MSTR Options History — March 2023 In March 2023, MSTR traded between $19.15 and $29.07. ATM implied volatility averaged 91.6%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded below realized volatility by 2.1% (HV 20d: 93.7%). Max pain ranged from $23.00 to $26.50. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.56.
Notable Days 2023-03-10 : Highest Volume — 554,660 contracts2023-03-10 : Largest IV spike — 11.4% change2023-03-13 : Highest IV Rank — 24.0%2023-03-13 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.79 $19.15 $29.07 $25.82 $29.07 Max Pain $24.30 $23.00 $26.50 $26.50 $24.50 ATM IV 91.6% 81.6% 105.2% 82.4% 87.8% Expected Move 26.0% 23.4% 29.4% 23.7% 24.2% HV 20d 93.7% 73.6% 115.0% 82.6% 115.0% HV 60d 87.2% 78.2% 94.0% 80.5% 91.9% IV Rank 15.1% 8.5% 24.0% 9.1% 12.6% IV Percentile 34.9% 12.3% 61.5% 13.1% 21.0% Term Structure 0.1% -2.7% 4.4% -0.7% 1.7% VWIV 93.0% 81.3% 104.7% 85.1% 88.5% Skew 25d 8.5% 4.4% 15.9% 5.4% 6.2% Skew 10d 16.3% 5.7% 29.4% 12.6% 15.8% Call IV 25d 88.5% 78.8% 101.6% 81.0% 86.1% Put IV 25d 97.0% 85.4% 110.6% 86.4% 92.3% Bid-Ask Spread % 33.49 17.78 44.57 30.24 26.70 Gamma HHI 0.05 0.03 0.14 0.04 0.14 Net GEX -1.0M -14.6M 17.0M -4.2M 17.0M Net DEX -90.9M -515.4M 500.6M -57.5M -515.4M Net VEX -2.7M -3.4M -2.0M -2.4M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.56 0.75 3.83 1.32 0.81 Total Volume 233,662.174 123,870 554,660 136,220 217,010 Total OI 1,252,254.348 1,033,500 1,447,950 1,122,860 1,441,400
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 2023-03-01 $25.82 $26.50 82.4% 23.7% 82.6% 9.1% 85.1% 5.4% -0.7% -4.2M -57.5M -2.4M 1.32 30.24 N/A N/A 58,800 77,420 470,110 652,750 2023-03-02 $25.31 $26.50 82.6% 24.0% 77.2% 9.1% 90.2% 7.5% -1.0% -7.9M -315.7K -2.4M 2.49 17.78 N/A N/A 60,380 150,420 493,180 689,840 2023-03-03 $24.72 $26.50 81.7% 23.6% 73.6% 8.5% 82.0% 6.4% -0.4% -14.6M 51.5M -2.3M 2.30 26.10 N/A N/A 68,860 158,470 516,290 758,320 2023-03-06 $23.89 $25.00 82.9% 23.4% 74.2% 9.4% 83.9% 8.2% 0.0% -8.8M 81.0M -2.3M 1.48 38.57 N/A N/A 67,240 99,690 446,160 658,690 2023-03-07 $23.31 $25.00 82.2% 23.8% 74.4% 8.9% 85.4% 6.5% -1.1% -11.2M 131.1M -2.3M 2.04 40.88 N/A N/A 64,400 131,630 465,530 683,370 2023-03-08 $23.27 $25.00 81.6% 23.5% 74.3% 8.5% 81.3% 7.7% 0.3% -10.3M 101.0M -2.3M 2.02 40.46 N/A N/A 46,450 93,840 486,970 676,280 2023-03-09 $21.28 $25.00 88.3% 25.0% 79.5% 12.9% 88.7% 12.4% -2.1% -12.2M 264.6M -2.2M 2.68 39.57 N/A N/A 110,380 295,450 497,770 679,460 2023-03-10 $19.15 $25.00 98.4% 28.0% 79.7% 19.6% 97.5% 15.9% -2.7% -7.7M 500.6M -2.0M 3.83 44.57 N/A N/A 114,840 439,820 533,930 774,960 2023-03-13 $22.52 $23.00 105.2% 29.4% 101.0% 24.0% 104.7% 9.0% -1.4% -2.7M 19.8M -2.5M 1.33 39.29 N/A N/A 148,790 198,280 469,840 727,040 2023-03-14 $22.48 $23.00 101.7% 28.6% 100.6% 21.8% 101.9% 11.3% -1.2% -1.2M -562.6K -2.6M 0.79 41.87 N/A N/A 136,000 107,680 528,280 773,230 2023-03-15 $22.69 $23.00 101.5% 28.3% 92.9% 21.6% 100.5% 12.4% -2.5% -1.2M -10.3M -2.6M 1.36 42.47 N/A N/A 64,880 88,130 560,450 812,200 2023-03-16 $24.15 $23.00 92.2% 26.1% 90.5% 15.5% 91.6% 12.9% -1.3% 3.6M -143.4M -2.7M 1.21 38.88 N/A N/A 56,080 67,790 573,420 841,400 2023-03-17 $27.02 $23.00 97.0% 27.5% 99.1% 18.7% 96.9% 10.5% -2.0% 10.0M -430.7M -2.9M 0.75 25.33 N/A N/A 231,010 173,480 582,250 865,700 2023-03-20 $26.28 $23.00 95.7% 27.2% 98.9% 17.8% 97.1% 8.2% 1.8% 4.8M -260.3M -3.0M 1.16 21.93 N/A N/A 108,790 126,580 477,290 556,210 2023-03-21 $27.47 $24.00 91.9% 26.2% 96.8% 15.3% 95.9% 4.4% 4.4% 7.1M -359.4M -3.2M 0.81 23.34 N/A N/A 90,410 73,640 529,610 606,530 2023-03-22 $25.13 $24.00 92.5% 26.5% 101.9% 15.7% 92.6% 5.3% 1.8% 2.0M -157.7M -3.0M 0.86 32.71 N/A N/A 79,710 68,290 552,590 645,160 2023-03-23 $26.08 $24.00 94.2% 26.9% 102.9% 16.8% 98.5% 5.9% 1.3% 2.1M -203.0M -3.0M 1.11 32.78 N/A N/A 114,000 127,080 569,880 681,240 2023-03-24 $25.76 $24.00 93.6% 26.5% 101.6% 16.4% 95.2% 5.8% 3.7% 2.4M -167.8M -3.1M 1.82 35.19 N/A N/A 75,570 137,340 617,020 741,870 2023-03-27 $24.10 $24.00 95.8% 27.5% 104.3% 17.9% 98.4% 11.6% 0.3% -3.4M -47.1M -3.0M 2.24 36.03 N/A N/A 81,430 182,210 499,250 644,820 2023-03-28 $24.64 $24.00 94.1% 26.4% 104.3% 16.7% 97.5% 8.1% -0.7% -3.5M -84.0M -3.1M 1.30 37.15 N/A N/A 65,160 84,620 531,140 755,810 2023-03-29 $28.17 $24.00 90.9% 25.7% 114.9% 14.6% 92.8% 7.6% 2.8% 8.5M -417.1M -3.3M 1.19 28.10 N/A N/A 127,540 152,360 556,330 779,920 2023-03-30 $27.82 $24.00 92.1% 25.2% 114.7% 15.4% 93.0% 5.4% 1.4% 8.7M -385.9M -3.3M 1.03 30.31 N/A N/A 75,170 77,110 584,100 814,260 2023-03-31 $29.07 $24.50 87.8% 24.2% 115.0% 12.6% 88.5% 6.2% 1.7% 17.0M -515.4M -3.4M 0.81 26.70 N/A N/A 120,180 96,830 599,070 842,330
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