MSTR Options History — April 2022 In April 2022, MSTR traded between $36.45 and $50.14. ATM implied volatility averaged 77.4%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 8.0% (HV 20d: 69.3%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.16.
Notable Days 2022-04-06 : Highest Volume — 143,200 contracts2022-04-06 : Largest IV spike — 7.5% change2022-04-29 : Highest IV Rank — 69.5%2022-04-29 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.15 $36.45 $50.14 $48.73 $36.45 Max Pain $45.30 $45.00 $47.00 $45.00 $45.00 ATM IV 77.4% 68.7% 94.1% 70.6% 94.1% Expected Move 22.2% 20.2% 27.0% 20.7% 27.0% HV 20d 69.3% 58.8% 81.6% 81.6% 67.6% HV 60d 85.1% 79.4% 89.6% 88.5% 81.0% IV Rank 30.8% 10.6% 69.5% 14.6% 69.5% IV Percentile 39.5% 6.0% 96.0% 12.7% 96.0% Term Structure -0.1% -3.9% 2.8% 1.5% -3.9% VWIV 82.5% 74.3% 102.2% 75.5% 102.2% Skew 25d 6.6% 3.8% 12.8% 4.0% 12.8% Skew 10d 16.6% 10.9% 29.0% 11.1% 29.0% Call IV 25d 75.2% 68.5% 89.4% 70.3% 89.4% Put IV 25d 81.8% 73.2% 102.3% 74.3% 102.3% Bid-Ask Spread % 37.14 27.76 44.24 27.76 41.08 Gamma HHI 0.04 0.02 0.10 0.03 0.04 Net GEX -1.8M -10.9M 4.1M 1.1M -4.3M Net DEX -22.1M -227.3M 221.5M -192.9M 221.5M Net VEX -4.4M -5.0M -3.7M -4.9M -3.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.75 2.43 0.99 1.02 Total Volume 112,204 43,220 143,200 115,360 124,050 Total OI 734,288.5 619,630 838,810 813,240 717,340
Daily Data (20 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 2022-04-01 $48.73 $45.00 70.6% 20.7% 81.6% 14.6% 75.5% 4.0% 1.5% 1.1M -192.9M -4.9M 0.99 27.76 N/A N/A 58,110 57,250 409,500 403,740 2022-04-04 $50.14 $45.00 68.7% 20.2% 79.1% 10.6% 77.0% 4.2% 1.4% 4.1M -227.3M -5.0M 1.26 30.07 N/A N/A 49,310 62,130 380,170 363,410 2022-04-05 $48.97 $46.00 71.0% 20.6% 79.1% 15.4% 76.4% 3.8% 1.1% 2.2M -170.1M -4.9M 1.31 30.06 N/A N/A 47,960 62,660 395,490 378,380 2022-04-06 $45.62 $46.00 76.3% 21.3% 80.8% 26.6% 80.7% 6.4% -0.4% -4.1M -11.0M -4.7M 1.59 30.88 N/A N/A 55,290 87,910 402,120 388,390 2022-04-07 $46.41 $47.00 73.0% 21.1% 79.1% 19.5% 78.0% 5.3% 0.3% -4.9M -54.6M -4.7M 1.23 39.63 N/A N/A 53,460 65,530 410,060 407,960 2022-04-08 $45.70 $47.00 73.7% 21.1% 75.7% 20.9% 76.3% 5.5% 0.3% -10.9M -14.6M -4.6M 1.23 32.01 N/A N/A 59,290 72,630 419,920 418,890 2022-04-11 $43.59 $45.00 77.6% 21.8% 73.4% 29.2% 83.9% 5.7% -1.8% -4.2M 56.0M -4.4M 1.36 33.03 N/A N/A 53,150 72,180 385,950 377,480 2022-04-12 $44.08 $45.00 76.4% 21.7% 70.1% 29.1% 79.9% 5.6% -0.8% -2.7M 8.2M -4.5M 0.99 33.91 N/A N/A 60,730 59,840 398,700 380,710 2022-04-13 $46.22 $45.00 71.0% 20.5% 67.0% 16.7% 76.4% 6.0% 0.1% -844.0K -90.4M -4.7M 0.89 37.49 N/A N/A 57,430 50,910 409,680 391,360 2022-04-14 $45.14 $45.00 71.7% 20.3% 67.5% 18.4% 74.7% 5.8% -2.1% -3.3M -48.0M -4.6M 1.02 43.99 N/A N/A 54,560 55,680 419,990 399,460 2022-04-18 $44.58 $45.00 73.7% 20.9% 65.4% 23.0% 82.4% 5.9% 2.8% 559.0K -67.2M -4.4M 0.85 36.74 N/A N/A 60,450 51,450 310,520 309,110 2022-04-19 $46.86 $45.00 71.3% 20.3% 66.0% 17.4% 76.1% 6.9% 2.4% 3.3M -164.4M -4.6M 0.92 41.16 N/A N/A 55,180 50,730 323,710 323,190 2022-04-20 $45.44 $45.00 71.8% 20.6% 63.3% 18.5% 74.3% 6.3% 2.0% 2.2M -101.5M -4.5M 0.85 42.95 N/A N/A 51,390 43,940 332,140 338,810 2022-04-21 $42.71 $45.00 76.2% 21.7% 66.6% 28.7% 79.1% 7.3% 2.1% -1.6M 13.5M -4.2M 0.75 39.56 N/A N/A 70,020 52,500 336,810 342,870 2022-04-22 $41.48 $45.00 79.7% 22.9% 61.9% 36.6% 85.5% 9.2% -0.4% -398.4K 70.4M -4.1M 1.39 39.35 N/A N/A 52,110 72,360 348,160 350,060 2022-04-25 $42.66 $45.00 84.5% 24.2% 62.6% 47.5% 87.5% 5.9% -3.2% -848.6K -4.1M -4.3M 1.00 39.41 N/A N/A 52,500 52,470 325,220 324,930 2022-04-26 $39.30 $45.00 89.4% 26.0% 60.7% 58.8% 93.8% 8.8% -2.1% -3.1M 110.1M -4.0M 1.18 41.15 N/A N/A 46,720 55,060 339,130 338,230 2022-04-27 $38.71 $45.00 88.5% 25.9% 58.8% 56.7% 96.2% 8.3% 0.2% -4.5M 143.3M -3.9M 2.43 44.24 N/A N/A 12,600 30,620 341,340 347,910 2022-04-28 $40.14 $45.00 88.8% 25.9% 60.6% 57.5% 94.3% 8.8% -1.8% -3.9M 82.1M -4.1M 0.88 38.23 N/A N/A 60,710 53,210 345,890 349,040 2022-04-29 $36.45 $45.00 94.1% 27.0% 67.6% 69.5% 102.2% 12.8% -3.9% -4.3M 221.5M -3.7M 1.02 41.08 N/A N/A 61,360 62,690 356,480 360,860
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