MSTR Options History — April 2021 In April 2021, MSTR traded between $60.38 and $84.10. ATM implied volatility averaged 90.2%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded below realized volatility by 5.1% (HV 20d: 95.3%). Max pain ranged from $60.00 to $72.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-04-13 : Highest Volume — 252,640 contracts2021-04-13 : Largest IV spike — 29.9% change2021-04-13 : Highest IV Rank — 61.8%2021-04-13 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $68.43 $60.38 $84.10 $69.71 $65.61 Max Pain $69.57 $60.00 $72.00 $60.00 $70.00 ATM IV 90.2% 80.1% 111.4% 89.5% 80.1% Expected Move 25.7% 23.4% 30.7% 23.8% 23.7% HV 20d 95.3% 75.1% 105.5% 87.6% 103.2% HV 60d 140.9% 139.2% 142.5% 142.5% 139.2% IV Rank 46.5% 39.2% 61.8% 46.0% 39.2% IV Percentile 66.4% 56.3% 82.5% 67.9% 56.3% Term Structure -1.0% -4.2% 2.5% 2.5% 0.7% VWIV 91.7% 84.1% 107.5% 89.0% 86.2% Skew 25d -5.0% -11.8% 3.6% 3.6% -3.1% Skew 10d -6.7% -15.4% 3.6% 3.6% -2.1% Call IV 25d 95.0% 83.4% 120.1% 90.1% 83.4% Put IV 25d 89.9% 80.3% 108.6% 93.7% 80.3% Bid-Ask Spread % 27.64 14.17 56.77 56.77 42.95 Gamma HHI 0.03 0.03 0.05 0.04 0.03 Net GEX 10.0M 927.0K 22.7M 11.0M 8.1M Net DEX -1.09B -2.38B -476.2M -1.26B -839.7M Net VEX -9.0M -10.7M -8.0M -9.3M -8.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.33 1.06 0.33 0.70 Total Volume 80,704.286 28,140 252,640 37,270 71,900 Total OI 823,067.619 696,810 1,047,950 789,190 794,490
Daily Data (21 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 2021-04-01 $69.71 $60.00 89.5% 23.8% 87.6% 46.0% 89.0% 3.6% 2.5% 11.0M -1.26B -9.3M 0.33 56.77 N/A N/A 28,050 9,220 517,220 271,970 2021-04-05 $71.93 $69.00 89.8% 25.4% 87.4% 46.2% 90.9% -8.2% -0.8% 12.9M -1.38B -9.4M 0.35 14.17 N/A N/A 20,910 7,230 525,670 274,980 2021-04-06 $70.18 $70.00 89.9% 25.0% 88.1% 46.3% 88.2% -6.1% -0.3% 12.0M -1.26B -9.2M 0.56 17.93 N/A N/A 29,860 16,850 535,750 280,150 2021-04-07 $65.53 $70.00 87.0% 24.3% 77.1% 44.2% 85.3% -7.2% -0.7% 9.1M -974.6M -8.5M 0.67 16.90 N/A N/A 33,420 22,280 546,900 288,550 2021-04-08 $69.09 $69.00 82.0% 23.4% 78.5% 40.6% 84.1% -1.5% 0.7% 12.8M -1.18B -8.9M 0.58 24.28 N/A N/A 29,520 16,990 550,300 298,210 2021-04-09 $70.59 $69.00 84.0% 23.4% 75.1% 42.0% 84.6% -5.9% 0.1% 16.2M -1.28B -9.0M 0.51 22.53 N/A N/A 40,700 20,560 558,440 304,480 2021-04-12 $71.53 $69.00 85.8% 23.9% 75.2% 43.3% 84.4% -5.4% -0.4% 13.6M -1.32B -9.1M 0.46 20.47 N/A N/A 36,230 16,760 561,130 302,640 2021-04-13 $84.10 $70.00 111.4% 30.7% 95.3% 61.8% 107.5% -11.5% -4.1% 22.7M -2.38B -10.7M 0.47 23.34 N/A N/A 171,670 80,970 579,550 310,470 2021-04-14 $73.83 $70.00 101.5% 29.3% 104.6% 54.6% 103.8% -11.8% 1.2% 14.6M -1.56B -9.9M 0.50 25.36 N/A N/A 143,470 71,410 611,490 336,060 2021-04-15 $74.08 $71.00 101.1% 28.2% 102.0% 54.4% 99.2% -6.0% -3.0% 13.2M -1.49B -9.9M 0.65 16.85 N/A N/A 72,440 46,830 640,480 373,150 2021-04-16 $69.92 $72.00 95.7% 26.6% 102.3% 50.5% 97.2% -7.2% -4.2% 7.0M -1.13B -9.3M 0.56 18.60 N/A N/A 83,090 46,890 650,640 397,310 2021-04-19 $63.34 $72.00 96.4% 27.4% 105.5% 51.0% 98.3% -7.5% -0.5% 4.6M -664.8M -8.4M 0.53 17.32 N/A N/A 61,550 32,770 478,790 218,020 2021-04-20 $64.43 $70.00 94.2% 26.9% 104.1% 49.4% 95.2% -3.4% -0.2% 5.8M -712.4M -8.6M 0.71 23.08 N/A N/A 28,850 20,450 497,110 233,470 2021-04-21 $64.89 $70.00 92.5% 26.5% 100.9% 48.1% 94.1% -4.0% -1.0% 6.6M -751.8M -8.7M 0.90 24.45 N/A N/A 27,130 24,310 502,980 242,080 2021-04-22 $60.38 $70.00 91.2% 26.2% 100.0% 47.2% 95.3% -5.5% -2.6% 927.0K -476.2M -8.0M 1.06 24.15 N/A N/A 42,090 44,410 508,610 251,380 2021-04-23 $61.00 $70.00 89.3% 25.8% 100.1% 45.9% 92.2% -3.8% -1.5% 2.5M -510.2M -8.0M 0.88 28.16 N/A N/A 67,610 59,430 524,730 269,060 2021-04-26 $65.78 $70.00 83.8% 25.9% 103.7% 41.9% 90.6% -4.3% -2.0% 8.1M -858.7M -8.8M 0.75 36.61 N/A N/A 28,830 21,480 498,030 242,630 2021-04-27 $68.00 $70.00 82.6% 24.6% 104.1% 41.0% 86.8% -2.6% -1.9% 10.5M -996.3M -9.2M 0.68 39.18 N/A N/A 22,440 15,210 509,240 249,210 2021-04-28 $68.05 $70.00 84.7% 24.7% 103.5% 42.6% 87.2% -0.4% -2.6% 11.0M -1.00B -9.1M 0.61 44.34 N/A N/A 24,010 14,660 515,640 254,590 2021-04-29 $65.06 $70.00 81.4% 24.2% 103.4% 40.2% 86.2% -4.3% -1.3% 7.8M -798.8M -8.6M 0.77 43.10 N/A N/A 23,910 18,400 521,530 257,290 2021-04-30 $65.61 $70.00 80.1% 23.7% 103.2% 39.2% 86.2% -3.1% 0.7% 8.1M -839.7M -8.6M 0.70 42.95 N/A N/A 42,190 29,710 529,430 265,060
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