M Options History — May 2024 In May 2024, M traded between $18.13 and $20.36. ATM implied volatility averaged 54.7%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 23.1% (HV 20d: 31.6%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-05-28 : Highest Volume — 49,219 contracts2024-05-13 : Largest IV spike — 30.6% change2024-05-01 : Highest IV Rank — 100.0%2024-05-15 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $19.50 $18.13 $20.36 $18.13 $19.39 Max Pain $18.18 $18.00 $19.00 $18.00 $19.00 ATM IV 54.7% 42.0% 84.1% 84.1% 42.0% Expected Move 15.0% 10.1% 17.8% 14.7% 10.1% HV 20d 31.6% 28.4% 36.2% 32.4% 31.7% HV 60d 44.5% 32.2% 47.8% 46.6% 33.0% IV Rank 41.4% 16.1% 100.0% 100.0% 16.1% IV Percentile 59.7% 23.0% 100.0% 100.0% 23.0% Term Structure -3.8% -19.2% 16.4% -14.8% -6.3% VWIV 54.3% 45.0% 62.9% 56.3% 45.0% Skew 25d 3.9% -23.2% 49.3% 49.3% -0.9% Skew 10d 5.5% -45.0% 50.6% 50.6% 1.1% Call IV 25d 51.1% 29.8% 66.6% 44.1% 44.8% Put IV 25d 55.0% 31.1% 93.3% 93.3% 43.9% Bid-Ask Spread % 58.57 49.83 75.95 68.57 59.86 Gamma HHI 0.11 0.08 0.19 0.11 0.09 Net GEX 3.0M -473.6K 7.2M -473.6K 662.4K Net DEX -76.4M -112.7M -20.8M -20.8M -40.3M Net VEX -818.0K -927.3K -719.6K -878.9K -719.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.13 1.15 0.59 1.12 Total Volume 16,924.955 4,504 49,219 6,752 17,512 Total OI 414,537.727 327,738 464,079 444,870 377,166
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 2024-05-01 $18.13 $18.00 84.1% 14.7% 32.4% 100.0% 56.3% 49.3% -14.8% -473.6K -20.8M -878.9K 0.59 68.57 N/A N/A 4,249 2,503 219,506 225,364 2024-05-02 $18.98 $18.00 61.6% 14.5% 34.8% 55.2% 53.5% 1.3% -6.4% 2.3M -66.8M -911.3K 0.13 68.45 N/A N/A 12,461 1,592 221,126 226,389 2024-05-03 $19.56 $18.00 49.3% 15.0% 36.2% 30.6% 53.1% 4.2% 3.4% 7.2M -112.7M -927.3K 0.27 56.62 N/A N/A 10,391 2,799 223,378 227,312 2024-05-06 $19.46 $18.00 42.4% 15.3% 31.4% 16.8% 54.0% 3.8% 9.5% 2.9M -90.9M -886.8K 0.57 60.86 N/A N/A 4,495 2,554 214,195 219,546 2024-05-07 $19.48 $18.00 49.7% 16.2% 31.4% 31.4% 54.7% -23.2% -16.0% 3.1M -90.6M -874.0K 0.63 53.86 N/A N/A 5,398 3,385 216,489 220,950 2024-05-08 $19.02 $18.00 57.0% 16.0% 31.3% 45.9% 55.7% 24.6% 0.1% 1.8M -62.8M -828.9K 0.33 52.41 N/A N/A 11,105 3,658 217,418 223,000 2024-05-09 $19.38 $18.00 54.6% 16.1% 32.2% 41.1% 56.8% -15.1% 1.8% 3.8M -86.6M -855.6K 0.38 52.86 N/A N/A 3,258 1,246 224,142 225,284 2024-05-10 $19.34 $18.00 49.2% 15.9% 29.5% 30.4% 55.2% -15.9% -6.2% 5.0M -85.9M -830.6K 0.38 50.66 N/A N/A 5,632 2,160 225,453 225,712 2024-05-13 $19.45 $18.00 64.3% 16.1% 28.4% 60.4% 52.9% 3.4% -16.6% 3.5M -93.4M -805.7K 0.18 57.83 N/A N/A 11,763 2,123 214,755 222,454 2024-05-14 $19.84 $18.00 65.3% 16.3% 29.0% 62.5% 59.3% -1.7% -9.9% 4.7M -110.8M -820.7K 0.37 49.83 N/A N/A 5,399 2,012 219,421 223,210 2024-05-15 $19.38 $18.00 60.9% 17.8% 30.3% 53.7% 60.4% 0.3% -1.9% 3.5M -85.4M -801.6K 0.63 54.21 N/A N/A 11,257 7,123 221,529 224,635 2024-05-16 $19.61 $18.00 63.2% 17.7% 30.6% 58.3% 62.9% 12.9% -2.3% 4.5M -97.1M -825.0K 0.45 52.10 N/A N/A 6,749 3,048 225,782 233,419 2024-05-17 $19.48 $18.00 60.5% 17.5% 29.2% 52.9% 62.1% 0.3% -1.3% 3.6M -84.6M -803.1K 0.50 56.34 N/A N/A 9,684 4,881 228,548 235,531 2024-05-20 $19.07 $18.00 62.1% 17.7% 29.9% 56.1% 61.5% 6.1% -2.2% 1.1M -38.6M -779.3K 1.08 61.64 N/A N/A 20,814 22,425 158,756 168,982 2024-05-21 $19.82 $18.00 53.0% 14.9% 32.6% 38.0% 53.8% 8.9% 0.2% 2.3M -71.8M -793.0K 0.99 53.88 N/A N/A 23,409 23,112 175,082 184,582 2024-05-22 $20.16 $18.00 47.2% 13.5% 32.2% 26.5% 50.8% 3.8% -19.2% 3.1M -92.0M -799.9K 0.46 55.41 N/A N/A 16,108 7,465 182,235 194,150 2024-05-23 $20.06 $18.00 43.2% 12.4% 31.1% 18.5% 45.8% 1.9% -0.9% 3.8M -83.9M -770.2K 1.15 75.95 N/A N/A 4,193 4,806 187,926 196,178 2024-05-24 $20.19 $18.00 42.8% 13.4% 31.1% 17.6% 47.2% 1.6% -17.3% 5.1M -94.9M -789.7K 0.85 63.27 N/A N/A 11,841 10,066 188,862 198,218 2024-05-28 $20.36 $19.00 50.1% 10.7% 31.1% 32.1% 52.2% 5.4% 16.4% 2.5M -84.6M -770.2K 0.81 64.49 N/A N/A 27,140 22,079 170,523 184,296 2024-05-29 $19.80 $19.00 49.2% 14.3% 33.2% 30.4% 51.0% 15.3% 11.3% 2.2M -62.2M -780.1K 0.65 57.59 N/A N/A 5,892 3,821 184,786 186,354 2024-05-30 $19.12 $19.00 51.8% 14.7% 35.2% 35.7% 50.3% -0.3% -4.3% -233.4K -24.2M -744.2K 0.73 61.73 N/A N/A 6,221 4,520 185,286 191,900 2024-05-31 $19.39 $19.00 42.0% 10.1% 31.7% 16.1% 45.0% -0.9% -6.3% 662.4K -40.3M -719.6K 1.12 59.86 N/A N/A 8,248 9,264 186,025 191,141
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