M Options History — March 2021 In March 2021, M traded between $15.03 and $20.82. ATM implied volatility averaged 67.5%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 1.1% (HV 20d: 68.6%). Max pain ranged from $14.00 to $17.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.41.
Notable Days 2021-03-15 : Highest Volume — 144,677 contracts2021-03-16 : Largest IV drop — 14.3% change2021-03-04 : Highest IV Rank — 12.4%2021-03-15 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.05 $15.03 $20.82 $15.36 $16.26 Max Pain $15.89 $14.00 $17.00 $14.00 $17.00 ATM IV 67.5% 60.5% 76.9% 68.7% 64.0% Expected Move 19.1% 16.7% 21.8% 20.1% 18.4% HV 20d 68.6% 43.2% 90.0% 54.8% 89.4% HV 60d 77.0% 72.8% 80.7% 73.3% 78.3% IV Rank 4.0% 0.0% 12.4% 10.8% 2.1% IV Percentile 6.6% 0.0% 30.2% 5.2% 1.6% Term Structure 0.5% -20.9% 14.4% -0.7% -1.0% VWIV 68.2% 60.5% 77.6% 71.9% 67.0% Skew 25d -0.2% -10.1% 24.6% -6.5% -2.0% Skew 10d -0.9% -17.3% 29.2% -11.1% -12.0% Call IV 25d 71.0% 60.1% 81.3% 76.2% 67.5% Put IV 25d 70.8% 62.8% 92.8% 69.7% 65.5% Bid-Ask Spread % 15.11 4.16 64.66 9.62 4.51 Gamma HHI 0.10 0.07 0.14 0.13 0.09 Net GEX 3.0M 480.8K 5.1M 2.9M 3.8M Net DEX -179.7M -338.7M -53.7M -133.7M -137.1M Net VEX -971.3K -1.1M -884.6K -1.0M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.15 0.72 0.27 0.30 Total Volume 63,214.435 29,013 144,677 44,644 51,058 Total OI 500,783.826 401,462 544,576 503,974 511,178
Daily Data (23 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 2021-03-01 $15.36 $14.00 68.7% 20.1% 54.8% 10.8% 71.9% -6.5% -0.7% 2.9M -133.7M -1.0M 0.27 9.62 N/A N/A 35,085 9,559 268,359 235,615 2021-03-02 $15.36 $14.00 66.9% 19.5% 53.7% 9.7% 70.1% 0.0% 3.8% 3.1M -138.2M -978.8K 0.29 7.73 N/A N/A 22,505 6,508 276,734 240,350 2021-03-03 $15.93 $14.50 70.5% 20.0% 48.1% 11.8% 71.5% -1.3% -4.4% 4.0M -171.2M -1.0M 0.35 6.66 N/A N/A 40,847 14,170 283,756 242,714 2021-03-04 $15.14 $15.00 75.8% 19.6% 43.4% 12.4% 68.6% -4.5% -0.9% 2.5M -121.6M -981.8K 0.50 64.66 N/A N/A 28,259 14,057 284,948 243,707 2021-03-05 $15.03 $15.00 68.8% 19.5% 43.2% 2.3% 66.9% -5.0% -0.2% 1.4M -113.0M -948.6K 0.51 29.40 N/A N/A 25,930 13,150 288,622 245,429 2021-03-08 $16.55 $15.00 76.7% 19.8% 55.1% 7.3% 70.2% 2.1% -6.4% 3.6M -194.4M -964.5K 0.31 30.16 N/A N/A 56,900 17,787 263,836 230,672 2021-03-09 $17.05 $15.00 67.6% 19.3% 55.0% 1.5% 68.8% -10.1% 2.0% 4.5M -225.2M -961.1K 0.27 9.58 N/A N/A 62,464 16,897 272,272 238,374 2021-03-10 $16.93 $15.00 69.8% 19.5% 54.4% 2.9% 68.7% -2.1% -2.1% 4.5M -210.4M -927.9K 0.27 10.78 N/A N/A 44,394 11,937 272,824 239,533 2021-03-11 $17.03 $15.00 65.3% 18.7% 54.3% 0.1% 65.9% -1.3% 0.8% 5.1M -208.1M -926.1K 0.20 21.54 N/A N/A 25,961 5,225 270,340 241,356 2021-03-12 $18.72 $15.00 67.5% 18.9% 62.7% 1.5% 66.2% -4.3% -1.5% 3.5M -298.9M -916.4K 0.33 21.01 N/A N/A 79,946 26,483 267,369 242,768 2021-03-15 $20.82 $16.00 76.9% 21.8% 69.8% 7.4% 77.6% -6.1% 2.7% 2.9M -338.7M -939.6K 0.28 17.18 N/A N/A 113,338 31,339 240,293 237,954 2021-03-16 $20.20 $16.00 65.9% 18.8% 71.8% 0.5% 67.4% -3.7% 0.5% 3.9M -321.0M -1.0M 0.61 5.53 N/A N/A 37,835 23,062 268,067 254,364 2021-03-17 $19.79 $16.00 64.0% 18.3% 71.9% 0.0% 66.3% -1.4% 2.9% 3.8M -295.5M -999.0K 0.72 7.04 N/A N/A 24,538 17,763 272,406 258,609 2021-03-18 $18.68 $17.00 67.6% 19.3% 74.3% 2.3% 67.9% -1.1% 3.0% 3.1M -235.5M -988.1K 0.59 23.51 N/A N/A 34,509 20,318 273,924 261,714 2021-03-19 $18.66 $17.00 63.9% 17.8% 73.7% 0.0% 63.8% -0.8% 4.4% 2.6M -231.8M -969.4K 0.71 4.79 N/A N/A 24,098 17,172 277,953 266,623 2021-03-22 $17.88 $17.00 60.8% 16.7% 76.0% 0.0% 60.5% 0.3% 1.5% 1.7M -136.3M -928.2K 0.36 13.52 N/A N/A 25,825 9,257 203,902 197,560 2021-03-23 $16.12 $17.00 60.5% 17.8% 84.3% 0.0% 63.1% 6.3% -20.9% 925.2K -80.3M -884.6K 0.69 19.73 N/A N/A 39,085 26,993 214,150 201,515 2021-03-24 $15.30 $17.00 61.7% 19.0% 85.2% 0.8% 70.9% -5.4% 10.9% 480.8K -53.7M -886.5K 0.62 18.34 N/A N/A 57,778 36,093 228,949 212,692 2021-03-25 $16.43 $17.00 66.6% 18.4% 88.8% 3.8% 67.3% 5.2% -4.2% 951.8K -101.8M -981.4K 0.60 5.15 N/A N/A 47,050 28,013 256,608 231,893 2021-03-26 $16.35 $17.00 69.2% 18.4% 88.7% 5.3% 65.1% 24.6% 3.0% 2.5M -111.6M -980.6K 0.15 4.70 N/A N/A 91,153 13,956 269,408 232,250 2021-03-29 $15.97 $17.00 67.2% 19.8% 89.2% 4.1% 72.9% 13.9% 3.9% 2.8M -123.0M -1.0M 0.19 8.30 N/A N/A 72,291 13,557 286,301 206,429 2021-03-30 $16.55 $17.00 67.8% 19.5% 90.0% 4.5% 70.3% -2.2% 14.4% 3.8M -152.0M -1.1M 0.23 4.16 N/A N/A 32,324 7,463 293,744 209,964 2021-03-31 $16.26 $17.00 64.0% 18.4% 89.4% 2.1% 67.0% -2.0% -1.0% 3.8M -137.1M -1.1M 0.30 4.51 N/A N/A 39,184 11,874 298,664 212,514
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