M Options History — April 2024 In April 2024, M traded between $18.37 and $20.01. ATM implied volatility averaged 54.8%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 18.8% (HV 20d: 36.0%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2024-04-04 : Highest Volume — 48,747 contracts2024-04-25 : Largest IV spike — 15.3% change2024-04-25 : Highest IV Rank — 74.5%2024-04-18 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.98 $18.37 $20.01 $19.59 $18.44 Max Pain $17.59 $17.00 $20.00 $20.00 $18.00 ATM IV 54.8% 46.2% 66.2% 46.2% 54.7% Expected Move 15.2% 13.5% 17.1% 13.5% 15.4% HV 20d 36.0% 32.0% 55.8% 55.8% 32.0% HV 60d 46.2% 44.7% 47.0% 44.7% 46.5% IV Rank 48.2% 28.3% 74.5% 28.3% 48.1% IV Percentile 64.9% 43.3% 84.9% 43.3% 63.1% Term Structure -1.8% -29.3% 28.1% 4.4% -3.2% VWIV 53.2% 48.0% 58.3% 49.2% 54.3% Skew 25d 3.8% -17.7% 17.3% 4.5% -4.9% Skew 10d 7.8% -41.9% 32.7% 14.6% 3.9% Call IV 25d 53.0% 43.8% 65.5% 46.5% 59.2% Put IV 25d 56.9% 39.3% 70.0% 50.9% 54.3% Bid-Ask Spread % 64.09 44.68 72.56 60.45 65.64 Gamma HHI 0.10 0.08 0.16 0.09 0.10 Net GEX 1.3M -2.3M 5.3M 1.7M 438.3K Net DEX -57.0M -134.0M -4.2M -74.1M -38.2M Net VEX -998.4K -1.1M -899.5K -962.6K -899.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.20 1.37 0.38 0.39 Total Volume 15,935.682 4,299 48,747 20,437 4,892 Total OI 470,529.545 422,145 507,300 428,643 443,619
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 2024-04-01 $19.59 $20.00 46.2% 13.5% 55.8% 28.3% 49.2% 4.5% 4.4% 1.7M -74.1M -962.6K 0.38 60.45 N/A N/A 14,785 5,652 201,619 227,024 2024-04-02 $19.06 $20.00 48.5% 13.8% 32.1% 33.7% 48.0% -3.6% 2.0% 761.1K -38.9M -990.4K 0.38 72.47 N/A N/A 18,765 7,171 213,525 231,671 2024-04-03 $18.94 $20.00 48.1% 14.4% 32.1% 32.8% 51.0% -5.1% 9.3% 464.6K -36.6M -1.0M 0.85 59.46 N/A N/A 11,075 9,393 226,678 236,155 2024-04-04 $18.37 $17.00 49.0% 15.7% 33.2% 34.9% 53.0% 4.7% -2.5% -258.9K -4.2M -1.0M 0.48 66.96 N/A N/A 33,021 15,726 235,173 239,785 2024-04-05 $18.48 $17.00 54.8% 16.6% 32.9% 48.3% 56.4% 4.5% 0.7% -1.9M -18.2M -1.1M 0.83 69.78 N/A N/A 13,221 10,910 259,239 239,612 2024-04-08 $19.45 $17.00 50.9% 16.4% 35.6% 39.2% 58.3% 6.2% 4.2% 3.4M -95.7M -1.1M 0.33 70.10 N/A N/A 13,246 4,418 252,199 236,545 2024-04-09 $19.57 $17.00 50.8% 16.3% 35.5% 38.9% 58.2% 9.8% -1.9% 3.9M -105.8M -1.1M 0.60 65.59 N/A N/A 7,058 4,268 256,342 238,905 2024-04-10 $20.01 $17.00 55.8% 15.4% 36.4% 50.5% 53.1% 5.9% -0.9% 5.1M -134.0M -1.1M 0.33 44.68 N/A N/A 14,056 4,652 258,138 240,561 2024-04-11 $19.98 $17.00 56.4% 16.3% 36.3% 51.9% 52.3% 5.4% -4.8% 5.3M -131.0M -1.1M 0.76 57.15 N/A N/A 5,548 4,239 257,527 241,432 2024-04-12 $19.27 $17.00 50.1% 15.3% 36.8% 37.5% 51.0% 3.8% 5.4% 3.5M -69.4M -1.0M 0.38 63.38 N/A N/A 8,879 3,334 258,585 242,963 2024-04-15 $18.86 $17.00 53.6% 14.8% 37.2% 45.4% 53.6% 4.8% -29.3% 804.8K -41.1M -979.0K 0.90 63.67 N/A N/A 11,137 9,980 246,998 236,554 2024-04-16 $19.05 $17.00 53.2% 15.1% 37.5% 44.5% 53.6% 4.8% -24.4% 1.4M -52.2M -1.0M 0.20 63.42 N/A N/A 5,915 1,179 253,577 242,192 2024-04-17 $19.05 $17.00 58.2% 16.7% 36.9% 56.2% 51.5% 16.3% -21.5% 1.8M -60.8M -1.0M 0.41 72.56 N/A N/A 6,959 2,878 256,725 240,933 2024-04-18 $19.02 $17.00 58.7% 17.1% 36.7% 57.3% 55.2% 1.5% -8.0% 1.7M -58.6M -969.4K 0.57 61.76 N/A N/A 2,738 1,561 261,349 240,795 2024-04-19 $18.56 $17.00 54.0% 15.5% 37.1% 46.4% 53.0% 0.9% 21.7% -1.5M -26.1M -952.9K 0.66 62.16 N/A N/A 9,489 6,227 265,822 241,478 2024-04-22 $18.84 $17.00 55.4% 14.7% 37.2% 49.7% 51.9% 0.5% 9.1% 1.5M -49.7M -978.5K 0.41 62.20 N/A N/A 11,233 4,608 211,547 210,598 2024-04-23 $19.09 $17.00 57.7% 14.2% 36.1% 54.9% 54.1% 17.3% 4.8% 2.2M -72.3M -968.0K 0.97 63.54 N/A N/A 8,981 8,750 218,645 213,463 2024-04-24 $18.76 $17.00 57.4% 13.7% 35.4% 54.2% 51.5% -4.2% -13.5% 1.2M -53.3M -950.6K 0.68 67.77 N/A N/A 3,181 2,155 224,535 218,036 2024-04-25 $18.38 $18.00 66.2% 14.1% 33.5% 74.5% 52.0% -17.7% 28.1% -69.4K -27.4M -931.3K 0.49 62.92 N/A N/A 5,701 2,793 225,666 221,157 2024-04-26 $18.43 $18.00 63.1% 14.1% 33.5% 67.4% 53.0% 15.8% -13.9% -2.3M -30.0M -919.2K 1.37 67.76 N/A N/A 8,051 11,023 227,477 222,455 2024-04-29 $18.45 $18.00 62.8% 14.5% 33.3% 66.7% 56.8% 13.4% -4.9% 427.2K -37.0M -919.6K 0.51 66.50 N/A N/A 7,757 3,980 212,464 221,887 2024-04-30 $18.44 $18.00 54.7% 15.4% 32.0% 48.1% 54.3% -4.9% -3.2% 438.3K -38.2M -899.5K 0.39 65.64 N/A N/A 3,523 1,369 218,643 224,976
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