MSTR Options History — July 2008 In July 2008, MSTR traded between $5.92 and $6.53. ATM implied volatility averaged 60.9%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 27.1% (HV 20d: 33.8%). Max pain ranged from $6.50 to $7.50. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.47.
Notable Days 2008-07-25 : Highest Volume — 23,110 contracts2008-07-10 : Largest IV spike — 44.0% change2008-07-31 : Highest IV Rank — 99.4%2008-07-31 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.30 $5.92 $6.53 $6.36 $6.04 Max Pain $6.89 $6.50 $7.50 $7.50 $6.50 ATM IV 60.9% 40.3% 83.4% 41.5% 83.4% Expected Move 18.1% 11.5% 23.9% 11.9% 23.9% HV 20d 33.8% 30.2% 38.7% 32.3% 34.8% HV 60d 49.5% 30.7% 54.3% 54.3% 30.7% IV Rank 57.1% 20.8% 99.4% 26.1% 99.4% IV Percentile 76.0% 20.6% 99.6% 29.0% 99.6% Term Structure -10.4% -26.3% 16.6% 13.9% -26.3% VWIV 62.2% 40.6% 81.5% 41.3% 79.9% Skew 25d 6.9% 3.0% 10.9% 4.0% 6.7% Skew 10d 10.4% 5.1% 18.5% 7.3% 11.7% Call IV 25d 59.2% 39.7% 77.7% 40.2% 77.7% Put IV 25d 66.1% 42.7% 84.6% 44.2% 84.4% Bid-Ask Spread % 19.33 6.56 37.61 9.76 17.46 Gamma HHI 0.16 0.09 0.26 0.13 0.25 Net GEX -123.1K -274.7K 144.8K -270.4K -133.5K Net DEX 19.4M 9.8M 26.3M 26.2M 19.3M Net VEX -185.3K -197.2K -168.0K -187.8K -196.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.47 0.08 6.07 0.60 0.32 Total Volume 8,001.818 1,570 23,110 5,490 3,790 Total OI 239,837.273 180,530 258,570 253,740 253,960
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 2008-07-01 $6.36 $7.50 41.5% 11.9% 32.3% 26.1% 41.3% 4.0% 13.9% -270.4K 26.2M -187.8K 0.60 9.76 N/A N/A 3,440 2,050 158,800 94,940 2008-07-02 $6.23 $7.50 42.0% 12.0% 32.4% 26.9% 40.6% 3.0% 16.6% -260.4K 26.3M -179.0K 0.48 7.50 N/A N/A 7,120 3,420 159,720 92,630 2008-07-03 $6.34 $7.50 40.3% 11.5% 30.3% 23.3% 40.7% 3.7% 15.7% -274.7K 25.2M -185.5K 0.41 6.56 N/A N/A 3,170 1,290 158,360 93,560 2008-07-07 $6.36 $7.00 44.0% 16.6% 30.2% 29.6% 57.6% 6.7% -8.7% -260.2K 23.9M -188.8K 0.77 18.87 N/A N/A 4,300 3,300 159,610 93,970 2008-07-08 $6.53 $7.00 40.9% 16.6% 32.6% 22.5% 55.3% 7.8% -8.8% -259.9K 21.4M -197.2K 0.31 13.27 N/A N/A 1,870 580 161,290 95,140 2008-07-09 $6.45 $7.00 40.7% 16.7% 32.6% 20.8% 59.3% 6.8% -9.8% -239.3K 21.4M -194.5K 0.80 25.34 N/A N/A 870 700 161,230 94,510 2008-07-10 $6.48 $7.00 58.6% 16.8% 32.6% 53.6% 58.6% 6.5% -9.2% -229.4K 20.8M -195.9K 0.76 29.30 N/A N/A 1,680 1,270 161,680 94,230 2008-07-11 $6.51 $7.00 60.3% 17.3% 32.5% 53.0% 58.8% 6.9% -10.2% -226.3K 20.4M -195.6K 1.92 36.50 N/A N/A 1,540 2,960 162,960 94,550 2008-07-14 $6.35 $7.00 63.3% 18.2% 32.4% 59.1% 60.2% 7.1% -12.9% -215.5K 23.3M -183.0K 1.57 34.86 N/A N/A 2,310 3,630 163,630 94,940 2008-07-15 $6.36 $7.00 63.9% 18.3% 32.6% 60.4% 64.4% 7.4% -13.6% -189.2K 20.4M -184.7K 1.77 33.02 N/A N/A 970 1,720 164,960 90,850 2008-07-16 $6.53 $7.00 62.7% 18.0% 34.6% 57.8% 61.9% 7.5% -11.8% -138.7K 14.9M -193.7K 0.34 18.70 N/A N/A 1,450 500 165,770 88,500 2008-07-17 $6.42 $7.00 62.2% 17.8% 34.7% 56.8% 62.8% 5.9% -12.1% -147.2K 18.3M -183.1K 0.50 22.85 N/A N/A 3,570 1,770 166,290 88,730 2008-07-18 $6.30 $7.00 61.8% 17.7% 34.7% 56.1% 61.2% 6.2% -11.9% -57.1K 20.5M -177.0K 3.72 37.61 N/A N/A 1,370 5,100 167,260 89,010 2008-07-21 $6.28 $7.00 62.3% 17.9% 34.0% 57.0% 61.9% 7.3% -10.5% -29.6K 14.9M -170.3K 0.08 17.83 N/A N/A 16,220 1,230 113,460 67,070 2008-07-22 $6.17 $6.50 67.3% 19.3% 31.9% 67.0% 63.6% 7.6% -14.1% 142.2K 13.3M -169.8K 3.12 10.61 N/A N/A 1,850 5,780 127,970 67,910 2008-07-23 $6.47 $6.50 65.2% 18.7% 36.9% 62.9% 66.5% 10.9% -13.2% 144.8K 9.8M -191.3K 0.54 11.00 N/A N/A 5,440 2,930 128,780 71,430 2008-07-24 $6.28 $6.50 65.8% 18.9% 36.5% 64.0% 67.3% 6.7% -14.8% 135.0K 11.9M -183.4K 0.74 18.22 N/A N/A 5,060 3,750 131,600 72,620 2008-07-25 $6.19 $6.50 75.1% 21.5% 36.5% 82.7% 73.7% 9.4% -21.1% 119.7K 13.1M -179.9K 6.07 14.31 N/A N/A 3,270 19,840 133,910 74,010 2008-07-28 $5.92 $6.50 77.7% 22.3% 38.7% 88.0% 74.9% 8.3% -20.9% -114.0K 21.8M -168.0K 0.87 15.64 N/A N/A 10,570 9,200 136,440 90,340 2008-07-29 $6.01 $6.50 80.4% 23.0% 35.4% 93.4% 77.2% 7.6% -23.3% -58.5K 19.1M -183.4K 5.19 11.22 N/A N/A 2,900 15,050 143,930 96,270 2008-07-30 $5.97 $6.50 81.0% 23.2% 35.1% 94.7% 81.5% 8.5% -22.3% -145.3K 21.2M -188.8K 1.38 14.83 N/A N/A 3,030 4,180 146,010 103,590 2008-07-31 $6.04 $6.50 83.4% 23.9% 34.8% 99.4% 79.9% 6.7% -26.3% -133.5K 19.3M -196.8K 0.32 17.46 N/A N/A 2,870 920 147,880 106,080
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