MSTR Options History — March 2022 In March 2022, MSTR traded between $36.86 and $52.21. ATM implied volatility averaged 79.9%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 6.1% (HV 20d: 86.0%). Max pain ranged from $43.00 to $50.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.06.
Notable Days 2022-03-17 : Highest Volume — 161,070 contracts2022-03-18 : Largest IV drop — 7.8% change2022-03-14 : Highest IV Rank — 46.4%2022-03-07 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $44.40 $36.86 $52.21 $46.30 $48.76 Max Pain $45.83 $43.00 $50.00 $44.00 $45.00 ATM IV 79.9% 69.8% 93.9% 87.5% 71.2% Expected Move 23.6% 20.7% 29.8% 25.6% 21.1% HV 20d 86.0% 77.6% 90.1% 87.9% 83.5% HV 60d 85.8% 81.6% 89.8% 83.6% 89.8% IV Rank 27.3% 12.9% 46.4% 32.4% 15.9% IV Percentile 44.1% 9.9% 88.1% 71.4% 15.1% Term Structure -0.1% -2.5% 2.0% -1.5% 1.6% VWIV 86.3% 75.2% 111.3% 94.1% 75.5% Skew 25d 5.6% 1.9% 9.1% 7.7% 3.8% Skew 10d 13.4% 4.8% 20.4% 14.0% 9.2% Call IV 25d 78.7% 69.7% 91.1% 84.6% 71.4% Put IV 25d 84.3% 72.2% 99.6% 92.3% 75.3% Bid-Ask Spread % 27.61 16.21 45.59 30.64 27.80 Gamma HHI 0.04 0.02 0.08 0.03 0.03 Net GEX 3.7M -3.7M 10.6M 5.6M 4.3M Net DEX -104.8M -390.0M 178.5M -243.5M -217.3M Net VEX -4.6M -5.3M -3.8M -5.2M -5.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.76 1.42 0.95 1.11 Total Volume 127,754.348 104,900 161,070 136,980 109,090 Total OI 779,154.348 679,240 883,590 773,950 796,570
Daily Data (23 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 2022-03-01 $46.30 $44.00 87.5% 25.6% 87.9% 32.4% 94.1% 7.7% -1.5% 5.6M -243.5M -5.2M 0.95 30.64 N/A N/A 70,380 66,600 425,740 348,210 2022-03-02 $45.92 $44.00 81.5% 23.8% 88.1% 24.2% 88.6% 3.8% 0.2% 6.3M -212.0M -5.1M 1.26 30.35 N/A N/A 46,730 58,700 438,180 362,740 2022-03-03 $42.76 $44.00 83.1% 24.2% 88.9% 26.4% 89.8% 6.9% -0.4% 1.4M -56.5M -4.7M 1.03 34.72 N/A N/A 60,660 62,690 442,440 371,160 2022-03-04 $41.00 $44.00 87.6% 26.3% 90.1% 32.4% 94.2% 7.2% -1.2% -2.6M 33.7M -4.4M 1.16 33.82 N/A N/A 63,180 73,490 443,420 382,270 2022-03-07 $39.10 $44.00 93.9% 29.8% 77.8% 41.0% 111.3% 8.4% -1.4% -1.1M 86.9M -4.2M 1.27 36.32 N/A N/A 48,950 62,110 405,710 339,190 2022-03-08 $40.88 $43.00 90.8% 27.9% 77.6% 40.0% 103.4% 9.1% -0.8% -38.6K 31.4M -4.4M 1.42 39.27 N/A N/A 47,450 67,530 415,070 352,250 2022-03-09 $43.72 $43.00 84.5% 25.3% 80.8% 31.3% 91.3% 6.2% -0.9% 3.0M -76.0M -4.6M 1.01 39.71 N/A N/A 64,920 65,540 422,770 361,780 2022-03-10 $41.87 $43.00 85.0% 25.5% 80.4% 32.1% 90.2% 7.5% -0.8% 658.8K 6.9M -4.4M 1.23 45.59 N/A N/A 56,500 69,630 440,490 374,610 2022-03-11 $39.40 $43.00 87.4% 26.6% 82.3% 38.7% 97.8% 8.2% -0.4% -3.7M 111.1M -4.2M 1.22 41.60 N/A N/A 62,680 76,260 446,310 385,090 2022-03-14 $36.86 $50.00 92.1% 25.0% 83.7% 46.4% 88.5% 6.2% -2.5% -3.4M 178.5M -3.8M 1.17 20.24 N/A N/A 56,380 65,900 416,730 355,520 2022-03-15 $39.41 $50.00 87.1% 24.4% 87.5% 45.9% 88.2% 6.8% -2.2% -1.2M 86.7M -4.1M 1.16 17.64 N/A N/A 59,680 68,930 430,920 369,420 2022-03-16 $42.52 $47.00 83.4% 23.7% 89.7% 40.9% 84.0% 5.3% -0.8% 3.1M -51.5M -4.5M 0.88 16.24 N/A N/A 71,870 63,590 443,870 383,710 2022-03-17 $43.29 $47.00 78.0% 22.2% 89.9% 30.0% 84.1% 6.2% -1.0% 5.9M -90.0M -4.5M 1.04 16.21 N/A N/A 78,920 82,150 454,840 398,850 2022-03-18 $45.41 $47.00 71.9% 21.5% 87.7% 17.2% 79.5% 5.9% 0.6% 9.0M -195.3M -4.6M 0.90 18.23 N/A N/A 80,280 72,510 461,530 422,060 2022-03-21 $43.57 $47.00 74.4% 21.6% 88.8% 22.4% 81.8% 5.5% 0.7% 3.1M -60.9M -4.4M 1.26 21.24 N/A N/A 46,420 58,480 354,600 324,640 2022-03-22 $46.34 $47.00 72.1% 21.4% 88.5% 17.6% 78.4% 5.1% 0.3% 5.9M -164.1M -4.6M 1.00 25.90 N/A N/A 61,530 61,500 361,250 336,630 2022-03-23 $45.36 $47.00 72.5% 21.5% 88.0% 18.5% 79.0% 4.9% 1.9% 5.5M -125.6M -4.6M 1.08 18.79 N/A N/A 58,930 63,450 372,370 348,950 2022-03-24 $48.47 $47.00 70.7% 21.0% 87.5% 14.8% 77.1% 3.0% 1.4% 10.6M -277.5M -4.8M 0.87 19.74 N/A N/A 82,560 71,920 378,380 354,690 2022-03-25 $47.10 $47.00 70.2% 20.9% 88.5% 13.6% 75.2% 2.5% 1.6% 9.1M -195.2M -4.8M 0.80 22.51 N/A N/A 74,860 59,630 394,700 380,260 2022-03-28 $50.80 $47.00 72.5% 21.0% 86.9% 18.5% 78.6% 1.9% 0.2% 6.6M -312.0M -5.1M 0.97 23.45 N/A N/A 70,770 68,350 366,220 335,300 2022-03-29 $52.21 $47.00 69.8% 20.8% 85.7% 12.9% 77.4% 2.9% 1.5% 9.7M -390.0M -5.3M 0.93 27.31 N/A N/A 61,240 56,870 386,750 361,780 2022-03-30 $50.12 $47.00 71.0% 20.7% 87.2% 15.3% 75.7% 3.4% 2.0% 6.6M -277.4M -5.1M 0.76 27.60 N/A N/A 61,520 47,020 392,960 379,620 2022-03-31 $48.76 $45.00 71.2% 21.1% 83.5% 15.9% 75.5% 3.8% 1.6% 4.3M -217.3M -5.0M 1.11 27.80 N/A N/A 51,590 57,500 405,670 390,900
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