MSTR Options History — August 2018 In August 2018, MSTR traded between $13.24 and $15.00. ATM implied volatility averaged 22.4%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 3.7% (HV 20d: 26.0%). Max pain ranged from $13.50 to $14.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.02.
Notable Days 2018-08-24 : Highest Volume — 9,670 contracts2018-08-15 : Largest IV drop — 13.3% change2018-08-01 : Highest IV Rank — 20.3%2018-08-01 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $14.16 $13.24 $15.00 $13.24 $14.78 Max Pain $13.78 $13.50 $14.00 $13.50 $14.00 ATM IV 22.4% 20.6% 26.3% 26.3% 21.5% Expected Move 6.3% 5.9% 7.5% 7.5% 6.2% HV 20d 26.0% 23.8% 27.2% 25.2% 23.8% HV 60d 22.2% 20.8% 24.3% 20.8% 24.1% IV Rank 8.7% 3.4% 20.3% 20.3% 6.2% IV Percentile 9.7% 0.4% 52.0% 52.0% 4.0% Term Structure 0.5% -2.3% 1.6% -1.0% -0.2% VWIV 22.7% 20.1% 30.0% 30.0% 22.0% Skew 25d 2.8% 0.2% 5.6% 3.6% 2.1% Skew 10d 6.3% 3.2% 10.1% 8.9% 3.5% Call IV 25d 21.2% 18.9% 24.9% 24.5% 22.2% Put IV 25d 24.0% 21.8% 29.3% 28.1% 24.2% Bid-Ask Spread % 74.24 43.12 94.44 92.18 78.75 Gamma HHI 0.23 0.17 0.64 0.19 0.25 Net GEX 198.2K -38.7K 583.3K -38.7K 457.2K Net DEX -1.5M -3.7M 530.9K 530.9K -3.2M Net VEX -12.6K -18.3K -9.9K -12.5K -16.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.26 1.80 1.21 0.66 Total Volume 5,622.609 4,510 9,670 5,160 5,460 Total OI 11,023.478 8,200 14,900 9,920 14,880
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 2018-08-01 $13.24 $13.50 26.3% 7.5% 25.2% 20.3% 30.0% 3.6% -1.0% -38.7K 530.9K -12.5K 1.21 92.18 N/A N/A 2,340 2,820 4,560 5,360 2018-08-02 $13.61 $13.50 25.4% 7.3% 26.5% 17.8% 25.5% 2.8% -2.3% 31.7K -219.4K -12.5K 0.93 92.82 N/A N/A 3,050 2,830 4,590 5,360 2018-08-03 $13.54 $13.50 23.6% 6.8% 26.5% 12.4% 24.4% 5.6% 0.1% 51.8K -238.8K -13.5K 1.05 94.44 N/A N/A 2,730 2,870 5,170 5,350 2018-08-06 $13.71 $13.50 22.7% 6.7% 26.9% 9.7% 23.9% 3.7% 1.6% 99.3K -645.5K -12.6K 1.05 57.56 N/A N/A 2,740 2,870 5,230 5,390 2018-08-07 $13.78 $13.50 21.2% 6.1% 26.9% 5.3% 22.8% 3.5% 1.6% 121.4K -839.8K -12.7K 0.92 64.05 N/A N/A 3,130 2,870 5,250 5,390 2018-08-08 $13.80 $13.50 22.3% 6.0% 26.9% 8.4% 22.4% 3.4% 1.2% 113.7K -751.9K -11.3K 0.92 63.88 N/A N/A 3,130 2,880 