MSTR Options History — October 2008 In October 2008, MSTR traded between $3.87 and $5.69. ATM implied volatility averaged 79.0%, placing in the 72.4% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 10.0% (HV 20d: 69.0%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 3.09.
Notable Days 2008-10-30 : Highest Volume — 23,150 contracts2008-10-06 : Largest IV spike — 19.8% change2008-10-27 : Highest IV Rank — 91.5%2008-10-10 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.40 $3.87 $5.69 $5.69 $3.94 Max Pain $5.96 $5.00 $7.00 $7.00 $5.00 ATM IV 79.0% 58.3% 90.8% 59.4% 71.1% Expected Move 23.3% 16.7% 27.1% 17.0% 20.4% HV 20d 69.0% 45.6% 88.9% 45.6% 88.9% HV 60d 50.4% 38.0% 60.5% 38.0% 60.5% IV Rank 72.4% 39.2% 91.5% 40.9% 59.8% IV Percentile 94.5% 78.6% 99.6% 82.1% 86.9% Term Structure -10.7% -21.6% 13.8% 7.9% -1.7% VWIV 78.7% 55.1% 98.1% 57.8% 71.1% Skew 25d 12.4% 3.1% 20.1% 10.3% 12.7% Skew 10d 16.4% 4.8% 33.8% 13.8% 22.4% Call IV 25d 74.4% 52.8% 83.7% 52.8% 66.2% Put IV 25d 86.7% 63.0% 100.2% 63.1% 78.9% Bid-Ask Spread % 31.68 17.72 52.11 22.24 17.72 Gamma HHI 0.30 0.10 0.56 0.34 0.26 Net GEX -207.8K -560.4K -37.3K -399.9K -92.4K Net DEX 19.7M 7.4M 32.9M 21.8M 10.4M Net VEX -68.9K -130.8K -48.6K -130.8K -67.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.09 0.27 12.02 8.03 0.82 Total Volume 6,638.696 460 23,150 2,710 17,540 Total OI 196,871.739 141,950 238,170 233,580 179,050
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 2008-10-01 $5.69 $7.00 59.4% 17.0% 45.6% 40.9% 57.8% 10.3% 7.9% -399.9K 21.8M -130.8K 8.03 22.24 N/A N/A 300 2,410 131,570 102,010 2008-10-02 $5.42 $7.00 60.0% 17.2% 48.0% 41.9% 55.1% 7.6% 11.9% -505.6K 24.2M -123.0K 2.04 22.56 N/A N/A 2,910 5,930 131,630 101,580 2008-10-03 $5.30 $7.00 58.3% 16.7% 48.0% 39.2% 61.6% 7.5% 13.8% -529.0K 25.6M -115.4K 1.28 22.56 N/A N/A 1,510 1,940 132,520 100,730 2008-10-06 $4.96 $6.50 69.8% 22.2% 51.3% 57.7% 76.4% 3.1% -15.8% -560.4K 30.5M -96.4K 2.02 32.15 N/A N/A 1,130 2,280 132,670 100,710 2008-10-07 $4.70 $6.50 78.5% 23.5% 53.3% 71.6% 59.4% 12.9% -20.9% -486.9K 32.9M -83.4K 10.12 33.86 N/A N/A 1,510 15,280 132,980 100,500 2008-10-08 $4.53 $6.50 80.3% 24.3% 52.7% 74.5% 78.6% 11.3% -19.4% -396.3K 28.8M -76.5K 2.14 30.74 N/A N/A 1,270 2,720 133,070 89,560 2008-10-09 $4.19 $6.50 81.6% 26.6% 55.7% 76.7% 80.9% 13.5% -21.6% -236.1K 29.4M -62.3K 0.64 42.71 N/A N/A 1,810 1,150 132,970 89,820 2008-10-10 $4.08 $6.50 78.5% 27.1% 55.4% 71.7% 82.7% 15.0% -21.1% -129.1K 29.5M -55.5K 1.13 49.23 N/A N/A 7,370 8,300 134,140 88,480 2008-10-13 $4.58 $6.50 76.4% 23.0% 74.4% 68.4% 78.5% 8.6% -13.4% -392.1K 28.0M -70.0K 0.68 47.87 N/A N/A 5,220 3,530 140,200 94,270 2008-10-14 $4.44 $6.00 80.1% 22.9% 74.3% 74.3% 77.3% 8.3% -12.7% -273.3K 27.7M -69.7K 2.09 34.99 N/A N/A 2,410 5,040 143,590 94,580 2008-10-15 $4.02 $6.00 79.7% 25.6% 79.2% 73.6% 89.6% 10.9% -17.5% -87.4K 25.5M -54.9K 3.93 43.00 N/A N/A 540 2,120 144,130 84,290 2008-10-16 $4.04 $6.00 90.7% 26.0% 79.5% 91.3% 90.3% 14.8% -20.1% -117.9K 25.1M -51.8K 1.44 30.48 N/A N/A 1,240 1,780 144,360 83,620 2008-10-17 $4.13 $6.00 86.3% 24.8% 76.9% 84.3% 81.4% 12.2% -16.2% -104.9K 23.4M -53.2K 0.27 43.19 N/A N/A 1,680 460 145,030 83,680 2008-10-20 $4.21 $5.50 79.9% 22.9% 77.4% 74.0% 79.9% 14.5% -9.3% -37.3K 11.0M -50.8K 12.02 30.24 N/A N/A 440 5,290 100,120 41,830 2008-10-21 $4.12 $5.50 80.1% 23.0% 77.2% 74.3% 76.6% 8.4% -9.8% -63.1K 11.4M -51.8K 0.37 25.02 N/A N/A 680 250 100,460 45,390 2008-10-22 $4.01 $5.50 84.0% 24.1% 77.2% 80.5% 0.0% 10.0% -12.2% -58.4K 11.3M -49.4K 6.67 52.11 N/A N/A 60 400 100,920 44,970 2008-10-23 $4.06 $5.50 85.2% 24.4% 77.6% 82.4% 85.5% 14.9% -8.7% -58.0K 11.1M -51.7K 0.79 33.66 N/A N/A 5,150 4,070 100,980 45,230 2008-10-24 $4.06 $5.50 87.0% 25.0% 73.3% 85.4% 92.5% 17.2% -9.7% -44.1K 10.2M -54.2K 1.94 22.65 N/A N/A 1,140 2,210 105,910 47,070 2008-10-27 $3.87 $5.50 90.8% 26.0% 73.4% 91.5% 98.1% 17.2% -13.0% -50.5K 11.0M -48.6K 4.03 23.60 N/A N/A 710 2,860 106,410 48,510 2008-10-28 $4.22 $5.00 87.9% 25.2% 82.5% 86.8% 89.5% 18.3% -12.1% -56.0K 9.6M -54.6K 6.47 22.69 N/A N/A 340 2,200 107,030 49,850 2008-10-29 $4.19 $5.00 88.1% 25.2% 81.9% 87.0% 85.4% 15.4% -13.6% -55.2K 8.3M -54.2K 0.96 24.09 N/A N/A 2,230 2,130 107,210 47,250 2008-10-30 $4.36 $5.00 82.3% 23.6% 83.0% 77.8% 82.8% 20.1% -9.9% -45.4K 7.4M -59.8K 1.32 21.24 N/A N/A 9,980 13,170 108,350 48,820 2008-10-31 $3.94 $5.00 71.1% 20.4% 88.9% 59.8% 71.1% 12.7% -1.7% -92.4K 10.4M -67.3K 0.82 17.72 N/A N/A 9,640 7,900 117,720 61,330
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