MSTR Options History — August 2024 In August 2024, MSTR traded between $127.06 and $150.96. ATM implied volatility averaged 83.7%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 5.0% (HV 20d: 88.7%). Max pain ranged from $136.00 to $150.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-08-02 : Highest Volume — 529,350 contracts2024-08-05 : Largest IV spike — 17.3% change2024-08-05 : Highest IV Rank — 48.1%2024-08-05 : Largest Expected Move — 29.7%Monthly Statistics Metric Avg Min Max Open Close Price $136.49 $127.06 $150.96 $150.96 $132.34 Max Pain $140.33 $136.00 $150.00 $150.00 $136.00 ATM IV 83.7% 72.1% 108.3% 87.8% 74.9% Expected Move 23.9% 20.8% 29.7% 25.2% 20.8% HV 20d 88.7% 77.3% 105.9% 88.7% 80.3% HV 60d 80.6% 75.8% 86.9% 81.3% 78.3% IV Rank 25.8% 15.3% 48.1% 29.6% 17.8% IV Percentile 52.8% 38.9% 82.5% 59.9% 38.9% Term Structure 1.2% -5.3% 6.8% 0.2% 5.3% VWIV 84.8% 74.3% 104.9% 90.7% 74.3% Skew 25d 2.8% -2.5% 10.6% -2.5% 0.8% Skew 10d 7.1% -2.6% 20.8% -2.6% 5.2% Call IV 25d 83.1% 72.6% 102.4% 90.8% 74.9% Put IV 25d 85.9% 74.7% 113.0% 88.4% 75.7% Bid-Ask Spread % 26.62 18.38 49.14 49.14 32.43 Gamma HHI 0.07 0.02 0.25 0.02 0.03 Net GEX 13.4M -51.0M 65.8M -12.9M 12.3M Net DEX -3.24B -5.95B 134.4M -3.76B -3.24B Net VEX -21.8M -24.3M -954.4K -24.3M -21.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.30 1.20 0.91 0.34 Total Volume 201,932.318 93,359 529,350 399,790 229,905 Total OI 1,661,621.591 41,601 2,092,020 1,981,110 1,646,816
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 2024-08-01 $150.96 $150.00 87.8% 25.2% 88.7% 29.6% 90.7% -2.5% 0.2% -12.9M -3.76B -24.3M 0.91 49.14 N/A N/A 209,590 190,200 919,410 1,061,700 2024-08-02 $145.32 $149.00 92.3% 26.4% 89.9% 33.6% 94.4% -1.0% -1.8% -51.0M -2.87B -24.1M 1.07 45.85 N/A N/A 255,720 273,630 977,760 1,114,260 2024-08-05 $129.75 $148.00 108.3% 29.7% 99.4% 48.1% 104.9% 10.6% -0.3% -15.5M -1.98B -22.8M 1.11 18.45 N/A N/A 207,170 229,140 803,130 970,810 2024-08-06 $136.94 $144.00 93.5% 26.9% 101.2% 34.7% 95.0% 7.3% 0.4% -1.6M -2.98B -23.9M 0.84 19.37 N/A N/A 116,580 97,850 863,580 1,014,880 2024-08-07 $127.06 $141.00 100.9% 29.1% 104.9% 41.5% 101.0% 8.9% -0.0% -17.7M -1.87B -22.9M 1.20 19.14 N/A N/A 115,730 138,880 887,860 1,033,570 2024-08-08 $135.71 $0.00 89.7% 26.6% 105.9% 31.2% 93.0% 7.8% -0.7% -929.9K 134.4M -954.4K 0.85 18.39 N/A N/A 98,758 83,566 3,834 37,767 2024-08-09 $134.84 $140.00 88.0% 25.3% 105.6% 29.7% 89.7% 7.1% 4.9% -42.6M -2.91B -23.0M 0.75 18.38 N/A N/A 106,673 79,667 918,810 1,060,615 2024-08-12 $131.66 $140.00 89.6% 24.8% 90.5% 31.2% 87.2% 10.0% -5.3% 3.4M -2.70B -22.4M 0.68 19.15 N/A N/A 58,449 39,827 802,303 928,952 2024-08-13 $135.97 $140.00 79.7% 23.8% 91.0% 22.2% 83.4% 4.0% 3.5% 13.8M -3.16B -22.6M 0.33 19.29 N/A N/A 127,970 42,635 814,466 942,925 2024-08-14 $130.00 $140.00 79.8% 23.3% 91.5% 22.3% 83.2% 4.1% 2.1% -663.0K -2.72B -22.0M 0.77 20.72 N/A N/A 62,209 47,680 835,556 952,252 2024-08-15 $130.93 $140.00 76.6% 22.2% 91.4% 19.4% 78.7% 3.5% 1.3% 3.9M -2.87B -22.3M 0.70 23.70 N/A N/A 90,092 63,280 848,691 956,482 2024-08-16 $132.91 $140.00 74.4% 21.3% 78.7% 17.4% 76.7% 0.8% -1.0% 10.3M -3.17B -22.2M 0.54 28.21 N/A N/A 134,332 71,961 864,186 960,445 2024-08-19 $134.60 $140.00 72.1% 20.8% 77.9% 15.3% 74.4% 2.1% 1.7% 36.5M -3.57B -22.3M 0.70 22.16 N/A N/A 56,133 39,457 710,933 814,677 2024-08-20 $134.20 $140.00 76.4% 21.9% 77.3% 19.3% 78.1% 2.4% 1.2% 40.4M -3.58B -22.7M 0.60 27.31 N/A N/A 80,861 48,270 729,332 828,915 2024-08-21 $140.58 $136.00 74.2% 21.3% 79.9% 17.2% 76.1% 0.7% 0.5% 65.8M -4.47B -23.0M 0.48 21.04 N/A N/A 85,195 40,590 748,644 841,595 2024-08-22 $135.09 $136.00 78.6% 22.5% 79.9% 21.2% 79.4% 0.8% 1.0% 63.6M -3.78B -22.3M 0.51 30.13 N/A N/A 61,701 31,658 770,555 851,303 2024-08-23 $149.28 $136.00 81.8% 23.3% 83.7% 24.1% 83.0% -2.1% 1.5% 63.5M -5.95B -23.5M 0.30 29.89 N/A N/A 283,635 85,761 775,431 859,327 2024-08-26 $148.06 $138.00 83.0% 23.4% 83.2% 25.2% 83.4% -1.8% 1.1% 54.4M -5.08B -23.5M 0.58 27.62 N/A N/A 78,714 45,392 740,276 821,799 2024-08-27 $140.31 $138.00 79.8% 22.5% 83.6% 22.3% 79.8% -1.1% 1.7% 39.0M -4.09B -22.9M 0.53 31.03 N/A N/A 64,970 34,267 756,764 836,691 2024-08-28 $133.38 $138.00 82.5% 23.2% 84.8% 24.8% 82.3% -0.1% 6.8% 18.0M -3.34B -21.8M 0.54 30.98 N/A N/A 80,172 43,622 768,425 843,816 2024-08-29 $132.97 $137.00 77.7% 21.7% 81.2% 20.4% 77.4% -1.0% 1.7% 13.0M -3.29B -21.6M 0.41 33.25 N/A N/A 78,667 31,952 784,210 851,922 2024-08-30 $132.34 $136.00 74.9% 20.8% 80.3% 17.8% 74.3% 0.8% 5.3% 12.3M -3.24B -21.4M 0.34 32.43 N/A N/A 171,034 58,871 796,178 850,638
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