MSTR Options History — May 2024 In May 2024, MSTR traded between $104.82 and $171.50. ATM implied volatility averaged 97.7%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded below realized volatility by 3.9% (HV 20d: 101.6%). Max pain ranged from $72.00 to $125.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2024-05-17 : Highest Volume — 715,860 contracts2024-05-15 : Largest IV spike — 12.9% change2024-05-01 : Highest IV Rank — 47.3%2024-05-01 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $142.38 $104.82 $171.50 $104.82 $152.90 Max Pain $87.57 $72.00 $125.00 $125.00 $93.00 ATM IV 97.7% 88.0% 107.4% 107.4% 93.5% Expected Move 27.9% 25.4% 30.7% 30.7% 25.9% HV 20d 101.6% 89.3% 109.8% 99.2% 89.5% HV 60d 126.0% 109.0% 133.5% 132.3% 109.0% IV Rank 38.5% 29.7% 47.3% 47.3% 34.7% IV Percentile 79.2% 75.4% 82.5% 82.5% 76.6% Term Structure 1.2% -1.7% 3.3% 1.5% -1.4% VWIV 101.7% 92.4% 113.0% 113.0% 96.1% Skew 25d -11.0% -16.4% -7.1% -7.1% -9.0% Skew 10d -20.3% -31.4% -9.8% -15.1% -22.7% Call IV 25d 106.4% 92.4% 120.5% 113.8% 100.9% Put IV 25d 95.4% 84.8% 106.7% 106.7% 91.8% Bid-Ask Spread % 36.66 27.92 45.10 33.81 43.63 Gamma HHI 0.05 0.02 0.23 0.02 0.04 Net GEX 46.1M -19.7M 100.5M -4.3M -19.7M Net DEX -6.87B -10.57B -2.67B -2.67B -6.50B Net VEX -24.9M -27.1M -22.2M -22.2M -25.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.54 1.77 0.72 1.07 Total Volume 393,942.273 201,970 715,860 402,810 600,140 Total OI 2,141,298.182 1,918,290 2,336,420 2,078,870 2,303,750
Daily Data (22 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 2024-05-01 $104.82 $125.00 107.4% 30.7% 99.2% 47.3% 113.0% -7.1% 1.5% -4.3M -2.67B -22.2M 0.72 33.81 N/A N/A 234,570 168,240 1,078,860 1,000,010 2024-05-02 $112.08 $121.50 106.6% 30.1% 102.8% 46.6% 109.0% -7.3% 2.3% 18.0M -3.63B -23.2M 0.63 29.45 N/A N/A 196,450 124,320 1,144,190 1,012,480 2024-05-03 $121.78 $121.00 105.3% 29.3% 103.7% 45.4% 105.5% -8.0% 2.9% 64.6M -5.06B -23.9M 0.55 31.29 N/A N/A 368,880 202,100 1,178,110 1,034,860 2024-05-06 $126.41 $72.00 103.1% 30.4% 104.8% 43.4% 110.3% -8.9% 2.6% 34.4M -5.25B -24.3M 0.69 27.92 N/A N/A 196,830 135,130 969,400 948,890 2024-05-07 $125.40 $74.00 99.7% 29.2% 103.9% 40.4% 105.4% -9.2% 3.1% 29.0M -5.04B -24.2M 1.77 29.56 N/A N/A 105,320 186,190 1,025,760 994,930 2024-05-08 $124.40 $77.00 95.3% 28.0% 99.4% 36.4% 101.4% -7.8% 3.3% 24.1M -4.78B -23.8M 1.14 31.19 N/A N/A 94,330 107,640 1,047,770 1,105,060 2024-05-09 $126.27 $77.00 91.5% 27.4% 99.7% 32.9% 97.7% -8.1% 2.9% 37.6M -5.16B -23.7M 0.67 32.91 N/A N/A 189,070 126,830 1,074,580 1,146,270 2024-05-10 $119.49 $78.00 88.0% 25.4% 100.4% 29.7% 92.4% -7.6% 2.3% -8.0M -4.04B -23.0M 0.64 38.08 N/A N/A 343,180 218,580 1,113,050 1,174,130 2024-05-13 $124.76 $78.00 90.5% 26.3% 97.4% 32.0% 95.4% -7.3% 1.4% 30.2M -4.91B -23.2M 0.58 38.33 N/A N/A 149,200 85,850 992,010 958,030 2024-05-14 $128.61 $80.00 91.3% 26.2% 94.9% 32.7% 93.1% -8.3% -0.6% 45.0M -5.44B -23.6M 0.59 36.29 N/A N/A 161,580 95,650 1,041,740 992,820 2024-05-15 $148.67 $80.00 103.0% 29.2% 105.1% 43.4% 101.2% -10.9% -0.9% 78.2M -8.53B -25.1M 0.62 35.22 N/A N/A 333,630 206,870 1,093,760 1,030,720 2024-05-16 $145.08 $80.00 101.8% 28.9% 105.7% 42.3% 109.4% -14.5% -0.8% 82.0M -7.98B -25.8M 0.71 32.37 N/A N/A 250,900 177,950 1,142,880 1,091,740 2024-05-17 $156.62 $80.00 107.2% 30.5% 106.9% 47.2% 112.2% -16.4% -1.7% 100.5M -10.00B -26.5M 0.54 35.39 N/A N/A 464,120 251,740 1,194,510 1,141,910 2024-05-20 $171.50 $81.00 106.6% 30.5% 104.9% 46.6% 112.4% -15.4% 1.6% 79.1M -10.57B -27.1M 0.80 35.48 N/A N/A 232,580 184,920 1,021,730 980,870 2024-05-21 $166.51 $80.00 100.5% 28.8% 106.0% 41.1% 103.3% -14.6% 2.4% 78.0M -9.83B -27.1M 0.89 37.09 N/A N/A 167,250 149,360 1,064,970 1,045,730 2024-05-22 $165.55 $85.00 96.6% 27.7% 104.3% 37.5% 98.5% -13.8% 2.2% 76.3M -9.58B -27.0M 0.82 39.99 N/A N/A 140,350 114,580 1,089,070 1,093,140 2024-05-23 $155.17 $87.00 91.5% 26.2% 107.1% 33.0% 98.0% -13.2% 1.8% 36.1M -7.68B -26.4M 0.90 42.60 N/A N/A 182,060 164,630 1,095,880 1,120,420 2024-05-24 $168.13 $87.00 91.5% 26.0% 109.8% 33.0% 98.3% -12.8% 2.2% 92.7M -9.79B -26.4M 0.55 44.24 N/A N/A 360,770 198,530 1,104,510 1,152,570 2024-05-28 $168.81 $90.00 93.4% 26.5% 109.8% 34.6% 95.4% -12.1% 0.1% 61.9M -9.06B -25.4M 0.94 44.54 N/A N/A 152,280 142,750 957,980 1,028,990 2024-05-29 $163.12 $90.00 91.5% 25.4% 89.3% 32.9% 93.3% -14.7% -0.3% 59.6M -8.44B -25.3M 1.07 41.97 N/A N/A 116,820 124,780 1,014,280 1,088,610 2024-05-30 $156.25 $90.00 93.4% 26.3% 90.1% 34.7% 96.7% -14.5% -0.7% 18.5M -7.30B -25.5M 0.75 45.10 N/A N/A 262,540 197,240 1,042,660 1,174,930 2024-05-31 $152.90 $93.00 93.5% 25.9% 89.5% 34.7% 96.1% -9.0% -1.4% -19.7M -6.50B -25.0M 1.07 43.63 N/A N/A 289,960 310,180 1,093,700 1,210,050
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