MSTR Options History — August 2022 In August 2022, MSTR traded between $23.32 and $35.20. ATM implied volatility averaged 103.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 6.2% (HV 20d: 97.7%). Max pain ranged from $25.00 to $34.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.22.
Notable Days 2022-08-03 : Highest Volume — 307,110 contracts2022-08-19 : Largest IV spike — 10.1% change2022-08-01 : Highest IV Rank — 33.5%2022-08-01 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.77 $23.32 $35.20 $27.59 $23.32 Max Pain $29.93 $25.00 $34.00 $25.00 $29.00 ATM IV 103.9% 93.4% 116.1% 116.1% 109.4% Expected Move 29.6% 26.7% 34.7% 34.7% 30.9% HV 20d 97.7% 76.6% 116.3% 114.9% 76.6% HV 60d 129.6% 119.2% 158.0% 158.0% 119.2% IV Rank 25.6% 19.0% 33.5% 33.5% 29.2% IV Percentile 74.1% 67.9% 79.4% 79.4% 76.6% Term Structure -0.7% -3.5% 3.2% -3.5% -1.4% VWIV 107.5% 94.3% 128.9% 128.9% 119.2% Skew 25d 12.7% 9.2% 19.8% 17.7% 19.8% Skew 10d 25.1% 16.1% 41.2% 34.5% 41.2% Call IV 25d 98.9% 90.8% 107.3% 107.3% 100.9% Put IV 25d 111.5% 100.0% 125.0% 125.0% 120.7% Bid-Ask Spread % 22.72 14.26 31.06 18.86 30.73 Gamma HHI 0.05 0.02 0.18 0.03 0.03 Net GEX 1.5M -7.3M 10.0M 1.6M -4.1M Net DEX -103.4M -409.0M 231.2M -99.5M 231.2M Net VEX -3.3M -3.8M -2.6M -3.1M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.61 2.24 1.13 2.24 Total Volume 147,193.043 59,820 307,110 153,240 300,150 Total OI 1,202,142.609 1,046,700 1,304,730 1,127,620 1,207,910
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 2022-08-01 $27.59 $25.00 116.1% 34.7% 114.9% 33.5% 128.9% 17.7% -3.5% 1.6M -99.5M -3.1M 1.13 18.86 N/A N/A 72,060 81,180 558,290 569,330 2022-08-02 $27.87 $25.00 112.9% 34.1% 110.3% 31.4% 127.4% 19.2% -1.8% 1.3M -102.8M -3.1M 1.14 20.20 N/A N/A 79,360 90,140 564,820 595,720 2022-08-03 $31.54 $25.00 109.7% 32.5% 116.3% 29.4% 117.8% 12.7% -3.0% 5.9M -330.8M -3.5M 0.88 22.05 N/A N/A 163,600 143,510 587,570 624,330 2022-08-04 $30.82 $28.00 108.3% 30.1% 110.4% 28.5% 102.7% 14.0% -2.9% 4.6M -239.0M -3.4M 0.92 14.69 N/A N/A 101,180 93,240 609,600 664,380 2022-08-05 $31.82 $28.00 107.7% 30.0% 110.5% 28.1% 109.0% 14.5% -3.3% 6.7M -287.1M -3.5M 0.94 16.78 N/A N/A 116,940 110,070 613,290 677,550 2022-08-08 $33.01 $29.00 109.2% 30.6% 101.2% 29.0% 111.7% 12.4% -2.3% 3.4M -298.0M -3.6M 1.21 15.79 N/A N/A 79,480 96,150 562,930 590,540 2022-08-09 $31.83 $30.00 107.2% 30.5% 99.9% 27.8% 112.8% 10.8% -0.5% 2.4M -218.1M -3.5M 1.23 14.26 N/A N/A 33,570 41,140 580,370 619,150 2022-08-10 $33.77 $30.00 99.7% 28.4% 100.6% 23.0% 102.8% 11.6% -0.5% 4.4M -321.3M -3.6M 0.98 20.52 N/A N/A 60,630 59,510 589,040 637,270 2022-08-11 $33.54 $30.00 98.9% 28.1% 101.2% 22.5% 99.8% 11.2% -0.1% 4.3M -292.3M -3.7M 0.61 21.80 N/A N/A 104,960 64,270 593,850 654,910 2022-08-12 $35.20 $31.00 94.8% 27.3% 101.3% 19.9% 99.6% 10.5% 1.1% 10.0M -409.0M -3.8M 1.14 22.90 N/A N/A 50,810 57,970 626,100 678,630 2022-08-15 $34.98 $33.00 95.7% 27.4% 101.2% 20.4% 100.6% 11.3% -0.2% 6.0M -328.9M -3.7M 1.89 25.23 N/A N/A 22,050 41,730 586,590 611,330 2022-08-16 $34.46 $33.00 96.3% 27.6% 86.5% 20.8% 96.8% 10.8% -0.7% 4.8M -286.5M -3.7M 0.77 27.77 N/A N/A 42,520 32,910 591,850 629,970 2022-08-17 $32.40 $33.00 96.9% 27.8% 87.2% 21.2% 98.5% 9.4% -0.8% 963.1K -167.1M -3.5M 0.88 29.92 N/A N/A 44,600 39,230 598,310 640,720 2022-08-18 $32.67 $33.00 93.4% 26.7% 87.2% 19.0% 94.3% 9.2% 1.5% 1.1M -175.8M -3.6M 0.93 31.06 N/A N/A 31,060 28,760 610,330 652,050 2022-08-19 $28.50 $34.00 102.9% 29.2% 100.6% 25.0% 105.6% 10.3% 3.2% -2.8M 91.7M -3.2M 2.03 21.14 N/A N/A 73,480 149,440 610,040 656,310 2022-08-22 $26.65 $32.00 107.9% 30.9% 101.5% 28.2% 111.8% 12.0% -1.3% -1.7M 91.1M -3.0M 1.49 14.52 N/A N/A 70,440 104,770 533,230 513,470 2022-08-23 $26.65 $32.00 105.8% 30.2% 93.6% 26.9% 109.2% 11.6% -0.9% -1.5M 93.3M -3.0M 1.52 20.46 N/A N/A 35,350 53,590 579,180 568,300 2022-08-24 $27.41 $32.00 101.8% 28.9% 87.2% 24.4% 101.9% 11.9% -1.5% 57.4K 62.9M -3.1M 0.66 23.82 N/A N/A 40,520 26,770 593,790 585,230 2022-08-25 $27.26 $28.50 99.6% 27.7% 85.7% 23.0% 97.9% 12.1% -0.2% 1.1M 67.8M -3.0M 1.12 28.69 N/A N/A 51,060 57,290 612,940 590,340 2022-08-26 $24.85 $28.00 104.4% 29.3% 90.7% 26.0% 106.7% 11.9% 0.3% -7.3M 190.5M -2.7M 1.62 26.61 N/A N/A 81,490 131,960 613,920 587,270 2022-08-29 $24.80 $30.00 104.8% 29.1% 90.3% 26.3% 107.4% 12.1% 1.2% -2.5M 158.3M -2.7M 1.23 24.79 N/A N/A 43,690 53,920 555,110 561,240 2022-08-30 $23.79 $30.00 105.2% 29.4% 91.0% 26.5% 110.0% 14.7% 0.9% -3.1M 190.1M -2.7M 1.53 30.00 N/A N/A 51,040 77,850 576,800 585,380 2022-08-31 $23.32 $29.00 109.4% 30.9% 76.6% 29.2% 119.2% 19.8% -1.4% -4.1M 231.2M -2.6M 2.24 30.73 N/A N/A 92,510 207,640 592,790 615,120
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