MSTR Options History — July 2021 In July 2021, MSTR traded between $49.66 and $68.82. ATM implied volatility averaged 87.2%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded below realized volatility by 3.5% (HV 20d: 90.7%). Max pain ranged from $59.00 to $66.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2021-07-26 : Highest Volume — 308,710 contracts2021-07-26 : Largest IV spike — 27.4% change2021-07-26 : Highest IV Rank — 57.7%2021-07-26 : Largest Expected Move — 31.0%Monthly Statistics Metric Avg Min Max Open Close Price $59.38 $49.66 $68.82 $64.83 $62.55 Max Pain $60.90 $59.00 $66.00 $60.00 $60.00 ATM IV 87.2% 79.9% 106.3% 89.3% 85.4% Expected Move 24.6% 21.5% 31.0% 23.9% 23.9% HV 20d 90.7% 73.3% 116.9% 93.6% 112.5% HV 60d 87.0% 79.7% 97.0% 92.7% 96.7% IV Rank 43.8% 38.5% 57.7% 45.3% 42.5% IV Percentile 52.3% 40.1% 78.2% 58.3% 46.8% Term Structure -0.5% -3.4% 0.9% -0.6% 0.8% VWIV 89.0% 80.2% 113.7% 90.6% 89.8% Skew 25d 0.8% -5.6% 4.7% 0.6% -4.9% Skew 10d 5.9% -4.1% 13.0% 3.8% -3.8% Call IV 25d 89.0% 80.9% 114.0% 91.5% 91.7% Put IV 25d 89.8% 82.8% 108.4% 92.1% 86.8% Bid-Ask Spread % 15.41 8.96 43.30 42.39 19.30 Gamma HHI 0.04 0.03 0.07 0.04 0.04 Net GEX 7.2M -4.7M 16.9M 16.7M 10.2M Net DEX -741.7M -1.41B -94.0M -1.22B -1.05B Net VEX -8.6M -10.3M -7.0M -9.5M -9.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.26 1.34 0.65 0.61 Total Volume 112,370.952 57,810 308,710 116,800 117,500 Total OI 1,054,399.524 862,350 1,234,150 1,157,190 1,086,950
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 2021-07-01 $64.83 $60.00 89.3% 23.9% 93.6% 45.3% 90.6% 0.6% -0.6% 16.7M -1.22B -9.5M 0.65 42.39 N/A N/A 70,690 46,110 690,150 467,040 2021-07-02 $63.66 $60.00 86.0% 21.5% 93.8% 43.0% 84.5% 2.5% -3.4% 11.1M -1.08B -9.3M 0.75 43.30 N/A N/A 69,930 52,270 703,190 490,540 2021-07-06 $63.30 $60.00 85.1% 24.0% 92.8% 42.3% 83.9% 1.3% -0.9% 11.4M -948.2M -9.0M 1.04 9.18 N/A N/A 36,810 38,190 638,740 438,070 2021-07-07 $63.85 $60.00 83.8% 23.5% 91.5% 41.4% 83.3% 0.6% -1.3% 12.7M -983.3M -9.0M 0.47 10.25 N/A N/A 39,340 18,470 650,570 455,120 2021-07-08 $61.58 $60.00 82.9% 23.6% 88.2% 40.7% 82.7% 0.9% -1.2% 7.9M -785.1M -8.6M 0.47 9.18 N/A N/A 67,960 31,850 661,890 458,560 2021-07-09 $62.81 $66.00 79.9% 22.9% 88.2% 38.5% 82.7% 1.1% 0.4% 14.6M -895.5M -8.6M 0.68 8.96 N/A N/A 44,070 29,770 668,920 467,000 2021-07-12 $58.82 $65.00 80.4% 22.8% 92.2% 38.9% 81.8% 1.6% -0.3% 4.7M -560.1M -7.9M 0.59 14.13 N/A N/A 82,320 48,840 632,340 441,090 2021-07-13 $58.19 $65.00 80.9% 22.8% 76.5% 39.2% 80.2% 2.1% -1.0% 3.2M -516.8M -7.8M 0.48 11.41 N/A N/A 46,660 22,530 662,020 464,960 2021-07-14 $56.34 $64.00 82.0% 23.1% 74.4% 40.0% 81.0% 3.2% -1.4% -1.4M -381.2M -7.6M 0.80 10.73 N/A N/A 59,620 47,690 670,430 469,980 2021-07-15 $53.84 $60.00 82.9% 23.6% 75.7% 40.7% 83.0% 4.0% 0.1% -4.7M -178.2M -7.3M 1.32 15.60 N/A N/A 61,950 81,990 685,610 490,920 2021-07-16 $52.27 $60.00 85.5% 24.2% 75.6% 42.6% 86.9% 2.5% -1.7% -3.7M -94.0M -7.4M 1.34 13.92 N/A N/A 46,110 61,710 708,650 525,500 2021-07-19 $49.66 $60.00 90.1% 25.7% 77.0% 45.9% 92.9% 3.1% -0.6% -1.6M -129.5M -7.0M 0.59 12.99 N/A N/A 56,680 33,330 488,800 373,550 2021-07-20 $50.47 $60.00 89.5% 25.5% 73.3% 45.5% 91.3% 4.7% 0.1% 12.1K -212.9M -7.1M 0.81 13.30 N/A N/A 48,810 39,370 515,820 386,600 2021-07-21 $55.95 $60.00 87.8% 25.2% 81.3% 44.2% 91.2% 2.6% -0.1% 8.6M -635.6M -8.1M 0.48 10.55 N/A N/A 87,350 42,200 537,670 399,380 2021-07-22 $55.38 $60.00 84.4% 24.2% 81.3% 41.8% 85.9% 2.4% 0.6% 8.1M -572.8M -8.0M 0.52 12.09 N/A N/A 46,150 23,880 554,800 410,230 2021-07-23 $53.85 $60.00 83.5% 23.8% 80.1% 41.1% 88.8% 2.7% 0.9% 2.1M -449.7M -7.9M 0.49 13.83 N/A N/A 65,670 31,930 572,030 414,450 2021-07-26 $68.82 $60.00 106.3% 31.0% 116.9% 57.7% 113.7% -5.6% -0.2% 11.6M -1.41B -10.3M 0.33 9.27 N/A N/A 231,600 77,110 513,100 363,740 2021-07-27 $63.19 $59.00 93.0% 26.7% 113.8% 48.0% 97.8% -1.3% 0.3% 11.8M -1.12B -9.8M 0.50 15.97 N/A N/A 84,740 42,720 550,320 373,980 2021-07-28 $65.27 $60.00 100.4% 28.9% 111.8% 53.4% 102.4% -5.0% -1.2% 16.9M -1.30B -10.3M 0.26 10.21 N/A N/A 113,600 29,030 615,280 405,720 2021-07-29 $62.37 $60.00 91.3% 25.9% 112.9% 46.8% 95.5% -1.1% -0.3% 11.9M -1.04B -9.7M 0.70 17.14 N/A N/A 49,080 34,160 619,470 419,210 2021-07-30 $62.55 $60.00 85.4% 23.9% 112.5% 42.5% 89.8% -4.9% 0.8% 10.2M -1.05B -9.8M 0.61 19.30 N/A N/A 73,130 44,370 658,460 428,490
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