MSTR Options History — October 2007 In October 2007, MSTR traded between $7.95 and $9.83. ATM implied volatility averaged 51.5%, placing in the 80.3% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 7.4% (HV 20d: 44.1%). Max pain ranged from $7.50 to $8.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.65.
Notable Days 2007-10-31 : Highest Volume — 222,420 contracts2007-10-11 : Largest IV spike — 25.4% change2007-10-22 : Highest IV Rank — 100.0%2007-10-30 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.42 $7.95 $9.83 $8.29 $9.83 Max Pain $7.91 $7.50 $8.00 $7.50 $8.00 ATM IV 51.5% 41.7% 60.9% 41.9% 47.5% Expected Move 15.2% 12.0% 17.5% 12.0% 13.6% HV 20d 44.1% 38.6% 58.2% 40.9% 58.2% HV 60d 49.1% 43.0% 54.0% 49.9% 49.6% IV Rank 80.3% 51.6% 100.0% 52.3% 62.6% IV Percentile 92.8% 70.1% 100.0% 73.8% 88.5% Term Structure -6.4% -12.3% 7.3% 7.0% -1.8% VWIV 53.1% 44.0% 61.7% 44.0% 48.5% Skew 25d 5.3% 0.2% 8.2% 3.3% 0.2% Skew 10d 10.5% 3.4% 15.3% 8.1% 3.8% Call IV 25d 50.8% 41.6% 59.5% 41.6% 47.6% Put IV 25d 56.1% 44.9% 63.2% 44.9% 47.8% Bid-Ask Spread % 10.79 6.38 16.08 6.38 16.08 Gamma HHI 0.19 0.11 0.35 0.11 0.35 Net GEX 2.3M 944.2K 3.3M 944.2K 3.3M Net DEX -67.8M -151.3M -41.9M -41.9M -151.3M Net VEX -442.1K -490.7K -315.9K -315.9K -465.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.16 1.72 0.52 0.76 Total Volume 36,214.783 8,600 222,420 121,700 222,420 Total OI 422,892.609 284,410 492,780 284,410 400,370
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 2007-10-01 $8.29 $7.50 41.9% 12.0% 40.9% 52.3% 44.0% 3.3% 7.0% 944.2K -41.9M -315.9K 0.52 6.38 N/A N/A 80,040 41,660 183,910 100,500 2007-10-02 $8.30 $7.50 45.4% 13.0% 40.8% 63.2% 46.1% 0.9% 5.8% 1.7M -63.2M -413.0K 0.26 10.07 N/A N/A 24,270 6,300 251,010 134,460 2007-10-03 $8.00 $7.50 45.9% 13.1% 41.6% 64.5% 46.2% 1.7% 6.6% 1.7M -48.3M -406.0K 0.35 13.16 N/A N/A 27,660 9,790 267,120 134,790 2007-10-04 $7.99 $7.50 44.9% 12.9% 40.7% 61.6% 45.1% 1.9% 7.3% 2.0M -50.7M -425.9K 1.36 8.32 N/A N/A 3,650 4,950 291,310 139,840 2007-10-05 $8.09 $8.00 41.9% 14.5% 40.1% 52.2% 50.6% 4.1% -7.8% 2.0M -55.8M -418.5K 0.62 8.59 N/A N/A 6,040 3,720 282,090 142,440 2007-10-08 $8.11 $8.00 45.9% 15.1% 39.9% 64.6% 50.1% 6.8% -9.1% 2.0M -55.6M -406.4K 0.29 8.56 N/A N/A 29,160 8,410 282,820 143,470 2007-10-09 $8.09 $8.00 43.2% 14.9% 39.8% 56.4% 48.3% 8.2% -9.3% 2.2M -56.2M -426.8K 0.25 10.87 N/A N/A 17,800 4,380 301,120 145,820 2007-10-10 $8.05 $8.00 41.7% 15.0% 39.6% 51.6% 51.1% 8.0% -9.7% 2.2M -53.8M -426.8K 0.16 11.04 N/A N/A 18,600 3,010 310,150 148,140 2007-10-11 $7.95 $8.00 52.3% 15.0% 40.1% 84.5% 52.1% 7.3% -9.3% 2.2M -49.3M -425.7K 1.20 11.80 N/A N/A 11,850 14,230 317,420 149,490 2007-10-12 $7.95 $8.00 52.3% 15.0% 38.6% 84.4% 52.2% 7.8% -9.3% 2.1M -45.2M -432.8K 0.32 12.22 N/A N/A 10,900 3,530 319,730 159,890 2007-10-15 $8.71 $8.00 54.3% 15.6% 47.1% 90.6% 53.9% 6.9% -10.1% 3.3M -107.5M -461.8K 0.23 9.35 N/A N/A 75,890 17,720 320,460 160,760 2007-10-16 $8.41 $8.00 53.7% 15.4% 47.6% 89.0% 53.3% 7.6% -9.0% 3.3M -80.1M -454.7K 0.91 8.30 N/A N/A 12,110 11,060 327,900 164,880 2007-10-17 $8.56 $8.00 53.5% 15.3% 47.7% 88.3% 54.3% 7.1% -9.4% 2.8M -87.0M -459.0K 0.89 8.32 N/A N/A 5,300 4,740 317,220 169,840 2007-10-18 $8.66 $8.00 54.0% 15.5% 47.7% 89.9% 53.6% 6.3% -9.6% 2.8M -94.6M -459.0K 0.27 8.91 N/A N/A 9,230 2,520 317,590 169,690 2007-10-19 $8.47 $8.00 55.8% 16.0% 48.9% 95.4% 57.4% 5.9% -10.3% 2.7M -77.0M -450.0K 0.80 13.01 N/A N/A 9,810 7,800 315,280 168,170 2007-10-22 $8.61 $8.00 57.3% 16.4% 48.7% 100.0% 58.6% 6.9% -9.0% 2.1M -64.2M -446.4K 1.28 12.13 N/A N/A 11,100 14,220 235,010 118,040 2007-10-23 $8.62 $8.00 56.3% 16.1% 48.8% 96.9% 56.5% 6.8% -8.5% 2.1M -64.8M -459.5K 1.72 11.49 N/A N/A 5,950 10,220 240,740 129,350 2007-10-24 $8.54 $8.00 58.6% 16.8% 48.9% 100.0% 59.7% 5.4% -9.2% 2.0M -59.2M -482.0K 0.61 13.57 N/A N/A 14,160 8,630 244,750 138,250 2007-10-25 $8.49 $8.00 58.8% 16.9% 43.5% 100.0% 59.8% 5.8% -9.7% 2.0M -56.1M -490.7K 0.53 12.60 N/A N/A 9,670 5,130 250,170 141,900 2007-10-26 $8.60 $8.00 58.3% 16.7% 43.6% 98.6% 58.6% 3.9% -9.9% 2.1M -62.6M -485.6K 0.40 10.72 N/A N/A 15,800 6,320 250,750 142,490 2007-10-29 $8.70 $8.00 60.6% 17.4% 41.0% 100.0% 60.2% 4.3% -12.3% 2.3M -69.3M -477.5K 0.69 9.44 N/A N/A 7,660 5,260 250,770 142,800 2007-10-30 $8.66 $8.00 60.9% 17.5% 41.1% 100.0% 61.7% 3.7% -11.8% 2.3M -65.7M -477.5K 0.53 13.14 N/A N/A 6,730 3,540 256,140 147,690 2007-10-31 $9.83 $8.00 47.5% 13.6% 58.2% 62.6% 48.5% 0.2% -1.8% 3.3M -151.3M -465.7K 0.76 16.08 N/A N/A 126,310 96,110 255,730 144,640
« Sep 2007 | All History | Nov 2007 » Home MSTR History October 2007