MSTR Options History — October 2020 In October 2020, MSTR traded between $14.67 and $18.43. ATM implied volatility averaged 64.0%, placing in the 72.1% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 11.8% (HV 20d: 52.2%). Max pain ranged from $15.50 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2020-10-21 : Highest Volume — 5,730 contracts2020-10-13 : Largest IV spike — 23.0% change2020-10-27 : Highest IV Rank — 90.7%2020-10-27 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.49 $14.67 $18.43 $14.89 $16.45 Max Pain $16.25 $15.50 $17.00 $15.50 $17.00 ATM IV 64.0% 52.7% 75.0% 62.8% 58.5% Expected Move 18.1% 15.8% 21.5% 18.0% 16.8% HV 20d 52.2% 35.0% 68.5% 66.8% 53.0% HV 60d 49.6% 47.6% 54.3% 47.6% 54.3% IV Rank 72.1% 53.1% 90.7% 70.0% 62.9% IV Percentile 93.7% 82.5% 99.2% 96.4% 86.1% Term Structure -5.3% -13.3% 1.9% -4.4% -1.6% VWIV 65.9% 58.0% 76.5% 66.4% 61.7% Skew 25d -5.2% -16.5% 1.4% -7.4% -10.6% Skew 10d 1.1% -31.4% 38.6% 17.9% -17.3% Call IV 25d 69.5% 62.5% 81.7% 76.5% 68.2% Put IV 25d 64.3% 54.6% 74.5% 69.1% 57.6% Bid-Ask Spread % 64.61 50.08 84.14 83.88 69.89 Gamma HHI 0.12 0.09 0.15 0.10 0.11 Net GEX 527.3K 351.4K 793.1K 367.1K 500.6K Net DEX -18.0M -28.3M -8.7M -9.4M -19.9M Net VEX -99.4K -142.5K -72.0K -73.9K -142.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.04 1.38 0.11 0.06 Total Volume 1,949.545 310 5,730 500 1,280 Total OI 33,596.364 27,140 42,550 30,870 42,550
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 2020-10-01 $14.89 $15.50 62.8% 18.0% 66.8% 70.0% 66.4% -7.4% -4.4% 367.1K -9.4M -73.9K 0.11 83.88 N/A N/A 450 50 26,460 4,410 2020-10-02 $14.67 $15.50 66.0% 18.9% 65.5% 75.5% 73.1% -3.9% -3.4% 351.4K -8.7M -72.8K 1.38 84.14 N/A N/A 260 360 26,840 4,420 2020-10-05 $14.82 $15.50 69.3% 17.8% 64.9% 81.0% 0.0% 0.9% -1.0% 363.5K -9.3M -72.0K 0.21 59.62 N/A N/A 290 60 26,930 4,340 2020-10-06 $15.02 $15.50 71.2% 16.4% 64.7% 84.3% 63.4% -3.8% -0.2% 404.1K -10.2M -73.1K 0.11 63.57 N/A N/A 1,500 160 27,010 4,390 2020-10-07 $15.29 $17.00 64.3% 17.9% 64.8% 72.7% 64.6% -1.9% -3.7% 433.7K -11.0M -76.0K 0.48 50.48 N/A N/A 210 100 27,290 4,530 2020-10-08 $16.38 $17.00 61.4% 17.9% 68.5% 67.7% 63.1% -6.5% -3.8% 588.2K -16.7M -84.3K 0.09 50.08 N/A N/A 2,290 210 27,430 4,550 2020-10-09 $16.43 $16.00 55.6% 17.4% 68.5% 58.0% 60.4% -4.3% -2.8% 653.9K -17.6M -86.0K 0.20 56.24 N/A N/A 1,230 240 28,520 4,610 2020-10-12 $16.70 $16.00 52.7% 16.4% 68.4% 53.1% 58.0% -1.4% -0.1% 722.7K -19.0M -84.8K 0.08 65.27 N/A N/A 980 80 28,990 4,760 2020-10-13 $16.60 $16.00 64.9% 17.5% 62.0% 73.6% 59.4% -4.4% -4.2% 678.6K -18.3M -85.7K 0.06 65.09 N/A N/A 1,610 90 29,280 4,780 2020-10-14 $16.45 $16.00 62.7% 18.0% 46.0% 70.0% 64.5% -4.8% -5.7% 720.2K -18.0M -88.7K 0.05 56.38 N/A N/A 2,320 110 29,980 4,820 2020-10-15 $16.68 $16.00 61.2% 17.5% 39.5% 67.3% 67.3% 0.5% -6.0% 793.1K -20.1M -92.5K 0.07 64.42 N/A N/A 1,810 120 31,050 4,880 2020-10-16 $16.51 $16.00 61.1% 17.5% 38.8% 67.2% 63.6% -1.8% -7.6% 557.8K -18.8M -89.3K 0.15 68.18 N/A N/A 1,100 160 30,310 4,990 2020-10-19 $16.45 $16.00 59.1% 16.9% 35.0% 63.8% 59.8% -8.6% -4.8% 412.7K -14.9M -90.1K 0.27 73.44 N/A N/A 410 110 23,760 3,380 2020-10-20 $16.92 $16.00 63.9% 18.3% 36.0% 71.9% 66.3% -0.5% -10.2% 434.4K -16.8M -93.6K 0.11 63.95 N/A N/A 2,300 250 23,960 3,470 2020-10-21 $18.07 $16.00 66.6% 19.1% 39.1% 76.5% 68.5% -7.7% -6.2% 479.6K -24.4M -107.0K 0.11 64.05 N/A N/A 5,170 560 25,510 3,700 2020-10-22 $18.37 $16.50 71.6% 20.5% 37.4% 84.9% 73.4% 1.4% -10.0% 538.8K -26.9M -124.2K 0.15 59.81 N/A N/A 2,970 460 28,110 4,070 2020-10-23 $18.43 $16.50 69.0% 19.8% 37.3% 80.5% 72.2% -3.2% -9.7% 575.3K -28.3M -131.9K 0.04 62.31 N/A N/A 1,370 50 29,940 4,470 2020-10-26 $17.41 $16.50 72.8% 20.9% 43.2% 87.0% 71.4% -14.5% -13.3% 527.0K -23.7M -125.2K 0.27 62.62 N/A N/A 1,970 530 30,300 4,520 2020-10-27 $17.68 $17.00 75.0% 21.5% 42.9% 90.7% 76.5% -6.4% -10.7% 558.7K -25.3M -131.2K 0.29 59.92 N/A N/A 2,470 720 31,310 4,900 2020-10-28 $16.29 $17.00 63.4% 18.2% 53.4% 71.1% 61.6% -16.5% -8.2% 472.6K -19.0M -128.1K 0.29 67.72 N/A N/A 3,120 900 32,900 5,800 2020-10-29 $16.20 $17.00 55.0% 15.8% 53.3% 56.9% 68.8% -8.5% 1.9% 467.6K -18.4M -134.7K 0.12 70.45 N/A N/A 2,200 260 34,450 6,450 2020-10-30 $16.45 $17.00 58.5% 16.8% 53.0% 62.9% 61.7% -10.6% -1.6% 500.6K -19.9M -142.5K 0.06 69.89 N/A N/A 1,210 70 35,950 6,600
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