M Options History — August 2023 In August 2023, M traded between $12.09 and $16.23. ATM implied volatility averaged 54.3%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 20.0% (HV 20d: 34.3%). Max pain ranged from $13.00 to $17.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2023-08-22 : Highest Volume — 185,872 contracts2023-08-22 : Largest IV drop — 25.4% change2023-08-21 : Highest IV Rank — 70.0%2023-08-21 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.47 $12.09 $16.23 $16.23 $12.21 Max Pain $15.43 $13.00 $17.00 $16.50 $13.00 ATM IV 54.3% 38.9% 66.1% 55.8% 38.9% Expected Move 15.5% 11.4% 19.8% 12.7% 11.4% HV 20d 34.3% 19.4% 55.9% 26.8% 55.8% HV 60d 45.3% 41.1% 50.3% 46.3% 41.1% IV Rank 39.7% 0.4% 70.0% 43.4% 0.4% IV Percentile 48.3% 0.4% 82.9% 51.2% 0.4% Term Structure -1.4% -5.6% 1.5% -1.7% 0.5% VWIV 54.0% 39.4% 69.3% 45.4% 39.4% Skew 25d 2.3% 0.9% 6.5% 2.8% 1.8% Skew 10d 2.3% -1.5% 4.9% 3.1% 2.3% Call IV 25d 53.6% 38.4% 66.1% 55.3% 38.4% Put IV 25d 55.9% 40.1% 68.7% 58.1% 40.1% Bid-Ask Spread % 3.24 2.25 4.20 3.15 2.25 Gamma HHI 0.13 0.09 0.27 0.10 0.15 Net GEX 19.0K -2.7M 2.3M 524.0K 1.5M Net DEX 49.3M 2.1M 122.4M 2.2M 83.6M Net VEX -669.2K -721.7K -509.9K -704.9K -685.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.16 1.28 0.62 0.48 Total Volume 36,970.913 10,493 185,872 14,728 16,815 Total OI 388,953.87 306,335 532,800 310,063 517,411
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 2023-08-01 $16.23 $16.50 55.8% 12.7% 26.8% 43.4% 45.4% 2.8% -1.7% 524.0K 2.2M -704.9K 0.62 3.15 N/A N/A 9,104 5,624 161,401 148,662 2023-08-02 $16.05 $16.50 58.3% 13.4% 27.0% 49.8% 46.9% 1.9% -3.7% 166.2K 10.5M -700.7K 0.63 2.59 N/A N/A 8,995 5,635 163,523 150,938 2023-08-03 $15.96 $17.00 58.2% 16.1% 25.1% 49.6% 56.1% 2.5% -3.8% -8.3K 15.9M -690.0K 0.58 3.40 N/A N/A 8,592 4,980 166,853 154,447 2023-08-04 $16.23 $17.00 55.6% 15.6% 25.7% 43.1% 54.1% 1.1% -3.6% 278.2K 2.1M -697.4K 0.60 3.64 N/A N/A 12,098 7,263 169,211 156,623 2023-08-07 $15.96 $17.00 55.6% 16.0% 26.1% 43.0% 55.0% 2.5% 1.0% 123.5K 16.4M -672.3K 0.81 3.70 N/A N/A 9,832 7,997 163,313 150,403 2023-08-08 $15.89 $17.00 56.8% 16.4% 25.3% 45.9% 57.8% 2.3% 0.9% 115.6K 19.9M -681.1K 1.27 3.77 N/A N/A 8,025 10,196 167,935 154,449 2023-08-09 $15.68 $17.00 57.9% 17.1% 25.5% 48.7% 60.1% 2.8% 1.5% -889.0K 28.6M -669.2K 0.30 3.98 N/A N/A 13,718 4,084 169,054 159,797 2023-08-10 $15.68 $17.00 57.2% 16.3% 23.3% 47.1% 57.2% 1.4% -0.5% -453.8K 28.8M -662.0K 0.90 3.92 N/A N/A 5,522 4,971 176,283 161,821 2023-08-11 $15.57 $17.00 59.6% 17.3% 22.6% 53.2% 59.7% 1.8% 0.3% -2.7M 33.6M -658.1K 0.16 4.20 N/A N/A 36,711 6,010 176,947 163,619 2023-08-14 $15.64 $16.00 61.5% 17.5% 19.9% 58.1% 61.4% 3.4% -2.2% 155.1K 20.9M -683.9K 0.69 3.37 N/A N/A 10,877 7,457 187,566 156,990 2023-08-15 $15.21 $16.00 64.0% 18.3% 22.0% 64.5% 63.5% 3.5% -3.9% -310.4K 38.4M -667.2K 0.94 3.03 N/A N/A 15,185 14,317 191,393 161,411 2023-08-16 $15.13 $16.00 66.1% 18.9% 19.4% 69.7% 65.4% 2.9% -5.6% -212.9K 43.7M -671.5K 0.49 3.20 N/A N/A 17,366 8,463 198,119 166,446 2023-08-17 $15.05 $16.00 63.8% 18.4% 19.4% 63.8% 64.1% 1.8% -3.2% -470.8K 43.2M -664.4K 0.40 3.31 N/A N/A 10,226 4,105 200,547 165,554 2023-08-18 $15.18 $16.00 65.6% 19.2% 19.8% 68.6% 66.3% 2.5% -3.8% 72.4K 34.7M -668.3K 0.91 3.15 N/A N/A 16,312 14,896 204,830 166,616 2023-08-21 $14.80 $16.00 65.7% 19.8% 19.4% 70.0% 69.3% 2.3% -3.0% 251.5K 33.1M -673.6K 1.08 3.59 N/A N/A 46,422 50,029 163,451 142,884 2023-08-22 $12.71 $16.00 49.0% 14.6% 55.7% 26.5% 51.4% 1.6% -0.8% -2.1M 122.4M -509.9K 0.44 3.15 N/A N/A 129,379 56,493 195,926 183,564 2023-08-23 $12.54 $13.00 47.6% 13.9% 55.3% 22.8% 48.4% 1.7% -0.1% -144.1K 97.0M -644.5K 0.81 3.32 N/A N/A 45,102 36,350 278,690 200,293 2023-08-24 $12.36 $13.00 46.8% 13.7% 55.3% 20.8% 47.8% 0.9% -1.0% 159.3K 101.5M -681.7K 0.55 3.32 N/A N/A 28,568 15,694 301,413 215,354 2023-08-25 $12.09 $13.00 43.1% 12.3% 55.0% 11.3% 44.9% 1.9% -0.4% 35.8K 111.8M -648.6K 1.28 2.89 N/A N/A 23,428 30,061 314,315 218,485 2023-08-28 $12.09 $13.00 41.7% 12.5% 54.1% 7.5% 45.0% 2.3% 0.1% 813.1K 94.2M -658.5K 0.74 2.76 N/A N/A 15,931 11,845 283,733 205,739 2023-08-29 $12.21 $13.00 40.4% 12.2% 54.8% 4.3% 42.6% 1.2% 0.7% 1.2M 83.3M -676.6K 0.32 2.26 N/A N/A 28,443 9,137 290,556 207,220 2023-08-30 $12.41 $13.00 39.1% 11.7% 55.9% 0.7% 41.3% 6.5% 0.6% 2.3M 66.8M -721.7K 0.45 2.47 N/A N/A 12,429 5,644 302,401 209,753 2023-08-31 $12.21 $13.00 38.9% 11.4% 55.8% 0.4% 39.4% 1.8% 0.5% 1.5M 83.6M -685.2K 0.48 2.25 N/A N/A 11,338 5,477 305,283 212,128
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