M Options History — July 2021 In July 2021, M traded between $16.03 and $18.99. ATM implied volatility averaged 56.9%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 6.9% (HV 20d: 50.0%). Max pain ranged from $17.50 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2021-07-08 : Highest Volume — 179,307 contracts2021-07-16 : Largest IV spike — 15.4% change2021-07-27 : Highest IV Rank — 20.0%2021-07-27 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.51 $16.03 $18.99 $18.82 $16.88 Max Pain $17.95 $17.50 $18.00 $17.50 $18.00 ATM IV 56.9% 43.7% 65.8% 49.7% 62.6% Expected Move 17.3% 12.2% 20.2% 13.0% 19.4% HV 20d 50.0% 37.1% 58.0% 41.2% 57.8% HV 60d 54.2% 51.3% 56.5% 51.5% 53.5% IV Rank 11.8% 0.0% 20.0% 2.3% 17.1% IV Percentile 13.8% 0.0% 28.6% 2.4% 21.0% Term Structure -0.8% -20.9% 7.8% 0.7% -3.1% VWIV 62.5% 44.1% 74.1% 48.4% 74.1% Skew 25d -0.9% -4.0% 7.2% -1.9% -2.2% Skew 10d -2.6% -19.4% 43.9% -4.5% 9.5% Call IV 25d 59.7% 46.8% 74.0% 50.3% 70.8% Put IV 25d 58.8% 44.6% 74.5% 48.4% 68.6% Bid-Ask Spread % 7.02 2.51 17.30 7.43 11.97 Gamma HHI 0.12 0.10 0.17 0.14 0.12 Net GEX 5.4M 1.2M 8.9M 7.2M 6.1M Net DEX -159.4M -298.1M -63.1M -239.1M -128.7M Net VEX -1.5M -1.7M -1.3M -1.6M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.13 1.66 0.55 1.43 Total Volume 50,269.667 20,863 179,307 29,235 77,436 Total OI 699,827.905 627,464 745,349 681,518 735,580
Daily Data (21 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 2021-07-01 $18.82 $17.50 49.7% 13.0% 41.2% 2.3% 48.4% -1.9% 0.7% 7.2M -239.1M -1.6M 0.55 7.43 N/A N/A 18,859 10,376 440,930 240,588 2021-07-02 $18.62 $17.50 43.7% 12.2% 40.3% 0.0% 44.1% -2.1% -0.5% 6.0M -213.0M -1.6M 0.51 2.59 N/A N/A 20,997 10,709 446,623 243,954 2021-07-06 $18.21 $18.00 50.2% 16.2% 37.1% 5.8% 57.9% -1.4% 0.7% 5.3M -180.4M -1.5M 0.78 2.51 N/A N/A 21,780 17,024 428,996 237,929 2021-07-07 $17.12 $18.00 49.9% 16.9% 42.7% 5.5% 60.2% -1.5% 1.2% 2.3M -92.3M -1.4M 0.39 3.06 N/A N/A 43,788 17,017 434,080 247,834 2021-07-08 $17.32 $18.00 53.1% 17.7% 40.2% 8.5% 62.5% -2.4% 5.0% 2.8M -114.9M -1.5M 0.13 8.31 N/A N/A 158,494 20,813 452,481 256,714 2021-07-09 $18.63 $18.00 49.5% 16.8% 48.1% 5.2% 59.9% -0.5% -1.4% 8.6M -281.6M -1.7M 0.29 3.33 N/A N/A 47,230 13,763 486,633 258,716 2021-07-12 $18.99 $18.00 50.1% 16.8% 47.8% 5.8% 59.6% 7.2% 7.8% 8.9M -298.1M -1.6M 0.20 3.09 N/A N/A 53,829 10,946 462,686 244,696 2021-07-13 $18.53 $18.00 51.5% 16.9% 46.8% 7.0% 59.7% -1.6% 7.1% 7.1M -229.3M -1.6M 0.59 2.83 N/A N/A 13,597 7,996 442,385 249,248 2021-07-14 $18.10 $18.00 50.2% 16.7% 47.0% 5.8% 59.3% -1.9% 7.8% 5.9M -190.6M -1.5M 0.43 3.15 N/A N/A 16,542 7,125 444,106 251,362 2021-07-15 $17.52 $18.00 56.1% 17.0% 48.0% 11.2% 60.5% 3.6% 5.2% 3.6M -138.9M -1.4M 0.51 3.51 N/A N/A 26,507 13,605 446,159 252,149 2021-07-16 $16.85 $18.00 64.7% 16.9% 48.8% 19.0% 60.8% 0.7% -20.9% 1.2M -78.0M -1.3M 0.58 2.82 N/A N/A 26,196 15,104 454,348 255,004 2021-07-19 $16.03 $18.00 64.1% 18.7% 51.2% 18.4% 70.0% -0.8% -12.7% 3.1M -63.1M -1.3M 1.66 3.30 N/A N/A 29,930 49,670 397,904 229,560 2021-07-20 $16.91 $18.00 60.3% 17.5% 54.2% 15.0% 63.2% -0.7% -1.1% 4.1M -107.6M -1.4M 0.17 6.85 N/A N/A 58,248 9,646 409,025 258,029 2021-07-21 $17.59 $18.00 61.7% 17.7% 55.2% 16.3% 63.1% -1.7% -1.9% 7.1M -181.7M -1.5M 0.25 5.72 N/A N/A 30,897 7,752 438,134 260,628 2021-07-22 $16.88 $18.00 60.8% 17.5% 56.5% 15.5% 63.7% -1.9% -1.1% 5.4M -131.6M -1.4M 0.27 15.30 N/A N/A 34,347 9,441 443,866 268,091 2021-07-23 $16.66 $18.00 61.7% 18.0% 54.8% 16.3% 66.4% -3.1% -5.0% 4.9M -111.7M -1.4M 0.40 10.06 N/A N/A 34,689 13,972 459,498 271,698 2021-07-26 $17.45 $18.00 62.6% 19.3% 57.8% 17.1% 69.8% -3.7% -0.4% 6.6M -171.3M -1.5M 0.46 6.79 N/A N/A 27,411 12,698 432,609 257,750 2021-07-27 $16.96 $18.00 65.8% 20.2% 58.0% 20.0% 73.4% -4.0% -1.8% 6.2M -147.6M -1.5M 0.54 16.81 N/A N/A 16,019 8,595 448,498 263,058 2021-07-28 $16.84 $18.00 64.7% 19.1% 57.8% 19.0% 70.5% 4.3% 0.2% 6.1M -129.7M -1.4M 0.36 17.30 N/A N/A 16,002 5,750 450,979 268,099 2021-07-29 $16.80 $18.00 61.8% 18.7% 57.7% 16.3% 66.2% -2.5% -1.4% 5.7M -117.9M -1.4M 0.36 10.76 N/A N/A 15,301 5,562 455,096 270,663 2021-07-30 $16.88 $18.00 62.6% 19.4% 57.8% 17.1% 74.1% -2.2% -3.1% 6.1M -128.7M -1.4M 1.43 11.97 N/A N/A 31,866 45,570 463,025 272,555
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