MSTR Options History — February 2023 In February 2023, MSTR traded between $24.42 and $29.87. ATM implied volatility averaged 88.8%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 7.4% (HV 20d: 81.4%). Max pain ranged from $22.00 to $26.50. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.40.
Notable Days 2023-02-02 : Highest Volume — 372,250 contracts2023-02-02 : Largest IV spike — 7.3% change2023-02-21 : Highest IV Rank — 16.8%2023-02-21 : Largest Expected Move — 27.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.17 $24.42 $29.87 $27.23 $26.24 Max Pain $24.87 $22.00 $26.50 $22.00 $26.50 ATM IV 88.8% 83.6% 94.2% 87.2% 83.6% Expected Move 25.6% 24.1% 27.7% 27.6% 24.1% HV 20d 81.4% 71.9% 88.6% 80.6% 82.9% HV 60d 83.2% 74.8% 101.9% 101.9% 80.5% IV Rank 13.3% 9.8% 16.8% 12.2% 9.8% IV Percentile 31.0% 16.3% 44.8% 25.4% 16.3% Term Structure -0.7% -3.0% 0.9% 0.9% -0.7% VWIV 90.7% 84.9% 101.3% 101.3% 85.8% Skew 25d 7.2% 5.1% 11.3% 11.3% 7.0% Skew 10d 13.9% 10.3% 20.8% 20.8% 13.4% Call IV 25d 86.9% 81.1% 92.8% 84.2% 81.1% Put IV 25d 94.1% 88.0% 99.6% 95.5% 88.0% Bid-Ask Spread % 26.06 20.32 31.64 24.13 24.66 Gamma HHI 0.05 0.03 0.09 0.05 0.04 Net GEX 613.5K -10.8M 10.6M 7.0M -3.1M Net DEX -209.8M -516.4M 90.5M -382.7M -85.6M Net VEX -2.3M -2.5M -2.1M -2.2M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.40 0.69 2.31 1.31 1.35 Total Volume 192,828.421 105,560 372,250 200,780 115,020 Total OI 1,206,195.789 1,031,280 1,430,880 1,120,620 1,074,040
Daily Data (19 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 2023-02-01 $27.23 $22.00 87.2% 27.6% 80.6% 12.2% 101.3% 11.3% 0.9% 7.0M -382.7M -2.2M 1.31 24.13 N/A N/A 86,820 113,960 461,180 659,440 2023-02-02 $28.92 $23.00 93.6% 26.7% 75.9% 16.4% 96.8% 6.0% -3.0% 7.9M -516.4M -2.4M 0.69 29.63 N/A N/A 219,710 152,540 478,440 715,900 2023-02-03 $28.44 $23.00 91.1% 26.3% 74.7% 14.7% 92.7% 5.5% -0.5% 7.1M -424.4M -2.3M 1.47 28.94 N/A N/A 121,980 179,560 500,150 779,290 2023-02-06 $28.16 $24.00 91.3% 26.2% 76.0% 14.9% 94.7% 7.7% 0.5% 3.8M -305.3M -2.3M 2.31 28.92 N/A N/A 49,010 113,280 448,270 703,760 2023-02-07 $28.20 $25.00 88.9% 25.4% 73.4% 13.3% 87.6% 8.1% -1.9% 3.1M -282.4M -2.3M 1.35 30.74 N/A N/A 48,140 64,880 459,490 748,000 2023-02-08 $27.80 $25.00 85.9% 24.5% 71.9% 11.3% 88.0% 7.3% -1.4% 2.6M -250.6M -2.3M 0.80 27.04 N/A N/A 77,270 62,020 471,220 770,380 2023-02-09 $25.04 $25.00 90.2% 25.7% 83.9% 14.2% 91.6% 8.9% -0.3% -7.6M 13.4M -2.2M 1.91 25.95 N/A N/A 81,530 156,020 488,290 802,290 2023-02-10 $24.42 $25.00 88.1% 25.1% 80.2% 12.8% 87.6% 7.2% -0.8% -10.8M 90.5M -2.2M 2.00 26.89 N/A N/A 73,980 148,290 512,480 854,900 2023-02-13 $24.88 $25.00 87.8% 25.3% 79.8% 12.6% 89.2% 7.4% -1.6% -3.5M -35.3M -2.1M 1.57 23.96 N/A N/A 54,470 85,520 446,370 734,570 2023-02-14 $27.49 $25.00 85.5% 24.5% 82.9% 11.1% 86.9% 6.2% -0.4% 4.4M -263.0M -2.2M 1.43 25.97 N/A N/A 83,980 119,850 464,960 770,610 2023-02-15 $29.87 $25.00 86.6% 24.8% 81.8% 11.8% 89.2% 5.4% -1.0% 10.6M -478.5M -2.3M 1.24 31.64 N/A N/A 110,620 137,500 485,090 809,720 2023-02-16 $28.43 $25.00 91.1% 26.2% 84.9% 14.8% 91.4% 8.8% 0.1% 5.4M -292.9M -2.5M 0.72 26.97 N/A N/A 142,600 102,190 498,000 866,470 2023-02-17 $29.18 $25.00 89.0% 25.6% 83.0% 13.4% 89.2% 6.5% 0.2% 5.5M -357.9M -2.4M 0.89 29.11 N/A N/A 120,400 107,620 533,760 897,120 2023-02-21 $27.09 $25.00 94.2% 27.7% 86.8% 16.8% 97.4% 7.7% -0.3% -1.5M -135.1M -2.3M 1.25 20.32 N/A N/A 63,370 79,390 444,400 587,870 2023-02-22 $26.77 $26.00 93.0% 26.4% 86.7% 16.0% 93.9% 6.8% -1.7% -3.1M -107.0M -2.3M 1.45 21.95 N/A N/A 49,780 72,140 463,860 632,520 2023-02-23 $26.84 $26.00 88.4% 24.8% 86.7% 13.0% 88.6% 7.2% 0.3% -3.3M -113.0M -2.3M 1.07 22.11 N/A N/A 51,080 54,480 478,180 661,330 2023-02-24 $25.60 $26.00 86.4% 24.3% 88.6% 11.7% 84.9% 6.3% -1.5% -7.9M -7.0M -2.3M 2.08 23.03 N/A N/A 73,640 152,810 496,070 688,020 2023-02-27 $25.68 $26.00 85.8% 24.1% 85.7% 11.3% 85.6% 5.1% 0.3% -4.9M -53.4M -2.3M 1.74 23.21 N/A N/A 50,520 87,770 427,290 603,990 2023-02-28 $26.24 $26.50 83.6% 24.1% 82.9% 9.8% 85.8% 7.0% -0.7% -3.1M -85.6M -2.4M 1.35 24.66 N/A N/A 48,870 66,150 446,540 627,500
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