M Options History — February 2024 In February 2024, M traded between $17.23 and $19.93. ATM implied volatility averaged 63.5%, placing in the 68.3% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 34.6% (HV 20d: 28.9%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2024-02-29 : Highest Volume — 81,262 contracts2024-02-27 : Largest IV drop — 22.1% change2024-02-14 : Highest IV Rank — 83.8%2024-02-26 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.98 $17.23 $19.93 $18.52 $17.23 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 63.5% 51.7% 70.2% 61.3% 52.8% Expected Move 18.6% 15.2% 22.0% 17.1% 16.5% HV 20d 28.9% 24.4% 46.7% 24.8% 46.7% HV 60d 57.5% 53.7% 63.8% 63.8% 56.0% IV Rank 68.3% 41.0% 83.8% 63.2% 43.6% IV Percentile 82.0% 61.1% 93.3% 80.6% 63.9% Term Structure -0.8% -6.5% 15.8% 15.8% -1.8% VWIV 65.3% 53.8% 77.4% 63.1% 56.4% Skew 25d 8.3% -5.4% 30.0% 7.2% 1.1% Skew 10d 13.3% 0.3% 23.1% 18.5% 4.7% Call IV 25d 59.2% 45.5% 64.7% 58.7% 53.6% Put IV 25d 67.6% 44.7% 85.3% 65.9% 54.6% Bid-Ask Spread % 50.80 36.00 66.01 53.78 66.01 Gamma HHI 0.16 0.10 0.62 0.11 0.12 Net GEX 1.8M -2.7M 18.7M 1.4M -2.7M Net DEX -91.8M -151.4M 47.9M -85.1M 47.9M Net VEX -870.6K -965.5K -787.5K -965.5K -801.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.19 1.77 0.52 0.62 Total Volume 23,581.5 6,383 81,262 8,007 81,262 Total OI 428,153.7 318,292 488,985 479,070 398,779
Daily Data (20 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 2024-02-01 $18.52 $19.00 61.3% 17.1% 24.8% 63.2% 63.1% 7.2% 15.8% 1.4M -85.1M -965.5K 0.52 53.78 N/A N/A 5,255 2,752 197,978 281,092 2024-02-02 $18.59 $19.00 63.6% 17.3% 24.4% 68.6% 59.1% 30.0% 10.3% 400.0K -92.0M -963.4K 1.17 54.07 N/A N/A 6,729 7,889 199,291 282,771 2024-02-05 $18.43 $19.00 62.4% 17.7% 24.4% 65.7% 58.3% 6.8% -0.8% -96.8K -74.8M -927.2K 0.39 52.64 N/A N/A 12,191 4,705 185,160 278,575 2024-02-06 $18.69 $19.00 63.5% 17.3% 24.7% 68.5% 61.1% 5.6% -3.7% 698.9K -101.4M -928.1K 0.21 54.66 N/A N/A 20,930 4,423 193,424 281,471 2024-02-07 $18.52 $19.00 62.0% 17.2% 24.9% 64.8% 59.4% 12.1% -1.0% 1.7M -93.5M -920.0K 0.26 49.94 N/A N/A 6,922 1,801 204,300 282,450 2024-02-08 $19.19 $19.00 66.6% 17.8% 28.1% 75.5% 62.2% 10.4% -6.5% 3.9M -144.8M -889.3K 0.36 55.81 N/A N/A 20,979 7,501 204,532 283,237 2024-02-09 $19.05 $19.00 69.3% 19.2% 26.7% 81.9% 64.6% 6.1% -2.2% 18.7M -135.8M -915.2K 0.19 53.99 N/A N/A 14,522 2,794 200,623 288,362 2024-02-12 $19.57 $19.00 66.2% 18.8% 28.2% 74.6% 67.2% 7.8% -1.5% 2.0M -148.6M -898.9K 0.59 54.57 N/A N/A 6,970 4,120 190,449 280,533 2024-02-13 $18.91 $19.00 68.9% 19.6% 29.5% 80.8% 69.0% 9.6% -5.4% 775.1K -113.4M -881.1K 0.55 53.67 N/A N/A 7,973 4,379 192,311 282,835 2024-02-14 $19.27 $19.00 70.2% 20.1% 29.7% 83.8% 72.5% 9.0% -6.0% 1.4M -134.8M -870.0K 1.58 52.41 N/A N/A 5,110 8,060 192,901 285,066 2024-02-15 $19.56 $19.00 68.0% 19.7% 29.9% 78.7% 69.9% 9.3% -4.2% 2.1M -151.4M -873.6K 0.21 55.00 N/A N/A 11,268 2,387 194,946 291,060 2024-02-16 $19.46 $19.00 67.8% 19.8% 29.5% 78.4% 71.5% 7.3% -4.1% 2.7M -150.3M -833.0K 0.64 52.40 N/A N/A 8,578 5,475 195,480 290,921 2024-02-20 $19.20 $19.00 66.7% 20.5% 28.0% 75.7% 71.2% 7.6% -4.0% 517.8K -65.6M -821.5K 0.59 41.01 N/A N/A 12,365 7,341 129,045 189,247 2024-02-21 $18.96 $19.00 64.6% 20.5% 28.4% 70.8% 72.6% 7.4% -3.6% 488.7K -58.3M -842.6K 0.76 40.45 N/A N/A 3,629 2,754 136,662 193,738 2024-02-22 $19.14 $19.00 63.0% 20.3% 28.5% 67.2% 71.1% 3.3% -2.9% 714.5K -66.7M -818.8K 1.77 36.00 N/A N/A 4,573 8,073 138,390 195,289 2024-02-23 $19.52 $19.00 62.0% 19.8% 26.7% 64.9% 70.5% 5.1% -3.0% 2.3M -80.2M -837.6K 0.50 39.39 N/A N/A 8,823 4,379 140,720 202,344 2024-02-26 $19.36 $19.00 66.8% 22.0% 27.0% 76.0% 77.4% 23.3% 12.4% 377.5K -69.8M -825.7K 1.50 41.69 N/A N/A 23,610 35,397 133,151 193,999 2024-02-27 $19.93 $19.00 52.0% 15.4% 28.4% 41.9% 54.9% -5.4% -2.3% 1.6M -101.0M -787.5K 0.95 49.94 N/A N/A 30,147 28,750 148,957 218,950 2024-02-28 $18.52 $19.00 51.7% 15.2% 39.3% 41.0% 53.8% 3.4% -1.5% -2.2M -15.7M -812.9K 0.86 58.51 N/A N/A 19,801 17,013 157,135 226,900 2024-02-29 $17.23 $19.00 52.8% 16.5% 46.7% 43.6% 56.4% 1.1% -1.8% -2.7M 47.9M -801.1K 0.62 66.01 N/A N/A 50,111 31,151 169,149 229,630
« Jan 2024 | All History | Mar 2024 » Home M History February 2024