MSTR Options History — September 2024 In September 2024, MSTR traded between $115.22 and $174.02. ATM implied volatility averaged 80.5%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 8.2% (HV 20d: 72.3%). Max pain ranged from $133.00 to $139.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2024-09-26 : Highest Volume — 520,816 contracts2024-09-26 : Largest IV spike — 8.0% change2024-09-06 : Highest IV Rank — 28.3%2024-09-06 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $139.52 $115.22 $174.02 $123.41 $169.69 Max Pain $136.95 $133.00 $139.00 $136.00 $139.00 ATM IV 80.5% 74.7% 86.5% 83.5% 84.5% Expected Move 23.1% 20.3% 25.1% 24.5% 23.3% HV 20d 72.3% 63.0% 80.7% 73.7% 73.4% HV 60d 80.0% 78.9% 81.1% 79.4% 80.9% IV Rank 22.7% 16.8% 28.3% 25.6% 25.8% IV Percentile 43.0% 32.1% 55.2% 48.8% 49.2% Term Structure 2.0% -1.5% 9.9% 0.3% 9.9% VWIV 82.4% 75.1% 88.3% 86.4% 83.7% Skew 25d 0.9% -2.6% 4.2% 0.0% -1.4% Skew 10d 5.2% -0.9% 11.2% 3.6% 2.5% Call IV 25d 81.4% 75.6% 87.6% 85.7% 87.6% Put IV 25d 82.3% 76.4% 89.4% 85.8% 86.2% Bid-Ask Spread % 25.79 18.44 41.45 37.56 19.28 Gamma HHI 0.10 0.04 0.19 0.06 0.11 Net GEX 60.5M -4.8M 125.8M 17.4M 95.2M Net DEX -4.70B -9.46B -1.90B -2.60B -7.72B Net VEX -22.7M -27.2M -19.9M -20.4M -27.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.21 0.73 0.63 0.67 Total Volume 193,269.45 83,887 520,816 126,097 144,966 Total OI 1,632,806.25 1,529,617 1,776,182 1,529,617 1,717,039
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 2024-09-03 $123.41 $136.00 83.5% 24.5% 73.7% 25.6% 86.4% 0.0% 0.3% 17.4M -2.60B -20.4M 0.63 37.56 N/A N/A 77,347 48,750 734,698 794,919 2024-09-04 $124.41 $135.00 82.5% 23.2% 70.8% 24.7% 83.4% 1.7% 0.6% 18.2M -2.66B -20.9M 0.65 41.45 N/A N/A 62,291 40,785 753,149 809,875 2024-09-05 $119.87 $139.00 84.5% 24.6% 67.0% 26.5% 87.7% 2.2% 0.3% 3.9M -2.25B -20.2M 0.25 22.01 N/A N/A 145,507 35,938 770,479 817,712 2024-09-06 $115.22 $139.00 86.5% 25.1% 63.0% 28.3% 88.3% 4.2% 1.1% -4.8M -1.90B -19.9M 0.73 21.89 N/A N/A 103,455 75,766 785,034 824,075 2024-09-09 $124.91 $139.00 82.0% 24.0% 70.5% 24.3% 85.6% 2.8% 2.3% 31.4M -3.00B -20.9M 0.44 25.46 N/A N/A 73,654 32,587 741,741 806,468 2024-09-10 $128.66 $139.00 81.0% 23.6% 71.0% 23.4% 84.8% 4.1% -1.5% 49.6M -3.47B -21.4M 0.54 23.97 N/A N/A 54,392 29,495 762,959 813,999 2024-09-11 $128.18 $139.00 80.5% 23.6% 69.9% 22.9% 86.8% 3.7% 0.7% 55.4M -3.39B -21.4M 0.63 24.43 N/A N/A 56,940 35,817 773,076 823,386 2024-09-12 $130.68 $139.00 78.5% 23.0% 68.5% 21.2% 81.8% 2.7% 1.6% 80.8M -3.72B -21.3M 0.56 24.57 N/A N/A 64,445 35,964 783,390 833,895 2024-09-13 $141.56 $139.00 77.7% 22.6% 74.1% 20.4% 78.8% 0.2% 2.0% 52.7M -5.41B -22.3M 0.21 25.36 N/A N/A 352,935 75,531 795,129 842,789 2024-09-16 $135.66 $139.00 80.0% 23.1% 75.8% 22.5% 83.0% 0.5% 0.5% 48.6M -4.09B -22.0M 0.63 25.39 N/A N/A 65,115 40,999 794,376 814,876 2024-09-17 $131.85 $139.00 84.9% 24.3% 76.4% 26.9% 86.7% 0.8% -0.5% 38.2M -3.70B -21.8M 0.62 25.22 N/A N/A 107,578 67,135 805,652 828,206 2024-09-18 $132.97 $135.00 78.9% 22.6% 76.4% 21.1% 80.4% 0.2% 0.5% 43.4M -3.74B -22.3M 0.46 39.32 N/A N/A 99,298 46,059 829,538 861,296 2024-09-19 $144.80 $133.00 77.1% 22.1% 80.7% 19.5% 79.4% -0.6% 0.8% 100.3M -5.42B -23.6M 0.44 34.67 N/A N/A 170,474 74,211 837,624 879,471 2024-09-20 $144.67 $134.00 75.8% 21.6% 79.2% 18.2% 77.7% -0.5% 1.5% 69.3M -5.21B -23.5M 0.29 23.27 N/A N/A 227,053 65,661 854,597 899,260 2024-09-23 $148.61 $134.00 76.6% 21.8% 71.3% 19.0% 77.7% 0.5% 3.2% 80.1M -5.56B -24.1M 0.43 18.44 N/A N/A 104,101 45,186 768,649 804,815 2024-09-24 $152.45 $135.00 75.9% 21.5% 71.8% 18.3% 75.7% 0.6% 2.4% 96.5M -6.14B -24.1M 0.57 20.27 N/A N/A 74,348 42,531 793,358 821,436 2024-09-25 $152.42 $135.00 74.7% 20.3% 68.8% 16.8% 75.1% 0.8% 5.3% 108.7M -6.21B -24.2M 0.49 19.51 N/A N/A 91,737 44,716 808,743 832,757 2024-09-26 $166.31 $135.00 80.7% 22.9% 71.6% 22.3% 81.3% -1.5% 4.2% 98.7M -8.35B -24.9M 0.23 20.38 N/A N/A 422,637 98,179 815,767 845,710 2024-09-27 $174.02 $137.00 84.4% 23.6% 72.4% 25.6% 83.8% -2.6% 4.2% 125.8M -9.46B -27.1M 0.58 23.36 N/A N/A 272,519 159,287 896,598 879,584 2024-09-30 $169.69 $139.00 84.5% 23.3% 73.4% 25.8% 83.7% -1.4% 9.9% 95.2M -7.72B -27.2M 0.67 19.28 N/A N/A 86,704 58,262 849,196 867,843
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