MSTR Options History — July 2024 In July 2024, MSTR traded between $128.22 and $180.09. ATM implied volatility averaged 89.9%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 14.5% (HV 20d: 75.4%). Max pain ranged from $127.00 to $149.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2024-07-19 : Highest Volume — 992,920 contracts2024-07-19 : Largest IV spike — 12.6% change2024-07-19 : Highest IV Rank — 42.4%2024-07-19 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $152.84 $128.22 $180.09 $137.25 $162.78 Max Pain $136.05 $127.00 $149.00 $127.00 $149.00 ATM IV 89.9% 84.1% 102.0% 86.4% 87.0% Expected Move 25.5% 22.1% 29.3% 23.5% 24.4% HV 20d 75.4% 62.9% 88.0% 68.4% 83.6% HV 60d 85.4% 79.9% 89.5% 89.5% 79.9% IV Rank 31.5% 26.2% 42.4% 28.3% 28.9% IV Percentile 67.1% 59.1% 79.8% 63.9% 59.1% Term Structure 0.2% -1.5% 2.4% 1.3% -1.5% VWIV 90.9% 80.3% 103.7% 85.4% 87.0% Skew 25d -2.8% -4.6% -0.4% -3.1% -0.4% Skew 10d -4.1% -6.5% 0.6% -5.5% 0.6% Call IV 25d 92.7% 87.4% 105.1% 90.3% 87.7% Put IV 25d 89.8% 84.3% 102.3% 87.2% 87.2% Bid-Ask Spread % 38.86 29.65 54.34 44.23 54.34 Gamma HHI 0.04 0.02 0.12 0.02 0.02 Net GEX 51.0M -23.0M 139.0M 5.5M 30.4M Net DEX -5.84B -10.72B -2.86B -3.81B -5.57B Net VEX -24.1M -26.7M -21.2M -22.3M -25.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.47 1.29 0.56 0.72 Total Volume 424,139.091 195,800 992,920 258,000 211,740 Total OI 1,999,665 1,786,230 2,313,730 1,804,570 1,940,780
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 2024-07-01 $137.25 $127.00 86.4% 23.5% 68.4% 28.3% 85.4% -3.1% 1.3% 5.5M -3.81B -22.3M 0.56 44.23 N/A N/A 165,170 92,830 848,060 956,510 2024-07-02 $131.78 $128.00 84.3% 22.1% 66.3% 26.4% 80.3% -2.7% 1.4% -13.0M -3.04B -21.9M 0.67 44.40 N/A N/A 156,430 104,600 901,840 993,120 2024-07-03 $129.88 $128.00 84.1% 22.5% 65.1% 26.2% 82.1% -2.6% 2.4% -21.7M -2.88B -21.8M 1.29 40.86 N/A N/A 151,740 195,360 940,330 1,030,060 2024-07-05 $128.22 $134.00 88.6% 26.1% 63.1% 30.3% 91.5% -2.3% 1.1% -23.0M -2.86B -21.2M 0.95 29.65 N/A N/A 384,110 363,790 968,290 1,136,310 2024-07-08 $128.74 $130.00 88.5% 25.5% 63.3% 30.2% 91.0% -1.8% 0.2% -1.1M -3.19B -21.4M 0.65 30.82 N/A N/A 126,600 82,280 892,700 980,250 2024-07-09 $130.23 $130.00 86.6% 25.0% 63.4% 28.5% 90.3% -1.7% 0.5% 7.5M -3.40B -21.8M 0.69 30.72 N/A N/A 118,940 82,390 937,790 1,016,920 2024-07-10 $130.13 $130.00 85.0% 24.7% 62.9% 27.1% 89.2% -2.5% 0.7% 12.6M -3.52B -21.6M 0.79 32.70 N/A N/A 109,140 86,660 979,300 1,047,800 2024-07-11 $137.08 $130.00 85.8% 24.6% 65.3% 27.7% 87.8% -3.4% -0.1% 63.4M -4.65B -22.4M 0.47 36.20 N/A N/A 317,750 149,690 1,002,670 1,073,980 2024-07-12 $140.09 $130.00 84.9% 24.5% 65.0% 26.9% 87.3% -4.0% 0.5% 104.4M -5.15B -22.1M 0.58 37.06 N/A N/A 416,930 240,020 1,062,550 1,103,760 2024-07-15 $161.85 $130.00 93.7% 26.8% 76.8% 34.9% 95.8% -4.1% -0.4% 90.0M -7.84B -23.9M 0.47 34.13 N/A N/A 470,000 219,900 937,940 978,810 2024-07-16 $165.55 $130.00 91.7% 26.3% 76.7% 33.1% 93.1% -2.9% -1.1% 104.0M -8.49B -25.0M 0.52 34.00 N/A N/A 272,640 141,280 1,026,070 1,044,320 2024-07-17 $159.97 $133.00 91.3% 26.2% 77.8% 32.7% 91.7% -2.7% -0.3% 104.9M -7.54B -25.0M 0.64 35.34 N/A N/A 304,780 195,460 1,077,330 1,084,870 2024-07-18 $155.67 $135.00 90.6% 26.0% 77.6% 32.1% 95.1% -2.5% -0.1% 88.9M -6.78B -25.6M 0.75 38.52 N/A N/A 201,940 150,990 1,117,890 1,149,900 2024-07-19 $175.35 $135.00 102.0% 29.3% 87.7% 42.4% 103.7% -2.8% -0.9% 139.0M -10.72B -26.4M 0.52 38.78 N/A N/A 651,520 341,400 1,140,720 1,173,010 2024-07-22 $180.09 $140.00 98.2% 28.2% 88.0% 39.0% 99.0% -3.7% -1.2% 85.6M -8.60B -26.4M 0.55 41.49 N/A N/A 231,560 127,850 853,080 933,150 2024-07-23 $172.54 $140.00 93.1% 26.6% 84.9% 34.4% 93.3% -4.2% 0.3% 79.5M -7.56B -26.7M 0.71 42.10 N/A N/A 176,270 124,560 913,670 978,430 2024-07-24 $168.34 $141.00 92.8% 26.2% 82.5% 34.1% 91.4% -3.5% 1.2% 53.8M -6.86B -26.3M 0.70 43.17 N/A N/A 186,410 130,980 933,210 1,029,060 2024-07-25 $161.88 $148.00 91.7% 26.1% 83.9% 33.1% 92.2% -4.6% 0.8% 6.7M -5.67B -25.8M 0.64 41.72 N/A N/A 310,620 200,100 958,130 1,064,190 2024-07-26 $174.64 $148.00 94.7% 27.1% 87.2% 35.8% 95.5% -3.9% 0.5% 121.4M -8.28B -26.7M 0.55 41.68 N/A N/A 472,730 260,360 1,005,100 1,099,300 2024-07-29 $169.23 $148.00 89.6% 25.2% 84.1% 31.2% 89.4% -2.4% -0.7% 54.9M -6.63B -26.3M 0.88 40.14 N/A N/A 190,320 168,380 832,740 957,730 2024-07-30 $161.28 $149.00 87.9% 24.7% 85.6% 29.6% 88.2% -0.5% -0.4% 28.1M -5.43B -25.2M 0.58 42.98 N/A N/A 154,650 90,190 869,760 1,021,200 2024-07-31 $162.78 $149.00 87.0% 24.4% 83.6% 28.9% 87.0% -0.4% -1.5% 30.4M -5.57B -25.2M 0.72 54.34 N/A N/A 123,020 88,720 897,750 1,043,030
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