MSTR Options History — May 2021 In May 2021, MSTR traded between $44.76 and $64.22. ATM implied volatility averaged 88.4%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 1.4% (HV 20d: 87.0%). Max pain ranged from $53.00 to $70.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.10.
Notable Days 2021-05-13 : Highest Volume — 151,500 contracts2021-05-13 : Largest IV spike — 25.8% change2021-05-13 : Highest IV Rank — 58.9%2021-05-13 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $52.63 $44.76 $64.22 $64.22 $46.98 Max Pain $59.95 $53.00 $70.00 $70.00 $53.00 ATM IV 88.4% 77.6% 107.4% 78.8% 87.2% Expected Move 25.4% 22.7% 30.6% 23.5% 24.3% HV 20d 87.0% 73.6% 104.6% 102.6% 81.1% HV 60d 107.6% 90.6% 139.1% 139.1% 90.6% IV Rank 45.2% 37.4% 58.9% 38.2% 44.3% IV Percentile 62.0% 54.4% 79.0% 56.0% 57.5% Term Structure 0.2% -5.1% 3.6% -0.2% 2.8% VWIV 91.2% 80.3% 109.9% 84.4% 87.7% Skew 25d 4.3% -4.8% 14.1% -1.8% 8.6% Skew 10d 12.4% -10.5% 34.3% -1.2% 20.9% Call IV 25d 88.9% 80.3% 112.6% 80.8% 84.6% Put IV 25d 93.2% 78.9% 115.2% 79.0% 93.3% Bid-Ask Spread % 33.92 13.47 46.26 45.09 45.43 Gamma HHI 0.05 0.03 0.27 0.03 0.03 Net GEX 2.2M -5.6M 8.2M 6.3M 3.2M Net DEX -311.0M -736.7M 1.1M -736.7M -205.7M Net VEX -7.0M -8.3M -6.0M -8.3M -6.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.39 2.10 0.39 0.93 Total Volume 69,542.5 36,510 151,500 44,940 65,090 Total OI 836,809.5 739,810 946,040 739,810 887,520
Daily Data (20 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 2021-05-03 $64.22 $70.00 78.8% 23.5% 102.6% 38.2% 84.4% -1.8% -0.2% 6.3M -736.7M -8.3M 0.39 45.09 N/A N/A 32,240 12,700 492,650 247,160 2021-05-04 $61.03 $70.00 83.6% 24.8% 103.7% 41.7% 89.1% -2.3% -0.5% 4.0M -579.9M -8.1M 0.71 42.48 N/A N/A 29,180 20,720 506,110 251,660 2021-05-05 $62.42 $70.00 79.3% 23.9% 101.5% 38.7% 85.9% -4.8% 0.7% 4.6M -661.0M -8.3M 0.78 40.15 N/A N/A 26,210 20,450 511,640 256,710 2021-05-06 $59.78 $63.00 79.3% 23.4% 100.3% 38.7% 84.1% -1.8% 1.8% 1.0M -498.4M -7.9M 1.43 13.47 N/A N/A 25,310 36,110 523,810 265,470 2021-05-07 $62.05 $62.00 77.6% 22.7% 101.0% 37.4% 80.3% -0.4% 0.7% 1.8M -622.9M -8.1M 1.06 16.74 N/A N/A 28,770 30,370 530,070 276,460 2021-05-10 $56.91 $60.00 78.7% 23.2% 104.6% 38.2% 84.3% -4.7% 2.9% 1.9M -398.9M -7.4M 0.92 20.11 N/A N/A 38,210 35,290 511,140 262,660 2021-05-11 $57.60 $60.00 82.5% 23.6% 82.9% 41.0% 84.5% -3.5% 0.0% 2.1M -433.1M -7.6M 0.49 20.59 N/A N/A 38,950 19,220 526,890 274,440 2021-05-12 $54.27 $60.00 85.4% 24.5% 73.6% 43.0% 90.8% -2.6% -0.5% 528.6K -296.9M -7.3M 0.96 21.56 N/A N/A 18,600 17,910 541,970 278,860 2021-05-13 $49.10 $60.00 107.4% 30.6% 79.1% 58.9% 109.9% -4.1% -1.3% -154.2K -106.6M -6.6M 2.10 26.47 N/A N/A 48,840 102,660 547,330 284,310 2021-05-14 $52.13 $60.00 90.5% 25.8% 82.7% 46.7% 93.6% 8.4% -0.4% -568.2K -222.1M -7.1M 1.65 23.10 N/A N/A 29,020 48,010 566,980 319,080 2021-05-17 $48.62 $60.00 103.6% 29.4% 79.3% 56.1% 107.0% 11.2% -2.0% 910.9K -164.4M -6.6M 1.14 26.34 N/A N/A 44,780 50,990 545,060 288,410 2021-05-18 $48.69 $60.00 94.0% 26.9% 78.7% 49.3% 95.7% 12.8% 1.6% 1.0M -143.9M -6.7M 1.42 38.13 N/A N/A 21,090 29,950 564,850 311,000 2021-05-19 $44.76 $59.00 103.8% 29.8% 82.1% 56.3% 107.0% 14.1% -5.1% -680.2K -14.3M -6.1M 0.95 46.26 N/A N/A 60,610 57,770 572,960 316,080 2021-05-20 $47.23 $56.00 90.8% 25.9% 83.3% 46.9% 94.3% 9.6% 3.6% 2.3M -116.1M -6.4M 1.10 44.73 N/A N/A 35,940 39,600 591,020 333,800 2021-05-21 $44.85 $56.00 94.6% 27.1% 84.0% 49.7% 95.5% 11.3% -0.1% -5.6M 1.1M -6.0M 1.70 43.49 N/A N/A 40,960 69,700 601,300 344,740 2021-05-24 $47.00 $56.00 91.9% 26.0% 80.4% 47.7% 92.3% 9.2% -1.2% 2.5M -201.6M -6.4M 1.21 42.16 N/A N/A 32,490 39,200 533,260 282,620 2021-05-25 $47.21 $55.00 88.9% 24.8% 78.7% 45.5% 88.2% 10.9% 1.0% 4.1M -221.1M -6.4M 0.87 43.69 N/A N/A 20,770 18,020 552,270 297,240 2021-05-26 $48.23 $55.00 85.7% 23.9% 79.7% 43.2% 84.6% 7.4% 0.2% 5.7M -261.1M -6.6M 0.50 39.82 N/A N/A 32,620 16,410 559,830 303,670 2021-05-27 $49.52 $54.00 85.3% 24.2% 80.4% 43.0% 84.5% 8.6% 0.0% 8.2M -336.6M -6.7M 1.63 38.52 N/A N/A 21,320 34,770 568,290 306,870 2021-05-28 $46.98 $53.00 87.2% 24.3% 81.1% 44.3% 87.7% 8.6% 2.8% 3.2M -205.7M -6.3M 0.93 45.43 N/A N/A 33,760 31,330 573,990 313,530
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