M Options History — October 2023 In October 2023, M traded between $10.55 and $12.18. ATM implied volatility averaged 56.1%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 22.4% (HV 20d: 33.7%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2023-10-17 : Highest Volume — 41,771 contracts2023-10-18 : Largest IV spike — 12.2% change2023-10-27 : Highest IV Rank — 87.8%2023-10-31 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $11.37 $10.55 $12.18 $11.55 $12.18 Max Pain $12.18 $11.00 $13.00 $11.00 $12.00 ATM IV 56.1% 43.6% 71.9% 43.6% 69.0% Expected Move 17.6% 12.6% 24.0% 12.6% 24.0% HV 20d 33.7% 31.3% 36.8% 32.7% 34.0% HV 60d 40.8% 39.2% 42.6% 40.4% 42.6% IV Rank 51.2% 22.3% 87.8% 22.3% 81.1% IV Percentile 61.1% 23.8% 97.2% 23.8% 92.5% Term Structure 0.3% -4.3% 8.9% -0.6% -3.4% VWIV 61.3% 45.5% 82.8% 45.5% 82.8% Skew 25d 3.2% 1.3% 6.0% 3.0% 5.1% Skew 10d 3.9% -1.0% 9.1% 3.0% 9.1% Call IV 25d 55.3% 43.0% 71.6% 43.0% 65.8% Put IV 25d 58.5% 46.0% 75.8% 46.0% 70.8% Bid-Ask Spread % 2.68 1.83 3.78 2.23 3.16 Gamma HHI 0.14 0.11 0.22 0.17 0.11 Net GEX 348.9K -1.5M 2.1M 1.2M 476.5K Net DEX 50.3M 16.2M 95.0M 40.5M 16.2M Net VEX -695.9K -756.0K -612.8K -691.7K -738.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.15 2.40 0.51 0.57 Total Volume 20,494.409 9,504 41,771 16,750 9,504 Total OI 507,810.455 471,260 537,643 471,260 506,401
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 2023-10-02 $11.55 $11.00 43.6% 12.6% 32.7% 22.3% 45.5% 3.0% -0.6% 1.2M 40.5M -691.7K 0.51 2.23 N/A N/A 11,116 5,634 261,765 209,495 2023-10-03 $11.41 $11.00 45.0% 13.2% 32.7% 25.5% 46.3% 2.3% 0.6% 1.2M 45.2M -709.1K 0.15 3.17 N/A N/A 15,690 2,412 269,625 213,112 2023-10-04 $11.48 $11.00 44.4% 13.0% 32.4% 24.3% 46.9% 2.6% 0.7% 2.1M 37.7M -715.8K 0.46 2.35 N/A N/A 11,034 5,024 284,337 213,849 2023-10-05 $11.14 $13.00 46.8% 14.7% 33.4% 29.7% 52.3% 2.2% -0.0% 1.2M 61.7M -682.1K 0.96 3.04 N/A N/A 16,413 15,831 288,958 215,218 2023-10-06 $11.18 $13.00 46.7% 15.1% 32.8% 29.4% 52.9% 2.0% -0.0% 219.1K 58.4M -702.0K 0.28 2.49 N/A N/A 25,800 7,171 294,449 222,973 2023-10-09 $11.05 $13.00 46.6% 15.6% 31.6% 29.2% 54.2% 2.1% 7.9% 132.2K 68.8M -674.3K 0.60 3.22 N/A N/A 9,905 5,985 278,930 218,672 2023-10-10 $11.18 $13.00 45.4% 15.1% 31.9% 26.5% 52.4% 2.4% 7.4% 291.2K 63.7M -684.4K 0.59 2.23 N/A N/A 7,573 4,480 282,536 220,956 2023-10-11 $11.02 $13.00 44.0% 14.8% 32.0% 23.2% 52.1% 2.6% 7.1% -70.7K 73.4M -661.7K 0.59 2.54 N/A N/A 6,372 3,755 286,350 223,437 2023-10-12 $10.80 $13.00 44.7% 14.9% 32.6% 24.8% 52.3% 3.1% 8.8% -668.4K 85.8M -628.9K 0.45 2.08 N/A N/A 7,531 3,391 288,211 224,519 2023-10-13 $10.55 $13.00 48.4% 15.6% 33.2% 33.3% 54.7% 2.3% 8.9% -1.5M 95.0M -612.8K 0.61 2.93 N/A N/A 12,450 7,590 292,608 225,724 2023-10-16 $10.93 $12.00 52.3% 15.7% 33.5% 42.6% 54.6% 3.4% 0.0% -356.7K 74.9M -641.6K 0.37 1.83 N/A N/A 16,822 6,222 279,241 221,765 2023-10-17 $11.46 $12.00 56.7% 16.6% 36.8% 52.6% 56.9% 1.3% -1.8% 629.3K 44.7M -693.0K 0.42 2.61 N/A N/A 29,321 12,450 284,368 225,008 2023-10-18 $11.41 $12.00 63.6% 18.2% 36.0% 68.5% 63.3% 2.8% -3.1% 652.3K 42.5M -708.2K 2.03 2.71 N/A N/A 7,232 14,713 300,298 231,700 2023-10-19 $11.34 $12.00 62.6% 18.1% 36.1% 66.4% 63.9% 3.1% -3.0% 541.1K 46.8M -707.7K 0.96 3.14 N/A N/A 8,763 8,376 303,007 234,065 2023-10-20 $11.50 $12.00 62.9% 18.4% 36.4% 67.0% 63.6% 2.4% -3.7% 846.8K 37.5M -711.4K 0.90 2.31 N/A N/A 8,560 7,670 304,000 233,643 2023-10-23 $11.39 $12.00 65.0% 19.8% 35.9% 71.9% 68.9% 4.5% -2.4% -194.0K 50.6M -690.6K 0.97 2.54 N/A N/A 12,259 11,875 266,633 218,346 2023-10-24 $11.55 $12.00 65.3% 20.0% 35.0% 72.4% 69.1% 6.0% -2.5% 54.6K 42.1M -705.7K 1.49 2.00 N/A N/A 9,681 14,456 271,723 222,959 2023-10-25 $11.54 $12.00 68.6% 21.4% 35.0% 80.2% 74.5% 4.0% -3.6% 259.4K 40.1M -714.5K 2.40 2.99 N/A N/A 10,700 25,703 276,992 229,151 2023-10-26 $11.86 $12.00 70.9% 22.7% 31.3% 85.4% 79.1% 3.9% -3.9% 588.3K 23.8M -756.0K 0.45 2.90 N/A N/A 14,127 6,381 280,735 240,769 2023-10-27 $11.64 $12.00 71.9% 23.2% 31.9% 87.8% 80.1% 4.2% -4.3% -233.9K 34.5M -741.9K 0.60 3.78 N/A N/A 9,474 5,723 280,242 241,896 2023-10-30 $12.07 $12.00 69.5% 23.3% 34.3% 82.2% 81.3% 4.6% -3.1% 194.5K 21.8M -737.5K 0.53 2.76 N/A N/A 10,274 5,434 268,452 234,712 2023-10-31 $12.18 $12.00 69.0% 24.0% 34.0% 81.1% 82.8% 5.1% -3.4% 476.5K 16.2M -738.5K 0.57 3.16 N/A N/A 6,055 3,449 271,726 234,675
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