MSTR Options History — December 2023 In December 2023, MSTR traded between $52.80 and $67.31. ATM implied volatility averaged 70.5%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 12.2% (HV 20d: 58.3%). Max pain ranged from $34.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.87.
Notable Days 2023-12-29 : Highest Volume — 899,960 contracts2023-12-04 : Largest IV spike — 14.7% change2023-12-28 : Highest IV Rank — 65.5%2023-12-28 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $58.77 $52.80 $67.31 $52.80 $63.33 Max Pain $38.55 $34.00 $45.00 $45.00 $43.00 ATM IV 70.5% 60.2% 87.9% 60.2% 81.2% Expected Move 20.4% 17.4% 25.4% 17.4% 23.6% HV 20d 58.3% 52.6% 68.2% 52.8% 68.2% HV 60d 55.8% 52.5% 59.9% 52.5% 59.9% IV Rank 30.7% 10.0% 65.5% 10.0% 52.0% IV Percentile 43.7% 11.9% 81.0% 11.9% 67.9% Term Structure 0.8% -1.6% 2.9% 2.3% 1.5% VWIV 73.9% 64.4% 89.9% 64.4% 83.7% Skew 25d -6.9% -11.8% -4.1% -5.1% -10.7% Skew 10d -11.9% -18.7% -8.1% -8.6% -18.7% Call IV 25d 76.1% 64.0% 95.9% 64.0% 88.6% Put IV 25d 69.2% 58.9% 84.5% 58.9% 77.9% Bid-Ask Spread % 43.94 35.89 62.38 62.38 43.79 Gamma HHI 0.07 0.04 0.20 0.12 0.05 Net GEX 22.6M 2.3M 52.7M 37.8M 2.3M Net DEX -1.95B -2.85B -1.51B -1.73B -1.97B Net VEX -7.1M -8.0M -6.5M -6.5M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.56 1.18 0.73 1.04 Total Volume 365,163.5 124,220 899,960 406,200 899,960 Total OI 1,693,282 1,369,980 1,952,100 1,734,460 1,952,100
Daily Data (20 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 2023-12-01 $52.80 $45.00 60.2% 17.4% 52.8% 10.0% 64.4% -5.1% 2.3% 37.8M -1.73B -6.5M 0.73 62.38 N/A N/A 234,780 171,420 811,600 922,860 2023-12-04 $56.68 $34.00 69.1% 20.4% 57.3% 27.8% 74.4% -6.5% 2.9% 26.9M -1.99B -6.8M 1.18 35.89 N/A N/A 189,110 223,500 732,420 843,320 2023-12-05 $57.72 $35.00 68.9% 20.4% 57.3% 27.3% 73.5% -6.8% 1.8% 25.6M -2.06B -7.0M 0.79 38.10 N/A N/A 178,340 141,300 766,230 931,470 2023-12-06 $57.05 $35.00 66.1% 19.7% 57.6% 21.9% 70.7% -5.2% 2.0% 18.0M -1.89B -7.0M 0.78 40.31 N/A N/A 127,560 99,290 794,410 982,080 2023-12-07 $56.76 $35.00 65.8% 19.3% 57.8% 21.2% 71.5% -5.8% 1.8% 13.7M -1.82B -7.0M 1.03 41.35 N/A N/A 97,610 100,620 830,910 1,004,480 2023-12-08 $59.57 $36.00 63.8% 19.0% 59.0% 17.3% 68.2% -5.5% 2.7% 50.1M -2.28B -7.0M 0.85 41.01 N/A N/A 197,820 167,590 848,930 1,043,390 2023-12-11 $55.45 $36.00 67.4% 19.3% 64.1% 24.4% 71.0% -4.1% -0.4% 5.0M -1.51B -6.7M 0.99 42.83 N/A N/A 162,140 160,190 732,210 934,360 2023-12-12 $55.77 $38.00 67.2% 19.5% 63.8% 23.9% 69.3% -5.5% 0.4% 5.5M -1.58B -7.0M 0.77 42.06 N/A N/A 70,080 54,140 761,630 1,000,380 2023-12-13 $58.38 $38.00 65.6% 18.7% 60.7% 20.7% 67.6% -5.0% -0.5% 23.2M -2.02B -7.0M 0.91 49.70 N/A N/A 142,690 129,180 780,630 1,015,720 2023-12-14 $58.15 $39.00 66.0% 18.9% 57.2% 21.7% 67.5% -5.5% -0.1% 24.3M -1.98B -7.0M 1.06 46.20 N/A N/A 105,390 111,760 805,480 1,028,080 2023-12-15 $56.83 $39.00 65.2% 18.7% 55.9% 20.0% 69.0% -5.6% -0.2% 2.3M -1.72B -7.0M 1.01 48.91 N/A N/A 123,280 124,830 827,500 1,060,600 2023-12-18 $57.32 $39.00 67.9% 19.3% 55.8% 25.4% 70.5% -5.3% -1.6% 14.3M -1.56B -7.0M 0.90 40.35 N/A N/A 87,700 78,900 637,650 732,330 2023-12-19 $57.19 $39.00 68.3% 19.5% 54.3% 26.1% 70.5% -5.9% -0.4% 15.5M -1.58B -7.1M 1.06 42.98 N/A N/A 94,500 99,950 670,720 760,270 2023-12-20 $58.05 $39.00 70.9% 20.3% 52.9% 31.4% 73.6% -7.2% 1.0% 17.6M -1.71B -7.2M 0.56 48.02 N/A N/A 231,740 129,380 694,120 793,520 2023-12-21 $58.31 $39.00 71.9% 20.6% 52.6% 33.5% 75.9% -6.4% 0.7% 14.3M -1.68B -7.3M 0.82 44.72 N/A N/A 113,620 93,560 749,440 847,270 2023-12-22 $61.58 $40.00 75.6% 21.6% 55.2% 40.8% 78.4% -8.7% 0.5% 52.7M -2.33B -7.2M 0.78 45.70 N/A N/A 404,480 315,040 769,370 873,030 2023-12-26 $60.36 $40.00 75.8% 21.9% 54.3% 41.3% 79.9% -9.4% 1.5% 20.1M -1.86B -7.3M 0.88 45.89 N/A N/A 162,270 143,030 705,850 801,510 2023-12-27 $67.31 $40.00 85.8% 25.0% 64.8% 61.3% 89.2% -11.8% 0.4% 39.1M -2.85B -7.6M 0.73 37.24 N/A N/A 426,450 311,120 740,500 857,350 2023-12-28 $66.87 $42.00 87.9% 25.4% 64.9% 65.5% 89.9% -11.4% -0.4% 42.7M -2.83B -8.0M 0.62 41.32 N/A N/A 368,620 230,330 854,160 967,760 2023-12-29 $63.33 $43.00 81.2% 23.6% 68.2% 52.0% 83.7% -10.7% 1.5% 2.3M -1.97B -7.9M 1.04 43.79 N/A N/A 441,670 458,290 903,850 1,048,250
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