MSTR Options History — April 2008 In April 2008, MSTR traded between $7.48 and $8.98. ATM implied volatility averaged 54.5%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 13.8% (HV 20d: 40.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.43.
Notable Days 2008-04-21 : Highest Volume — 30,200 contracts2008-04-10 : Largest IV spike — 31.4% change2008-04-14 : Highest IV Rank — 66.8%2008-04-14 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.18 $7.48 $8.98 $7.67 $8.87 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 54.5% 41.1% 64.3% 44.5% 63.1% Expected Move 16.5% 11.8% 18.4% 12.8% 18.1% HV 20d 40.8% 34.8% 44.8% 35.3% 40.5% HV 60d 37.9% 36.4% 39.7% 39.7% 36.4% IV Rank 50.2% 27.2% 66.8% 33.0% 64.8% IV Percentile 76.4% 34.1% 93.7% 52.0% 93.3% Term Structure -7.7% -14.9% 17.8% 15.8% -14.9% VWIV 58.4% 43.1% 65.1% 46.2% 62.9% Skew 25d 5.3% 3.2% 6.6% 5.0% 5.0% Skew 10d 10.2% 7.3% 13.3% 9.7% 9.6% Call IV 25d 55.5% 41.3% 62.3% 42.5% 61.1% Put IV 25d 60.8% 44.7% 67.4% 47.5% 66.1% Bid-Ask Spread % 14.18 9.71 19.96 9.71 14.24 Gamma HHI 0.21 0.07 0.40 0.31 0.09 Net GEX 795.1K -117.7K 1.7M 1.0M 337.7K Net DEX -34.2M -67.4M -12.2M -25.2M -32.7M Net VEX -374.2K -414.1K -355.2K -372.7K -414.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.47 3.07 1.34 0.98 Total Volume 12,946.818 3,630 30,200 15,660 7,210 Total OI 332,131.364 230,590 407,730 346,530 283,980
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 2008-04-01 $7.67 $7.50 44.5% 12.8% 35.3% 33.0% 46.2% 5.0% 15.8% 1.0M -25.2M -372.7K 1.34 9.71 N/A N/A 6,690 8,970 218,550 127,980 2008-04-02 $7.58 $7.50 44.2% 12.7% 35.8% 32.5% 43.9% 5.4% 15.8% 933.9K -20.0M -373.1K 2.50 14.27 N/A N/A 1,980 4,950 218,970 133,060 2008-04-03 $7.80 $7.50 41.1% 11.8% 36.6% 27.2% 43.1% 3.2% 17.8% 1.0M -31.4M -375.2K 0.55 10.00 N/A N/A 7,720 4,250 219,210 132,640 2008-04-04 $8.03 $7.50 42.3% 16.9% 34.8% 29.2% 58.8% 6.1% -10.9% 1.1M -44.3M -380.8K 0.52 14.81 N/A N/A 11,160 5,820 222,370 134,720 2008-04-07 $7.84 $7.50 43.2% 17.2% 37.0% 30.7% 61.8% 5.7% -11.6% 1.2M -35.0M -375.5K 1.14 17.29 N/A N/A 4,650 5,320 229,350 137,780 2008-04-08 $7.99 $7.50 42.4% 17.1% 37.1% 29.4% 60.1% 6.0% -11.5% 1.2M -42.9M -380.3K 2.19 12.83 N/A N/A 2,260 4,960 230,590 140,050 2008-04-09 $7.64 $7.50 45.5% 17.7% 40.6% 34.8% 60.9% 6.6% -11.9% 1.2M -22.6M -365.9K 1.18 11.83 N/A N/A 5,340 6,320 231,170 141,010 2008-04-10 $7.80 $7.50 59.8% 17.2% 40.8% 59.2% 61.5% 5.3% -12.2% 1.3M -32.1M -368.2K 1.20 16.91 N/A N/A 5,120 6,150 232,070 143,020 2008-04-11 $7.48 $7.50 62.4% 17.9% 43.6% 63.6% 61.5% 5.0% -13.2% 1.2M -12.2M -358.8K 0.55 15.23 N/A N/A 7,890 4,350 233,880 147,250 2008-04-14 $7.58 $7.50 64.3% 18.4% 43.1% 66.8% 65.1% 5.1% -14.2% 1.5M -19.6M -355.2K 1.16 12.70 N/A N/A 6,360 7,380 236,180 148,160 2008-04-15 $7.76 $7.50 60.8% 17.4% 43.5% 60.9% 62.9% 5.7% -12.5% 1.7M -33.6M -357.1K 2.78 15.39 N/A N/A 5,250 14,620 237,380 150,450 2008-04-16 $8.11 $7.50 60.4% 17.3% 43.7% 60.1% 60.3% 5.5% -12.0% 386.3K -53.4M -365.1K 1.43 13.96 N/A N/A 8,330 11,930 238,250 161,510 2008-04-17 $8.08 $7.50 60.5% 17.3% 43.0% 60.2% 60.8% 5.3% -12.1% -117.7K -50.9M -361.3K 0.72 19.96 N/A N/A 3,670 2,650 240,390 165,330 2008-04-18 $8.42 $7.50 57.2% 16.4% 43.6% 54.7% 57.8% 5.6% -10.7% 573.5K -67.4M -365.9K 1.66 16.60 N/A N/A 5,750 9,530 240,580 167,150 2008-04-21 $8.63 $7.50 58.1% 16.7% 43.8% 56.3% 60.8% 5.1% -9.8% 467.7K -30.5M -367.4K 3.07 11.24 N/A N/A 7,420 22,780 136,780 93,810 2008-04-22 $8.48 $7.50 58.1% 16.7% 44.3% 56.2% 59.0% 4.7% -8.9% 436.9K -27.1M -361.6K 1.94 15.10 N/A N/A 1,770 3,440 136,780 93,810 2008-04-23 $8.74 $7.50 58.8% 16.8% 44.8% 57.4% 58.3% 4.6% -10.5% 317.7K -30.9M -383.2K 0.86 13.80 N/A N/A 1,950 1,680 139,380 111,830 2008-04-24 $8.72 $7.50 58.2% 16.7% 41.8% 56.4% 57.3% 4.4% -9.7% 327.4K -30.5M -380.5K 0.47 14.79 N/A N/A 7,250 3,380 140,180 112,750 2008-04-25 $8.79 $7.50 56.3% 16.1% 41.4% 53.1% 57.8% 5.0% -8.9% 426.5K -33.7M -385.5K 1.87 11.50 N/A N/A 1,750 3,270 144,870 114,380 2008-04-28 $8.98 $7.50 59.3% 17.0% 41.6% 58.2% 60.5% 6.6% -11.4% 473.6K -39.2M -378.3K 1.24 14.89 N/A N/A 11,430 14,210 145,440 116,590 2008-04-29 $8.97 $7.50 59.6% 17.1% 40.5% 58.8% 62.4% 6.5% -12.5% 423.7K -37.6M -407.1K 2.01 14.82 N/A N/A 5,950 11,970 151,960 125,300 2008-04-30 $8.87 $7.50 63.1% 18.1% 40.5% 64.8% 62.9% 5.0% -14.9% 337.7K -32.7M -414.1K 0.98 14.24 N/A N/A 3,640 3,570 153,610 130,370
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