M Options History — August 2024 In August 2024, M traded between $15.07 and $17.84. ATM implied volatility averaged 50.6%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 8.1% (HV 20d: 58.7%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.14.
Notable Days 2024-08-21 : Highest Volume — 100,792 contracts2024-08-06 : Largest IV drop — 30.2% change2024-08-01 : Highest IV Rank — 80.0%2024-08-01 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.01 $15.07 $17.84 $16.70 $15.54 Max Pain $17.07 $16.00 $18.00 $18.00 $16.00 ATM IV 50.6% 33.1% 72.5% 72.5% 33.1% Expected Move 13.9% 5.9% 18.2% 18.2% 10.3% HV 20d 58.7% 42.6% 69.3% 65.9% 66.7% HV 60d 52.4% 46.4% 58.0% 46.4% 57.0% IV Rank 42.4% 12.4% 80.0% 80.0% 12.4% IV Percentile 50.7% 2.4% 97.6% 97.6% 2.4% Term Structure -5.8% -23.7% 14.8% 9.5% -13.8% VWIV 48.9% 36.0% 60.3% 48.9% 36.0% Skew 25d 10.5% -10.9% 50.1% 38.5% 1.1% Skew 10d 9.7% -24.0% 32.6% 4.1% -2.7% Call IV 25d 45.2% 32.2% 66.1% 50.1% 35.8% Put IV 25d 55.8% 36.9% 96.4% 88.6% 36.9% Bid-Ask Spread % 53.21 18.72 101.36 101.36 32.93 Gamma HHI 0.17 0.08 0.41 0.16 0.24 Net GEX -766.2K -4.5M 1.4M -574.9K 876.8K Net DEX 27.7M -42.8M 65.1M 5.7M 40.7M Net VEX -624.9K -682.4K -553.7K -676.7K -653.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.40 4.10 2.20 0.63 Total Volume 22,809.773 5,500 100,792 14,963 7,074 Total OI 307,650 261,394 342,774 303,646 319,244
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 2024-08-01 $16.70 $18.00 72.5% 18.2% 65.9% 80.0% 48.9% 38.5% 9.5% -574.9K 5.7M -676.7K 2.20 101.36 N/A N/A 4,671 10,292 155,795 147,851 2024-08-02 $16.01 $18.00 51.9% 13.2% 56.7% 44.7% 46.7% -10.9% -3.9% -4.5M 56.0M -627.7K 1.57 40.52 N/A N/A 7,912 12,425 156,891 154,441 2024-08-05 $15.11 $18.00 64.1% 15.1% 58.6% 65.5% 54.7% 3.5% -23.7% -1.1M 65.1M -586.6K 1.00 70.70 N/A N/A 8,332 8,304 149,789 141,217 2024-08-06 $15.61 $18.00 44.8% 11.8% 60.7% 32.3% 50.9% 4.7% -16.5% -1.2M 49.6M -607.3K 0.82 73.63 N/A N/A 3,015 2,485 152,929 142,921 2024-08-07 $15.07 $18.00 55.2% 16.3% 61.2% 50.2% 56.2% 47.2% -20.5% -1.2M 62.1M -580.5K 1.01 63.28 N/A N/A 7,168 7,272 154,275 144,679 2024-08-08 $15.71 $17.00 50.8% 17.1% 62.3% 42.7% 60.3% 50.1% 14.8% -1.3M 41.2M -618.8K 0.60 68.91 N/A N/A 8,062 4,835 158,532 146,608 2024-08-09 $15.48 $17.00 56.8% 16.7% 62.1% 53.1% 53.0% 16.8% -5.0% -2.7M 45.1M -612.2K 0.93 49.50 N/A N/A 5,637 5,237 162,834 148,549 2024-08-12 $15.82 $17.00 61.6% 16.3% 42.6% 61.3% 56.3% 4.4% -2.5% -1.0M 37.5M -601.0K 0.85 58.21 N/A N/A 8,039 6,838 157,716 142,643 2024-08-13 $16.11 $17.00 60.3% 16.6% 43.1% 59.0% 57.6% 4.0% -2.0% -836.5K 27.0M -615.3K 1.87 46.36 N/A N/A 7,573 14,198 162,485 145,532 2024-08-14 $16.05 $17.00 60.1% 15.7% 43.1% 58.8% 55.2% -4.1% -5.8% -1.2M 32.3M -623.1K 1.98 63.12 N/A N/A 1,911 3,778 168,477 155,763 2024-08-15 $16.95 $17.00 58.3% 15.5% 46.6% 55.7% 55.7% 5.3% -5.0% -452.8K -8.8M -646.9K 0.52 59.61 N/A N/A 11,910 6,206 168,157 153,979 2024-08-16 $17.59 $17.00 55.4% 15.9% 48.3% 50.6% 55.0% 24.4% -5.0% 1.4M -40.4M -662.5K 0.40 55.55 N/A N/A 24,013 9,695 173,239 155,297 2024-08-19 $17.84 $17.00 55.9% 15.4% 48.1% 51.5% 53.6% 5.9% -0.1% 958.3K -40.7M -665.9K 0.41 55.15 N/A N/A 25,527 10,414 130,682 130,712 2024-08-20 $17.69 $17.00 56.4% 16.0% 48.2% 52.3% 57.0% 9.9% -20.1% 1.4M -42.8M -682.4K 0.92 47.93 N/A N/A 21,572 19,761 146,492 138,452 2024-08-21 $15.54 $17.00 43.3% 12.4% 66.8% 29.9% 43.2% 4.8% -1.9% -1.6M 54.1M -553.7K 0.93 51.16 N/A N/A 52,224 48,568 158,527 153,079 2024-08-22 $15.27 $17.00 42.8% 12.2% 67.0% 28.9% 42.9% 1.6% -1.7% -2.0M 53.9M -572.0K 0.41 57.98 N/A N/A 21,043 8,719 171,626 159,635 2024-08-23 $16.00 $17.00 36.8% 10.7% 69.3% 18.6% 38.0% 3.1% 0.2% 1.4M 17.0M -618.8K 0.69 53.99 N/A N/A 16,392 11,359 179,833 162,941 2024-08-26 $15.86 $17.00 39.3% 11.6% 68.6% 22.9% 40.6% 4.6% -0.3% -398.8K 27.4M -612.8K 4.10 22.15 N/A N/A 6,659 27,328 146,562 143,461 2024-08-27 $15.41 $16.50 38.3% 5.9% 68.7% 21.3% 36.9% 9.0% -21.2% -1.1M 43.4M -634.0K 1.59 49.82 N/A N/A 6,605 10,475 149,799 151,062 2024-08-28 $15.32 $16.00 38.9% 11.2% 68.7% 22.3% 39.7% 3.0% -0.3% -1.2M 48.7M -648.2K 0.41 29.97 N/A N/A 7,024 2,860 152,479 158,312 2024-08-29 $15.61 $16.00 36.7% 11.2% 68.3% 18.4% 38.1% 4.5% -3.0% -506.9K 36.4M -648.0K 1.25 18.72 N/A N/A 3,728 4,675 155,705 159,098 2024-08-30 $15.54 $16.00 33.1% 10.3% 66.7% 12.4% 36.0% 1.1% -13.8% 876.8K 40.7M -653.9K 0.63 32.93 N/A N/A 4,341 2,733 156,686 162,558
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