M Options History — December 2021 In December 2021, M traded between $23.49 and $27.98. ATM implied volatility averaged 61.5%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 9.1% (HV 20d: 70.6%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2021-12-28 : Highest Volume — 86,789 contracts2021-12-21 : Largest IV drop — 10.1% change2021-12-03 : Highest IV Rank — 22.8%2021-12-03 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $26.04 $23.49 $27.98 $27.41 $26.32 Max Pain $22.70 $20.00 $30.00 $30.00 $23.00 ATM IV 61.5% 55.8% 68.8% 66.1% 55.8% Expected Move 17.7% 15.7% 20.9% 19.8% 15.7% HV 20d 70.6% 44.9% 89.9% 89.7% 48.4% HV 60d 71.5% 70.3% 73.0% 71.5% 70.6% IV Rank 16.1% 10.9% 22.8% 20.3% 11.0% IV Percentile 44.7% 28.6% 75.0% 62.3% 29.0% Term Structure 0.4% -2.5% 6.3% -0.5% 0.5% VWIV 62.9% 55.9% 74.9% 71.2% 55.9% Skew 25d 1.7% 0.2% 3.4% 3.4% 0.7% Skew 10d 4.3% 0.8% 41.0% 5.9% 1.0% Call IV 25d 62.0% 56.5% 70.2% 65.2% 56.8% Put IV 25d 63.7% 57.4% 71.4% 68.6% 57.5% Bid-Ask Spread % 2.94 2.27 4.79 3.53 2.27 Gamma HHI 0.09 0.06 0.13 0.13 0.12 Net GEX 3.6M 130.6K 9.0M 130.6K 7.6M Net DEX -123.4M -239.6M -24.7M -106.8M -183.4M Net VEX -1.2M -1.3M -1.1M -1.2M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.16 1.05 0.57 0.68 Total Volume 55,701.773 26,520 86,789 52,160 49,678 Total OI 494,777.955 450,674 527,696 489,996 527,696
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 2021-12-01 $27.41 $30.00 66.1% 19.8% 89.7% 20.3% 71.2% 3.4% -0.5% 130.6K -106.8M -1.2M 0.57 3.53 N/A N/A 33,325 18,835 234,725 255,271 2021-12-02 $27.87 $30.00 64.1% 19.7% 86.4% 18.5% 69.3% 3.0% 0.1% 868.4K -130.5M -1.3M 0.96 3.63 N/A N/A 34,131 32,648 245,703 260,641 2021-12-03 $26.63 $30.00 68.8% 20.9% 87.5% 22.8% 74.9% 3.3% 3.8% 1.1M -83.3M -1.3M 0.48 3.99 N/A N/A 43,734 20,965 250,530 260,025 2021-12-06 $27.24 $20.00 63.4% 19.0% 87.7% 17.8% 67.3% 1.1% 6.3% 2.5M -155.2M -1.3M 0.51 4.79 N/A N/A 25,213 12,741 226,009 240,529 2021-12-07 $27.98 $20.00 63.7% 18.4% 88.5% 18.1% 65.1% 2.1% 2.2% 3.4M -192.1M -1.3M 0.37 3.26 N/A N/A 31,869 11,816 234,824 245,567 2021-12-08 $27.40 $20.00 60.9% 17.7% 88.7% 15.5% 62.5% 0.8% 2.3% 3.2M -167.6M -1.2M 0.47 2.58 N/A N/A 21,574 10,177 243,963 248,928 2021-12-09 $26.91 $20.00 60.8% 17.5% 88.3% 15.4% 61.9% 1.0% -0.0% 2.7M -141.4M -1.2M 0.72 2.57 N/A N/A 15,388 11,132 249,060 252,939 2021-12-10 $26.68 $20.00 58.5% 16.9% 86.6% 13.3% 59.3% 2.4% 1.2% 2.4M -124.7M -1.2M 0.36 3.46 N/A N/A 35,717 12,723 250,847 255,628 2021-12-13 $24.97 $20.00 62.1% 17.5% 89.0% 16.7% 60.9% 2.4% -1.3% 1.6M -75.5M -1.2M 0.25 2.56 N/A N/A 65,140 16,210 240,793 245,191 2021-12-14 $25.76 $22.00 62.4% 17.6% 89.9% 16.9% 62.7% 0.2% -0.9% 3.0M -87.4M -1.2M 0.44 2.72 N/A N/A 33,830 14,986 241,781 251,865 2021-12-15 $25.20 $22.00 64.2% 17.6% 88.0% 18.6% 63.4% 1.0% -2.5% 2.2M -59.0M -1.2M 0.70 2.77 N/A N/A 24,684 17,300 241,791 254,791 2021-12-16 $24.27 $22.00 63.0% 17.8% 87.7% 17.5% 64.8% 2.0% -0.5% 1.7M -26.5M -1.2M 0.65 2.55 N/A N/A 19,450 12,670 245,881 254,578 2021-12-17 $24.53 $22.00 62.8% 17.7% 47.4% 17.3% 63.3% 2.4% -1.6% 2.1M -36.7M -1.2M 1.05 3.88 N/A N/A 23,756 24,934 250,622 257,320 2021-12-20 $23.49 $22.00 67.9% 19.2% 44.9% 21.9% 68.3% 2.1% -2.3% 952.4K -24.7M -1.1M 0.50 2.80 N/A N/A 43,883 21,936 208,015 242,659 2021-12-21 $24.64 $22.00 61.0% 17.4% 50.8% 15.7% 61.9% 1.1% 0.2% 3.3M -90.9M -1.2M 0.19 2.55 N/A N/A 61,657 11,873 227,055 245,532 2021-12-22 $24.87 $22.00 58.4% 16.7% 51.6% 13.3% 61.1% 1.1% 1.1% 4.9M -109.4M -1.2M 0.37 2.50 N/A N/A 27,111 10,035 239,204 249,150 2021-12-23 $25.23 $22.00 57.0% 16.3% 51.6% 12.1% 57.3% 1.7% 0.3% 3.7M -130.7M -1.1M 0.26 2.28 N/A N/A 46,322 11,849 242,279 251,068 2021-12-27 $25.71 $22.00 58.1% 16.6% 50.6% 13.0% 58.4% 2.4% 1.1% 6.2M -146.9M -1.2M 0.21 2.55 N/A N/A 62,847 13,309 236,529 241,407 2021-12-28 $26.14 $22.50 59.5% 16.9% 51.0% 14.3% 59.9% 0.9% 0.2% 8.1M -179.0M -1.2M 0.16 2.67 N/A N/A 74,564 12,225 251,769 246,439 2021-12-29 $26.94 $23.00 57.8% 16.4% 50.8% 12.8% 58.2% 1.0% -0.4% 8.9M -239.6M -1.2M 0.19 2.28 N/A N/A 72,696 13,627 262,447 250,112 2021-12-30 $26.79 $23.00 55.8% 15.9% 48.6% 10.9% 56.3% 0.2% 0.4% 9.0M -224.1M -1.2M 0.27 2.49 N/A N/A 52,554 14,325 269,538 254,414 2021-12-31 $26.32 $23.00 55.8% 15.7% 48.4% 11.0% 55.9% 0.7% 0.5% 7.6M -183.4M -1.2M 0.68 2.27 N/A N/A 29,654 20,024 270,437 257,259
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