MSTR Options History — June 2023 In June 2023, MSTR traded between $27.55 and $34.31. ATM implied volatility averaged 66.4%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 1.2% (HV 20d: 65.2%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.22.
Notable Days 2023-06-30 : Highest Volume — 521,640 contracts2023-06-05 : Largest IV spike — 10.9% change2023-06-21 : Highest IV Rank — 7.4%2023-06-05 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.48 $27.55 $34.31 $30.08 $34.31 Max Pain $29.33 $29.00 $30.00 $29.00 $30.00 ATM IV 66.4% 61.7% 72.1% 67.6% 63.8% Expected Move 18.9% 16.8% 20.9% 19.5% 16.8% HV 20d 65.2% 53.0% 73.2% 70.5% 69.5% HV 60d 77.3% 70.4% 87.7% 87.7% 71.1% IV Rank 2.5% 0.0% 7.4% 0.0% 1.9% IV Percentile 2.3% 0.0% 7.9% 0.4% 0.8% Term Structure 0.4% -1.6% 4.8% -1.6% 4.8% VWIV 68.2% 60.9% 75.5% 69.9% 60.9% Skew 25d 2.3% -1.8% 5.1% 4.1% 0.6% Skew 10d 4.5% -4.9% 9.9% 6.7% 2.6% Call IV 25d 66.1% 60.3% 72.4% 66.5% 62.4% Put IV 25d 68.5% 63.0% 73.9% 70.6% 63.0% Bid-Ask Spread % 32.86 24.46 41.27 35.87 30.71 Gamma HHI 0.06 0.03 0.21 0.07 0.11 Net GEX 4.1M -13.9M 25.0M 9.7M 25.0M Net DEX -348.0M -683.6M -102.2M -348.5M -683.6M Net VEX -3.6M -4.1M -3.2M -3.3M -4.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.68 1.89 1.39 1.30 Total Volume 239,505.714 74,820 521,640 110,460 521,640 Total OI 1,333,930.952 1,120,440 1,538,000 1,233,070 1,497,700
Daily Data (21 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 2023-06-01 $30.08 $29.00 67.6% 19.5% 70.5% 0.0% 69.9% 4.1% -1.6% 9.7M -348.5M -3.3M 1.39 35.87 N/A N/A 46,300 64,160 534,420 698,650 2023-06-02 $30.13 $29.00 65.0% 18.5% 70.0% 0.0% 65.4% 4.5% -0.5% 14.4M -337.7M -3.3M 0.71 33.57 N/A N/A 93,130 66,090 543,920 721,070 2023-06-05 $27.55 $29.00 72.1% 20.9% 73.2% 5.3% 75.5% 3.6% -0.7% -3.3M -103.7M -3.2M 1.89 32.05 N/A N/A 103,980 196,500 478,200 642,240 2023-06-06 $29.85 $29.00 67.9% 19.8% 72.3% 2.2% 71.7% 4.1% 0.7% 2.4M -303.0M -3.4M 1.33 33.32 N/A N/A 135,610 180,810 517,790 743,220 2023-06-07 $29.03 $29.00 66.3% 19.5% 72.8% 1.0% 69.4% 4.0% 1.3% -344.3K -230.4M -3.5M 1.52 30.66 N/A N/A 34,980 53,110 551,760 805,180 2023-06-08 $29.16 $29.00 65.2% 19.2% 70.8% 0.2% 68.2% 4.2% 0.7% -828.5K -238.4M -3.4M 1.18 36.94 N/A N/A 34,360 40,460 568,030 835,280 2023-06-09 $28.34 $29.00 65.3% 19.1% 62.6% 0.3% 68.0% 4.8% 1.0% -13.9M -125.4M -3.4M 1.27 30.31 N/A N/A 76,050 96,730 584,330 867,740 2023-06-12 $27.86 $29.00 67.4% 19.2% 58.9% 1.8% 71.1% 4.6% -0.8% -4.0M -115.4M -3.3M 1.78 34.21 N/A N/A 49,150 87,670 514,920 747,390 2023-06-13 $28.29 $29.00 65.7% 18.8% 56.9% 0.5% 68.6% 5.1% -0.2% -3.2M -152.5M -3.3M 1.37 35.21 N/A N/A 50,920 69,540 534,790 794,570 2023-06-14 $28.39 $29.00 64.5% 18.8% 56.0% 0.0% 67.6% 3.6% 0.8% -2.1M -170.5M -3.3M 1.63 41.27 N/A N/A 51,380 84,000 550,870 823,870 2023-06-15 $27.81 $29.00 65.2% 18.4% 53.0% 0.5% 65.3% 4.9% -1.5% -7.2M -102.2M -3.2M 1.64 33.99 N/A N/A 114,810 188,270 570,340 850,610 2023-06-16 $29.29 $29.00 61.7% 17.8% 56.3% 0.0% 63.8% 3.4% 0.9% 3.6M -300.1M -3.4M 0.75 38.43 N/A N/A 174,190 130,160 598,410 939,590 2023-06-20 $31.34 $29.00 65.4% 18.8% 61.1% 3.0% 67.2% 1.6% -0.1% 7.2M -451.4M -3.5M 0.93 30.67 N/A N/A 194,450 181,080 483,320 642,180 2023-06-21 $33.13 $29.00 69.9% 20.1% 63.3% 7.4% 73.5% -1.7% -1.4% 12.6M -659.7M -3.8M 1.10 24.46 N/A N/A 218,560 239,650 542,860 696,790 2023-06-22 $32.70 $30.00 68.4% 19.6% 63.3% 6.0% 70.4% -1.8% -0.8% 8.2M -569.9M -3.9M 0.84 26.53 N/A N/A 167,820 141,390 574,660 769,030 2023-06-23 $32.94 $30.00 67.4% 19.3% 62.7% 5.1% 69.2% -1.5% 0.4% 11.2M -571.7M -3.9M 0.68 28.66 N/A N/A 197,000 134,040 610,130 824,550 2023-06-26 $30.81 $30.00 68.7% 19.0% 67.6% 6.2% 70.0% 1.4% 1.6% -2.1M -279.1M -3.9M 1.30 32.07 N/A N/A 95,870 124,750 540,870 708,350 2023-06-27 $32.63 $30.00 67.6% 18.8% 70.0% 5.3% 67.9% -1.2% -0.2% 5.7M -469.8M -4.0M 0.93 32.20 N/A N/A 87,150 81,480 562,940 751,800 2023-06-28 $32.56 $30.00 66.4% 18.5% 68.3% 4.2% 66.5% 0.5% 1.0% 5.3M -458.7M -4.0M 0.91 30.93 N/A N/A 92,670 84,510 575,370 782,650 2023-06-29 $33.91 $30.00 62.6% 17.1% 69.5% 0.8% 61.7% -0.4% 3.7% 17.1M -635.8M -4.0M 1.18 38.08 N/A N/A 112,550 132,650 617,370 814,790 2023-06-30 $34.31 $30.00 63.8% 16.8% 69.5% 1.9% 60.9% 0.6% 4.8% 25.0M -683.6M -4.1M 1.30 30.71 N/A N/A 226,400 295,240 648,690 849,010
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