4,950 5,390 2018-08-09 $13.93 $13.50 22.1% 6.3% 26.6% 7.9% 23.8% 3.7% 0.2% 154.9K -1.1M -11.4K 1.01 82.25 N/A N/A 2,760 2,800 4,970 5,390 2018-08-10 $14.10 $13.50 22.1% 6.2% 26.9% 7.9% 23.8% 3.0% 0.8% 190.9K -1.5M -10.8K 1.01 74.61 N/A N/A 2,760 2,800 4,970 5,440 2018-08-13 $14.10 $13.50 24.9% 6.4% 26.7% 16.2% 22.6% 2.2% 0.2% 193.3K -1.4M -9.9K 0.98 65.03 N/A N/A 2,840 2,790 4,970 5,440 2018-08-14 $14.21 $13.50 25.0% 6.4% 26.7% 16.5% 21.9% 3.6% 0.6% 239.4K -1.7M -10.2K 1.07 70.64 N/A N/A 2,790 2,980 5,100 5,470 2018-08-15 $14.03 $14.00 21.7% 6.2% 27.2% 6.5% 21.8% 2.8% 0.8% 164.9K -1.2M -10.4K 1.08 75.82 N/A N/A 2,770 2,980 5,110 5,660 2018-08-16 $14.12 $14.00 21.2% 6.1% 26.7% 5.1% 20.7% 3.1% 0.9% 143.4K -1.4M -10.0K 1.10 68.25 N/A N/A 2,690 2,970 5,170 5,660 2018-08-17 $13.98 $14.00 21.5% 6.2% 26.5% 6.0% 22.1% 4.2% 0.5% 583.3K -793.5K -11.6K 1.19 83.78 N/A N/A 2,640 3,140 5,430 5,720 2018-08-20 $14.16 $14.00 20.6% 5.9% 26.1% 3.4% 20.1% 3.2% 1.2% 26.3K -765.0K -10.3K 1.80 65.78 N/A N/A 1,610 2,900 3,160 5,040 2018-08-21 $14.18 $14.00 20.7% 5.9% 25.7% 3.7% 20.5% 2.2% 1.1% 41.5K -876.1K -10.5K 1.51 76.23 N/A N/A 1,920 2,900 3,290 5,040 2018-08-22 $14.16 $14.00 20.9% 6.0% 25.6% 4.3% 23.0% 2.1% 1.0% 48.4K -796.5K -11.4K 1.45 81.75 N/A N/A 2,060 2,980 3,570 5,040 2018-08-23 $14.16 $14.00 21.5% 6.2% 25.3% 6.0% 20.9% 2.4% 0.3% 48.3K -932.3K -11.5K 1.36 43.12 N/A N/A 2,220 3,010 3,700 5,180 2018-08-24 $15.00 $14.00 21.5% 6.2% 25.5% 6.1% 22.8% 0.2% -0.1% 103.8K -2.5M -11.4K 0.26 88.13 N/A N/A 7,680 1,990 3,880 5,250 2018-08-27 $14.75 $14.00 22.5% 6.4% 25.6% 9.0% 21.5% 1.1% -0.1% 452.6K -3.5M -16.9K 0.75 56.52 N/A N/A 2,930 2,200 9,150 5,340 2018-08-28 $14.85 $14.00 21.1% 6.1% 25.2% 4.9% 21.8% 1.5% 0.8% 471.8K -3.7M -18.3K 0.76 82.64 N/A N/A 2,880 2,200 9,240 5,580 2018-08-29 $14.75 $14.00 22.1% 6.3% 25.3% 7.7% 21.7% 1.8% 0.6% 437.1K -3.3M -17.1K 0.74 63.25 N/A N/A 2,930 2,170 9,240 5,570 2018-08-30 $14.71 $14.00 22.1% 6.3% 24.0% 7.8% 21.3% 2.5% 1.1% 421.4K -3.0M -17.0K 0.71 86.09 N/A N/A 3,100 2,210 9,330 5,570 2018-08-31 $14.78 $14.00 21.5% 6.2% 23.8% 6.2% 22.0% 2.1% -0.2% 457.2K -3.2M -16.7K 0.66 78.75 N/A N/A 3,280 2,180 9,300 5,580
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