MSTR Options History — March 2024 In March 2024, MSTR traded between $105.71 and $190.49. ATM implied volatility averaged 149.1%, placing in the 87.0% IV rank vs the trailing year. The 30-day expected move averaged 42.3%. IV traded above realized volatility by 0.5% (HV 20d: 148.5%). Max pain ranged from $58.00 to $96.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.79.
Notable Days 2024-03-28 : Highest Volume — 1,488,220 contracts2024-03-04 : Largest IV spike — 32.0% change2024-03-01 : Highest IV Rank — 100.0%2024-03-15 : Largest Expected Move — 46.4%Monthly Statistics Metric Avg Min Max Open Close Price $153.33 $105.71 $190.49 $105.71 $173.11 Max Pain $80.15 $58.00 $96.00 $70.00 $96.00 ATM IV 149.1% 125.3% 165.5% 125.3% 144.3% Expected Move 42.3% 38.9% 46.4% 38.9% 41.2% HV 20d 148.5% 108.3% 164.5% 108.3% 164.5% HV 60d 112.4% 88.2% 123.4% 88.2% 123.4% IV Rank 87.0% 77.6% 100.0% 100.0% 80.8% IV Percentile 97.8% 94.4% 100.0% 100.0% 94.4% Term Structure -1.0% -4.9% 1.5% -4.9% 0.6% VWIV 149.4% 137.3% 163.7% 137.3% 146.4% Skew 25d -17.3% -33.4% -3.9% -16.8% -9.0% Skew 10d -26.0% -59.1% -9.1% -27.5% -16.1% Call IV 25d 162.1% 138.3% 179.5% 138.3% 151.7% Put IV 25d 144.7% 121.5% 158.9% 121.5% 142.7% Bid-Ask Spread % 21.63 18.13 25.25 25.25 23.74 Gamma HHI 0.04 0.02 0.10 0.10 0.04 Net GEX 44.9M 8.7M 90.7M 64.9M 20.6M Net DEX -10.44B -14.50B -6.38B -7.59B -10.83B Net VEX -23.5M -28.8M -16.8M -16.8M -28.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.60 0.92 0.71 0.89 Total Volume 721,959.5 410,880 1,488,220 837,060 1,488,220 Total OI 2,384,713.5 2,043,640 2,779,530 2,516,680 2,518,230
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 2024-03-01 $105.71 $70.00 125.3% 38.9% 108.3% 100.0% 137.3% -16.8% -4.9% 64.9M -7.59B -16.8M 0.71 25.25 N/A N/A 489,610 347,450 1,108,700 1,407,980 2024-03-04 $133.85 $58.00 165.5% 44.4% 127.6% 100.0% 154.9% -25.7% -4.0% 35.2M -9.44B -17.2M 0.64 21.18 N/A N/A 565,160 360,380 893,800 1,182,570 2024-03-05 $112.21 $65.00 149.1% 39.9% 149.1% 85.1% 146.3% -33.4% -4.5% 20.7M -6.38B -19.2M 0.76 18.61 N/A N/A 420,100 321,290 974,780 1,311,030 2024-03-06 $122.58 $70.00 148.2% 40.6% 149.8% 84.3% 144.4% -33.0% -3.1% 26.4M -7.68B -20.0M 0.78 18.13 N/A N/A 358,520 279,740 1,044,090 1,403,000 2024-03-07 $130.18 $70.00 145.5% 40.7% 149.3% 81.9% 140.2% -27.3% -1.9% 46.2M -9.02B -20.4M 0.82 18.23 N/A N/A 226,370 184,510 1,097,420 1,439,760 2024-03-08 $141.31 $70.00 150.1% 42.5% 146.1% 86.1% 150.0% -24.9% -2.0% 73.5M -10.82B -20.6M 0.62 19.09 N/A N/A 583,910 360,530 1,120,470 1,465,350 2024-03-11 $153.76 $70.00 157.3% 44.5% 145.0% 92.6% 158.0% -27.5% -1.3% 40.4M -11.08B -21.2M 0.91 23.05 N/A N/A 369,160 334,090 971,380 1,214,800 2024-03-12 $158.53 $75.00 156.0% 44.3% 143.4% 91.4% 155.1% -21.8% -1.2% 37.9M -11.40B -22.3M 0.92 23.72 N/A N/A 230,150 212,650 1,023,120 1,345,330 2024-03-13 $173.29 $77.00 153.3% 43.7% 141.2% 88.9% 154.2% -19.3% -0.6% 58.7M -13.80B -22.8M 0.89 24.14 N/A N/A 338,910 301,650 1,084,020 1,405,790 2024-03-14 $162.11 $82.00 159.4% 45.8% 144.6% 94.5% 161.6% -18.1% 0.6% 37.8M -11.70B -23.8M 0.82 23.89 N/A N/A 388,640 317,960 1,124,670 1,495,540 2024-03-15 $176.74 $85.00 161.9% 46.4% 139.7% 96.8% 163.7% -16.4% -0.3% 76.8M -14.50B -25.0M 0.85 24.21 N/A N/A 566,170 478,750 1,200,550 1,578,980 2024-03-18 $150.71 $85.00 153.5% 43.9% 155.8% 89.2% 157.0% -16.9% -0.6% 21.1M -8.43B -24.5M 0.89 18.99 N/A N/A 346,000 307,960 951,640 1,092,000 2024-03-19 $142.00 $87.00 142.4% 40.8% 159.6% 79.1% 144.2% -10.2% 0.3% 8.7M -7.22B -24.6M 0.81 21.28 N/A N/A 432,260 350,120 1,004,030 1,188,720 2024-03-20 $153.13 $88.00 142.6% 40.9% 156.5% 79.3% 143.2% -3.9% -0.4% 34.5M -9.26B -26.0M 0.82 21.62 N/A N/A 248,740 204,360 1,103,790 1,253,040 2024-03-21 $159.86 $89.00 141.6% 40.6% 156.3% 78.4% 143.4% -9.1% 1.0% 55.4M -10.37B -26.2M 0.83 20.34 N/A N/A 323,270 267,940 1,135,090 1,271,870 2024-03-22 $153.16 $90.00 140.7% 40.2% 156.1% 77.6% 142.2% -6.5% 1.5% 20.9M -8.87B -26.1M 0.86 21.21 N/A N/A 345,700 296,220 1,168,180 1,339,500 2024-03-25 $185.07 $90.00 150.0% 42.9% 159.9% 86.0% 150.7% -8.7% 0.3% 51.1M -12.55B -26.9M 0.60 19.59 N/A N/A 470,930 281,410 944,320 1,122,060 2024-03-26 $188.70 $91.00 148.4% 42.6% 159.0% 84.6% 149.4% -9.7% 0.8% 77.0M -13.69B -28.4M 0.63 22.48 N/A N/A 291,220 182,120 1,088,370 1,215,640 2024-03-27 $190.49 $95.00 146.1% 41.8% 158.4% 82.5% 146.7% -8.2% 0.7% 90.7M -14.08B -28.7M 0.76 23.92 N/A N/A 322,050 244,970 1,134,670 1,269,990 2024-03-28 $173.11 $96.00 144.3% 41.2% 164.5% 80.8% 146.4% -9.0% 0.6% 20.6M -10.83B -28.8M 0.89 23.74 N/A N/A 786,130 702,090 1,177,140 1,341,090
« Feb 2024 | All History | Apr 2024 » Home MSTR History March 2024