M Options History — June 2021 In June 2021, M traded between $17.70 and $19.70. ATM implied volatility averaged 51.4%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 0.6% (HV 20d: 50.8%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2021-06-17 : Highest Volume — 211,327 contracts2021-06-08 : Largest IV spike — 11.6% change2021-06-09 : Highest IV Rank — 8.5%2021-06-09 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.75 $17.70 $19.70 $18.53 $18.98 Max Pain $17.50 $17.00 $19.00 $18.00 $17.50 ATM IV 51.4% 47.2% 58.6% 52.7% 48.5% Expected Move 14.7% 13.4% 17.1% 14.7% 13.6% HV 20d 50.8% 41.3% 63.8% 60.4% 42.9% HV 60d 57.9% 51.6% 67.8% 67.8% 51.7% IV Rank 2.1% 0.0% 8.5% 1.8% 1.2% IV Percentile 1.7% 0.0% 6.0% 0.8% 1.2% Term Structure 0.1% -3.3% 4.8% -0.9% 2.2% VWIV 54.5% 47.9% 63.9% 52.1% 49.7% Skew 25d -5.6% -50.1% -0.2% -3.3% -2.4% Skew 10d -10.2% -43.8% 7.1% -8.0% -9.0% Call IV 25d 58.0% 51.2% 103.0% 56.9% 51.8% Put IV 25d 52.4% 47.4% 62.2% 53.6% 49.4% Bid-Ask Spread % 6.94 3.24 23.44 3.93 3.24 Gamma HHI 0.12 0.11 0.15 0.11 0.14 Net GEX 4.5M -802.4K 9.7M 2.4M 7.5M Net DEX -186.3M -342.1M -77.8M -125.4M -253.9M Net VEX -1.3M -1.8M -1.0M -1.0M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.07 1.12 0.79 0.61 Total Volume 62,525.364 18,913 211,327 29,738 18,913 Total OI 569,126.636 432,047 700,510 432,047 674,202
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 2021-06-01 $18.53 $18.00 52.7% 14.7% 60.4% 1.8% 52.1% -3.3% -0.9% 2.4M -125.4M -1.0M 0.79 3.93 N/A N/A 16,582 13,156 214,357 217,690 2021-06-02 $18.87 $18.00 54.0% 16.1% 60.1% 3.0% 57.7% -50.1% -0.3% 2.4M -143.5M -1.1M 0.57 3.95 N/A N/A 44,354 25,184 220,762 225,755 2021-06-03 $18.26 $18.00 51.1% 15.1% 61.1% 0.3% 57.4% -6.2% -3.3% 1.5M -105.8M -1.1M 0.27 9.26 N/A N/A 28,383 7,639 235,483 240,520 2021-06-04 $17.80 $18.00 50.8% 15.0% 61.9% 0.0% 54.5% -6.7% -2.6% 1.6M -77.8M -1.1M 0.80 9.07 N/A N/A 37,517 30,075 245,554 242,619 2021-06-07 $18.70 $19.00 49.8% 14.8% 63.5% 0.0% 53.8% -4.3% 3.8% 3.0M -138.0M -1.1M 0.21 3.63 N/A N/A 25,815 5,338 232,550 235,935 2021-06-08 $18.76 $19.00 55.6% 15.4% 63.5% 5.5% 57.4% -3.5% -1.4% 3.5M -144.7M -1.1M 0.35 8.29 N/A N/A 30,388 10,567 239,601 237,350 2021-06-09 $19.49 $19.00 58.6% 17.1% 63.8% 8.5% 63.9% -6.4% 4.8% 4.3M -199.9M -1.1M 0.18 20.41 N/A N/A 169,045 31,115 248,407 243,025 2021-06-10 $18.98 $17.00 54.7% 15.5% 62.2% 4.6% 58.3% -0.2% -0.0% 4.7M -166.3M -1.2M 0.56 4.31 N/A N/A 44,180 24,693 288,593 255,903 2021-06-11 $19.45 $17.00 54.6% 15.0% 61.2% 4.6% 55.4% -3.1% 0.9% 4.4M -204.5M -1.2M 0.64 3.44 N/A N/A 28,043 17,836 292,354 264,930 2021-06-14 $18.76 $17.00 51.7% 14.9% 46.8% 1.8% 56.1% -3.6% 3.7% 2.7M -137.6M -1.1M 0.35 23.44 N/A N/A 19,903 7,041 265,399 244,729 2021-06-15 $18.38 $17.00 50.8% 14.6% 41.9% 0.9% 53.1% -2.9% -0.1% 1.9M -112.5M -1.1M 1.12 3.49 N/A N/A 23,635 26,359 269,838 247,907 2021-06-16 $18.63 $17.00 50.2% 14.4% 42.3% 0.4% 54.6% -1.4% -2.4% 1.3M -124.1M -1.1M 0.76 4.46 N/A N/A 25,701 19,466 274,226 261,014 2021-06-17 $18.10 $17.00 52.3% 15.0% 42.8% 2.4% 58.9% -4.8% -3.0% -802.4K -85.9M -1.1M 0.07 8.89 N/A N/A 197,189 14,138 278,307 269,057 2021-06-18 $17.70 $17.00 54.0% 15.6% 41.3% 4.0% 57.8% -3.5% -2.3% 4.0M -127.5M -1.5M 0.27 9.07 N/A N/A 90,079 24,504 428,313 272,197 2021-06-21 $18.18 $17.00 49.2% 14.3% 42.3% 0.0% 54.2% -0.2% 2.1% 6.3M -213.2M -1.6M 0.35 3.58 N/A N/A 31,217 10,893 427,731 223,115 2021-06-22 $18.70 $17.00 48.2% 13.7% 43.1% 0.0% 49.8% -3.9% -0.8% 7.3M -256.5M -1.7M 0.19 3.65 N/A N/A 32,640 6,235 432,402 229,008 2021-06-23 $18.90 $17.00 47.6% 13.4% 43.2% 0.0% 47.9% -3.8% -1.3% 8.2M -278.4M -1.7M 0.33 3.34 N/A N/A 30,937 10,197 436,346 230,723 2021-06-24 $19.51 $17.00 49.8% 13.5% 43.9% 2.0% 48.8% -3.6% 0.2% 9.7M -330.2M -1.7M 0.28 4.48 N/A N/A 41,979 11,906 439,631 234,129 2021-06-25 $19.70 $17.00 47.2% 13.5% 43.4% 0.0% 50.0% -3.7% 2.3% 8.8M -342.1M -1.8M 0.33 3.48 N/A N/A 49,179 16,067 443,315 237,909 2021-06-28 $19.23 $17.00 50.8% 14.4% 42.9% 3.4% 52.4% -2.7% 0.1% 8.2M -283.5M -1.7M 0.71 7.65 N/A N/A 18,247 13,036 430,234 222,163 2021-06-29 $18.87 $17.50 49.0% 13.9% 43.3% 1.7% 56.6% -2.4% 0.2% 7.2M -247.9M -1.7M 0.43 7.64 N/A N/A 32,243 13,944 431,611 235,892 2021-06-30 $18.98 $17.50 48.5% 13.6% 42.9% 1.2% 49.7% -2.4% 2.2% 7.5M -253.9M -1.7M 0.61 3.24 N/A N/A 11,748 7,165 436,995 237,207
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