MSTR Options History — May 2023 In May 2023, MSTR traded between $27.02 and $32.81. ATM implied volatility averaged 72.1%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 8.7% (HV 20d: 80.8%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.38.
Notable Days 2023-05-11 : Highest Volume — 363,850 contracts2023-05-11 : Largest IV spike — 7.7% change2023-05-12 : Highest IV Rank — 6.0%2023-05-03 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.59 $27.02 $32.81 $30.66 $30.09 Max Pain $28.36 $28.00 $30.00 $30.00 $29.00 ATM IV 72.1% 67.5% 77.9% 76.4% 68.6% Expected Move 21.0% 19.2% 22.8% 22.7% 20.2% HV 20d 80.8% 67.4% 87.7% 67.4% 75.5% HV 60d 88.7% 87.1% 90.1% 87.1% 87.9% IV Rank 1.9% 0.0% 6.0% 0.9% 0.8% IV Percentile 1.2% 0.0% 4.4% 0.4% 0.8% Term Structure -0.0% -3.3% 2.3% 0.2% -1.6% VWIV 75.3% 68.7% 82.1% 82.1% 72.4% Skew 25d 4.0% 2.5% 5.5% 4.4% 4.3% Skew 10d 8.2% 4.4% 12.5% 10.3% 8.7% Call IV 25d 71.0% 66.6% 77.2% 75.1% 67.0% Put IV 25d 75.0% 69.5% 81.8% 79.5% 71.4% Bid-Ask Spread % 31.45 20.40 44.94 28.27 30.20 Gamma HHI 0.04 0.02 0.11 0.03 0.06 Net GEX -1.6M -19.5M 11.8M 765.4K 7.7M Net DEX -196.2M -464.6M 249.8M -270.9M -342.8M Net VEX -3.4M -3.5M -3.2M -3.4M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.83 2.28 1.42 1.35 Total Volume 184,064.545 73,730 363,850 210,440 134,660 Total OI 1,326,570.455 1,132,890 1,542,480 1,172,660 1,182,310
Daily Data (22 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 2023-05-01 $30.66 $30.00 76.4% 22.7% 67.4% 0.9% 82.1% 4.4% 0.2% 765.4K -270.9M -3.4M 1.42 28.27 N/A N/A 86,820 123,620 500,240 672,420 2023-05-02 $32.73 $30.00 74.2% 22.0% 70.6% 0.0% 80.4% 3.7% -0.3% 6.1M -444.6M -3.5M 1.77 20.40 N/A N/A 102,510 181,660 521,200 730,870 2023-05-03 $30.32 $30.00 75.4% 22.8% 76.2% 0.9% 80.7% 2.9% -0.0% -3.0M -196.5M -3.4M 1.22 23.00 N/A N/A 73,330 89,110 551,140 799,010 2023-05-04 $31.04 $28.00 73.9% 21.8% 76.3% 0.0% 79.7% 4.4% 0.6% -477.0K -264.5M -3.5M 1.61 35.76 N/A N/A 56,000 90,080 560,560 831,070 2023-05-05 $32.81 $28.00 68.7% 20.3% 78.4% 0.0% 72.6% 5.0% 0.9% 11.8M -464.6M -3.5M 1.43 33.18 N/A N/A 98,170 140,590 570,430 870,150 2023-05-08 $29.86 $28.00 72.4% 21.1% 83.3% 2.4% 74.0% 4.9% 0.8% -5.3M -151.7M -3.4M 1.33 37.43 N/A N/A 92,650 122,830 511,690 743,670 2023-05-09 $30.27 $28.00 72.2% 21.3% 80.0% 2.3% 74.1% 4.9% 1.7% -4.7M -194.2M -3.5M 1.54 32.37 N/A N/A 68,140 104,980 538,410 796,130 2023-05-10 $31.63 $28.00 70.8% 20.6% 81.7% 1.4% 76.5% 5.5% 1.2% 2.6M -357.4M -3.5M 1.45 39.48 N/A N/A 95,480 138,140 555,180 821,160 2023-05-11 $28.70 $28.00 76.3% 22.1% 85.8% 5.0% 80.4% 4.8% 0.7% -16.0M 22.9M -3.4M 1.51 27.51 N/A N/A 145,000 218,850 571,610 869,170 2023-05-12 $27.02 $28.00 77.9% 22.8% 87.7% 6.0% 81.6% 4.7% 2.3% -19.5M 249.8M -3.3M 1.93 29.05 N/A N/A 119,290 229,960 592,440 903,870 2023-05-15 $28.27 $28.00 77.6% 22.4% 87.1% 5.9% 81.1% 4.6% -3.3% -7.3M -80.0M -3.3M 1.25 28.50 N/A N/A 70,400 88,280 531,450 807,700 2023-05-16 $27.50 $28.00 74.6% 21.4% 84.9% 4.5% 77.1% 3.9% -1.7% -8.8M -22.9M -3.3M 2.28 30.92 N/A N/A 45,220 103,230 563,290 832,540 2023-05-17 $29.00 $28.00 73.0% 20.9% 86.9% 3.3% 73.8% 2.5% 0.3% -1.7M -188.4M -3.3M 1.49 33.55 N/A N/A 63,810 95,260 580,000 877,130 2023-05-18 $28.75 $28.00 72.0% 20.7% 83.5% 2.5% 73.1% 2.7% -1.0% -1.5M -170.7M -3.3M 1.12 37.48 N/A N/A 78,040 87,170 598,110 900,010 2023-05-19 $28.70 $28.00 70.0% 20.1% 83.1% 1.0% 71.5% 3.2% -0.9% -1.7M -154.5M -3.3M 1.04 44.94 N/A N/A 68,990 72,090 618,490 923,990 2023-05-22 $29.43 $28.00 69.0% 20.1% 83.6% 0.2% 74.5% 3.8% 0.5% 3.2M -256.6M -3.3M 1.45 25.70 N/A N/A 48,680 70,380 487,790 645,100 2023-05-23 $29.02 $28.00 67.5% 19.2% 83.6% 0.0% 70.1% 2.9% 0.3% 1.6M -220.2M -3.2M 1.14 24.45 N/A N/A 41,380 47,200 503,040 669,520 2023-05-24 $28.54 $29.00 68.1% 19.6% 83.0% 0.5% 68.7% 3.6% 1.0% -1.7M -164.4M -3.3M 1.13 35.68 N/A N/A 34,660 39,070 523,370 697,860 2023-05-25 $28.05 $28.00 69.7% 20.2% 80.4% 1.7% 71.1% 4.3% 0.6% -5.1M -116.9M -3.2M 1.26 35.73 N/A N/A 64,310 81,250 540,600 732,380 2023-05-26 $28.57 $28.00 68.7% 19.5% 79.9% 0.9% 69.2% 3.0% 0.3% 676.6K -191.1M -3.3M 0.83 29.57 N/A N/A 95,100 78,570 554,780 763,130 2023-05-30 $29.99 $28.00 69.9% 20.1% 79.4% 1.8% 72.7% 4.1% -2.9% 6.3M -335.3M -3.4M 0.83 28.77 N/A N/A 89,800 74,660 492,120 649,420 2023-05-31 $30.09 $29.00 68.6% 20.2% 75.5% 0.8% 72.4% 4.3% -1.6% 7.7M -342.8M -3.3M 1.35 30.20 N/A N/A 57,300 77,360 518,040 664,270
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