MSTR Options History — February 2024 In February 2024, MSTR traded between $49.04 and $101.40. ATM implied volatility averaged 84.1%, placing in the 54.6% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded below realized volatility by 1.1% (HV 20d: 85.3%). Max pain ranged from $47.00 to $69.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.70.
Notable Days 2024-02-28 : Highest Volume — 1,105,870 contracts2024-02-26 : Largest IV spike — 22.4% change2024-02-28 : Highest IV Rank — 100.0%2024-02-29 : Largest Expected Move — 38.3%Monthly Statistics Metric Avg Min Max Open Close Price $68.64 $49.04 $101.40 $50.54 $101.40 Max Pain $55.48 $47.00 $69.50 $47.00 $69.50 ATM IV 84.1% 64.0% 123.6% 65.6% 123.6% Expected Move 24.7% 18.6% 38.3% 19.0% 38.3% HV 20d 85.3% 58.4% 111.0% 63.9% 108.9% HV 60d 76.2% 65.2% 88.9% 65.4% 88.9% IV Rank 54.6% 17.5% 100.0% 20.8% 100.0% IV Percentile 71.8% 24.6% 100.0% 32.5% 100.0% Term Structure -1.0% -5.8% 1.6% 1.6% -5.8% VWIV 87.6% 67.4% 133.8% 68.1% 133.8% Skew 25d -12.9% -27.7% -4.0% -5.1% -23.6% Skew 10d -22.5% -36.8% -8.0% -11.0% -35.1% Call IV 25d 94.2% 67.9% 142.4% 69.9% 142.4% Put IV 25d 81.2% 63.1% 118.7% 64.8% 118.7% Bid-Ask Spread % 22.85 15.40 33.31 15.40 24.20 Gamma HHI 0.06 0.03 0.23 0.03 0.04 Net GEX 28.8M -19.7M 58.6M 13.8M 51.1M Net DEX -2.99B -6.87B -661.4M -928.0M -6.87B Net VEX -11.7M -16.0M -9.3M -9.8M -16.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.47 0.97 0.68 0.73 Total Volume 525,354.5 127,750 1,105,870 167,400 895,000 Total OI 1,856,523 1,534,130 2,330,030 1,744,600 2,330,030
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 2024-02-01 $50.54 $47.00 65.6% 19.0% 63.9% 20.8% 68.1% -5.1% 1.6% 13.8M -928.0M -9.8M 0.68 15.40 N/A N/A 99,500 67,900 858,490 886,110 2024-02-02 $50.04 $48.00 64.1% 18.6% 61.0% 17.8% 67.7% -4.9% 1.1% 19.7M -868.7M -9.6M 0.75 16.51 N/A N/A 111,550 84,110 885,900 897,410 2024-02-05 $49.04 $48.00 66.8% 19.3% 60.1% 23.3% 69.0% -4.0% 0.3% 3.2M -661.4M -9.3M 0.76 19.44 N/A N/A 72,640 55,110 775,220 758,910 2024-02-06 $49.96 $48.00 65.9% 18.9% 58.7% 21.5% 69.0% -4.7% 0.1% 7.1M -792.4M -9.6M 0.96 19.48 N/A N/A 102,610 98,590 800,390 785,860 2024-02-07 $50.60 $48.00 64.0% 18.7% 58.4% 17.5% 67.4% -5.4% 0.9% 13.5M -907.9M -9.6M 0.97 18.49 N/A N/A 175,040 169,630 834,500 834,010 2024-02-08 $58.11 $49.00 70.6% 20.1% 77.6% 30.7% 71.4% -7.2% -0.6% 46.7M -2.40B -10.1M 0.50 22.24 N/A N/A 498,630 246,950 878,610 878,280 2024-02-09 $64.70 $50.00 76.7% 22.0% 83.6% 43.0% 76.2% -11.2% -0.0% 58.6M -3.66B -10.6M 0.47 26.66 N/A N/A 577,370 268,930 942,880 941,840 2024-02-12 $71.60 $50.00 86.4% 24.7% 79.1% 62.4% 84.3% -12.3% -1.9% 45.3M -3.88B -10.9M 0.60 24.97 N/A N/A 427,360 255,870 851,740 896,680 2024-02-13 $68.80 $50.00 80.7% 23.0% 80.5% 51.0% 80.9% -11.3% 1.5% 39.0M -3.34B -11.1M 0.74 26.75 N/A N/A 198,390 146,400 898,570 982,460 2024-02-14 $76.67 $50.00 90.5% 25.9% 86.5% 70.7% 91.2% -17.3% -1.4% 49.7M -4.62B -11.3M 0.54 27.26 N/A N/A 453,850 246,150 927,510 1,037,680 2024-02-15 $71.47 $57.00 94.4% 27.1% 92.1% 78.5% 97.8% -17.3% -1.5% 33.5M -3.51B -12.1M 0.50 20.67 N/A N/A 583,320 289,260 988,340 1,126,190 2024-02-16 $69.62 $59.00 89.3% 25.6% 92.6% 68.2% 91.6% -16.3% 0.1% 38.9M -2.95B -12.4M 0.56 26.67 N/A N/A 310,020 174,430 1,077,030 1,206,140 2024-02-20 $70.81 $61.00 87.7% 25.5% 91.6% 65.1% 91.1% -13.2% -1.3% 17.2M -2.53B -12.5M 0.61 20.70 N/A N/A 179,710 110,180 803,130 854,550 2024-02-21 $67.03 $61.00 81.8% 23.6% 92.9% 53.3% 86.2% -12.0% -1.5% 5.7M -2.02B -12.3M 0.96 26.70 N/A N/A 133,510 128,170 854,280 902,810 2024-02-22 $71.55 $61.00 82.7% 24.0% 93.9% 55.0% 88.0% -14.5% -0.9% 19.7M -2.69B -12.7M 0.77 24.93 N/A N/A 222,440 172,310 876,660 952,960 2024-02-23 $68.43 $61.50 77.1% 21.8% 96.9% 43.9% 79.2% -11.8% -0.1% -19.7M -2.15B -12.6M 0.78 33.31 N/A N/A 210,930 163,990 935,250 996,680 2024-02-26 $79.93 $62.00 94.5% 28.4% 106.8% 78.6% 99.3% -18.9% -2.8% 31.1M -3.69B -13.1M 0.71 19.43 N/A N/A 442,500 312,860 784,960 876,450 2024-02-27 $87.45 $64.00 100.3% 31.1% 109.2% 90.3% 109.4% -20.1% -3.1% 53.9M -5.15B -13.8M 0.81 19.46 N/A N/A 395,120 320,890 918,980 1,023,750 2024-02-28 $95.12 $65.50 120.0% 37.8% 111.0% 100.0% 130.1% -27.7% -5.1% 48.8M -6.10B -14.6M 0.67 23.72 N/A N/A 663,890 441,980 946,100 1,123,120 2024-02-29 $101.40 $69.50 123.6% 38.3% 108.9% 100.0% 133.8% -23.6% -5.8% 51.1M -6.87B -16.0M 0.73 24.20 N/A N/A 518,210 376,790 1,026,900 1,303,130
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