MSTR Options History — December 2021 In December 2021, MSTR traded between $54.50 and $71.37. ATM implied volatility averaged 73.9%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 11.2% (HV 20d: 62.7%). Max pain ranged from $60.00 to $64.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2021-12-02 : Highest Volume — 318,860 contracts2021-12-03 : Largest IV spike — 13.0% change2021-12-03 : Highest IV Rank — 19.6%2021-12-03 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $59.41 $54.50 $71.37 $71.37 $54.50 Max Pain $62.09 $60.00 $64.00 $64.00 $60.00 ATM IV 73.9% 68.2% 83.4% 74.4% 68.7% Expected Move 21.1% 18.6% 24.8% 20.6% 18.6% HV 20d 62.7% 53.6% 69.5% 53.6% 66.0% HV 60d 56.9% 51.2% 59.3% 51.2% 57.6% IV Rank 10.1% 4.5% 19.6% 10.6% 5.0% IV Percentile 14.3% 3.6% 40.9% 12.3% 4.8% Term Structure 1.1% -1.1% 3.8% 1.7% 0.5% VWIV 83.3% 72.3% 97.5% 75.5% 74.5% Skew 25d 1.4% -5.6% 4.5% -5.6% 0.7% Skew 10d -0.9% -16.3% 7.7% -16.3% 0.4% Call IV 25d 75.8% 68.7% 84.0% 81.1% 69.7% Put IV 25d 77.2% 70.2% 88.3% 75.5% 70.4% Bid-Ask Spread % 38.40 23.01 56.05 56.05 48.03 Gamma HHI 0.03 0.02 0.08 0.04 0.05 Net GEX 11.2M 459.4K 27.3M 27.3M 459.4K Net DEX -386.8M -1.40B -64.3M -1.40B -64.3M Net VEX -7.5M -10.3M -6.3M -10.3M -6.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.23 2.53 0.57 0.51 Total Volume 183,449.091 119,480 318,860 150,820 190,440 Total OI 1,367,448.636 1,092,380 1,566,710 1,416,500 1,294,690
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 2021-12-01 $71.37 $64.00 74.4% 20.6% 53.6% 10.6% 75.5% -5.6% 1.7% 27.3M -1.40B -10.3M 0.57 56.05 N/A N/A 96,030 54,790 937,710 478,790 2021-12-02 $68.56 $64.00 73.8% 20.9% 53.7% 10.1% 80.8% 0.8% 0.6% 17.8M -1.03B -9.7M 2.53 49.49 N/A N/A 90,300 228,560 951,490 487,620 2021-12-03 $62.40 $64.00 83.4% 24.8% 61.8% 19.6% 91.5% 4.3% 0.1% 1.7M -410.3M -8.5M 1.15 52.45 N/A N/A 102,980 118,230 968,820 577,510 2021-12-06 $59.88 $63.00 82.6% 23.9% 62.5% 18.8% 90.4% 3.8% -0.9% 7.3M -305.1M -7.9M 0.96 31.45 N/A N/A 100,900 96,590 913,980 474,570 2021-12-07 $62.90 $62.00 75.3% 21.9% 57.5% 11.5% 84.0% -0.1% 1.0% 11.5M -516.4M -8.1M 0.60 32.90 N/A N/A 93,060 56,280 933,860 501,690 2021-12-08 $63.35 $63.00 72.6% 21.6% 58.0% 8.9% 84.3% 0.4% 2.1% 15.4M -606.0M -8.4M 0.85 27.17 N/A N/A 64,420 55,060 959,920 506,070 2021-12-09 $59.26 $63.00 74.5% 21.9% 59.7% 10.7% 86.8% 2.8% 0.2% 6.6M -218.4M -7.6M 0.93 35.51 N/A N/A 88,880 82,700 969,480 512,870 2021-12-10 $59.93 $63.00 73.3% 21.4% 60.3% 9.6% 82.2% 1.4% 3.8% 2.4M -257.4M -7.6M 0.79 38.46 N/A N/A 109,110 86,540 988,100 535,560 2021-12-13 $57.29 $63.00 78.0% 22.2% 61.1% 14.2% 84.2% 4.2% -1.1% 6.6M -157.9M -7.1M 0.59 36.51 N/A N/A 98,840 58,170 964,590 486,360 2021-12-14 $57.99 $63.00 75.4% 22.2% 61.9% 11.7% 84.9% 4.5% 2.4% 8.9M -243.8M -7.3M 0.62 31.48 N/A N/A 98,130 61,310 996,150 498,000 2021-12-15 $59.44 $63.00 75.5% 21.9% 61.8% 11.7% 84.2% 0.5% 0.7% 14.3M -435.3M -7.5M 0.60 43.36 N/A N/A 98,450 58,720 1,024,100 500,700 2021-12-16 $56.38 $63.00 76.3% 21.9% 63.2% 12.6% 97.5% 1.5% -0.1% 11.2M -202.5M -7.2M 0.55 23.49 N/A N/A 122,040 67,400 1,046,780 500,920 2021-12-17 $57.19 $63.00 73.6% 21.2% 63.4% 9.9% 82.9% 3.1% 0.6% 10.8M -233.5M -7.1M 0.90 45.91 N/A N/A 113,380 102,090 1,058,460 508,250 2021-12-20 $54.51 $63.00 77.6% 22.2% 64.7% 13.8% 90.7% 2.0% 2.0% 6.9M -139.5M -6.8M 0.56 23.01 N/A N/A 85,240 47,340 792,320 300,060 2021-12-21 $56.44 $62.00 71.2% 20.4% 66.2% 7.4% 85.6% 0.8% 2.4% 8.8M -234.3M -6.9M 0.40 28.22 N/A N/A 123,780 49,710 812,320 306,520 2021-12-22 $56.73 $60.00 69.2% 19.8% 66.2% 5.5% 93.6% 1.5% 2.4% 13.0M -278.7M -7.0M 0.23 29.04 N/A N/A 205,970 46,720 848,810 317,060 2021-12-23 $59.67 $60.00 69.6% 19.8% 69.5% 5.9% 81.3% 0.4% 2.7% 20.9M -526.6M -7.4M 0.29 29.45 N/A N/A 165,050 47,900 905,990 323,550 2021-12-27 $60.35 $60.00 70.2% 19.5% 68.1% 6.5% 76.4% -0.9% 0.8% 21.8M -579.7M -7.3M 0.38 44.44 N/A N/A 126,230 47,430 886,720 286,950 2021-12-28 $56.80 $60.00 71.5% 19.7% 68.0% 7.8% 75.2% 3.9% 0.3% 13.2M -278.7M -6.8M 0.50 48.94 N/A N/A 112,080 55,780 907,970 297,680 2021-12-29 $55.49 $60.00 70.2% 19.2% 65.3% 6.4% 72.3% -0.4% 1.4% 8.8M -163.6M -6.6M 0.52 43.37 N/A N/A 104,940 55,040 930,370 313,530 2021-12-30 $56.52 $60.00 68.2% 18.7% 66.2% 4.5% 74.4% 1.5% -0.1% 11.0M -230.3M -6.6M 0.36 45.99 N/A N/A 124,170 45,100 957,240 319,740 2021-12-31 $54.50 $60.00 68.7% 18.6% 66.0% 5.0% 74.5% 0.7% 0.5% 459.4K -64.3M -6.3M 0.51 48.03 N/A N/A 126,210 64,230 968,050 326,640
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