1K 0.25 14.81 N/A N/A 26,817 6,744 541,652 380,665 2020-07-15 $7.22 $10.00 85.9% 27.0% 68.5% 25.9% 93.9% 36.4% 23.1% 2.1M 34.1M -814.7K 0.29 4.05 N/A N/A 74,106 21,756 541,779 382,205 2020-07-16 $6.90 $10.00 98.8% 26.8% 67.2% 32.8% 92.8% 3.7% -3.2% 1.6M 62.6M -760.2K 0.23 3.84 N/A N/A 34,978 7,990 546,492 392,109 2020-07-17 $6.67 $10.00 90.8% 25.4% 67.9% 28.5% 90.7% 4.8% -4.6% 924.3K 76.9M -714.4K 0.57 13.48 N/A N/A 32,595 18,473 551,717 394,097 2020-07-20 $6.43 $10.00 89.2% 25.4% 67.9% 27.6% 89.7% 0.5% 1.7% 615.2K 67.8M -654.4K 0.31 13.18 N/A N/A 34,681 10,858 426,711 330,439 2020-07-21 $6.82 $10.00 95.7% 27.4% 71.4% 31.2% 96.0% 3.9% 4.3% 1.2M 55.4M -725.8K 0.30 8.00 N/A N/A 56,036 16,717 438,713 336,784 2020-07-22 $6.44 $10.00 89.2% 25.6% 73.8% 27.7% 93.3% 1.1% -1.6% 342.4K 68.7M -674.0K 0.45 23.48 N/A N/A 37,542 17,058 450,311 344,939 2020-07-23 $6.66 $10.00 92.1% 26.6% 73.3% 29.2% 91.8% 10.1% -4.7% 713.7K 65.3M -685.2K 0.36 12.01 N/A N/A 33,099 12,074 454,693 351,498 2020-07-24 $6.43 $10.00 90.5% 25.9% 72.1% 28.3% 90.2% 6.9% 1.6% 230.3K 75.0M -654.6K 0.54 2.92 N/A N/A 19,896 10,735 458,114 354,734 2020-07-27 $6.22 $10.00 93.2% 26.3% 69.3% 29.8% 91.1% 9.7% 11.3% 93.7K 78.1M -613.8K 0.32 3.22 N/A N/A 27,254 8,755 392,413 341,924 2020-07-28 $6.48 $10.00 90.2% 24.7% 64.5% 28.2% 86.3% 13.4% 6.2% 347.2K 69.8M -642.2K 0.35 3.62 N/A N/A 20,492 7,240 403,110 342,729 2020-07-29 $6.55 $10.00 88.0% 24.2% 62.4% 27.0% 82.7% 13.1% 5.7% 559.4K 68.9M -640.7K 1.10 37.26 N/A N/A 17,999 19,774 408,536 345,474 2020-07-30 $6.24 $10.00 96.5% 26.0% 62.9% 31.6% 91.5% 12.0% 0.4% 203.4K 80.0M -621.8K 0.40 3.55 N/A N/A 12,923 5,203 411,305 359,750 2020-07-31 $6.08 $10.00 89.5% 24.7% 62.9% 27.8% 87.5% 9.9% -5.9% 28.6K 85.5M -596.7K 0.50 4.46 N/A N/A 22,289 11,150 413,320 361,641
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