MSTR Options History — October 2015 In October 2015, MSTR traded between $16.69 and $20.64. ATM implied volatility averaged 39.3%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 1.0% (HV 20d: 38.3%). Max pain ranged from $16.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2015-10-23 : Highest Volume — 21,770 contracts2015-10-12 : Largest IV spike — 61.1% change2015-10-26 : Highest IV Rank — 100.0%2015-10-26 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.37 $16.69 $20.64 $19.55 $17.19 Max Pain $17.09 $16.50 $17.50 $16.50 $17.50 ATM IV 39.3% 24.7% 61.6% 39.4% 33.1% Expected Move 11.6% 9.0% 17.7% 11.3% 9.5% HV 20d 38.3% 27.4% 72.4% 28.8% 72.0% HV 60d 38.7% 30.8% 47.2% 37.6% 47.2% IV Rank 55.7% 0.6% 100.0% 56.5% 23.1% IV Percentile 77.0% 0.4% 100.0% 80.2% 64.7% Term Structure -4.4% -18.4% 5.6% 5.6% 0.3% VWIV 42.3% 34.4% 60.7% 37.5% 36.5% Skew 25d 5.4% -0.9% 14.8% 4.5% 5.3% Skew 10d 9.0% -2.3% 18.2% 4.5% 9.9% Call IV 25d 39.5% 26.6% 58.7% 44.5% 36.7% Put IV 25d 44.9% 36.4% 60.3% 49.0% 42.0% Bid-Ask Spread % 69.42 28.15 94.11 91.86 84.06 Gamma HHI 0.15 0.11 0.36 0.14 0.16 Net GEX 266.9K 102.8K 749.8K 159.0K 552.2K Net DEX -9.4M -17.8M 2.2M -9.7M -1.6M Net VEX -33.1K -79.6K -22.0K -26.9K -78.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.19 1.25 0.30 0.33 Total Volume 12,464.545 180 21,770 9,920 15,360 Total OI 21,365.909 9,760 50,180 15,300 50,180
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 2015-10-01 $19.55 $16.50 39.4% 11.3% 28.8% 56.5% 37.5% 4.5% 5.6% 159.0K -9.7M -26.9K 0.30 91.86 N/A N/A 7,650 2,270 10,070 5,230 2015-10-02 $19.86 $16.50 37.4% 10.7% 29.1% 48.8% 37.7% 4.4% 3.7% 163.0K -10.9M -26.6K 0.30 94.11 N/A N/A 7,570 2,280 10,270 5,330 2015-10-05 $20.10 $17.00 38.0% 11.6% 28.9% 51.0% 0.0% 8.0% -5.2% 138.5K -11.8M -23.7K 1.25 66.83 N/A N/A 80 100 10,270 5,270 2015-10-06 $19.75 $17.00 36.5% 11.6% 28.0% 45.4% 41.9% 5.9% -5.6% 146.6K -10.7M -24.9K 0.33 64.51 N/A N/A 7,630 2,490 10,430 5,470 2015-10-07 $19.88 $17.00 37.6% 11.5% 27.4% 49.5% 43.0% 5.2% -4.8% 138.4K -11.1M -24.2K 0.35 67.04 N/A N/A 7,640 2,640 10,410 5,600 2015-10-08 $19.91 $17.00 37.5% 11.4% 27.4% 49.1% 43.5% 7.0% -2.3% 102.8K -11.5M -23.1K 0.25 63.95 N/A N/A 10,920 2,730 10,430 5,780 2015-10-09 $20.64 $17.00 24.7% 11.1% 30.2% 0.6% 39.9% 10.4% -4.7% 141.3K -14.7M -23.5K 0.26 70.14 N/A N/A 10,690 2,730 11,120 6,020 2015-10-12 $20.57 $17.00 39.8% 11.3% 30.2% 58.0% 44.9% 5.1% -5.9% 183.8K -15.1M -25.3K 0.25 70.84 N/A N/A 11,070 2,730 11,700 6,020 2015-10-13 $19.87 $17.00 39.4% 11.7% 30.0% 56.4% 44.1% 4.7% -6.3% 132.1K -13.0M -25.1K 0.24 68.74 N/A N/A 11,230 2,650 11,710 6,020 2015-10-14 $19.66 $17.00 41.0% 11.7% 29.8% 62.3% 45.7% 3.4% -6.1% 149.5K -12.4M -25.0K 0.24 68.10 N/A N/A 11,230 2,660 11,920 6,010 2015-10-15 $19.99 $17.00 39.6% 11.4% 30.6% 57.2% 41.9% 4.7% -5.3% 140.5K -13.2M -23.4K 0.24 70.38 N/A N/A 11,230 2,660 11,810 5,970 2015-10-16 $20.29 $17.00 39.7% 11.4% 30.9% 67.6% 39.2% 6.0% -6.4% 220.2K -15.5M -22.5K 0.25 67.20 N/A N/A 10,710 2,660 11,810 5,970 2015-10-19 $20.40 $17.00 42.1% 12.1% 30.8% 78.2% 39.1% 5.3% -4.6% 217.3K -8.8M -22.0K 0.40 69.44 N/A N/A 5,040 2,030 7,320 2,440 2015-10-20 $19.61 $17.00 43.2% 12.4% 33.5% 83.2% 46.2% 5.4% -5.7% 283.6K -8.1M -24.6K 0.52 63.32 N/A N/A 5,110 2,680 8,220 2,540 2015-10-21 $19.00 $17.00 42.6% 12.2% 34.5% 80.7% 44.9% 4.6% -6.5% 242.3K -6.1M -27.5K 0.75 69.40 N/A N/A 4,710 3,550 8,440 3,980 2015-10-22 $19.49 $17.00 41.7% 12.0% 35.6% 76.6% 47.0% 5.9% -5.1% 248.0K -7.2M -27.6K 0.87 69.09 N/A N/A 4,420 3,840 8,670 4,160 2015-10-23 $18.81 $17.50 46.7% 13.4% 37.4% 98.7% 46.7% 3.5% -10.1% 222.5K -5.7M -28.8K 0.29 59.00 N/A N/A 16,830 4,940 8,830 4,460 2015-10-26 $19.55 $17.50 61.6% 17.7% 36.4% 100.0% 60.7% 1.6% -18.4% 749.8K -17.8M -57.7K 0.19 56.62 N/A N/A 18,280 3,390 20,980 5,720 2015-10-27 $16.69 $17.50 39.3% 11.3% 66.9% 39.7% 37.9% -0.9% -2.1% 434.8K 2.2M -40.1K 0.99 28.15 N/A N/A 7,350 7,290 32,640 7,530 2015-10-28 $17.88 $17.50 31.5% 9.0% 72.1% 18.8% 36.2% 14.8% 0.5% 458.2K 514.5K -48.4K 0.46 88.02 N/A N/A 12,280 5,620 32,590 10,990 2015-10-29 $17.43 $17.50 33.0% 9.4% 72.4% 22.7% 34.4% 4.4% -1.5% 646.5K -3.5M -79.6K 0.32 76.37 N/A N/A 11,580 3,670 38,100 11,620 2015-10-30 $17.19 $17.50 33.1% 9.5% 72.0% 23.1% 36.5% 5.3% 0.3% 552.2K -1.6M -78.4K 0.33 84.06 N/A N/A 11,590 3,770 38,140 12,040
« Sep 2015 | All History | Nov 2015 » Home MSTR History October 2015