M Options History — November 2024 In November 2024, M traded between $14.54 and $16.55. ATM implied volatility averaged 57.8%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 19.9% (HV 20d: 38.0%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2024-11-25 : Highest Volume — 79,431 contracts2024-11-11 : Largest IV spike — 11.8% change2024-11-12 : Highest IV Rank — 67.0%2024-11-22 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.55 $14.54 $16.55 $15.36 $16.30 Max Pain $15.25 $15.00 $16.00 $16.00 $16.00 ATM IV 57.8% 51.4% 63.6% 55.1% 58.7% Expected Move 16.5% 14.8% 18.1% 15.0% 17.4% HV 20d 38.0% 24.1% 51.1% 25.6% 51.1% HV 60d 36.5% 30.0% 41.3% 39.9% 35.7% IV Rank 57.7% 47.4% 67.0% 53.3% 59.1% IV Percentile 79.7% 63.9% 91.7% 74.2% 81.3% Term Structure -3.0% -9.0% 2.5% -1.4% -4.3% VWIV 57.7% 51.4% 64.8% 53.8% 59.9% Skew 25d 1.8% -6.3% 11.6% 1.0% 0.5% Skew 10d 5.8% -1.5% 21.5% 8.4% -0.1% Call IV 25d 56.9% 50.5% 64.0% 55.7% 55.3% Put IV 25d 58.7% 45.3% 69.8% 56.7% 55.8% Bid-Ask Spread % 29.25 9.42 52.62 24.33 17.95 Gamma HHI 0.13 0.10 0.25 0.14 0.13 Net GEX 152.7K -929.0K 2.6M -278.2K 904.1K Net DEX 14.1M -29.6M 51.6M 29.3M -27.3M Net VEX -604.5K -673.0K -550.3K -594.2K -665.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.12 1.36 0.15 0.34 Total Volume 23,954.4 5,541 79,431 29,099 13,090 Total OI 326,004.6 298,949 383,574 302,298 383,574
Daily Data (20 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 2024-11-01 $15.36 $16.00 55.1% 15.0% 25.6% 53.3% 53.8% 1.0% -1.4% -278.2K 29.3M -594.2K 0.15 24.33 N/A N/A 25,224 3,875 143,102 159,196 2024-11-04 $15.18 $15.00 52.4% 15.4% 24.1% 49.0% 54.4% 2.5% -4.3% -500.7K 35.3M -579.4K 0.25 22.48 N/A N/A 9,495 2,395 142,725 156,224 2024-11-05 $15.25 $15.00 54.3% 14.8% 24.1% 52.1% 53.5% 0.5% 2.5% -342.5K 30.7M -585.6K 0.60 23.76 N/A N/A 4,951 2,949 144,014 158,051 2024-11-06 $16.09 $15.00 52.7% 15.0% 30.6% 49.5% 52.1% -6.3% -3.3% 1.0M -2.4M -590.1K 0.18 49.56 N/A N/A 13,487 2,434 146,193 160,420 2024-11-07 $16.55 $15.00 51.4% 15.0% 32.0% 47.4% 51.4% 1.9% 2.0% 1.8M -26.8M -596.7K 0.12 50.82 N/A N/A 33,997 4,166 149,253 161,145 2024-11-08 $15.67 $15.00 54.2% 15.8% 37.3% 51.9% 53.7% 3.4% 0.3% -3.3K 7.0M -613.1K 0.52 52.62 N/A N/A 9,208 4,744 157,482 162,396 2024-11-11 $15.39 $15.00 60.6% 16.0% 36.7% 62.2% 56.0% 11.6% -5.0% -396.9K 25.1M -588.0K 0.50 22.27 N/A N/A 12,184 6,078 143,700 157,743 2024-11-12 $15.13 $15.00 63.6% 16.3% 36.0% 67.0% 56.9% 3.9% -9.0% -697.0K 36.9M -563.1K 0.63 9.42 N/A N/A 5,537 3,494 152,118 162,937 2024-11-13 $15.04 $15.00 59.2% 16.3% 34.1% 59.9% 56.3% 5.5% -2.7% -694.6K 37.5M -579.4K 0.52 10.83 N/A N/A 3,646 1,895 155,022 164,247 2024-11-14 $15.52 $15.00 61.5% 16.5% 36.3% 63.6% 57.7% 0.8% -4.5% 128.8K 19.2M -584.0K 0.35 10.48 N/A N/A 27,400 9,604 156,536 165,024 2024-11-15 $15.46 $15.00 59.9% 16.5% 36.3% 61.0% 57.5% 4.6% -1.9% 2.6M 20.9M -610.0K 0.42 28.92 N/A N/A 9,601 4,018 172,522 172,044 2024-11-18 $15.18 $15.00 59.3% 16.7% 36.8% 60.1% 58.1% 2.2% -1.7% -578.5K 34.1M -583.2K 0.82 17.60 N/A N/A 11,509 9,400 150,490 161,472 2024-11-19 $15.23 $15.00 59.8% 17.0% 36.1% 60.8% 58.7% 2.7% -3.2% -420.8K 28.7M -582.6K 0.47 21.20 N/A N/A 7,535 3,545 153,341 159,384 2024-11-20 $14.54 $15.00 61.1% 17.5% 38.5% 62.9% 64.8% 1.2% -2.6% -929.0K 51.6M -550.3K 0.96 41.11 N/A N/A 8,524 8,184 158,146 161,953 2024-11-21 $15.02 $15.00 60.9% 17.6% 40.4% 62.6% 60.1% 1.3% -3.7% -314.1K 32.5M -575.8K 0.93 40.35 N/A N/A 11,316 10,544 163,472 162,283 2024-11-22 $16.30 $15.00 61.1% 18.1% 50.0% 62.9% 63.6% -1.4% -6.3% 172.9K -29.6M -673.0K 0.41 34.88 N/A N/A 36,618 15,189 166,126 169,368 2024-11-25 $15.86 $16.00 59.1% 17.5% 51.1% 59.7% 63.3% -1.0% -4.9% 354.6K -4.6M -651.7K 0.80 39.21 N/A N/A 44,218 35,213 163,004 175,720 2024-11-26 $15.84 $16.00 56.7% 17.5% 51.1% 55.9% 61.8% 1.1% -3.3% 477.0K -2.0M -669.9K 1.36 29.06 N/A N/A 17,398 23,604 174,981 194,739 2024-11-27 $16.09 $16.00 55.1% 17.3% 51.0% 53.3% 60.8% 0.6% -2.5% 819.9K -15.0M -654.1K 0.51 38.17 N/A N/A 15,124 7,695 177,284 202,661 2024-11-29 $16.30 $16.00 58.7% 17.4% 51.1% 59.1% 59.9% 0.5% -4.3% 904.1K -27.3M -665.2K 0.34 17.95 N/A N/A 9,802 3,288 180,910 202,664
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