M Options History — August 2022 In August 2022, M traded between $17.36 and $21.13. ATM implied volatility averaged 69.5%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 10.7% (HV 20d: 58.8%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.66.
Notable Days 2022-08-23 : Highest Volume — 180,064 contracts2022-08-23 : Largest IV drop — 21.7% change2022-08-17 : Highest IV Rank — 62.5%2022-08-22 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $18.75 $17.36 $21.13 $17.83 $17.45 Max Pain $18.87 $17.00 $20.00 $20.00 $19.00 ATM IV 69.5% 55.6% 77.9% 72.8% 59.7% Expected Move 19.4% 15.9% 22.8% 18.3% 17.2% HV 20d 58.8% 50.7% 65.7% 55.6% 59.9% HV 60d 70.5% 61.3% 76.9% 75.5% 61.8% IV Rank 45.2% 16.6% 62.5% 52.0% 24.9% IV Percentile 70.8% 20.6% 92.9% 85.7% 40.5% Term Structure -2.2% -7.3% 1.1% -4.6% 0.1% VWIV 67.5% 55.4% 79.7% 63.1% 59.6% Skew 25d 8.6% 6.2% 11.6% 10.2% 7.2% Skew 10d 16.1% 11.2% 22.4% 20.2% 14.0% Call IV 25d 65.5% 52.2% 73.8% 68.2% 57.3% Put IV 25d 74.1% 59.5% 81.7% 78.3% 64.6% Bid-Ask Spread % 3.53 2.47 6.34 4.73 2.93 Gamma HHI 0.12 0.06 0.53 0.08 0.12 Net GEX 962.8K -3.8M 7.7M 373.8K -500.5K Net DEX 821.2K -113.4M 61.5M 38.1M 48.0M Net VEX -956.8K -1.0M -894.4K -923.5K -901.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.22 1.13 1.05 0.22 Total Volume 44,972.783 15,750 180,064 26,452 47,211 Total OI 412,874.261 330,426 474,185 388,280 370,892
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 2022-08-01 $17.83 $20.00 72.8% 18.3% 55.6% 52.0% 63.1% 10.2% -4.6% 373.8K 38.1M -923.5K 1.05 4.73 N/A N/A 12,922 13,530 193,419 194,861 2022-08-02 $17.36 $20.00 75.0% 18.3% 53.0% 56.6% 64.3% 10.1% -2.8% 29.1K 55.6M -894.4K 0.82 3.28 N/A N/A 12,226 10,066 198,259 202,033 2022-08-03 $18.15 $20.00 73.8% 17.6% 50.7% 54.0% 61.3% 11.6% -4.1% 844.0K 23.1M -937.2K 0.78 4.30 N/A N/A 14,497 11,337 201,614 204,285 2022-08-04 $17.68 $17.00 73.4% 19.9% 51.3% 53.1% 69.7% 10.1% -3.8% 611.3K 43.6M -921.6K 1.01 2.73 N/A N/A 7,831 7,919 206,163 208,866 2022-08-05 $17.77 $17.00 72.7% 20.0% 51.3% 51.7% 70.2% 11.0% -4.7% 860.1K 39.9M -920.1K 0.50 2.79 N/A N/A 21,253 10,575 207,767 209,902 2022-08-08 $18.73 $17.00 74.0% 20.1% 51.7% 54.3% 71.3% 9.5% -2.8% 1.2M 1.2M -961.6K 0.79 2.93 N/A N/A 22,913 18,137 200,793 201,117 2022-08-09 $17.46 $19.00 73.7% 21.2% 57.3% 53.7% 71.3% 9.7% 0.7% -74.1K 61.5M -897.6K 0.85 2.47 N/A N/A 14,588 12,466 206,717 210,452 2022-08-10 $18.30 $19.00 70.6% 20.7% 59.5% 47.3% 70.8% 8.4% 1.1% 1.3M 18.4M -941.4K 0.42 2.95 N/A N/A 31,658 13,221 213,215 214,326 2022-08-11 $19.51 $19.00 75.3% 21.4% 61.0% 57.2% 72.6% 9.0% -1.3% 2.6M -51.7M -1.0M 0.33 3.23 N/A N/A 47,435 15,526 218,054 214,562 2022-08-12 $19.94 $19.00 73.3% 20.9% 61.1% 53.0% 72.8% 8.4% -1.4% 7.7M -78.1M -1.0M 0.45 6.34 N/A N/A 25,166 11,359 233,084 218,036 2022-08-15 $19.97 $19.00 75.0% 21.3% 59.5% 56.5% 74.7% 9.1% -2.7% 1.8M -50.3M -1.0M 0.46 4.05 N/A N/A 15,241 6,935 216,925 211,709 2022-08-16 $21.13 $19.00 76.7% 21.9% 60.6% 59.9% 77.6% 8.0% -4.1% 2.5M -113.4M -1.0M 0.32 2.69 N/A N/A 58,669 18,551 220,773 214,469 2022-08-17 $20.48 $19.00 77.9% 22.3% 61.9% 62.5% 78.4% 8.0% -7.3% 2.4M -71.7M -1.0M 0.75 5.20 N/A N/A 23,103 17,278 231,740 222,059 2022-08-18 $20.29 $19.00 74.1% 21.4% 62.1% 54.5% 74.5% 8.3% -3.7% 1.6M -55.7M -1.0M 0.96 2.61 N/A N/A 22,110 21,270 234,008 230,603 2022-08-19 $19.40 $19.00 74.1% 21.6% 64.0% 54.5% 74.3% 7.7% -4.6% -10.0K 5.4M -982.7K 0.47 5.65 N/A N/A 21,692 10,126 237,064 237,121 2022-08-22 $18.66 $19.00 76.5% 22.8% 65.7% 59.6% 79.7% 8.9% -4.4% 108.5K 7.1M -935.9K 1.04 3.45 N/A N/A 42,754 44,548 155,836 174,590 2022-08-23 $19.19 $19.00 59.9% 17.4% 59.9% 25.5% 59.7% 7.6% 0.1% 519.4K -9.1M -939.2K 0.42 3.49 N/A N/A 126,862 53,202 175,517 202,421 2022-08-24 $18.62 $19.00 59.5% 17.0% 60.3% 24.5% 58.1% 7.0% -0.8% 125.7K 21.5M -944.9K 1.13 2.81 N/A N/A 31,671 35,629 203,557 211,532 2022-08-25 $19.03 $19.00 55.6% 15.9% 60.6% 16.6% 55.4% 7.2% 0.9% 2.2M -6.9M -968.8K 0.74 2.65 N/A N/A 14,872 10,950 215,806 219,667 2022-08-26 $18.48 $19.00 57.9% 16.5% 61.7% 21.2% 56.8% 7.0% 0.6% -3.8M 29.5M -939.0K 0.49 3.26 N/A N/A 24,457 11,986 215,320 221,469 2022-08-29 $18.05 $19.00 58.6% 16.6% 62.3% 22.6% 57.2% 6.2% -0.2% -47.2K 26.9M -935.1K 0.45 2.85 N/A N/A 13,257 6,016 172,478 181,561 2022-08-30 $17.76 $19.00 59.1% 16.8% 61.8% 23.7% 58.5% 6.9% 0.2% -211.7K 36.1M -913.8K 0.64 3.67 N/A N/A 13,053 8,306 177,692 183,774 2022-08-31 $17.45 $19.00 59.7% 17.2% 59.9% 24.9% 59.6% 7.2% 0.1% -500.5K 48.0M -901.2K 0.22 2.93 N/A N/A 38,617 8,594 183,348 187,544
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