MSTR Options History — June 2024 In June 2024, MSTR traded between $137.23 and $169.73. ATM implied volatility averaged 91.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 14.8% (HV 20d: 76.5%). Max pain ranged from $96.00 to $125.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.85.
Notable Days 2024-06-07 : Highest Volume — 615,370 contracts2024-06-13 : Largest IV spike — 8.4% change2024-06-13 : Highest IV Rank — 38.9%2024-06-13 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $153.17 $137.23 $169.73 $160.53 $140.99 Max Pain $114.05 $96.00 $125.00 $96.00 $125.00 ATM IV 91.3% 85.7% 98.1% 90.2% 86.2% Expected Move 26.3% 23.8% 28.7% 24.7% 23.9% HV 20d 76.5% 65.3% 88.6% 86.9% 68.2% HV 60d 97.6% 88.5% 108.8% 108.8% 89.6% IV Rank 32.8% 27.6% 38.9% 31.7% 28.1% IV Percentile 71.7% 63.1% 78.2% 72.6% 63.5% Term Structure 3.0% 1.2% 4.4% 3.4% 3.9% VWIV 95.8% 85.1% 103.8% 91.0% 85.9% Skew 25d -8.2% -11.8% -4.2% -11.8% -4.2% Skew 10d -15.8% -26.0% -5.6% -26.0% -7.3% Call IV 25d 98.0% 88.5% 106.3% 100.2% 88.5% Put IV 25d 89.8% 84.3% 97.5% 88.5% 84.3% Bid-Ask Spread % 36.31 27.34 47.32 44.94 40.57 Gamma HHI 0.05 0.02 0.21 0.03 0.08 Net GEX 35.2M -33.1M 98.2M 44.3M -33.1M Net DEX -6.71B -9.38B -3.83B -7.89B -3.98B Net VEX -24.4M -25.8M -22.3M -25.2M -22.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.52 1.28 0.83 0.73 Total Volume 354,992.105 173,240 615,370 282,910 476,790 Total OI 2,189,506.842 1,766,080 2,517,490 2,030,040 2,072,250
Daily Data (19 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 2024-06-03 $160.53 $96.00 90.2% 24.7% 86.9% 31.7% 91.0% -11.8% 3.4% 44.3M -7.89B -25.2M 0.83 44.94 N/A N/A 154,430 128,480 948,770 1,081,270 2024-06-04 $164.59 $100.00 91.0% 25.2% 86.5% 32.4% 91.8% -11.4% 3.8% 58.9M -8.53B -25.5M 0.68 47.32 N/A N/A 200,440 135,710 993,450 1,131,160 2024-06-05 $169.73 $100.00 90.8% 24.7% 86.4% 32.3% 91.6% -11.1% 3.6% 78.5M -9.38B -25.8M 1.00 45.95 N/A N/A 165,920 165,420 1,044,090 1,169,070 2024-06-06 $165.65 $110.00 90.7% 27.6% 87.1% 32.2% 103.6% -11.7% 3.9% 69.3M -8.74B -25.8M 0.99 27.34 N/A N/A 217,810 215,420 1,076,620 1,219,700 2024-06-07 $160.62 $110.00 89.6% 27.2% 88.6% 31.2% 96.2% -10.0% 4.4% 98.2M -7.82B -25.2M 0.96 33.29 N/A N/A 313,260 302,110 1,116,960 1,280,630 2024-06-10 $162.75 $110.00 90.0% 27.1% 85.0% 31.6% 100.2% -9.9% 3.1% 50.0M -8.39B -25.4M 0.52 30.73 N/A N/A 155,400 81,430 1,005,540 1,165,260 2024-06-11 $155.49 $110.00 90.1% 26.9% 86.9% 31.6% 98.7% -8.3% 3.4% 27.3M -7.21B -24.7M 0.78 33.72 N/A N/A 142,370 111,430 1,041,190 1,201,290 2024-06-12 $159.83 $112.00 90.5% 26.6% 86.9% 32.0% 98.7% -9.6% 2.4% 48.2M -8.03B -24.7M 0.55 36.86 N/A N/A 236,810 130,810 1,067,060 1,225,870 2024-06-13 $145.75 $113.00 98.1% 28.7% 78.7% 38.9% 103.8% -11.4% 1.9% -8.8M -5.77B -24.5M 0.80 33.57 N/A N/A 245,220 195,000 1,122,940 1,255,530 2024-06-14 $149.73 $115.00 93.6% 27.4% 78.8% 34.9% 98.9% -7.0% 3.0% -11.5M -6.41B -24.7M 0.76 33.42 N/A N/A 303,800 232,030 1,188,070 1,329,420 2024-06-17 $151.87 $120.00 97.9% 28.3% 73.9% 38.7% 101.3% -8.1% 1.2% 43.2M -7.05B -24.4M 0.66 33.97 N/A N/A 186,620 123,510 1,033,680 1,162,240 2024-06-18 $147.27 $120.00 96.7% 27.8% 65.9% 37.7% 100.6% -7.9% 2.4% 32.9M -6.40B -24.5M 1.08 32.93 N/A N/A 104,250 112,400 1,079,930 1,208,720 2024-06-20 $146.16 $120.00 96.6% 27.6% 65.4% 37.5% 102.4% -6.5% 1.9% 8.0M -6.00B -23.9M 0.59 31.00 N/A N/A 167,670 98,860 1,099,210 1,249,960 2024-06-21 $147.50 $120.00 92.6% 26.3% 65.7% 33.9% 97.8% -7.6% 2.7% -1.3M -6.24B -23.4M 0.89 31.79 N/A N/A 216,410 192,290 1,117,410 1,272,240 2024-06-24 $137.23 $120.00 91.1% 25.9% 66.6% 32.6% 94.5% -5.2% 1.9% 7.1M -3.83B -22.3M 1.28 36.52 N/A N/A 205,080 263,150 810,400 955,680 2024-06-25 $147.65 $120.00 87.2% 24.8% 65.4% 29.0% 90.3% -4.9% 3.6% 43.5M -5.20B -23.4M 0.81 37.65 N/A N/A 150,710 122,820 866,900 1,039,090 2024-06-26 $146.15 $121.00 86.4% 24.5% 65.3% 28.3% 88.4% -4.5% 3.7% 40.8M -4.96B -23.6M 1.24 38.22 N/A N/A 77,210 96,030 903,210 1,061,930 2024-06-27 $150.75 $125.00 85.7% 23.8% 65.8% 27.6% 85.1% -4.5% 3.5% 73.2M -5.61B -23.4M 1.05 40.01 N/A N/A 155,070 162,680 917,760 1,086,130 2024-06-28 $140.99 $125.00 86.2% 23.9% 68.2% 28.1% 85.9% -4.2% 3.9% -33.1M -3.98B -22.8M 0.73 40.57 N/A N/A 276,200 200,590 955,030 1,117,220
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