MSTR Options History — January 2023 In January 2023, MSTR traded between $14.45 and $25.90. ATM implied volatility averaged 89.9%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 7.0% (HV 20d: 82.9%). Max pain ranged from $16.00 to $22.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.20.
Notable Days 2023-01-04 : Highest Volume — 501,050 contracts2023-01-20 : Largest IV drop — 7.2% change2023-01-18 : Highest IV Rank — 20.2%2023-01-18 : Largest Expected Move — 28.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.34 $14.45 $25.90 $14.45 $25.08 Max Pain $19.36 $16.00 $22.00 $18.75 $22.00 ATM IV 89.9% 82.7% 99.4% 89.7% 89.4% Expected Move 26.2% 23.8% 28.5% 24.7% 27.6% HV 20d 82.9% 62.6% 92.1% 62.6% 78.4% HV 60d 99.1% 94.3% 101.9% 94.3% 100.5% IV Rank 14.2% 9.2% 20.2% 15.5% 13.6% IV Percentile 34.5% 19.0% 53.6% 36.5% 34.9% Term Structure -0.6% -3.9% 2.5% 0.2% 1.4% VWIV 94.4% 88.0% 101.5% 88.7% 100.5% Skew 25d 12.2% 8.0% 16.7% 16.3% 9.2% Skew 10d 22.9% 15.9% 32.6% 25.3% 15.9% Call IV 25d 85.7% 76.1% 95.3% 83.9% 87.0% Put IV 25d 97.9% 91.5% 107.4% 100.2% 96.2% Bid-Ask Spread % 19.48 11.66 29.71 29.71 20.76 Gamma HHI 0.06 0.04 0.17 0.06 0.04 Net GEX 5.5M -3.0M 13.0M -3.0M 3.1M Net DEX -151.4M -497.5M 330.2M 330.2M -211.4M Net VEX -1.9M -2.1M -1.5M -1.5M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.45 2.00 1.60 1.16 Total Volume 258,514 86,920 501,050 243,740 109,780 Total OI 1,718,519 977,290 2,218,110 1,929,490 1,081,080
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 2023-01-03 $14.45 $18.75 89.7% 24.7% 62.6% 15.5% 88.7% 16.3% 0.2% -3.0M 330.2M -1.5M 1.60 29.71 N/A N/A 93,710 150,030 990,710 938,780 2023-01-04 $16.15 $18.50 87.3% 25.2% 73.2% 14.0% 91.7% 12.7% 2.5% 3.1M 123.4M -1.8M 1.00 27.01 N/A N/A 249,900 251,150 1,030,120 987,530 2023-01-05 $15.68 $17.00 88.2% 25.9% 73.0% 13.2% 93.3% 16.7% 0.0% 286.2K 227.6M -1.8M 0.95 26.22 N/A N/A 91,180 87,050 1,055,640 1,107,220 2023-01-06 $16.05 $16.50 86.5% 25.3% 73.9% 11.7% 90.6% 16.6% 0.4% 1.4M 172.2M -1.8M 1.64 23.39 N/A N/A 171,330 281,170 1,094,400 1,123,710 2023-01-09 $17.48 $16.50 87.5% 25.5% 80.6% 12.4% 89.9% 13.3% 0.3% 5.1M 41.5M -1.8M 1.22 18.16 N/A N/A 127,350 155,120 990,930 966,850 2023-01-10 $18.86 $16.00 82.7% 23.8% 85.8% 9.2% 88.0% 15.5% 0.2% 8.6M -116.8M -1.9M 1.20 16.31 N/A N/A 100,830 121,440 1,009,230 1,014,440 2023-01-11 $19.51 $16.50 87.3% 25.1% 86.6% 12.3% 92.3% 15.2% -1.0% 9.6M -194.4M -2.0M 0.45 16.86 N/A N/A 248,350 111,860 1,022,900 1,063,980 2023-01-12 $21.27 $17.00 92.2% 26.8% 91.6% 15.5% 97.7% 12.3% 0.3% 9.4M -384.8M -1.9M 0.78 16.45 N/A N/A 181,490 140,990 976,280 1,106,650 2023-01-13 $21.93 $19.50 96.7% 27.5% 92.1% 18.4% 101.5% 11.8% -0.3% 10.6M -431.3M -2.0M 1.30 11.66 N/A N/A 160,470 208,330 990,770 1,134,910 2023-01-17 $23.67 $20.00 97.2% 27.8% 90.1% 18.8% 97.7% 8.0% -3.0% 7.5M -497.5M -2.0M 0.83 12.24 N/A N/A 200,370 166,820 935,210 1,023,140 2023-01-18 $22.07 $20.00 99.4% 28.5% 90.2% 20.2% 101.1% 12.3% -3.9% 6.4M -212.6M -2.0M 1.07 17.47 N/A N/A 163,730 175,450 961,720 1,104,110 2023-01-19 $22.30 $20.00 95.1% 27.4% 88.8% 17.4% 96.6% 11.0% -3.0% 5.1M -142.5M -2.0M 1.01 15.40 N/A N/A 93,380 94,270 949,450 1,160,310 2023-01-20 $23.75 $20.00 88.3% 25.4% 90.3% 12.9% 89.9% 9.3% -2.8% 13.0M -333.2M -2.0M 1.05 18.35 N/A N/A 140,250 147,240 967,210 1,180,070 2023-01-23 $24.93 $20.00 87.9% 26.0% 90.6% 12.7% 92.1% 10.2% -0.6% 5.8M -293.4M -2.0M 1.51 15.87 N/A N/A 87,760 132,500 440,160 537,130 2023-01-24 $24.53 $21.00 89.6% 26.2% 90.7% 13.8% 94.6% 10.9% -1.6% 4.6M -222.6M -2.0M 1.59 16.35 N/A N/A 33,580 53,340 440,000 605,170 2023-01-25 $24.49 $22.00 87.0% 25.7% 89.9% 12.1% 93.1% 9.2% 0.5% 4.5M -213.9M -2.0M 1.30 24.05 N/A N/A 70,700 92,100 444,210 632,940 2023-01-26 $24.32 $22.00 86.4% 25.4% 79.2% 11.6% 92.9% 11.1% 0.1% 3.7M -179.3M -2.0M 1.40 18.95 N/A N/A 49,200 69,090 453,880 670,650 2023-01-27 $25.90 $22.00 88.0% 26.5% 72.1% 12.7% 94.7% 10.1% -1.9% 8.3M -322.8M -2.1M 0.85 23.41 N/A N/A 113,650 96,370 462,400 704,490 2023-01-30 $24.36 $22.00 92.3% 27.9% 78.8% 15.5% 100.3% 11.7% 0.2% 2.4M -165.9M -2.1M 2.00 21.07 N/A N/A 49,700 99,250 430,890 581,110 2023-01-31 $25.08 $22.00 89.4% 27.6% 78.4% 13.6% 100.5% 9.2% 1.4% 3.1M -211.4M -2.1M 1.16 20.76 N/A N/A 50,850 58,930 446,260 634,820
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