M Options History — August 2021 In August 2021, M traded between $16.71 and $23.63. ATM implied volatility averaged 60.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 2.0% (HV 20d: 62.2%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2021-08-19 : Highest Volume — 608,385 contracts2021-08-25 : Largest IV spike — 11.7% change2021-08-04 : Highest IV Rank — 21.3%2021-08-04 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.12 $16.71 $23.63 $17.10 $22.30 Max Pain $17.23 $16.00 $19.00 $18.00 $19.00 ATM IV 60.2% 49.1% 67.3% 61.5% 49.8% Expected Move 17.2% 13.6% 20.9% 20.3% 13.7% HV 20d 62.2% 46.0% 77.1% 58.1% 77.1% HV 60d 54.5% 47.1% 60.9% 53.5% 59.7% IV Rank 14.9% 4.8% 21.3% 16.1% 5.4% IV Percentile 20.5% 2.4% 35.7% 18.7% 4.0% Term Structure -1.7% -15.7% 1.3% 1.3% 0.2% VWIV 61.6% 48.1% 76.3% 73.4% 48.1% Skew 25d 0.5% -3.5% 2.7% -1.8% 1.3% Skew 10d 0.7% -11.6% 8.0% -11.6% 1.7% Call IV 25d 61.8% 50.1% 68.0% 66.9% 50.4% Put IV 25d 62.3% 51.4% 68.8% 65.0% 51.6% Bid-Ask Spread % 6.98 2.69 17.10 3.99 10.55 Gamma HHI 0.16 0.12 0.40 0.13 0.19 Net GEX 8.8M 4.6M 13.6M 5.6M 4.6M Net DEX -334.0M -665.6M -117.0M -142.5M -305.7M Net VEX -1.4M -1.5M -1.3M -1.4M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.17 1.54 0.78 0.36 Total Volume 107,310.636 27,492 608,385 36,602 46,276 Total OI 690,202.273 568,700 761,020 695,275 607,216
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 2021-08-02 $17.10 $18.00 61.5% 20.3% 58.1% 16.1% 73.4% -1.8% 1.3% 5.6M -142.5M -1.4M 0.78 3.99 N/A N/A 20,552 16,050 431,016 264,259 2021-08-03 $17.23 $18.00 64.3% 20.6% 57.9% 18.7% 76.3% 2.4% 0.7% 6.1M -151.6M -1.4M 0.56 2.95 N/A N/A 20,834 11,675 437,044 249,042 2021-08-04 $16.71 $18.00 67.3% 20.9% 54.6% 21.3% 75.3% 0.9% -1.5% 5.0M -117.0M -1.4M 0.33 2.69 N/A N/A 51,104 16,690 449,120 251,822 2021-08-05 $17.45 $16.00 64.5% 17.3% 56.7% 18.8% 61.3% 2.7% -2.1% 7.1M -175.0M -1.4M 0.22 7.85 N/A N/A 43,063 9,372 453,393 255,269 2021-08-06 $18.51 $16.00 62.2% 16.9% 54.5% 16.7% 60.6% 0.1% -2.0% 10.8M -291.8M -1.5M 0.46 3.75 N/A N/A 59,607 27,600 471,676 260,848 2021-08-09 $18.84 $16.00 62.4% 17.3% 54.5% 16.9% 64.7% -3.5% -2.3% 9.0M -293.2M -1.5M 0.36 4.10 N/A N/A 45,217 16,145 449,648 250,570 2021-08-10 $19.39 $16.00 63.4% 17.5% 54.6% 17.8% 62.5% 0.6% -1.8% 10.5M -355.0M -1.5M 0.36 6.61 N/A N/A 46,510 16,731 464,147 258,209 2021-08-11 $19.85 $16.00 59.9% 17.2% 54.2% 14.6% 62.9% 2.2% 0.6% 12.2M -412.9M -1.5M 0.41 3.62 N/A N/A 43,245 17,797 486,623 264,601 2021-08-12 $19.35 $16.00 62.9% 17.8% 53.6% 17.4% 63.7% 0.0% -2.2% 11.7M -357.2M -1.5M 0.29 11.24 N/A N/A 75,756 22,323 485,688 270,570 2021-08-13 $18.88 $16.00 62.9% 17.6% 52.3% 17.3% 62.4% 1.4% -1.7% 10.8M -282.8M -1.4M 0.84 4.75 N/A N/A 16,509 13,853 484,737 276,283 2021-08-16 $18.88 $17.00 62.9% 17.9% 48.1% 17.4% 63.6% 0.3% -1.7% 9.1M -272.6M -1.4M 0.46 3.62 N/A N/A 18,775 8,717 428,795 254,255 2021-08-17 $18.14 $17.00 66.0% 18.8% 47.9% 20.2% 66.7% 0.3% -1.8% 7.8M -209.1M -1.3M 0.17 7.69 N/A N/A 89,224 14,985 432,097 256,398 2021-08-18 $18.15 $17.00 64.6% 18.5% 46.0% 18.9% 66.3% 0.1% -1.9% 8.2M -210.1M -1.3M 0.30 6.93 N/A N/A 82,640 24,387 439,402 259,890 2021-08-19 $21.69 $17.00 66.0% 19.0% 75.4% 20.2% 67.0% -0.6% -1.4% 12.1M -593.5M -1.3M 0.40 5.68 N/A N/A 434,770 173,615 452,725 266,923 2021-08-20 $22.29 $17.00 59.8% 17.2% 75.0% 14.5% 60.9% 1.1% -1.3% 13.5M -665.6M -1.3M 0.64 4.12 N/A N/A 195,709 124,671 463,492 278,638 2021-08-23 $22.69 $18.00 55.3% 15.6% 74.0% 10.5% 56.6% 1.0% -0.0% 7.5M -421.6M -1.4M 1.35 7.63 N/A N/A 61,980 83,753 329,882 238,818 2021-08-24 $23.59 $18.00 54.0% 15.7% 72.9% 9.3% 55.4% -0.2% -0.1% 9.1M -499.2M -1.4M 0.69 10.19 N/A N/A 73,992 51,077 350,185 269,417 2021-08-25 $23.63 $18.00 60.3% 15.0% 72.5% 15.0% 54.1% 0.3% -15.7% 8.6M -494.9M -1.4M 1.23 6.59 N/A N/A 37,170 45,615 359,557 304,981 2021-08-26 $22.55 $18.00 54.0% 15.1% 75.8% 9.3% 53.6% 0.0% -2.3% 4.7M -358.1M -1.5M 1.54 14.91 N/A N/A 39,599 61,042 364,090 319,070 2021-08-27 $22.96 $18.00 51.8% 14.0% 75.7% 7.4% 50.1% 1.7% -0.1% 13.6M -405.3M -1.4M 1.08 7.01 N/A N/A 35,593 38,442 369,223 327,209 2021-08-30 $22.54 $19.00 49.1% 13.6% 76.6% 4.8% 49.6% 1.3% 0.5% 5.5M -334.1M -1.4M 1.45 17.10 N/A N/A 11,505 16,664 326,622 271,000 2021-08-31 $22.30 $19.00 49.8% 13.7% 77.1% 5.4% 48.1% 1.3% 0.2% 4.6M -305.7M -1.4M 0.36 10.55 N/A N/A 34,119 12,157 329,585 277,631
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