M Options History — March 2024 In March 2024, M traded between $17.96 and $21.52. ATM implied volatility averaged 48.3%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 17.1% (HV 20d: 65.4%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2024-03-04 : Highest Volume — 69,707 contracts2024-03-20 : Largest IV drop — 21.3% change2024-03-19 : Highest IV Rank — 44.2%2024-03-01 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.46 $17.96 $21.52 $17.96 $19.91 Max Pain $19.05 $18.00 $20.00 $19.00 $20.00 ATM IV 48.3% 41.8% 53.1% 51.6% 47.6% Expected Move 13.6% 12.0% 16.0% 16.0% 13.2% HV 20d 65.4% 49.1% 68.1% 49.1% 56.7% HV 60d 48.4% 43.7% 61.2% 56.4% 44.9% IV Rank 33.3% 18.1% 44.2% 40.7% 31.6% IV Percentile 50.3% 22.6% 65.1% 61.1% 50.8% Term Structure -0.2% -33.4% 20.9% -1.4% -5.1% VWIV 47.3% 41.4% 58.0% 58.0% 47.0% Skew 25d 4.4% -15.3% 16.6% 1.8% 5.7% Skew 10d 1.5% -23.6% 26.7% -4.7% 1.2% Call IV 25d 47.0% 38.8% 66.3% 52.3% 43.1% Put IV 25d 51.4% 42.9% 64.4% 54.1% 48.8% Bid-Ask Spread % 59.02 32.25 73.22 32.25 61.42 Gamma HHI 0.15 0.08 0.27 0.27 0.23 Net GEX 3.3M -4.7M 7.1M -4.7M 6.2M Net DEX -132.9M -199.8M -6.6M -6.6M -89.4M Net VEX -895.3K -1.0M -818.0K -833.8K -999.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.18 1.34 0.65 0.70 Total Volume 32,568.7 13,913 69,707 26,836 15,677 Total OI 416,442.8 359,922 446,294 432,127 446,294
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 2024-03-01 $17.96 $19.00 51.6% 16.0% 49.1% 40.7% 58.0% 1.8% -1.4% -4.7M -6.6M -833.8K 0.65 32.25 N/A N/A 16,293 10,543 191,439 240,688 2024-03-04 $20.43 $18.00 50.2% 14.6% 67.5% 37.5% 51.4% 3.1% 2.6% 3.4M -163.8M -818.0K 0.53 54.79 N/A N/A 45,546 24,161 176,660 219,733 2024-03-05 $20.39 $18.00 52.6% 13.4% 67.4% 43.1% 46.5% 2.4% 0.9% 3.8M -159.5M -842.5K 0.51 47.60 N/A N/A 15,618 7,927 186,663 229,554 2024-03-06 $20.06 $18.00 47.1% 13.4% 67.7% 30.4% 46.6% -0.2% 20.9% 3.8M -138.5M -836.0K 0.74 56.33 N/A N/A 16,223 12,050 189,485 231,412 2024-03-07 $20.30 $18.00 49.4% 13.2% 67.6% 35.7% 46.6% 16.2% 15.8% 4.5M -154.9M -870.5K 1.23 58.57 N/A N/A 6,234 7,686 194,367 241,075 2024-03-08 $21.05 $18.00 51.6% 13.2% 67.7% 40.9% 47.2% -15.3% 2.5% 7.1M -199.8M -850.2K 0.35 66.01 N/A N/A 32,919 11,475 194,289 245,479 2024-03-11 $20.70 $18.00 50.0% 13.6% 68.0% 37.0% 48.7% 3.9% -1.4% 4.7M -158.1M -856.7K 0.95 56.76 N/A N/A 14,409 13,653 180,199 228,909 2024-03-12 $20.86 $19.00 49.4% 14.4% 67.4% 35.7% 49.7% 3.2% 1.6% 5.5M -169.5M -864.1K 0.18 62.98 N/A N/A 33,222 5,977 185,681 234,533 2024-03-13 $20.98 $19.00 50.1% 13.8% 66.0% 37.3% 48.0% 16.6% 2.2% 6.6M -183.2M -843.2K 0.26 65.33 N/A N/A 41,205 10,604 194,936 236,691 2024-03-14 $21.48 $19.00 49.9% 14.2% 66.1% 37.0% 48.3% 3.3% -0.3% 6.6M -183.2M -885.8K 0.40 50.42 N/A N/A 36,922 14,917 180,358 242,849 2024-03-15 $21.20 $19.00 43.6% 13.6% 66.3% 22.3% 47.4% 10.3% 15.0% 3.0M -173.7M -920.3K 1.34 60.68 N/A N/A 9,678 12,972 189,592 253,252 2024-03-18 $21.21 $19.00 43.9% 12.3% 66.3% 23.0% 43.8% 2.2% -5.8% 3.0M -147.7M -894.4K 0.49 55.42 N/A N/A 9,366 4,547 160,012 199,910 2024-03-19 $21.52 $19.00 53.1% 15.5% 66.0% 44.2% 46.3% 4.1% -33.4% 3.4M -159.6M -917.3K 0.56 73.22 N/A N/A 27,270 15,301 165,576 203,157 2024-03-20 $21.19 $20.00 41.8% 12.0% 66.1% 18.1% 41.4% 3.9% 0.0% 2.8M -148.9M -897.0K 0.72 59.62 N/A N/A 11,544 8,268 177,259 216,882 2024-03-21 $20.84 $20.00 42.6% 12.3% 66.6% 20.0% 44.6% 4.2% -2.0% 1.5M -127.1M -913.5K 0.83 59.59 N/A N/A 11,115 9,221 180,732 222,571 2024-03-22 $20.34 $20.00 45.5% 13.0% 67.0% 26.7% 43.8% 1.8% 6.1% -1.5M -92.2M -920.2K 0.19 61.53 N/A N/A 40,127 7,612 185,827 228,708 2024-03-25 $19.70 $20.00 51.1% 14.0% 68.1% 39.6% 48.9% 4.0% -13.7% 1.6M -63.1M -968.0K 0.31 65.64 N/A N/A 31,193 9,645 183,893 220,907 2024-03-26 $19.20 $20.00 47.3% 13.3% 67.8% 30.8% 45.9% 1.9% -1.2% 1.3M -47.3M -964.8K 0.51 60.08 N/A N/A 15,191 7,738 205,825 222,824 2024-03-27 $19.86 $20.00 48.8% 13.4% 63.4% 34.4% 45.6% 15.0% -6.5% 3.3M -92.4M -1.0M 0.46 72.21 N/A N/A 18,739 8,586 213,132 227,503 2024-03-28 $19.91 $20.00 47.6% 13.2% 56.7% 31.6% 47.0% 5.7% -5.1% 6.2M -89.4M -999.4K 0.70 61.42 N/A N/A 9,217 6,460 213,861 232,433
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