MAX Options History — August 2021

Name: MAX Options Analytics - August 2021
Creator: Options Analysis Suite

In August 2021, MAX traded between $21.71 and $32.95. ATM implied volatility averaged 77.9%. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 30.2% (HV 20d: 47.7%). Max pain ranged from $20.00 to $40.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.39.

Notable Days

2021-08-03: Highest Volume — 42 contracts
2021-08-09: Largest IV spike — 30.8% change
2021-08-31: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.00	$21.71	$32.95	$32.95	$22.23
Max Pain	$25.23	$20.00	$40.00	$35.00	$20.00
ATM IV	77.9%	64.7%	100.0%	80.6%	90.6%
Expected Move	21.6%	18.5%	26.0%	23.1%	26.0%
HV 20d	47.7%	38.6%	65.1%	40.3%	62.8%
HV 60d	49.3%	46.6%	53.0%	46.6%	52.5%
Term Structure	-3.9%	-21.9%	13.6%	-19.4%	-18.1%
VWIV	71.8%	42.4%	94.1%	90.4%	90.7%
Skew 25d	1.8%	-12.6%	13.9%	1.8%	3.4%
Skew 10d	11.6%	-5.2%	43.7%	-2.8%	26.8%
Call IV 25d	72.6%	55.9%	91.2%	91.2%	75.0%
Put IV 25d	74.4%	60.0%	93.0%	93.0%	78.3%
Bid-Ask Spread %	115.46	109.40	125.66	118.97	116.88
Gamma HHI	0.35	0.12	0.86	0.23	0.24
Net GEX	-483	-6.0K	2.0K	575	1.7K
Net DEX	37.7K	-58.8K	131.9K	-21.0K	-52.8K
Net VEX	-345	-542	-159	-422	-336
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	3.20	0.00	0.00
Total Volume	9.773	0	42	1	1
Total OI	160.318	93	220	112	145

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
2021-08-02	$32.95	$35.00	80.6%	23.1%	40.3%	0.0%	0.0%	1.8%	-19.4%	575	-21.0K	-422	0.00	118.97	N/A	N/A	1	0	70	42
2021-08-03	$30.88	$35.00	89.4%	25.6%	44.9%	0.0%	90.4%	2.5%	-12.2%	328	4.7K	-486	3.20	113.47	N/A	N/A	10	32	98	42
2021-08-04	$29.91	$35.00	86.4%	24.8%	44.5%	0.0%	0.0%	-12.6%	-21.9%	390	3.1K	-487	0.00	122.28	N/A	N/A	4	0	99	42
2021-08-05	$30.22	$40.00	100.0%	21.3%	45.1%	0.0%	0.0%	9.4%	-0.6%	-1.4K	45.7K	-542	0.00	112.94	N/A	N/A	0	0	100	72
2021-08-06	$30.27	$25.00	71.2%	19.7%	40.7%	0.0%	86.3%	-3.1%	5.4%	-3.0K	65.6K	-471	0.00	109.40	N/A	N/A	3	0	104	72
2021-08-09	$30.14	$25.00	93.1%	20.7%	40.7%	0.0%	0.0%	1.7%	2.0%	-2.2K	54.2K	-488	0.00	116.14	N/A	N/A	0	5	104	72
2021-08-10	$29.07	$25.00	82.8%	21.5%	38.6%	0.0%	0.0%	-1.3%	-0.6%	-1.9K	58.2K	-468	0.00	112.61	N/A	N/A	0	0	104	72
2021-08-11	$28.51	$25.00	74.0%	21.2%	38.7%	0.0%	0.0%	-3.3%	0.2%	-2.2K	70.9K	-446	0.20	115.60	N/A	N/A	5	1	104	77
2021-08-12	$27.36	$25.00	72.6%	20.8%	40.4%	0.0%	42.9%	3.5%	13.6%	-2.1K	90.5K	-395	0.00	112.59	N/A	N/A	1	0	104	77
2021-08-13	$26.94	$25.00	76.6%	22.0%	40.5%	0.0%	42.4%	9.2%	-9.0%	-2.1K	109.0K	-358	0.00	112.74	N/A	N/A	8	0	109	77
2021-08-16	$24.75	$22.50	64.7%	18.5%	47.5%	0.0%	50.2%	-5.2%	12.9%	-875	111.1K	-320	1.00	118.67	N/A	N/A	3	3	116	77
2021-08-17	$23.18	$22.50	68.8%	19.7%	46.9%	0.0%	70.5%	-4.5%	6.8%	-88	131.9K	-195	0.00	115.99	N/A	N/A	25	0	120	75
2021-08-18	$22.91	$22.50	69.0%	19.8%	45.2%	0.0%	65.5%	-0.3%	4.9%	45	123.9K	-181	0.00	112.12	N/A	N/A	1	0	123	73
2021-08-19	$21.71	$22.50	78.8%	22.6%	46.6%	0.0%	77.0%	-9.1%	1.3%	1.3K	100.7K	-248	0.47	116.48	N/A	N/A	19	9	148	71
2021-08-20	$22.58	$22.50	65.2%	18.7%	51.3%	0.0%	0.0%	4.1%	-14.5%	-6.0K	101.3K	-213	1.83	119.15	N/A	N/A	6	11	149	71
2021-08-23	$22.87	$22.50	85.0%	24.4%	50.4%	0.0%	0.0%	12.8%	-9.9%	618	-2.9K	-213	0.00	114.27	N/A	N/A	10	0	80	13
2021-08-24	$23.37	$22.50	75.6%	21.7%	52.4%	0.0%	94.1%	-2.5%	-5.7%	564	3.4K	-159	0.00	111.17	N/A	N/A	31	0	85	13
2021-08-25	$23.57	$22.50	68.4%	19.6%	50.8%	0.0%	0.0%	12.0%	-0.9%	734	-3.6K	-196	0.00	112.56	N/A	N/A	2	0	91	13
2021-08-26	$22.10	$20.00	70.9%	20.3%	53.2%	0.0%	0.0%	10.9%	-4.7%	1.5K	-49.4K	-302	0.00	115.49	N/A	N/A	0	0	122	13
2021-08-27	$23.89	$20.00	78.1%	22.4%	63.7%	0.0%	93.9%	-4.2%	-21.7%	2.0K	-58.8K	-329	0.00	114.96	N/A	N/A	1	0	130	13
2021-08-30	$22.60	$20.00	72.9%	20.9%	65.1%	0.0%	57.9%	13.9%	6.8%	1.6K	-55.7K	-333	0.00	125.66	N/A	N/A	23	0	130	15
2021-08-31	$22.23	$20.00	90.6%	26.0%	62.8%	0.0%	90.7%	3.4%	-18.1%	1.7K	-52.8K	-336	0.00	116.88	N/A	N/A	0	1	130	15