MSTR Options History — August 2023 In August 2023, MSTR traded between $32.93 and $43.68. ATM implied volatility averaged 64.2%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 8.5% (HV 20d: 55.7%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.29.
Notable Days 2023-08-18 : Highest Volume — 428,510 contracts2023-08-18 : Largest IV spike — 8.1% change2023-08-18 : Highest IV Rank — 6.7%2023-08-02 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $36.81 $32.93 $43.68 $43.68 $35.81 Max Pain $38.96 $37.00 $40.00 $40.00 $37.00 ATM IV 64.2% 59.5% 69.1% 67.7% 62.4% Expected Move 18.3% 16.4% 20.4% 19.9% 17.5% HV 20d 55.7% 45.1% 68.4% 54.5% 63.7% HV 60d 63.2% 59.8% 67.8% 66.6% 62.7% IV Rank 2.8% 0.0% 6.7% 5.3% 2.5% IV Percentile 4.2% 0.0% 15.9% 7.5% 2.8% Term Structure -0.1% -3.7% 1.3% -1.2% 0.7% VWIV 65.6% 58.3% 73.8% 71.6% 63.5% Skew 25d 1.8% -0.7% 4.9% -0.6% 1.4% Skew 10d 4.2% -0.7% 11.7% 0.6% 3.3% Call IV 25d 64.5% 57.9% 71.0% 69.6% 62.8% Put IV 25d 66.3% 62.1% 72.0% 69.0% 64.2% Bid-Ask Spread % 30.59 17.51 41.61 31.79 41.22 Gamma HHI 0.05 0.03 0.27 0.04 0.03 Net GEX -5.0M -28.3M 8.7M 4.8M 1.9M Net DEX -307.4M -788.7M 175.2M -788.7M -401.9M Net VEX -4.4M -4.8M -4.0M -4.7M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.60 3.16 0.94 1.38 Total Volume 156,053.478 92,340 428,510 142,740 162,320 Total OI 1,294,187.391 1,181,150 1,402,300 1,201,830 1,388,360
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 2023-08-01 $43.68 $40.00 67.7% 19.9% 54.5% 5.3% 71.6% -0.6% -1.2% 4.8M -788.7M -4.7M 0.94 31.79 N/A N/A 73,750 68,990 539,270 662,560 2023-08-02 $40.54 $40.00 68.9% 20.4% 61.8% 6.5% 73.8% -0.7% -3.7% -6.8M -462.2M -4.7M 1.02 25.65 N/A N/A 110,510 112,840 575,790 699,870 2023-08-03 $38.83 $40.00 69.1% 19.4% 63.8% 6.6% 68.8% 0.3% -2.1% -14.3M -272.4M -4.6M 1.09 19.08 N/A N/A 73,480 79,830 607,420 722,270 2023-08-04 $37.61 $40.00 66.0% 18.7% 64.3% 3.8% 66.4% 0.2% -1.2% -20.8M -101.8M -4.5M 1.46 17.51 N/A N/A 78,930 115,270 623,960 748,340 2023-08-07 $37.15 $40.00 65.5% 18.6% 61.2% 3.4% 66.4% 1.3% 0.1% -7.5M -238.3M -4.4M 1.35 23.68 N/A N/A 70,410 95,030 530,380 673,990 2023-08-08 $38.91 $40.00 65.1% 18.7% 63.0% 3.0% 67.0% 0.3% 0.4% -1.8M -440.3M -4.7M 1.11 21.02 N/A N/A 55,060 61,110 561,170 707,540 2023-08-09 $37.73 $40.00 65.1% 18.8% 63.8% 3.0% 67.1% 0.3% 0.2% -5.8M -319.2M -4.7M 1.21 28.68 N/A N/A 45,560 55,150 580,440 732,380 2023-08-10 $37.70 $40.00 63.3% 18.1% 45.1% 1.4% 65.5% 0.6% -0.5% -6.0M -327.1M -4.6M 1.38 24.05 N/A N/A 42,270 58,200 594,020 739,630 2023-08-11 $38.31 $40.00 62.7% 18.0% 45.7% 0.9% 63.9% 0.8% -0.4% 1.7M -394.5M -4.6M 0.94 29.63 N/A N/A 58,770 55,280 612,860 756,340 2023-08-14 $38.80 $40.00 62.1% 17.8% 46.3% 0.4% 65.1% 0.8% 0.1% 2.9M -484.1M -4.5M 1.51 24.60 N/A N/A 52,940 80,010 553,090 659,030 2023-08-15 $37.79 $40.00 61.2% 17.6% 46.7% 0.0% 63.4% 2.2% 0.8% -1.4M -376.9M -4.4M 1.10 31.99 N/A N/A 44,070 48,270 575,400 701,460 2023-08-16 $37.26 $40.00 61.8% 17.7% 45.7% 0.5% 63.6% 1.2% 0.8% -5.4M -319.0M -4.5M 1.10 25.02 N/A N/A 56,920 62,400 591,740 729,500 2023-08-17 $34.95 $40.00 63.7% 18.2% 48.6% 2.2% 66.2% 3.0% 0.5% -21.0M -76.5M -4.3M 1.35 34.78 N/A N/A 92,630 124,600 606,180 752,140 2023-08-18 $32.93 $40.00 68.8% 19.8% 51.4% 6.7% 69.2% 4.2% -0.6% -28.3M 175.2M -4.1M 3.16 33.24 N/A N/A 102,910 325,600 627,190 775,110 2023-08-21 $33.62 $40.00 66.8% 18.9% 52.9% 5.0% 65.9% 3.7% -0.1% -5.5M -121.0M -4.0M 0.90 30.39 N/A N/A 57,390 51,830 527,900 656,100 2023-08-22 $33.12 $37.00 66.1% 18.8% 51.9% 4.4% 66.6% 4.0% 0.1% -5.7M -94.3M -4.1M 1.39 34.21 N/A N/A 42,340 58,650 555,480 677,010 2023-08-23 $34.79 $37.00 63.3% 18.1% 55.3% 1.8% 64.2% 3.5% 0.3% -734.6K -262.3M -4.2M 1.16 35.09 N/A N/A 68,390 79,020 575,670 702,640 2023-08-24 $33.74 $37.00 62.5% 17.6% 54.5% 1.1% 63.2% 3.8% 0.9% -3.9M -161.5M -4.1M 1.30 38.21 N/A N/A 41,160 53,360 597,920 722,360 2023-08-25 $33.61 $37.00 60.1% 16.6% 53.3% 0.0% 58.3% 4.5% 1.3% -8.0M -143.6M -4.0M 1.34 41.61 N/A N/A 55,620 74,450 610,990 746,960 2023-08-28 $34.52 $37.00 59.5% 16.4% 54.8% 0.0% 60.3% 4.9% 0.8% -1.0M -263.4M -4.1M 1.84 39.86 N/A N/A 35,860 65,940 532,030 649,120 2023-08-29 $38.29 $37.00 63.8% 18.6% 68.4% 3.8% 67.8% 0.3% -0.2% 8.3M -642.9M -4.6M 0.60 35.80 N/A N/A 196,370 118,000 550,960 679,030 2023-08-30 $36.98 $37.00 60.4% 16.7% 64.5% 0.7% 61.6% 1.2% 1.1% 8.7M -553.8M -4.8M 0.99 36.45 N/A N/A 64,300 63,440 624,830 729,880 2023-08-31 $35.81 $37.00 62.4% 17.5% 63.7% 2.5% 63.5% 1.4% 0.7% 1.9M -401.9M -4.8M 1.38 41.22 N/A N/A 68,150 94,170 635,470 752,890
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