M Options History — October 2020 In October 2020, M traded between $5.85 and $7.24. ATM implied volatility averaged 82.1%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 36.9% (HV 20d: 45.2%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2020-10-23 : Highest Volume — 86,773 contracts2020-10-15 : Largest IV spike — 11.7% change2020-10-29 : Highest IV Rank — 31.0%2020-10-30 : Largest Expected Move — 30.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.27 $5.85 $7.24 $5.85 $6.16 Max Pain $6.23 $6.00 $7.00 $6.00 $6.00 ATM IV 82.1% 71.0% 95.8% 72.3% 94.3% Expected Move 25.7% 20.7% 30.8% 20.7% 30.8% HV 20d 45.2% 34.9% 56.2% 47.8% 55.6% HV 60d 52.7% 48.9% 56.4% 56.3% 53.5% IV Rank 23.6% 17.6% 31.0% 18.3% 30.2% IV Percentile 49.7% 38.9% 60.7% 43.7% 59.1% Term Structure 3.3% -9.2% 18.6% 5.8% 0.5% VWIV 90.4% 74.4% 108.2% 74.4% 108.2% Skew 25d 0.2% -6.9% 8.7% 8.7% -2.6% Skew 10d 1.1% -34.5% 30.3% 7.6% 4.8% Call IV 25d 83.7% 70.9% 101.6% 70.9% 101.6% Put IV 25d 83.9% 72.4% 98.9% 79.6% 98.9% Bid-Ask Spread % 4.17 2.41 14.27 4.22 3.14 Gamma HHI 0.14 0.08 0.21 0.08 0.11 Net GEX 638.5K 18.1K 1.4M 18.1K 276.9K Net DEX 27.4M -28.0M 51.5M 51.5M 35.8M Net VEX -586.9K -681.7K -544.7K -544.9K -590.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.10 0.74 0.17 0.74 Total Volume 44,491.091 19,738 86,773 45,249 30,504 Total OI 719,059.045 663,964 759,974 700,465 743,427
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 2020-10-01 $5.85 $6.00 72.3% 20.7% 47.8% 18.3% 74.4% 8.7% 5.8% 18.1K 51.5M -544.9K 0.17 4.22 N/A N/A 38,832 6,417 375,999 324,466 2020-10-02 $5.97 $6.00 75.6% 22.4% 40.8% 20.1% 78.4% 5.0% 5.4% 723.8K 46.2M -552.8K 0.33 5.79 N/A N/A 62,460 20,497 383,888 325,056 2020-10-05 $6.09 $7.00 76.3% 25.2% 41.3% 20.5% 86.9% 5.4% 0.6% 411.6K 37.5M -572.1K 0.38 2.98 N/A N/A 25,608 9,722 375,116 319,412 2020-10-06 $5.87 $7.00 76.9% 25.2% 41.6% 20.8% 88.2% 2.9% 9.9% 291.9K 46.6M -544.7K 0.33 4.95 N/A N/A 29,971 9,856 381,282 322,953 2020-10-07 $5.97 $7.00 75.2% 25.1% 42.9% 19.9% 87.1% 3.7% 0.3% 291.1K 43.2M -551.7K 0.24 2.60 N/A N/A 23,165 5,633 384,550 328,202 2020-10-08 $6.22 $7.00 74.2% 25.3% 46.8% 19.3% 87.6% 4.7% 5.1% 592.5K 28.7M -589.1K 0.22 2.41 N/A N/A 41,917 9,332 395,728 330,448 2020-10-09 $6.22 $7.00 79.1% 26.8% 44.6% 21.9% 93.3% -1.4% -9.2% 430.1K 26.6M -590.6K 0.10 7.39 N/A N/A 51,067 5,158 402,579 334,618 2020-10-12 $6.23 $6.00 74.2% 25.3% 44.0% 19.3% 89.6% -3.3% 13.5% 669.2K 29.4M -585.8K 0.16 6.53 N/A N/A 55,456 8,699 390,772 323,867 2020-10-13 $6.12 $6.00 71.0% 25.5% 43.0% 17.6% 89.2% 0.4% 18.6% 543.8K 35.6M -565.2K 0.19 2.72 N/A N/A 20,808 4,050 405,765 327,381 2020-10-14 $6.14 $6.00 71.6% 23.9% 42.3% 17.9% 83.4% -1.3% 12.6% 623.3K 32.7M -562.4K 0.17 2.80 N/A N/A 23,657 3,973 415,278 327,090 2020-10-15 $6.24 $6.00 80.0% 25.1% 42.4% 22.5% 86.4% 0.7% 5.0% 909.6K 24.3M -577.0K 0.24 2.52 N/A N/A 23,739 5,785 424,831 325,921 2020-10-16 $6.18 $6.00 77.1% 24.9% 42.3% 20.9% 86.6% -0.9% 16.6% 624.0K 24.4M -574.9K 0.24 4.42 N/A N/A 26,309 6,218 431,765 328,209 2020-10-19 $6.08 $6.00 84.2% 24.9% 34.9% 24.7% 86.8% 3.3% -3.3% 653.0K 31.8M -565.3K 0.20 3.33 N/A N/A 29,752 6,024 384,920 279,044 2020-10-20 $6.35 $6.00 87.3% 25.4% 38.0% 26.4% 91.3% -0.8% -2.8% 923.6K 23.2M -582.6K 0.47 3.04 N/A N/A 44,686 21,020 392,849 282,241 2020-10-21 $6.53 $6.00 89.7% 25.7% 38.7% 27.7% 91.3% -2.1% 0.9% 948.6K 14.4M -615.2K 0.51 3.69 N/A N/A 28,418 14,534 409,758 293,026 2020-10-22 $6.98 $6.00 86.6% 25.0% 44.2% 26.0% 88.8% 0.6% -3.4% 1.4M -13.1M -681.7K 0.21 2.58 N/A N/A 53,228 10,956 416,721 300,744 2020-10-23 $7.24 $6.00 86.4% 24.7% 45.2% 25.9% 87.4% -2.6% 3.6% 1.2M -28.0M -668.6K 0.25 3.20 N/A N/A 69,553 17,220 424,056 304,173 2020-10-26 $6.70 $6.00 94.1% 27.2% 54.5% 30.1% 95.3% -4.3% -4.6% 1.1M 14.3M -616.0K 0.53 14.27 N/A N/A 31,191 16,415 415,592 290,098 2020-10-27 $6.47 $6.00 90.8% 28.5% 52.2% 28.3% 101.4% -6.9% 3.2% 683.8K 25.7M -604.9K 0.32 2.96 N/A N/A 33,729 10,640 421,585 305,177 2020-10-28 $6.14 $6.00 93.8% 29.3% 56.2% 29.9% 103.2% -3.8% -3.2% 355.6K 38.1M -580.5K 0.68 3.03 N/A N/A 13,630 9,237 424,895 308,007 2020-10-29 $6.22 $6.00 95.8% 29.7% 55.8% 31.0% 104.7% -0.2% -3.5% 375.7K 34.5M -594.5K 0.51 3.29 N/A N/A 13,056 6,682 428,174 309,636 2020-10-30 $6.16 $6.00 94.3% 30.8% 55.6% 30.2% 108.2% -2.6% 0.5% 276.9K 35.8M -590.3K 0.74 3.14 N/A N/A 17,545 12,959 431,112 312,315
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