M Options History — July 2024 In July 2024, M traded between $16.36 and $19.71. ATM implied volatility averaged 43.8%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 13.7% (HV 20d: 57.5%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.95.
Notable Days 2024-07-05 : Highest Volume — 73,373 contracts2024-07-08 : Largest IV spike — 31.2% change2024-07-24 : Highest IV Rank — 51.3%2024-07-05 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.61 $16.36 $19.71 $18.37 $17.30 Max Pain $18.82 $18.00 $20.00 $19.00 $18.00 ATM IV 43.8% 34.2% 55.8% 35.1% 46.0% Expected Move 12.0% 7.4% 14.4% 10.1% 10.8% HV 20d 57.5% 34.9% 68.3% 36.4% 64.9% HV 60d 42.6% 32.8% 47.2% 33.9% 45.9% IV Rank 30.7% 14.1% 51.3% 15.8% 34.5% IV Percentile 32.0% 2.8% 70.2% 4.8% 41.3% Term Structure 0.6% -22.1% 22.0% 4.6% -9.8% VWIV 43.4% 36.1% 48.5% 46.2% 36.9% Skew 25d 3.8% -10.1% 36.2% 24.6% -0.1% Skew 10d 0.3% -36.7% 20.9% 0.3% -2.8% Call IV 25d 39.5% 23.7% 46.3% 23.8% 44.9% Put IV 25d 43.3% 23.7% 64.2% 48.4% 44.8% Bid-Ask Spread % 62.70 46.38 79.89 75.45 79.89 Gamma HHI 0.16 0.10 0.24 0.17 0.11 Net GEX -738.8K -2.6M 1.5M -708.8K 442.0K Net DEX 17.1M -54.6M 85.6M 4.5M -5.0M Net VEX -615.5K -662.7K -552.4K -568.9K -662.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.21 3.00 0.84 0.80 Total Volume 21,688.091 4,804 73,373 19,264 5,736 Total OI 302,513.364 243,746 364,152 243,746 302,748
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 2024-07-01 $18.37 $19.00 35.1% 10.1% 36.4% 15.8% 46.2% 24.6% 4.6% -708.8K 4.5M -568.9K 0.84 75.45 N/A N/A 10,464 8,800 115,292 128,454 2024-07-02 $17.82 $19.00 44.8% 13.1% 36.8% 32.4% 46.3% -10.1% -13.0% -1.6M 29.2M -570.8K 0.97 57.90 N/A N/A 7,393 7,189 122,430 134,617 2024-07-03 $17.99 $19.00 38.0% 12.8% 34.9% 20.7% 45.5% 8.4% 0.1% -1.7M 25.0M -586.0K 0.74 71.79 N/A N/A 2,763 2,041 125,970 139,807 2024-07-05 $19.71 $19.00 34.2% 14.4% 46.7% 14.1% 48.5% -7.7% 16.5% 836.3K -51.7M -611.4K 0.39 68.81 N/A N/A 52,890 20,483 126,615 140,252 2024-07-08 $19.04 $20.00 44.8% 12.4% 47.7% 32.5% 46.5% -4.3% 2.7% 159.4K -19.9M -614.8K 0.77 66.02 N/A N/A 13,158 10,071 132,482 143,613 2024-07-09 $18.94 $20.00 48.8% 14.1% 47.8% 39.2% 47.7% -7.1% 3.3% -215.0K -18.9M -645.7K 0.89 62.03 N/A N/A 12,069 10,694 141,336 150,731 2024-07-10 $18.96 $20.00 44.6% 13.7% 47.7% 32.0% 48.4% 2.8% 4.2% -664.7K -20.1M -659.0K 0.60 63.98 N/A N/A 4,961 2,992 148,618 159,646 2024-07-11 $19.56 $20.00 46.0% 14.0% 48.8% 34.4% 48.2% 7.5% 1.2% 1.5M -54.6M -656.2K 0.61 57.34 N/A N/A 9,261 5,677 152,264 161,452 2024-07-12 $19.13 $20.00 42.1% 12.8% 48.9% 27.8% 45.5% 6.7% 4.1% -23.2K -34.7M -638.6K 1.06 62.60 N/A N/A 8,294 8,824 155,245 162,856 2024-07-15 $16.73 $20.00 43.5% 12.8% 68.2% 30.3% 45.4% 0.1% 22.0% -2.6M 83.6M -552.4K 1.13 57.12 N/A N/A 33,389 37,617 148,844 153,550 2024-07-16 $16.84 $19.00 42.8% 12.2% 67.6% 29.0% 43.6% 1.7% 14.2% -2.5M 77.2M -587.3K 0.28 51.61 N/A N/A 20,754 5,828 162,246 169,562 2024-07-17 $16.84 $19.00 42.6% 12.2% 67.5% 28.6% 43.3% -1.1% -16.1% -1.8M 71.0M -602.1K 0.28 46.38 N/A N/A 18,741 5,201 177,092 172,231 2024-07-18 $16.41 $18.00 40.9% 12.1% 67.9% 25.7% 42.5% 1.8% -2.1% -784.6K 85.6M -577.9K 0.69 56.40 N/A N/A 13,498 9,265 185,693 169,877 2024-07-19 $16.36 $18.00 42.2% 11.8% 67.8% 27.9% 38.3% 1.7% 2.9% -1.2M 83.0M -592.9K 3.00 53.16 N/A N/A 8,569 25,736 192,313 171,839 2024-07-22 $16.66 $18.00 48.3% 11.0% 68.3% 38.4% 41.5% 36.2% -8.5% -817.4K 24.2M -631.7K 0.74 69.00 N/A N/A 11,139 8,198 150,831 140,882 2024-07-23 $16.87 $18.00 42.6% 11.0% 66.6% 28.7% 36.1% 1.0% 13.7% -413.7K 13.6M -638.5K 0.52 58.97 N/A N/A 7,243 3,760 156,700 146,046 2024-07-24 $16.48 $18.00 55.8% 7.4% 66.4% 51.3% 38.3% 1.3% -4.7% -1.3M 27.0M -610.1K 2.88 66.17 N/A N/A 2,916 8,406 158,921 145,036 2024-07-25 $16.52 $18.00 47.3% 11.2% 66.4% 36.7% 40.9% 6.5% -0.2% -1.4M 26.4M -615.2K 0.41 66.97 N/A N/A 5,059 2,050 159,048 147,996 2024-07-26 $16.57 $18.00 42.9% 11.1% 66.3% 29.2% 42.0% 2.0% 11.9% -799.0K 21.9M -625.4K 2.15 60.63 N/A N/A 4,438 9,533 161,236 151,414 2024-07-29 $17.02 $18.00 41.7% 11.6% 66.5% 27.1% 41.2% 3.9% -12.0% -664.1K 10.0M -637.2K 1.00 67.30 N/A N/A 10,688 10,704 147,861 142,257 2024-07-30 $17.30 $18.00 49.1% 12.4% 65.7% 39.8% 42.2% 7.0% -22.1% 83.9K -1.1M -656.5K 0.21 59.92 N/A N/A 8,782 1,864 151,900 147,491 2024-07-31 $17.30 $18.00 46.0% 10.8% 64.9% 34.5% 36.9% -0.1% -9.8% 442.0K -5.0M -662.7K 0.80 79.89 N/A N/A 3,185 2,551 155,300 147,448
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