MSTR Options History — November 2023 In November 2023, MSTR traded between $42.64 and $51.45. ATM implied volatility averaged 63.1%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 4.3% (HV 20d: 58.8%). Max pain ranged from $34.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2023-11-09 : Highest Volume — 571,680 contracts2023-11-09 : Largest IV spike — 11.4% change2023-11-15 : Highest IV Rank — 18.8%2023-11-01 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $48.71 $42.64 $51.45 $42.64 $49.65 Max Pain $39.12 $34.00 $44.00 $38.50 $44.00 ATM IV 63.1% 57.9% 71.4% 69.3% 57.9% Expected Move 18.1% 16.0% 20.7% 20.7% 16.0% HV 20d 58.8% 50.7% 68.2% 60.8% 52.3% HV 60d 53.7% 50.9% 55.4% 54.5% 51.2% IV Rank 8.7% 4.9% 18.8% 11.9% 5.4% IV Percentile 17.3% 3.6% 42.5% 34.9% 3.6% Term Structure 0.8% -1.3% 2.6% 0.7% 2.6% VWIV 66.1% 57.4% 75.1% 75.1% 57.4% Skew 25d -3.4% -6.0% 0.5% 0.5% -4.2% Skew 10d -5.5% -9.6% 2.9% 2.9% -7.6% Call IV 25d 66.5% 61.5% 76.4% 69.8% 61.5% Put IV 25d 63.1% 57.3% 71.7% 70.3% 57.3% Bid-Ask Spread % 60.16 35.28 66.53 35.28 63.44 Gamma HHI 0.07 0.03 0.21 0.04 0.04 Net GEX 19.5M 2.3M 42.9M 15.1M 2.3M Net DEX -1.38B -1.82B -994.9M -994.9M -1.17B Net VEX -6.0M -6.5M -5.2M -5.2M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.46 1.28 0.85 0.73 Total Volume 254,194.762 141,160 571,680 169,020 211,260 Total OI 1,616,375.238 1,447,100 1,862,430 1,552,750 1,682,990
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 2023-11-01 $42.64 $38.50 69.3% 20.7% 60.8% 11.9% 75.1% 0.5% 0.7% 15.1M -994.9M -5.2M 0.85 35.28 N/A N/A 91,390 77,630 710,080 842,670 2023-11-02 $45.14 $34.00 64.6% 19.3% 62.6% 7.9% 70.9% -1.1% 1.2% 29.6M -1.30B -5.4M 0.66 55.97 N/A N/A 193,940 127,780 728,400 869,230 2023-11-03 $45.16 $34.00 62.0% 18.4% 61.8% 5.8% 69.3% -2.1% 0.9% 36.9M -1.34B -5.3M 1.24 57.31 N/A N/A 153,730 191,260 764,760 922,170 2023-11-06 $46.02 $35.00 61.3% 18.1% 61.7% 5.1% 65.8% -1.8% 1.6% 17.7M -1.22B -5.3M 1.28 60.21 N/A N/A 70,890 90,500 658,490 788,610 2023-11-07 $47.18 $35.00 61.3% 17.7% 61.6% 5.2% 65.2% -2.4% -0.2% 19.9M -1.34B -5.3M 0.83 63.02 N/A N/A 87,690 72,430 670,790 818,600 2023-11-08 $47.29 $35.00 61.0% 17.8% 60.5% 4.9% 67.1% -1.4% 0.6% 21.7M -1.37B -5.4M 0.89 63.40 N/A N/A 75,480 67,270 693,830 845,340 2023-11-09 $48.76 $36.00 68.0% 19.3% 57.7% 10.8% 70.1% -2.6% -0.6% 28.3M -1.59B -5.6M 0.54 60.33 N/A N/A 371,970 199,710 717,000 879,910 2023-11-10 $51.02 $37.00 68.0% 19.4% 56.7% 10.8% 70.5% -3.3% -0.4% 22.2M -1.82B -6.0M 0.62 56.12 N/A N/A 205,230 126,260 785,150 964,650 2023-11-13 $50.35 $38.00 68.4% 19.6% 58.1% 14.3% 71.4% -2.6% 0.0% 17.7M -1.54B -5.8M 0.95 59.45 N/A N/A 85,600 81,620 691,820 834,240 2023-11-14 $47.49 $39.00 66.1% 19.0% 64.6% 12.0% 68.9% -2.1% 2.6% 9.0M -1.21B -5.8M 0.87 62.67 N/A N/A 163,950 142,190 722,130 876,240 2023-11-15 $50.69 $40.00 71.4% 20.5% 65.0% 18.8% 73.4% -4.8% -0.0% 23.1M -1.68B -6.3M 0.46 59.94 N/A N/A 256,820 117,470 761,900 935,650 2023-11-16 $48.81 $40.00 67.1% 19.2% 67.8% 14.7% 71.2% -3.8% 1.4% 15.1M -1.40B -6.4M 0.95 59.01 N/A N/A 141,760 134,540 819,870 962,800 2023-11-17 $48.71 $41.00 62.1% 17.7% 68.2% 8.5% 64.9% -3.1% 1.6% 9.8M -1.34B -6.3M 0.77 62.11 N/A N/A 137,980 105,830 835,830 1,026,600 2023-11-20 $50.88 $41.00 60.5% 17.1% 64.5% 6.5% 61.5% -4.4% -0.1% 18.1M -1.42B -6.4M 0.88 58.87 N/A N/A 142,760 124,950 680,470 797,350 2023-11-21 $49.50 $41.00 59.8% 16.7% 53.2% 5.6% 60.4% -4.7% -0.3% 9.5M -1.25B -6.2M 0.90 66.02 N/A N/A 109,440 98,140 727,410 844,360 2023-11-22 $50.67 $42.00 59.5% 16.8% 53.4% 5.2% 59.8% -6.0% -0.1% 23.1M -1.44B -6.4M 0.72 65.46 N/A N/A 139,590 100,840 759,900 871,830 2023-11-24 $51.45 $42.00 59.8% 16.9% 50.7% 6.7% 62.2% -5.1% -1.3% 42.9M -1.61B -6.3M 0.49 62.76 N/A N/A 207,630 102,600 796,570 911,330 2023-11-27 $49.88 $42.00 58.9% 16.7% 51.6% 6.8% 61.4% -4.8% 1.6% 14.5M -1.27B -6.3M 0.88 62.14 N/A N/A 101,380 89,430 721,810 792,210 2023-11-28 $50.84 $43.00 60.3% 17.0% 51.0% 9.6% 62.3% -5.5% 2.1% 17.1M -1.40B -6.4M 0.63 63.34 N/A N/A 121,240 76,750 748,420 833,080 2023-11-29 $50.77 $44.00 58.7% 16.6% 51.1% 6.5% 59.8% -5.7% 2.6% 16.3M -1.36B -6.5M 0.82 66.53 N/A N/A 77,520 63,640 781,950 867,440 2023-11-30 $49.65 $44.00 57.9% 16.0% 52.3% 5.4% 57.4% -4.2% 2.6% 2.3M -1.17B -6.4M 0.73 63.44 N/A N/A 122,390 88,870 790,070 892,920
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