MSTR Options History — January 2024 In January 2024, MSTR traded between $45.16 and $68.14. ATM implied volatility averaged 73.9%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 2.5% (HV 20d: 76.4%). Max pain ranged from $46.00 to $61.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.99.
Notable Days 2024-01-12 : Highest Volume — 1,217,920 contracts2024-01-11 : Largest IV drop — 9.7% change2024-01-02 : Highest IV Rank — 62.2%2024-01-02 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $53.19 $45.16 $68.14 $68.14 $50.35 Max Pain $55.93 $46.00 $61.00 $46.00 $52.50 ATM IV 73.9% 64.3% 86.3% 86.3% 68.8% Expected Move 21.2% 18.6% 25.5% 25.5% 19.9% HV 20d 76.4% 67.1% 81.8% 69.4% 67.1% HV 60d 66.0% 61.2% 70.3% 61.2% 65.4% IV Rank 37.4% 18.1% 62.2% 62.2% 27.3% IV Percentile 52.9% 25.0% 75.8% 75.8% 48.8% Term Structure -0.8% -3.4% 1.5% -3.4% 1.5% VWIV 77.3% 67.9% 92.2% 92.2% 75.6% Skew 25d -2.9% -6.3% 0.6% -6.3% -5.5% Skew 10d -5.1% -11.8% 1.7% -5.3% -11.8% Call IV 25d 77.0% 65.8% 91.4% 91.4% 73.7% Put IV 25d 74.1% 64.3% 85.2% 85.2% 68.2% Bid-Ask Spread % 46.80 19.76 58.35 39.95 58.35 Gamma HHI 0.04 0.03 0.15 0.05 0.03 Net GEX -7.8M -54.3M 23.9M 23.9M 17.2M Net DEX -725.6M -2.54B 721.9M -2.54B -959.3M Net VEX -8.7M -10.1M -8.1M -8.2M -9.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.57 2.18 0.72 0.73 Total Volume 429,603.81 179,400 1,217,920 499,710 194,660 Total OI 1,869,174.762 1,388,140 2,334,700 1,651,490 1,686,030
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 2024-01-02 $68.14 $46.00 86.3% 25.5% 69.4% 62.2% 92.2% -6.3% -3.4% 23.9M -2.54B -8.2M 0.72 39.95 N/A N/A 289,870 209,840 740,140 911,350 2024-01-03 $63.38 $47.00 85.2% 25.2% 72.1% 60.1% 91.2% -4.9% -1.4% 1.2M -1.72B -8.4M 0.70 43.90 N/A N/A 326,010 228,320 832,440 987,110 2024-01-04 $65.92 $61.00 84.7% 23.4% 73.0% 59.0% 83.4% -5.5% -2.2% 22.6M -2.24B -8.7M 0.81 19.76 N/A N/A 239,840 194,820 934,570 1,061,900 2024-01-05 $63.15 $61.00 83.3% 23.4% 74.9% 56.2% 84.3% -4.1% -2.5% -892.2K -1.70B -8.6M 0.82 28.42 N/A N/A 225,410 184,980 994,700 1,133,870 2024-01-08 $59.69 $61.00 85.3% 23.8% 77.9% 60.3% 86.2% -2.9% -2.2% 12.0K -1.30B -8.4M 0.89 33.47 N/A N/A 250,620 222,150 800,770 943,360 2024-01-09 $57.72 $61.00 84.4% 23.3% 77.0% 58.5% 85.9% -2.6% -2.5% -9.8M -1.00B -8.8M 0.89 37.26 N/A N/A 128,450 114,570 886,680 1,066,080 2024-01-10 $56.75 $61.00 82.1% 23.0% 72.7% 53.9% 82.1% -5.5% -0.4% -13.9M -891.4M -8.7M 1.14 40.38 N/A N/A 200,070 227,370 928,550 1,129,800 2024-01-11 $53.90 $60.00 74.2% 21.2% 75.0% 38.0% 75.4% -3.1% -0.5% -35.8M -327.6M -8.5M 0.98 47.55 N/A N/A 305,130 300,310 986,600 1,219,000 2024-01-12 $48.74 $60.00 74.4% 21.3% 80.5% 38.5% 76.9% -0.6% 0.0% -54.3M 721.9M -8.1M 2.18 48.23 N/A N/A 383,210 834,710 1,038,270 1,296,430 2024-01-16 $47.64 $59.00 71.8% 20.5% 80.6% 33.1% 74.8% -1.0% -1.4% -30.3M 198.5M -8.4M 0.85 50.14 N/A N/A 167,690 142,630 857,630 1,156,670 2024-01-17 $49.22 $57.00 67.9% 19.5% 81.8% 25.4% 71.4% -1.3% -1.3% -21.8M -165.7M -8.6M 1.41 51.16 N/A N/A 109,000 153,980 939,670 1,173,870 2024-01-18 $48.82 $57.00 68.6% 19.7% 81.6% 26.8% 71.4% -1.3% -1.0% -20.8M -138.9M -8.5M 1.38 57.05 N/A N/A 223,590 308,370 969,750 1,193,760 2024-01-19 $48.02 $57.00 66.6% 19.2% 81.6% 22.9% 70.1% -0.5% -1.2% -32.9M 67.8M -8.6M 1.37 55.91 N/A N/A 195,930 268,960 1,028,040 1,270,160 2024-01-22 $47.15 $56.00 65.5% 19.0% 81.2% 20.5% 67.9% 0.6% 0.3% -15.1M -65.6M -8.2M 0.89 52.02 N/A N/A 176,520 156,930 608,420 779,720 2024-01-23 $45.21 $54.00 65.4% 19.1% 81.8% 20.4% 68.2% 0.5% 0.4% -18.4M 109.3M -8.3M 0.83 51.55 N/A N/A 194,530 161,650 684,290 814,630 2024-01-24 $45.16 $54.00 65.2% 18.9% 78.0% 20.1% 69.1% -0.3% -0.1% -16.2M 21.3M -8.5M 1.12 54.85 N/A N/A 146,750 164,500 749,680 867,940 2024-01-25 $45.73 $52.50 64.3% 18.6% 78.6% 18.1% 71.7% -1.5% 0.7% -10.1M -146.9M -8.6M 1.13 56.26 N/A N/A 108,170 122,540 798,340 882,950 2024-01-26 $49.15 $52.50 65.7% 19.4% 71.7% 20.9% 69.8% -4.3% 0.5% 12.2M -824.9M -9.2M 0.57 53.63 N/A N/A 371,040 211,450 825,640 883,960 2024-01-29 $51.15 $52.50 71.2% 21.2% 74.4% 32.0% 77.8% -5.2% -0.3% 16.5M -1.06B -9.8M 0.81 49.88 N/A N/A 219,930 177,780 751,010 795,340 2024-01-30 $52.13 $52.50 71.0% 20.9% 73.6% 31.5% 78.6% -5.9% 0.6% 23.2M -1.27B -10.1M 0.62 53.17 N/A N/A 110,870 68,530 816,350 827,200 2024-01-31 $50.35 $52.50 68.8% 19.9% 67.1% 27.3% 75.6% -5.5% 1.5% 17.2M -959.3M -9.9M 0.73 58.35 N/A N/A 112,660 82,000 845,620 840,410
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