MSTR Options History — April 2023 In April 2023, MSTR traded between $28.78 and $34.22. ATM implied volatility averaged 84.5%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 3.5% (HV 20d: 87.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.23.
Notable Days 2023-04-11 : Highest Volume — 282,770 contracts2023-04-28 : Largest IV drop — 5.7% change2023-04-05 : Highest IV Rank — 15.3%2023-04-10 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.01 $28.78 $34.22 $29.84 $32.62 Max Pain $27.26 $25.00 $30.00 $25.00 $30.00 ATM IV 84.5% 75.2% 91.9% 87.7% 75.2% Expected Move 23.9% 21.3% 25.9% 23.9% 21.3% HV 20d 87.9% 64.3% 114.0% 114.0% 64.3% HV 60d 89.0% 86.9% 91.6% 91.6% 86.9% IV Rank 8.2% 0.0% 15.3% 12.5% 0.0% IV Percentile 13.6% 0.0% 34.9% 20.6% 0.0% Term Structure -0.2% -2.6% 2.1% 1.7% -0.9% VWIV 87.3% 78.2% 97.1% 90.2% 78.2% Skew 25d 5.2% 2.1% 7.4% 7.4% 6.3% Skew 10d 10.9% 3.9% 17.4% 17.4% 12.2% Call IV 25d 83.7% 73.5% 90.8% 87.7% 73.5% Put IV 25d 88.9% 79.8% 98.2% 95.1% 79.8% Bid-Ask Spread % 29.55 18.89 39.81 25.38 27.90 Gamma HHI 0.05 0.02 0.09 0.05 0.08 Net GEX 4.3M -11.6M 13.7M 8.2M 12.7M Net DEX -425.1M -768.5M -54.6M -470.2M -519.4M Net VEX -3.4M -3.6M -3.3M -3.4M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.23 0.87 1.56 1.35 1.12 Total Volume 193,483.684 110,330 282,770 131,040 269,390 Total OI 1,312,756.316 1,112,110 1,576,510 1,210,400 1,367,190
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 2023-04-03 $29.84 $25.00 87.7% 23.9% 114.0% 12.5% 90.2% 7.4% 1.7% 8.2M -470.2M -3.4M 1.35 25.38 N/A N/A 55,660 75,380 509,770 700,630 2023-04-04 $29.77 $25.00 88.0% 24.0% 113.4% 12.7% 88.1% 7.3% 1.7% 8.4M -461.9M -3.4M 1.35 29.45 N/A N/A 47,010 63,320 524,460 736,570 2023-04-05 $29.29 $26.00 91.9% 24.8% 113.7% 15.3% 90.1% 7.4% 0.3% 7.4M -409.6M -3.4M 0.99 27.50 N/A N/A 68,290 67,290 529,370 768,000 2023-04-06 $29.12 $25.00 90.8% 25.7% 107.6% 13.3% 93.7% 7.2% -0.9% 6.5M -400.3M -3.3M 0.89 21.77 N/A N/A 95,640 85,030 548,600 795,030 2023-04-10 $30.94 $25.00 90.9% 25.9% 98.6% 13.4% 97.1% 6.5% -0.6% 7.3M -493.6M -3.3M 1.20 18.89 N/A N/A 109,990 132,050 497,370 614,740 2023-04-11 $32.94 $25.00 90.1% 25.7% 85.5% 12.8% 92.7% 5.5% -1.1% 11.6M -690.4M -3.6M 0.87 26.70 N/A N/A 151,100 131,670 540,010 679,620 2023-04-12 $32.50 $27.00 87.7% 25.0% 86.0% 11.2% 91.3% 6.8% -0.9% 9.7M -618.5M -3.6M 1.37 30.17 N/A N/A 66,130 90,300 568,800 747,420 2023-04-13 $34.22 $27.00 84.8% 24.2% 86.7% 9.3% 86.2% 5.3% -0.4% 13.7M -768.5M -3.6M 1.31 27.53 N/A N/A 106,230 139,170 572,030 787,170 2023-04-14 $33.59 $27.00 83.8% 23.5% 86.2% 8.6% 84.5% 5.1% -2.6% 9.6M -647.2M -3.6M 1.01 32.56 N/A N/A 125,120 125,900 588,690 848,760 2023-04-17 $31.36 $27.00 83.8% 23.8% 83.5% 8.6% 86.8% 5.1% -0.8% 1.1M -402.4M -3.5M 1.46 29.73 N/A N/A 68,730 100,490 527,090 767,200 2023-04-18 $32.96 $27.00 82.8% 23.6% 83.6% 7.7% 84.4% 3.4% 2.1% 4.7M -531.6M -3.6M 1.26 33.21 N/A N/A 65,400 82,110 542,860 824,530 2023-04-19 $31.73 $28.00 80.5% 23.1% 84.4% 6.2% 85.8% 3.4% 2.0% -151.0K -409.7M -3.5M 1.32 35.83 N/A N/A 62,720 82,720 565,630 863,940 2023-04-20 $29.61 $28.00 82.3% 23.6% 81.6% 7.4% 85.9% 3.5% 0.6% -10.5M -148.8M -3.3M 1.54 39.67 N/A N/A 89,010 137,520 580,380 900,090 2023-04-21 $28.89 $28.00 78.6% 22.4% 81.7% 4.6% 81.7% 2.1% 0.9% -11.6M -54.6M -3.3M 1.48 39.81 N/A N/A 82,290 122,180 607,560 968,950 2023-04-24 $28.78 $29.00 80.8% 23.1% 81.5% 3.2% 82.9% 3.2% -1.0% -4.4M -153.1M -3.3M 1.17 33.36 N/A N/A 54,710 64,040 482,470 674,880 2023-04-25 $29.14 $29.00 82.0% 23.7% 76.9% 3.2% 84.2% 3.0% -1.3% -2.3M -197.9M -3.3M 1.25 27.97 N/A N/A 67,700 84,690 504,700 695,860 2023-04-26 $30.07 $30.00 83.3% 24.2% 77.2% 4.1% 88.8% 3.5% -1.6% 1.9M -285.6M -3.4M 0.97 28.67 N/A N/A 125,250 122,030 516,490 704,880 2023-04-27 $31.73 $30.00 79.7% 22.6% 64.3% 1.6% 86.4% 6.6% -1.4% 7.4M -413.8M -3.5M 1.56 25.41 N/A N/A 101,710 158,220 537,720 752,910 2023-04-28 $32.62 $30.00 75.2% 21.3% 64.3% 0.0% 78.2% 6.3% -0.9% 12.7M -519.4M -3.5M 1.12 27.90 N/A N/A 127,280 142,110 561,900 805,290
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