MSTR Options History — October 2023 In October 2023, MSTR traded between $31.19 and $42.98. ATM implied volatility averaged 66.7%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 21.5% (HV 20d: 45.2%). Max pain ranged from $33.00 to $38.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.11.
Notable Days 2023-10-24 : Highest Volume — 445,990 contracts2023-10-24 : Largest IV spike — 10.7% change2023-10-25 : Highest IV Rank — 21.0%2023-10-25 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $35.67 $31.19 $42.98 $32.86 $41.95 Max Pain $34.64 $33.00 $38.00 $34.00 $38.00 ATM IV 66.7% 58.5% 80.0% 62.4% 73.3% Expected Move 19.3% 16.8% 24.0% 16.9% 21.8% HV 20d 45.2% 28.2% 65.3% 28.2% 60.9% HV 60d 51.6% 48.0% 57.4% 53.6% 55.2% IV Rank 9.7% 2.8% 21.0% 6.0% 15.3% IV Percentile 23.1% 4.4% 50.8% 10.7% 42.9% Term Structure -0.3% -1.5% 0.8% 0.8% -0.7% VWIV 69.4% 59.1% 86.3% 62.3% 79.1% Skew 25d 2.1% -2.9% 5.6% 4.1% -0.4% Skew 10d 5.7% -6.4% 13.5% 8.7% -0.2% Call IV 25d 66.7% 57.2% 83.0% 60.9% 73.6% Put IV 25d 68.8% 61.0% 80.1% 64.9% 73.2% Bid-Ask Spread % 28.25 17.89 45.68 39.16 36.13 Gamma HHI 0.04 0.02 0.12 0.02 0.04 Net GEX 3.9M -16.1M 17.7M 283.6K 12.3M Net DEX -530.3M -1.24B -123.0M -292.2M -922.3M Net VEX -4.6M -5.5M -4.2M -4.3M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.56 2.35 0.91 1.12 Total Volume 186,856.364 67,660 445,990 156,300 121,330 Total OI 1,431,675.909 1,215,750 1,656,480 1,286,540 1,495,400
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 2023-10-02 $32.86 $34.00 62.4% 16.9% 28.2% 6.0% 62.3% 4.1% 0.8% 283.6K -292.2M -4.3M 0.91 39.16 N/A N/A 81,700 74,600 588,270 698,270 2023-10-03 $31.19 $34.00 65.6% 18.2% 33.1% 8.8% 63.9% 5.6% 0.5% -6.5M -123.0M -4.3M 1.13 45.68 N/A N/A 58,860 66,410 620,370 736,160 2023-10-04 $32.04 $33.50 64.2% 17.2% 35.0% 7.6% 63.0% 4.5% 0.3% -3.1M -216.0M -4.4M 1.60 43.77 N/A N/A 37,250 59,740 636,400 764,190 2023-10-05 $32.38 $33.00 63.6% 18.4% 35.2% 7.1% 64.6% 4.7% 0.3% -804.4K -259.6M -4.3M 1.15 20.59 N/A N/A 46,570 53,440 645,960 780,640 2023-10-06 $33.94 $33.00 61.4% 17.7% 39.6% 5.2% 62.2% 5.1% 0.4% 15.3M -461.0M -4.4M 0.87 18.69 N/A N/A 83,330 72,420 662,620 809,160 2023-10-09 $34.07 $34.00 62.5% 18.0% 37.9% 6.1% 64.3% 4.8% 0.0% 5.3M -423.0M -4.4M 2.35 22.01 N/A N/A 41,120 96,450 613,150 722,840 2023-10-10 $34.12 $34.00 59.8% 17.2% 37.7% 3.8% 61.4% 4.5% 0.2% 6.4M -425.2M -4.4M 1.65 21.49 N/A N/A 40,250 66,430 621,420 755,500 2023-10-11 $33.51 $34.00 58.5% 16.8% 38.0% 2.8% 60.9% 3.9% -0.1% 579.7K -348.3M -4.3M 1.43 26.70 N/A N/A 55,130 78,950 634,320 783,180 2023-10-12 $32.45 $34.00 59.4% 17.0% 39.0% 3.6% 59.1% 4.2% -0.4% -11.7M -211.4M -4.2M 1.61 29.28 N/A N/A 52,630 84,980 647,940 816,750 2023-10-13 $31.93 $34.00 61.6% 17.7% 38.1% 5.4% 61.8% 4.5% 0.1% -16.1M -143.6M -4.2M 1.35 24.83 N/A N/A 63,770 86,150 654,770 837,290 2023-10-16 $32.47 $34.00 65.3% 18.6% 38.5% 8.5% 65.9% 2.9% -1.2% -4.7M -253.5M -4.2M 0.56 18.50 N/A N/A 173,000 96,800 601,250 743,890 2023-10-17 $33.40 $34.00 63.3% 18.1% 40.0% 6.8% 65.1% 1.2% -0.7% 3.3M -362.7M -4.4M 0.93 21.94 N/A N/A 78,690 72,990 682,400 779,990 2023-10-18 $32.69 $34.00 62.9% 18.0% 40.2% 6.5% 64.1% 1.9% -0.4% -2.9M -275.3M -4.3M 0.80 33.98 N/A N/A 37,620 30,040 691,310 796,510 2023-10-19 $34.12 $34.00 62.4% 17.9% 41.9% 6.1% 64.9% 1.2% -1.3% 8.1M -456.1M -4.4M 0.90 31.68 N/A N/A 84,840 76,680 693,460 804,120 2023-10-20 $34.68 $34.00 64.8% 18.7% 41.8% 8.1% 68.1% 1.8% -1.3% 6.9M -514.5M -4.4M 0.90 32.62 N/A N/A 131,260 117,780 706,210 828,760 2023-10-23 $37.66 $34.00 70.8% 20.8% 50.3% 13.2% 76.5% -0.4% 0.6% 12.3M -732.1M -4.8M 0.76 17.89 N/A N/A 196,910 148,850 576,950 638,800 2023-10-24 $42.42 $34.50 78.4% 23.5% 62.6% 19.6% 83.7% -2.0% -1.5% 17.7M -1.24B -5.3M 0.65 19.33 N/A N/A 269,850 176,140 641,770 685,100 2023-10-25 $42.98 $37.00 80.0% 24.0% 62.2% 21.0% 86.3% -2.9% -1.2% 17.1M -1.24B -5.4M 0.77 24.05 N/A N/A 172,670 133,490 691,450 769,450 2023-10-26 $41.42 $37.00 78.1% 23.5% 64.1% 19.3% 86.2% -2.9% -0.7% 12.2M -993.4M -5.5M 1.14 33.10 N/A N/A 117,580 133,610 730,630 819,230 2023-10-27 $40.53 $37.00 74.9% 22.3% 64.9% 16.6% 81.6% 0.2% -0.3% 4.2M -873.3M -5.3M 1.12 30.39 N/A N/A 123,400 138,060 749,390 907,090 2023-10-30 $41.89 $37.00 75.2% 22.5% 65.3% 16.9% 82.3% -1.1% -0.0% 10.6M -895.6M -5.4M 0.67 29.76 N/A N/A 107,280 71,790 656,240 778,270 2023-10-31 $41.95 $38.00 73.3% 21.8% 60.9% 15.3% 79.1% -0.4% -0.7% 12.3M -922.3M -5.3M 1.12 36.13 N/A N/A 57,320 64,010 692,490 802,910
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