MSTR Options History — September 2021 In September 2021, MSTR traded between $56.77 and $71.07. ATM implied volatility averaged 72.4%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 21.6% (HV 20d: 50.7%). Max pain ranged from $64.00 to $65.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.72.
Notable Days 2021-09-07 : Highest Volume — 180,370 contracts2021-09-20 : Largest IV spike — 8.7% change2021-09-08 : Highest IV Rank — 31.5%2021-09-07 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $62.32 $56.77 $71.07 $70.25 $58.06 Max Pain $64.71 $64.00 $65.00 $65.00 $64.00 ATM IV 72.4% 66.5% 79.4% 76.6% 71.8% Expected Move 20.3% 18.0% 23.2% 19.9% 19.0% HV 20d 50.7% 45.7% 54.3% 53.6% 49.7% HV 60d 83.1% 78.0% 90.1% 89.8% 78.3% IV Rank 24.2% 18.1% 31.5% 29.2% 22.5% IV Percentile 18.5% 13.5% 27.8% 22.2% 16.7% Term Structure 1.7% -1.4% 5.8% 1.5% 0.1% VWIV 74.6% 64.5% 85.5% 75.0% 71.4% Skew 25d 1.0% -2.3% 5.1% -2.3% 2.0% Skew 10d 0.9% -6.7% 6.2% -3.0% 0.4% Call IV 25d 73.9% 64.3% 83.0% 80.6% 71.7% Put IV 25d 74.9% 68.4% 83.0% 78.3% 73.7% Bid-Ask Spread % 36.19 17.61 54.11 38.52 54.11 Gamma HHI 0.03 0.03 0.08 0.03 0.03 Net GEX 7.0M -6.6M 27.0M 13.4M 5.4M Net DEX -718.7M -1.36B -345.3M -1.24B -423.8M Net VEX -8.9M -10.6M -7.7M -10.4M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.37 1.09 0.43 1.09 Total Volume 85,889.524 45,610 180,370 89,470 67,160 Total OI 1,092,811.429 999,720 1,195,170 1,021,570 1,143,360
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 2021-09-01 $70.25 $65.00 76.6% 19.9% 53.6% 29.2% 75.0% -2.3% 1.5% 13.4M -1.24B -10.4M 0.43 38.52 N/A N/A 62,570 26,900 612,830 408,740 2021-09-02 $69.79 $65.00 77.3% 23.0% 47.8% 29.8% 84.5% -1.2% 2.7% 13.2M -1.23B -10.3M 0.55 19.06 N/A N/A 61,860 34,220 621,960 421,270 2021-09-03 $71.07 $65.00 78.1% 23.0% 45.7% 30.4% 83.7% -0.9% 1.7% 27.0M -1.36B -10.6M 0.58 22.11 N/A N/A 86,100 49,730 645,630 434,530 2021-09-07 $64.91 $65.00 78.3% 23.2% 53.4% 30.6% 84.3% -1.7% 1.7% 7.6M -911.4M -9.5M 0.78 20.41 N/A N/A 101,340 79,030 605,120 394,600 2021-09-08 $63.89 $65.00 79.4% 23.0% 53.4% 31.5% 85.5% 1.2% 0.8% 5.0M -819.0M -9.3M 0.64 17.61 N/A N/A 48,490 30,790 622,130 406,760 2021-09-09 $63.90 $65.00 74.9% 21.5% 53.4% 27.8% 83.9% -1.3% 0.2% -1.8M -767.3M -9.5M 0.37 24.64 N/A N/A 77,160 28,830 660,930 448,490 2021-09-10 $61.43 $65.00 72.7% 21.0% 53.2% 26.0% 75.9% 1.8% 0.9% -6.6M -541.7M -8.9M 0.84 29.26 N/A N/A 55,230 46,460 668,670 458,160 2021-09-13 $63.26 $65.00 73.4% 21.1% 54.3% 26.6% 77.3% 0.1% 0.7% 5.4M -791.7M -9.0M 0.67 23.64 N/A N/A 63,250 42,310 643,940 415,160 2021-09-14 $61.76 $65.00 71.0% 20.3% 53.1% 24.6% 74.2% -0.3% 2.0% 3.2M -675.6M -8.8M 0.73 27.80 N/A N/A 42,430 31,020 655,630 430,830 2021-09-15 $63.34 $65.00 69.6% 20.0% 51.2% 21.1% 73.7% 0.8% 1.7% 7.2M -830.3M -9.2M 0.41 29.14 N/A N/A 71,290 29,470 678,980 450,420 2021-09-16 $63.06 $65.00 68.7% 19.6% 51.2% 19.9% 72.3% 0.6% 0.6% 6.7M -798.6M -9.2M 0.94 29.09 N/A N/A 31,470 29,660 691,220 461,590 2021-09-17 $62.39 $65.00 66.8% 19.0% 50.2% 18.3% 69.5% 1.2% 1.3% 3.9M -744.5M -9.1M 0.71 42.23 N/A N/A 43,320 30,710 728,070 467,100 2021-09-20 $58.68 $65.00 72.6% 20.6% 48.9% 23.1% 74.9% 2.8% 3.3% 5.5M -486.1M -8.2M 0.85 43.45 N/A N/A 47,940 40,980 646,720 382,700 2021-09-21 $58.05 $65.00 70.1% 19.8% 48.7% 21.1% 71.0% 3.3% 4.6% 4.5M -420.9M -8.1M 0.46 42.49 N/A N/A 42,180 19,320 670,640 394,000 2021-09-22 $60.12 $65.00 66.5% 18.3% 51.3% 18.1% 66.3% 3.4% 4.4% 7.4M -545.0M -8.4M 0.70 52.01 N/A N/A 36,940 25,830 686,180 410,120 2021-09-23 $61.38 $64.00 66.7% 18.0% 50.9% 18.2% 64.5% 5.1% 4.1% 13.1M -663.8M -8.7M 0.82 46.00 N/A N/A 35,500 29,140 707,040 417,850 2021-09-24 $59.69 $64.00 67.5% 18.6% 49.3% 18.9% 68.3% 1.6% 5.8% 8.2M -511.2M -8.2M 1.06 45.28 N/A N/A 53,940 57,020 721,870 424,180 2021-09-27 $59.18 $64.00 70.7% 18.4% 48.4% 21.6% 67.1% 0.3% -0.3% 8.9M -537.8M -8.3M 0.74 49.57 N/A N/A 29,320 21,650 684,360 390,980 2021-09-28 $57.66 $64.00 74.4% 19.8% 48.8% 24.7% 70.8% 2.3% -1.4% 6.3M -440.6M -8.1M 0.87 51.42 N/A N/A 24,390 21,220 698,600 408,110 2021-09-29 $56.77 $64.00 72.9% 19.4% 48.9% 23.4% 72.1% 2.1% 0.1% 3.4M -345.3M -7.7M 0.92 52.09 N/A N/A 24,790 22,720 711,610 417,960 2021-09-30 $58.06 $64.00 71.8% 19.0% 49.7% 22.5% 71.4% 2.0% 0.1% 5.4M -423.8M -7.9M 1.09 54.11 N/A N/A 32,100 35,060 715,670 427,690
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