M Options History — October 2024 In October 2024, M traded between $15.27 and $16.23. ATM implied volatility averaged 46.3%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 19.2% (HV 20d: 27.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.46.
Notable Days 2024-10-17 : Highest Volume — 76,201 contracts2024-10-14 : Largest IV spike — 10.7% change2024-10-25 : Highest IV Rank — 53.1%2024-10-29 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.59 $15.27 $16.23 $15.41 $15.36 Max Pain $15.91 $15.00 $16.00 $15.00 $16.00 ATM IV 46.3% 36.8% 55.0% 36.8% 54.6% Expected Move 13.4% 11.2% 14.8% 11.2% 14.6% HV 20d 27.1% 24.1% 30.2% 26.4% 27.4% HV 60d 45.8% 40.8% 52.1% 52.0% 40.8% IV Rank 39.2% 23.9% 53.1% 23.9% 52.5% IV Percentile 44.3% 10.7% 72.6% 10.7% 72.6% Term Structure 1.1% -7.7% 7.6% 1.5% -1.0% VWIV 46.3% 39.9% 51.4% 41.4% 50.9% Skew 25d 3.2% -0.8% 7.2% 3.4% 7.2% Skew 10d 9.0% 3.9% 18.0% 3.9% 9.5% Call IV 25d 44.9% 36.9% 53.9% 38.2% 51.2% Put IV 25d 48.1% 38.3% 58.4% 41.6% 58.4% Bid-Ask Spread % 36.72 10.01 69.29 53.75 23.14 Gamma HHI 0.16 0.11 0.27 0.14 0.15 Net GEX 236.1K -655.9K 4.7M 77.5K -430.4K Net DEX 16.4M -21.3M 29.9M 20.9M 29.0M Net VEX -629.8K -674.6K -585.1K -655.5K -595.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.04 1.56 1.56 0.62 Total Volume 13,276.696 3,073 76,201 6,587 3,190 Total OI 301,112.783 285,290 346,810 289,976 301,429
Daily Data (23 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 2024-10-01 $15.41 $15.00 36.8% 11.2% 26.4% 23.9% 41.4% 3.4% 1.5% 77.5K 20.9M -655.5K 1.56 53.75 N/A N/A 2,573 4,014 136,560 153,416 2024-10-02 $15.32 $15.00 37.0% 11.3% 25.3% 24.2% 39.9% -0.1% 3.8% -292.4K 26.3M -644.7K 0.22 20.44 N/A N/A 3,440 762 136,373 156,357 2024-10-03 $15.39 $16.00 39.7% 13.2% 24.1% 28.5% 44.9% -0.5% 3.0% -54.7K 23.1M -646.3K 0.25 43.39 N/A N/A 2,577 632 137,832 156,702 2024-10-04 $15.79 $16.00 38.6% 12.0% 24.1% 26.8% 43.3% 3.8% 2.7% -251.4K 9.9M -647.7K 0.19 10.01 N/A N/A 8,118 1,548 138,002 157,136 2024-10-07 $15.36 $16.00 40.1% 13.5% 26.4% 29.1% 44.6% 4.0% 7.1% -601.2K 27.9M -638.0K 0.37 13.01 N/A N/A 5,537 2,060 132,524 154,905 2024-10-08 $15.27 $16.00 40.5% 13.4% 25.8% 29.8% 45.5% 4.4% 7.6% -655.9K 29.8M -636.1K 1.30 13.91 N/A N/A 1,793 2,331 134,788 155,982 2024-10-09 $15.39 $16.00 40.0% 13.2% 25.1% 29.1% 44.6% 5.9% 5.4% -453.2K 25.2M -633.0K 0.27 58.00 N/A N/A 2,421 652 135,720 157,263 2024-10-10 $15.43 $16.00 40.7% 13.2% 25.1% 30.2% 46.5% 4.2% 7.2% -375.6K 24.1M -635.7K 0.31 15.60 N/A N/A 2,455 772 136,982 157,526 2024-10-11 $15.77 $16.00 39.5% 12.5% 24.5% 28.2% 43.1% 2.3% 7.3% -80.2K 12.1M -627.4K 0.09 25.10 N/A N/A 13,302 1,180 137,596 157,772 2024-10-14 $15.38 $16.00 43.7% 12.9% 26.3% 35.0% 42.8% 2.3% 2.6% -364.5K 24.4M -619.5K 0.46 18.18 N/A N/A 5,546 2,572 139,254 153,337 2024-10-15 $15.77 $16.00 43.3% 12.5% 27.5% 34.4% 44.3% 4.4% 1.8% 572.4K 7.7M -631.8K 0.19 46.97 N/A N/A 8,452 1,605 142,427 155,279 2024-10-16 $16.23 $16.00 47.9% 13.7% 29.1% 41.8% 44.7% 0.1% 2.7% 1.1M -11.1M -649.3K 0.04 55.58 N/A N/A 60,429 2,484 144,336 155,487 2024-10-17 $16.18 $16.00 49.7% 14.2% 29.0% 44.7% 51.4% 1.8% -0.5% 4.7M -21.3M -673.0K 0.05 59.03 N/A N/A 72,491 3,710 169,366 156,867 2024-10-18 $16.12 $16.00 50.4% 13.7% 29.0% 45.7% 48.3% 3.3% 1.5% 3.5M -19.2M -674.6K 0.12 25.44 N/A N/A 21,085 2,517 188,674 158,136 2024-10-21 $16.06 $16.00 51.7% 13.5% 28.4% 47.9% 47.6% -0.8% -7.7% 1.3M -783.2K -637.2K 0.30 57.76 N/A N/A 12,011 3,642 155,403 147,201 2024-10-22 $15.71 $16.00 51.4% 14.3% 29.8% 47.4% 47.8% 3.9% -0.1% 329.5K 14.5M -616.0K 0.34 37.55 N/A N/A 5,823 2,000 158,494 149,893 2024-10-23 $15.30 $16.00 52.5% 13.8% 30.2% 49.2% 50.0% 2.8% -1.4% -518.9K 29.9M -607.9K 0.36 34.93 N/A N/A 5,439 1,946 159,074 151,470 2024-10-24 $15.36 $16.00 52.7% 14.2% 29.2% 49.4% 50.5% 4.5% -5.5% -503.9K 26.6M -617.8K 0.52 55.43 N/A N/A 3,447 1,791 161,340 152,519 2024-10-25 $15.39 $16.00 55.0% 14.0% 29.1% 53.1% 48.4% 2.4% -2.2% -471.4K 27.1M -616.1K 0.40 69.29 N/A N/A 3,333 1,339 162,698 153,585 2024-10-28 $15.54 $16.00 52.8% 13.6% 27.7% 49.5% 47.9% 6.6% -6.9% -467.9K 22.9M -585.1K 0.84 37.32 N/A N/A 5,314 4,487 134,697 150,593 2024-10-29 $15.61 $16.00 53.1% 14.8% 27.0% 50.0% 47.5% 4.1% -2.0% -214.6K 18.7M -598.7K 0.75 46.69 N/A N/A 5,159 3,853 138,396 154,132 2024-10-30 $15.38 $16.00 54.4% 14.2% 27.4% 52.2% 49.3% 3.4% -1.4% -440.3K 28.7M -597.1K 0.91 24.14 N/A N/A 2,899 2,633 141,211 156,860 2024-10-31 $15.36 $16.00 54.6% 14.6% 27.4% 52.5% 50.9% 7.2% -1.0% -430.4K 29.0M -595.8K 0.62 23.14 N/A N/A 1,971 1,219 142,594 158,835
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