MSTR Options History — December 2020 In December 2020, MSTR traded between $27.95 and $39.17. ATM implied volatility averaged 99.6%, placing in the 72.0% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded below realized volatility by 12.0% (HV 20d: 111.6%). Max pain ranged from $19.00 to $30.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2020-12-17 : Highest Volume — 71,510 contracts2020-12-14 : Largest IV spike — 14.4% change2020-12-02 : Highest IV Rank — 91.8%2020-12-02 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $32.21 $27.95 $39.17 $32.61 $39.17 Max Pain $25.20 $19.00 $30.00 $30.00 $30.00 ATM IV 99.6% 86.4% 121.0% 117.8% 86.4% Expected Move 29.2% 24.8% 34.7% 33.8% 24.8% HV 20d 111.6% 87.8% 123.6% 101.4% 87.8% HV 60d 79.9% 77.8% 84.3% 77.9% 84.3% IV Rank 72.0% 59.7% 91.8% 88.8% 59.7% IV Percentile 95.9% 89.3% 99.6% 99.6% 89.3% Term Structure 10.9% -3.1% 24.3% 7.3% 12.3% VWIV 105.9% 91.9% 128.6% 128.6% 95.2% Skew 25d -21.8% -32.4% -9.7% -30.3% -9.7% Skew 10d -37.2% -53.3% -15.8% -37.5% -21.1% Call IV 25d 119.0% 98.4% 149.8% 149.8% 101.7% Put IV 25d 97.2% 83.4% 119.5% 119.5% 92.0% Bid-Ask Spread % 55.19 44.58 68.98 53.99 67.43 Gamma HHI 0.13 0.07 0.50 0.12 0.09 Net GEX 272.5K -2.8M 3.9M -444.7K 3.9M Net DEX -216.9M -425.8M -107.1M -167.0M -425.8M Net VEX -778.9K -1.2M -493.8K -493.8K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.27 1.07 0.57 0.55 Total Volume 32,284.545 7,760 71,510 32,220 33,590 Total OI 208,052.273 150,580 287,010 150,580 252,660
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 2020-12-01 $32.61 $30.00 117.8% 33.8% 101.4% 88.8% 128.6% -30.3% 7.3% -444.7K -167.0M -493.8K 0.57 53.99 N/A N/A 20,540 11,680 85,210 65,370 2020-12-02 $32.38 $30.00 121.0% 34.7% 102.5% 91.8% 125.1% -28.8% -3.1% -576.6K -173.5M -554.6K 0.46 44.58 N/A N/A 8,240 3,820 94,370 71,610 2020-12-03 $33.06 $19.00 103.8% 31.8% 102.0% 75.8% 112.4% -29.7% 2.7% -641.4K -189.5M -552.1K 0.57 46.47 N/A N/A 7,360 4,210 96,440 73,120 2020-12-04 $32.76 $19.00 97.6% 31.2% 102.9% 70.1% 112.1% -31.1% -1.5% -752.1K -189.5M -551.7K 1.07 46.46 N/A N/A 8,540 9,130 99,230 73,460 2020-12-07 $33.59 $19.50 90.4% 29.8% 102.9% 63.4% 112.7% -30.7% 6.2% -269.5K -212.7M -519.5K 0.65 59.99 N/A N/A 10,730 7,020 99,520 66,970 2020-12-08 $29.12 $20.00 97.5% 31.9% 119.4% 70.0% 114.3% -24.5% 5.4% -1.1M -120.8M -524.6K 0.55 55.80 N/A N/A 22,530 12,450 102,480 69,970 2020-12-09 $28.50 $21.00 110.0% 31.5% 120.3% 81.6% 109.4% -24.4% 5.9% -974.2K -112.3M -578.7K 0.65 61.45 N/A N/A 20,170 13,070 114,350 76,590 2020-12-10 $28.90 $21.00 109.7% 31.5% 120.3% 81.3% 110.1% -32.4% 9.4% -1.2M -133.9M -633.7K 0.57 59.03 N/A N/A 8,880 5,090 124,950 81,600 2020-12-11 $28.39 $21.00 96.6% 27.7% 119.7% 69.2% 101.3% -23.2% 19.9% -1.3M -120.1M -625.8K 0.80 52.73 N/A N/A 14,990 12,030 127,370 82,160 2020-12-14 $27.95 $22.00 110.5% 31.7% 120.3% 82.1% 108.6% -25.0% 6.7% -1.4M -107.1M -622.0K 0.27 62.54 N/A N/A 27,540 7,560 131,510 88,460 2020-12-15 $28.55 $23.00 106.6% 30.6% 119.5% 78.4% 109.3% -20.8% 9.9% -869.1K -138.7M -668.9K 0.60 51.36 N/A N/A 13,150 7,830 145,310 91,940 2020-12-16 $30.09 $23.00 109.2% 31.3% 120.2% 80.8% 114.6% -18.7% 8.4% -697.5K -203.9M -708.2K 0.40 50.69 N/A N/A 32,750 13,240 151,750 92,730 2020-12-17 $29.52 $24.00 95.3% 27.3% 120.8% 68.0% 99.8% -10.6% 19.7% -1.8M -188.4M -726.8K 0.60 61.81 N/A N/A 44,720 26,790 163,130 102,700 2020-12-18 $29.84 $30.00 87.0% 25.0% 120.8% 60.3% 92.4% -14.6% 23.0% -2.8M -186.9M -815.9K 0.97 49.96 N/A N/A 24,550 23,800 173,040 113,970 2020-12-21 $31.65 $30.00 93.0% 26.7% 121.7% 65.8% 102.3% -17.3% 24.3% 795.5K -191.7M -861.9K 0.88 48.93 N/A N/A 20,950 18,340 117,010 48,380 2020-12-22 $33.33 $30.00 99.9% 28.6% 121.8% 72.2% 104.6% -21.3% 14.2% 1.3M -238.0M -940.2K 0.52 51.29 N/A N/A 30,190 15,700 128,940 59,990 2020-12-23 $34.11 $29.00 93.6% 26.8% 116.2% 66.4% 95.7% -20.9% 18.5% 2.3M -283.4M -1.0M 0.62 59.45 N/A N/A 11,260 7,010 148,690 56,990 2020-12-24 $32.26 $28.00 89.0% 25.5% 114.8% 62.1% 92.1% -21.9% 19.8% 2.2M -258.2M -1.1M 0.73 54.42 N/A N/A 4,480 3,280 157,690 57,720 2020-12-28 $37.10 $29.00 99.5% 28.5% 123.6% 71.8% 102.7% -21.0% 13.4% 3.2M -359.2M -1.1M 0.65 57.00 N/A N/A 28,180 18,320 155,460 58,940 2020-12-29 $36.68 $28.00 87.3% 25.0% 88.6% 60.5% 91.9% -12.9% 5.5% 3.3M -351.0M -1.1M 0.43 68.98 N/A N/A 23,950 10,390 164,740 68,070 2020-12-30 $39.12 $28.00 90.4% 25.9% 88.0% 63.4% 94.2% -10.3% 11.7% 3.9M -420.8M -1.2M 0.64 49.92 N/A N/A 37,890 24,320 171,350 71,210 2020-12-31 $39.17 $30.00 86.4% 24.8% 87.8% 59.7% 95.2% -9.7% 12.3% 3.9M -425.8M -1.2M 0.55 67.43 N/A N/A 21,690 11,900 177,850 74,810
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