MSTR Options History — June 2021 In June 2021, MSTR traded between $45.79 and $66.60. ATM implied volatility averaged 85.2%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 3.1% (HV 20d: 82.2%). Max pain ranged from $52.00 to $60.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2021-06-29 : Highest Volume — 284,640 contracts2021-06-04 : Largest IV drop — 11.0% change2021-06-30 : Highest IV Rank — 48.5%2021-06-22 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $55.89 $45.79 $66.60 $47.89 $66.59 Max Pain $59.32 $52.00 $60.00 $53.00 $60.00 ATM IV 85.2% 77.9% 93.7% 85.2% 93.7% Expected Move 24.2% 22.2% 25.9% 23.8% 25.1% HV 20d 82.2% 73.2% 93.1% 82.1% 93.0% HV 60d 88.8% 84.6% 93.8% 90.7% 93.6% IV Rank 42.5% 37.0% 48.5% 42.9% 48.5% IV Percentile 54.5% 45.2% 67.1% 54.4% 67.1% Term Structure 1.4% -2.6% 10.6% -1.4% -2.5% VWIV 89.8% 83.9% 99.1% 86.6% 94.1% Skew 25d 3.6% -3.6% 10.8% 6.4% 6.5% Skew 10d 7.1% -4.4% 19.4% 16.6% 5.3% Call IV 25d 85.3% 77.0% 92.8% 84.8% 87.8% Put IV 25d 88.8% 81.4% 98.3% 91.1% 94.3% Bid-Ask Spread % 45.05 27.79 56.26 47.64 43.65 Gamma HHI 0.06 0.03 0.45 0.03 0.04 Net GEX 6.5M -34.9M 18.4M 3.8M 17.9M Net DEX -658.3M -1.38B -152.2M -264.5M -1.36B Net VEX -7.7M -9.5M -6.0M -6.3M -9.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.35 1.46 0.60 0.51 Total Volume 120,730.455 28,510 284,640 34,180 146,700 Total OI 936,825.909 810,590 1,120,680 817,760 1,120,680
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 2021-06-01 $47.89 $53.00 85.2% 23.8% 82.1% 42.9% 86.6% 6.4% -1.4% 3.8M -264.5M -6.3M 0.60 47.64 N/A N/A 21,330 12,850 547,070 270,690 2021-06-02 $49.72 $52.00 81.1% 23.4% 82.9% 40.0% 84.0% 4.9% -1.7% 6.6M -366.3M -6.7M 0.65 50.27 N/A N/A 22,730 14,750 555,180 276,180 2021-06-03 $49.10 $60.00 88.0% 25.1% 82.0% 44.9% 91.5% 6.7% -1.6% 7.8M -332.8M -6.7M 0.83 33.59 N/A N/A 15,610 12,900 564,960 280,110 2021-06-04 $48.38 $60.00 78.3% 23.6% 81.2% 37.9% 83.9% 3.5% 0.7% 5.6M -266.1M -6.3M 0.74 49.79 N/A N/A 23,110 17,190 569,130 282,860 2021-06-07 $47.08 $60.00 84.5% 24.1% 79.3% 42.4% 88.8% 3.9% -0.4% 3.2M -217.9M -6.2M 1.37 35.98 N/A N/A 19,620 26,790 545,670 264,920 2021-06-08 $45.79 $60.00 86.8% 25.2% 74.8% 43.5% 90.7% 3.6% 2.3% 1.9M -152.2M -6.0M 1.06 51.97 N/A N/A 48,840 52,010 552,130 278,980 2021-06-09 $50.43 $60.00 81.6% 23.8% 83.7% 39.7% 88.8% 5.8% 0.8% 7.6M -408.9M -6.7M 0.74 56.03 N/A N/A 60,480 44,610 569,640 297,930 2021-06-10 $50.64 $60.00 80.7% 23.0% 81.4% 39.1% 86.0% 5.6% -1.0% 10.8M -438.4M -6.8M 0.70 56.26 N/A N/A 51,040 35,730 592,040 316,730 2021-06-11 $51.62 $60.00 77.9% 22.2% 73.2% 37.0% 88.3% 3.5% -1.1% 11.2M -510.8M -7.0M 0.82 36.25 N/A N/A 29,100 23,860 602,410 322,850 2021-06-14 $59.65 $60.00 82.9% 23.6% 87.0% 40.7% 89.2% -1.5% 2.5% 11.8M -907.5M -8.1M 0.35 52.53 N/A N/A 126,030 43,900 582,160 297,670 2021-06-15 $62.92 $60.00 82.9% 23.7% 83.5% 40.7% 87.3% -1.2% 0.4% 16.3M -1.13B -8.6M 0.55 39.01 N/A N/A 74,830 41,270 603,050 309,960 2021-06-16 $62.14 $60.00 81.0% 23.2% 83.9% 39.3% 85.0% -0.5% 0.9% 16.0M -1.05B -8.4M 0.99 28.59 N/A N/A 58,320 57,550 616,960 327,790 2021-06-17 $63.15 $60.00 81.7% 23.4% 75.8% 39.8% 88.4% -0.6% -0.2% 15.0M -1.09B -8.7M 0.66 27.79 N/A N/A 63,330 41,790 622,590 360,720 2021-06-18 $62.83 $60.00 85.7% 24.3% 74.9% 42.7% 87.3% 6.7% 3.0% 11.3M -1.04B -8.6M 1.10 52.43 N/A N/A 63,730 70,360 631,870 372,630 2021-06-21 $58.05 $60.00 89.2% 25.2% 78.6% 45.2% 94.0% 0.6% 5.0% 805.5K -566.7M -8.0M 1.25 42.75 N/A N/A 67,240 84,030 561,620 330,430 2021-06-22 $55.35 $60.00 90.3% 25.9% 80.4% 46.1% 99.1% 9.8% 4.4% -3.2M -400.4M -7.8M 1.46 51.79 N/A N/A 113,890 166,470 584,700 366,830 2021-06-23 $55.91 $60.00 85.9% 25.6% 80.4% 42.8% 95.3% 3.3% 6.1% -1.4M -509.2M -8.2M 0.87 47.26 N/A N/A 97,860 85,180 620,070 416,520 2021-06-24 $58.41 $60.00 86.2% 25.0% 81.2% 43.1% 93.6% 3.9% 10.6% 5.9M -726.9M -8.5M 0.88 45.60 N/A N/A 52,360 45,890 640,200 431,090 2021-06-25 $55.06 $60.00 91.9% 25.4% 84.5% 47.2% 95.4% 10.8% 7.3% -34.9M -424.4M -8.0M 1.18 47.04 N/A N/A 53,440 63,160 647,540 439,890 2021-06-28 $62.24 $60.00 87.2% 23.6% 91.2% 43.8% 86.5% 0.2% -0.8% 10.4M -940.0M -8.6M 0.86 46.81 N/A N/A 119,090 102,460 591,080 379,340 2021-06-29 $66.60 $60.00 92.8% 24.9% 93.1% 47.9% 91.3% -3.6% -2.6% 18.4M -1.38B -9.5M 0.57 47.97 N/A N/A 181,300 103,340 635,000 430,300 2021-06-30 $66.59 $60.00 93.7% 25.1% 93.0% 48.5% 94.1% 6.5% -2.5% 17.9M -1.36B -9.5M 0.51 43.65 N/A N/A 97,350 49,350 661,780 458,900
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