M Options History — March 2022 In March 2022, M traded between $21.64 and $27.54. ATM implied volatility averaged 60.7%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 21.5% (HV 20d: 82.2%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2022-03-08 : Highest Volume — 66,228 contracts2022-03-07 : Largest IV spike — 10.8% change2022-03-07 : Highest IV Rank — 82.5%2022-03-07 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.36 $21.64 $27.54 $24.46 $24.42 Max Pain $25.87 $25.00 $26.00 $26.00 $26.00 ATM IV 60.7% 49.4% 74.3% 68.0% 52.6% Expected Move 18.5% 16.5% 23.5% 19.7% 16.5% HV 20d 82.2% 61.7% 91.4% 61.7% 79.6% HV 60d 70.3% 62.6% 73.0% 62.6% 73.0% IV Rank 45.9% 15.1% 82.5% 65.5% 24.0% IV Percentile 51.5% 7.5% 94.4% 84.1% 21.8% Term Structure -0.3% -1.7% 1.4% -1.6% 0.8% VWIV 64.8% 57.3% 81.9% 71.1% 57.3% Skew 25d 6.1% 4.2% 8.1% 6.4% 5.0% Skew 10d 14.6% 10.7% 30.7% 13.2% 11.3% Call IV 25d 58.5% 48.4% 72.4% 65.4% 50.3% Put IV 25d 64.7% 52.7% 79.4% 71.8% 55.3% Bid-Ask Spread % 4.83 2.75 10.72 3.57 9.45 Gamma HHI 0.08 0.05 0.17 0.06 0.07 Net GEX 1.6M -2.0M 5.6M 1.7M -2.0M Net DEX -50.9M -161.0M 53.6M -20.8M 17.0M Net VEX -1.1M -1.2M -868.5K -1.0M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.36 2.18 0.60 1.10 Total Volume 38,268.739 22,851 66,228 22,851 52,069 Total OI 339,203 264,960 383,206 344,382 327,719
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 2022-03-01 $24.46 $26.00 68.0% 19.7% 61.7% 65.5% 71.1% 6.4% -1.6% 1.7M -20.8M -1.0M 0.60 3.57 N/A N/A 14,269 8,582 185,235 159,147 2022-03-02 $26.25 $26.00 62.6% 18.1% 65.8% 51.0% 63.2% 5.5% -0.4% 4.5M -97.8M -1.1M 0.53 4.33 N/A N/A 22,869 12,162 190,024 160,306 2022-03-03 $25.84 $26.00 63.0% 18.2% 64.8% 51.9% 63.8% 4.8% -0.2% 4.1M -79.4M -1.0M 0.77 3.22 N/A N/A 15,704 12,151 193,498 161,277 2022-03-04 $24.77 $26.00 67.1% 19.6% 66.6% 63.0% 69.2% 6.2% -1.4% 1.8M -27.6M -1.0M 0.94 3.35 N/A N/A 18,324 17,218 197,862 164,210 2022-03-07 $21.64 $26.00 74.3% 23.5% 81.5% 82.5% 81.9% 7.0% -1.0% -321.7K 53.6M -868.5K 1.35 3.62 N/A N/A 25,496 34,331 177,137 155,253 2022-03-08 $23.36 $26.00 72.7% 21.9% 86.8% 78.1% 75.7% 7.0% -1.5% 1.1M 9.2M -963.9K 0.36 3.72 N/A N/A 48,569 17,659 185,491 163,188 2022-03-09 $24.36 $25.00 67.5% 19.8% 87.9% 64.1% 69.9% 8.1% -1.1% 2.9M -34.9M -1.0M 0.60 3.47 N/A N/A 21,784 13,161 200,871 167,387 2022-03-10 $24.74 $25.00 66.3% 19.0% 87.1% 61.0% 67.2% 6.2% -1.6% 3.8M -48.3M -1.0M 1.31 4.15 N/A N/A 11,155 14,631 203,043 171,661 2022-03-11 $23.71 $25.00 67.1% 20.1% 87.9% 63.2% 69.2% 7.1% -0.8% 1.1M 4.3M -978.1K 1.87 3.34 N/A N/A 20,950 39,251 203,679 174,701 2022-03-14 $23.77 $26.00 68.7% 19.9% 87.1% 67.3% 70.2% 6.9% -0.6% 1.4M 10.2M -1.0M 0.80 4.63 N/A N/A 14,525 11,559 190,490 174,180 2022-03-15 $24.76 $26.00 65.0% 19.4% 87.5% 57.5% 67.2% 7.3% -0.7% 3.0M -33.2M -1.0M 0.98 4.85 N/A N/A 13,699 13,399 194,283 174,295 2022-03-16 $26.80 $26.00 60.2% 18.4% 91.4% 44.5% 63.2% 6.5% -0.2% 5.2M -137.3M -1.1M 0.41 8.55 N/A N/A 43,470 17,999 197,441 176,401 2022-03-17 $27.50 $26.00 59.4% 18.3% 91.2% 42.3% 63.6% 6.0% -0.5% 5.6M -161.0M -1.0M 0.72 5.91 N/A N/A 23,785 17,020 196,755 179,680 2022-03-18 $27.54 $26.00 55.2% 17.2% 90.2% 30.9% 60.0% 5.5% -0.1% 2.7M -157.2M -1.0M 0.71 10.72 N/A N/A 22,604 15,990 198,712 184,494 2022-03-21 $26.58 $26.00 55.8% 17.0% 91.0% 32.6% 59.7% 5.2% 0.4% 619.4K -74.0M -1.0M 1.14 9.31 N/A N/A 11,537 13,170 114,098 150,862 2022-03-22 $26.92 $26.00 52.5% 16.6% 88.5% 23.7% 59.5% 5.3% 0.8% 870.2K -84.7M -1.1M 0.91 3.50 N/A N/A 24,541 22,386 119,248 156,506 2022-03-23 $25.84 $26.00 54.1% 17.1% 87.8% 27.9% 60.2% 5.6% 0.8% -90.9K -45.5M -1.1M 1.80 6.71 N/A N/A 12,421 22,384 130,601 166,054 2022-03-24 $26.42 $26.00 54.4% 17.0% 83.2% 28.9% 59.8% 5.4% 0.4% 141.2K -66.3M -1.1M 1.15 2.85 N/A N/A 10,893 12,541 135,460 174,138 2022-03-25 $26.11 $26.00 53.4% 17.1% 82.0% 26.1% 61.3% 6.1% 0.9% -35.8K -56.0M -1.1M 2.18 3.10 N/A N/A 12,891 28,090 137,004 174,998 2022-03-28 $25.49 $26.00 54.5% 17.4% 82.1% 29.0% 59.9% 6.3% 0.3% -680.9K -27.0M -1.1M 1.41 2.94 N/A N/A 13,391 18,841 128,015 170,569 2022-03-29 $26.58 $26.00 49.4% 16.7% 80.8% 15.1% 57.4% 4.2% 1.4% -166.5K -77.1M -1.2M 0.47 2.75 N/A N/A 25,488 12,064 132,813 178,805 2022-03-30 $25.53 $26.00 52.8% 17.0% 78.3% 24.6% 59.4% 6.6% -1.7% -620.1K -36.6M -1.2M 1.06 3.03 N/A N/A 12,200 12,958 145,071 179,007 2022-03-31 $24.42 $26.00 52.6% 16.5% 79.6% 24.0% 57.3% 5.0% 0.8% -2.0M 17.0M -1.1M 1.10 9.45 N/A N/A 24,784 27,285 146,359 181,360
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