MSTR Options History — October 2019 In October 2019, MSTR traded between $14.24 and $15.37. ATM implied volatility averaged 36.2%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 15.5% (HV 20d: 20.7%). Max pain ranged from $14.00 to $15.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.98.
Notable Days 2019-10-10 : Highest Volume — 1,500 contracts2019-10-30 : Largest IV drop — 46.8% change2019-10-29 : Highest IV Rank — 100.0%2019-10-29 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.54 $14.24 $15.37 $14.68 $15.35 Max Pain $15.07 $14.00 $15.50 $14.00 $15.00 ATM IV 36.2% 23.3% 48.5% 28.0% 23.3% Expected Move 10.9% 6.7% 13.9% 8.0% 6.7% HV 20d 20.7% 14.8% 30.2% 30.2% 22.3% HV 60d 29.8% 23.0% 32.3% 31.8% 24.0% IV Rank 48.0% 3.4% 100.0% 19.0% 3.4% IV Percentile 74.1% 4.0% 100.0% 50.8% 4.0% Term Structure -6.2% -15.1% 9.1% 9.1% 0.4% VWIV 39.0% 27.6% 51.1% 27.6% 28.1% Skew 25d 4.0% 0.0% 7.9% 2.4% 0.0% Skew 10d 9.8% 0.7% 19.6% 4.3% 11.5% Call IV 25d 36.7% 24.7% 44.9% 27.2% 26.4% Put IV 25d 40.7% 26.2% 51.7% 29.6% 26.4% Bid-Ask Spread % 60.21 28.28 97.52 82.82 97.01 Gamma HHI 0.30 0.25 0.37 0.28 0.31 Net GEX 148.2K 108.4K 235.7K 176.5K 232.1K Net DEX -2.6M -4.1M -1.7M -3.2M -4.0M Net VEX -19.9K -22.0K -17.1K -21.9K -17.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.98 0.00 19.40 2.20 0.32 Total Volume 401.739 0 1,500 320 290 Total OI 12,126.522 9,770 14,520 12,390 11,930
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 2019-10-01 $14.68 $14.00 28.0% 8.0% 30.2% 19.0% 27.6% 2.4% 9.1% 176.5K -3.2M -21.9K 2.20 82.82 N/A N/A 100 220 7,310 5,080 2019-10-02 $14.46 $14.00 29.9% 8.6% 25.6% 25.6% 31.6% 2.6% 8.0% 146.8K -2.6M -22.0K 4.40 79.94 N/A N/A 100 440 7,310 5,120 2019-10-03 $14.55 $15.50 29.0% 10.8% 23.7% 22.7% 0.0% 3.7% -5.5% 164.1K -3.0M -21.6K 1.00 28.28 N/A N/A 20 20 7,410 5,030 2019-10-04 $14.65 $15.50 26.9% 10.7% 23.3% 15.4% 0.0% 3.6% -5.5% 176.0K -3.2M -21.3K 1.00 31.59 N/A N/A 20 20 7,410 5,030 2019-10-07 $14.77 $15.50 26.4% 10.6% 22.1% 13.8% 0.0% 3.9% -5.8% 172.0K -3.4M -20.9K 0.00 30.61 N/A N/A 10 0 7,390 5,050 2019-10-08 $14.38 $15.50 29.1% 11.1% 24.1% 22.8% 0.0% 3.9% -6.9% 138.3K -2.4M -20.6K 3.33 33.15 N/A N/A 30 100 7,380 5,050 2019-10-09 $14.46 $15.50 38.1% 10.9% 23.1% 53.8% 0.0% 4.2% -6.1% 138.6K -2.6M -19.9K 0.00 34.89 N/A N/A 40 0 7,380 5,150 2019-10-10 $14.37 $15.50 38.6% 11.1% 22.9% 55.3% 42.0% 4.2% -6.9% 124.5K -2.3M -20.2K 0.74 34.76 N/A N/A 860 640 7,380 5,150 2019-10-11 $14.42 $15.50 37.8% 10.8% 21.9% 52.7% 38.2% 3.6% -6.6% 140.3K -2.5M -20.2K 0.33 39.76 N/A N/A 90 30 8,000 5,790 2019-10-14 $14.39 $15.00 38.4% 11.0% 21.7% 54.7% 0.0% 4.6% -7.5% 146.3K -2.4M -19.5K 0.00 39.39 N/A N/A 0 90 8,060 5,790 2019-10-15 $14.37 $15.00 38.3% 11.0% 20.7% 54.3% 0.0% 3.9% -7.6% 152.5K -2.5M -19.2K 0.00 40.71 N/A N/A 0 0 8,060 5,680 2019-10-16 $14.33 $15.00 38.6% 11.1% 20.6% 55.3% 0.0% 4.2% -9.1% 146.7K -2.3M -19.1K 0.00 75.84 N/A N/A 20 0 8,060 5,680 2019-10-17 $14.40 $15.00 39.1% 11.2% 19.5% 57.1% 38.0% 3.8% -6.9% 146.7K -2.6M -18.9K 0.01 76.44 N/A N/A 830 10 8,060 5,680 2019-10-18 $14.30 $15.00 38.5% 11.0% 18.4% 54.9% 39.5% 3.2% -8.9% 114.1K -2.4M -19.7K 2.50 71.72 N/A N/A 140 350 8,830 5,690 2019-10-21 $14.41 $15.00 40.5% 11.6% 16.8% 61.7% 39.7% 3.6% -8.3% 117.3K -2.0M -19.7K 0.20 76.69 N/A N/A 250 50 5,500 4,270 2019-10-22 $14.29 $15.00 41.6% 11.9% 16.3% 65.5% 0.0% 4.9% -9.6% 108.4K -1.8M -19.3K 0.00 69.29 N/A N/A 0 0 5,600 4,320 2019-10-23 $14.24 $15.00 42.7% 12.2% 16.0% 69.3% 43.8% 6.1% -9.3% 110.0K -1.7M -19.2K 0.67 70.44 N/A N/A 300 200 5,600 4,320 2019-10-24 $14.43 $15.00 41.9% 12.0% 16.9% 66.5% 44.3% 6.4% -9.8% 128.1K -2.0M -20.2K 0.00 72.53 N/A N/A 0 20 5,870 4,520 2019-10-25 $14.55 $15.00 43.7% 12.5% 16.4% 72.8% 45.6% 4.4% -10.4% 136.9K -2.3M -19.8K 0.57 70.21 N/A N/A 530 300 5,870 4,540 2019-10-28 $14.59 $15.00 46.7% 13.4% 15.5% 95.1% 48.1% 5.5% -12.7% 126.2K -2.2M -19.7K 0.88 63.74 N/A N/A 340 300 5,760 4,840 2019-10-29 $14.62 $15.00 48.5% 13.9% 14.8% 100.0% 51.1% 7.9% -15.1% 129.4K -2.2M -19.9K 19.40 67.45 N/A N/A 50 970 5,900 5,040 2019-10-30 $15.37 $15.00 25.8% 7.4% 22.3% 13.1% 27.9% 1.4% -1.1% 235.7K -4.1M -17.4K 0.10 97.52 N/A N/A 1,330 130 6,000 6,020 2019-10-31 $15.35 $15.00 23.3% 6.7% 22.3% 3.4% 28.1% 0.0% 0.4% 232.1K -4.0M -17.1K 0.32 97.01 N/A N/A 220 70 5,930 6,000
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