M Options History — May 2023 In May 2023, M traded between $13.66 and $16.07. ATM implied volatility averaged 67.1%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 28.5% (HV 20d: 38.5%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.15.
Notable Days 2023-05-31 : Highest Volume — 120,449 contracts2023-05-19 : Largest IV spike — 8.5% change2023-05-30 : Highest IV Rank — 86.6%2023-05-30 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $14.98 $13.66 $16.07 $16.07 $13.66 Max Pain $18.41 $18.00 $20.00 $19.00 $18.00 ATM IV 67.1% 55.5% 77.2% 55.5% 72.4% Expected Move 19.9% 12.8% 26.0% 12.8% 25.6% HV 20d 38.5% 27.0% 51.1% 39.9% 51.1% HV 60d 44.7% 42.5% 48.6% 44.0% 42.5% IV Rank 51.6% 28.4% 86.6% 28.4% 85.7% IV Percentile 74.2% 32.9% 98.8% 32.9% 90.9% Term Structure -3.2% -6.3% 1.5% -2.7% -4.1% VWIV 69.3% 42.7% 90.3% 42.7% 90.3% Skew 25d 7.6% 5.4% 9.4% 5.7% 8.2% Skew 10d 13.2% 7.8% 16.6% 9.8% 9.8% Call IV 25d 63.8% 51.9% 74.3% 51.9% 69.1% Put IV 25d 71.4% 57.6% 82.7% 57.6% 77.4% Bid-Ask Spread % 3.33 1.84 6.26 3.28 3.49 Gamma HHI 0.14 0.11 0.28 0.14 0.12 Net GEX -2.0M -5.2M 475.7K -5.2M -1.3M Net DEX 161.6M 67.8M 223.5M 189.7M 127.1M Net VEX -719.9K -797.1K -626.7K -716.6K -685.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.27 3.12 2.71 1.58 Total Volume 41,794.955 16,795 120,449 42,817 120,449 Total OI 480,096.773 418,445 564,450 430,122 453,345
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 2023-05-01 $16.07 $19.00 55.5% 12.8% 39.9% 28.4% 42.7% 5.7% -2.7% -5.2M 189.7M -716.6K 2.71 3.28 N/A N/A 11,529 31,288 184,398 245,724 2023-05-02 $15.68 $19.00 58.7% 13.8% 27.0% 34.1% 47.8% 6.7% -3.0% -5.1M 206.6M -698.3K 1.78 3.81 N/A N/A 10,539 18,810 188,311 254,037 2023-05-03 $15.25 $19.00 58.3% 14.4% 27.4% 33.4% 47.1% 5.4% -2.1% -4.7M 220.2M -660.5K 3.12 4.31 N/A N/A 9,022 28,132 193,210 257,090 2023-05-04 $14.66 $20.00 62.4% 17.9% 28.8% 40.6% 62.3% 7.6% -1.0% -3.3M 223.5M -626.7K 2.90 4.85 N/A N/A 23,067 66,779 198,002 250,251 2023-05-05 $15.38 $19.00 60.4% 17.7% 35.3% 37.0% 61.1% 5.7% -2.5% -4.6M 194.3M -736.6K 0.45 3.51 N/A N/A 17,743 7,942 212,024 263,215 2023-05-08 $15.07 $19.00 61.2% 17.6% 35.2% 38.4% 61.5% 6.4% 1.5% -2.8M 197.2M -696.7K 0.69 2.33 N/A N/A 9,925 6,870 213,110 257,660 2023-05-09 $15.02 $19.00 62.5% 18.2% 35.1% 40.9% 61.7% 7.2% 0.7% -2.7M 200.8M -696.1K 0.27 2.14 N/A N/A 21,304 5,772 218,533 261,927 2023-05-10 $14.86 $19.00 63.8% 18.3% 31.8% 43.1% 64.8% 7.2% 0.0% -2.2M 198.5M -710.1K 0.79 2.22 N/A N/A 19,578 15,380 233,095 264,125 2023-05-11 $14.96 $18.00 66.1% 19.0% 32.3% 47.0% 67.6% 7.0% 0.4% -2.1M 193.4M -736.6K 0.95 2.16 N/A N/A 20,756 19,773 244,284 273,976 2023-05-12 $14.93 $18.00 66.2% 19.0% 31.8% 47.3% 66.3% 7.9% -0.2% 89.1K 197.4M -733.7K 0.63 4.22 N/A N/A 15,746 9,904 249,927 278,321 2023-05-15 $15.23 $18.00 67.1% 19.2% 32.8% 48.8% 65.9% 9.0% -4.5% -1.6M 182.7M -732.9K 0.99 2.29 N/A N/A 20,052 19,916 237,140 266,151 2023-05-16 $14.80 $18.00 71.2% 20.4% 33.6% 56.1% 73.2% 9.0% -5.0% -1.5M 194.7M -728.4K 0.31 1.84 N/A N/A 25,538 7,973 250,950 279,324 2023-05-17 $15.57 $18.00 68.9% 19.8% 39.6% 52.1% 69.9% 9.4% -2.9% 81.0K 129.5M -788.9K 0.73 2.45 N/A N/A 26,781 19,659 271,740 282,851 2023-05-18 $15.86 $18.00 68.1% 19.8% 39.9% 50.7% 70.2% 9.2% -5.1% -155.8K 120.6M -797.1K 0.46 2.93 N/A N/A 18,097 8,253 270,337 284,368 2023-05-19 $14.91 $18.00 73.9% 21.8% 44.5% 60.9% 76.2% 8.1% -6.3% -2.8M 182.9M -734.6K 0.83 2.42 N/A N/A 21,037 17,502 275,844 288,606 2023-05-22 $14.93 $18.00 70.9% 21.9% 44.5% 55.5% 77.8% 7.9% -4.6% -410.2K 84.9M -726.7K 0.94 2.94 N/A N/A 10,896 10,281 211,476 206,969 2023-05-23 $14.82 $18.00 71.4% 22.4% 42.5% 56.4% 78.0% 7.9% -5.7% -539.3K 89.9M -724.3K 0.57 3.44 N/A N/A 15,183 8,714 215,582 213,858 2023-05-24 $15.18 $18.00 73.5% 23.6% 43.7% 60.1% 82.3% 9.3% -5.9% 475.7K 67.8M -764.9K 0.74 6.26 N/A N/A 9,754 7,218 227,518 221,416 2023-05-25 $14.13 $18.00 77.2% 24.9% 50.0% 66.6% 85.5% 8.3% -6.3% -956.7K 122.2M -686.6K 2.19 3.81 N/A N/A 30,357 66,548 234,351 225,781 2023-05-26 $14.36 $18.00 73.3% 23.7% 50.5% 65.4% 82.6% 6.5% -6.2% -840.4K 120.9M -732.5K 0.72 4.99 N/A N/A 25,634 18,507 237,081 236,548 2023-05-30 $14.14 $18.00 72.8% 26.0% 50.5% 86.6% 90.0% 7.0% -5.3% -1.1M 111.1M -723.0K 0.84 3.57 N/A N/A 22,466 18,815 210,383 219,290 2023-05-31 $13.66 $18.00 72.4% 25.6% 51.1% 85.7% 90.3% 8.2% -4.1% -1.3M 127.1M -685.6K 1.58 3.49 N/A N/A 46,651 73,798 221,932 231,413
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