MSTR Options History — October 2024 In October 2024, MSTR traded between $162.02 and $259.12. ATM implied volatility averaged 101.0%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 21.4% (HV 20d: 79.6%). Max pain ranged from $139.00 to $190.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2024-10-18 : Highest Volume — 733,816 contracts2024-10-07 : Largest IV spike — 9.4% change2024-10-15 : Highest IV Rank — 48.7%2024-10-29 : Largest Expected Move — 34.5%Monthly Statistics Metric Avg Min Max Open Close Price $207.02 $162.02 $259.12 $162.02 $244.99 Max Pain $163.43 $139.00 $190.00 $139.00 $188.00 ATM IV 101.0% 86.5% 110.3% 86.5% 105.4% Expected Move 29.9% 23.6% 34.5% 23.8% 33.0% HV 20d 79.6% 65.5% 89.3% 70.3% 88.8% HV 60d 80.5% 75.8% 83.7% 81.6% 75.8% IV Rank 40.1% 26.6% 48.7% 27.6% 44.1% IV Percentile 74.4% 55.2% 82.5% 55.2% 77.0% Term Structure -0.2% -7.7% 11.0% 11.0% -4.6% VWIV 107.9% 85.0% 124.3% 85.0% 119.1% Skew 25d -2.9% -7.6% 0.8% 0.7% -1.3% Skew 10d -0.8% -8.2% 5.2% 5.0% 2.8% Call IV 25d 105.1% 85.1% 117.6% 87.8% 108.1% Put IV 25d 102.1% 85.2% 111.1% 88.5% 106.8% Bid-Ask Spread % 23.99 17.43 34.19 20.22 34.19 Gamma HHI 0.10 0.05 0.74 0.09 0.10 Net GEX 106.6M 42.2M 463.8M 71.2M 93.8M Net DEX -10.47B -14.48B -6.56B -6.61B -11.90B Net VEX -30.9M -35.7M -26.6M -26.6M -34.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.34 0.82 0.70 0.82 Total Volume 350,615.783 163,735 733,816 181,509 327,122 Total OI 1,901,973.957 1,748,107 2,112,771 1,755,728 1,990,446
Daily Data (23 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 2024-10-01 $162.02 $139.00 86.5% 23.8% 70.3% 27.6% 85.0% 0.7% 11.0% 71.2M -6.61B -26.6M 0.70 20.22 N/A N/A 106,843 74,666 864,283 891,445 2024-10-02 $164.30 $139.00 86.6% 23.6% 70.3% 26.6% 85.1% 0.8% 9.5% 78.0M -6.91B -26.9M 0.65 19.27 N/A N/A 114,428 74,144 874,907 909,584 2024-10-03 $162.59 $143.00 87.2% 27.3% 68.3% 27.2% 103.6% 0.4% 10.2% 60.1M -6.56B -26.9M 0.81 17.84 N/A N/A 90,251 73,484 887,207 934,307 2024-10-04 $175.08 $143.00 87.1% 27.0% 68.1% 27.1% 97.0% 0.1% 9.9% 463.8M -8.68B -26.9M 0.38 19.81 N/A N/A 302,264 113,708 899,995 957,104 2024-10-07 $184.37 $145.00 95.3% 28.0% 65.5% 34.8% 100.6% -2.4% 0.4% 90.5M -9.36B -27.9M 0.62 21.16 N/A N/A 216,406 134,525 829,925 918,182 2024-10-08 $193.40 $150.00 98.9% 28.6% 66.1% 38.1% 100.8% -0.4% -0.6% 84.4M -10.51B -28.2M 0.41 20.46 N/A N/A 311,483 128,227 853,314 962,497 2024-10-09 $189.15 $152.00 97.7% 27.9% 67.4% 37.0% 99.2% -1.2% -0.3% 68.2M -9.48B -29.0M 0.58 20.80 N/A N/A 198,977 115,206 884,861 1,003,077 2024-10-10 $182.29 $155.00 95.6% 27.3% 70.3% 35.0% 97.9% -1.1% 0.3% 42.2M -8.32B -28.7M 0.81 21.95 N/A N/A 144,937 117,498 911,306 1,023,320 2024-10-11 $212.16 $155.00 100.2% 28.8% 82.4% 39.3% 103.6% -3.5% 0.1% 127.9M -12.88B -30.3M 0.73 22.98 N/A N/A 416,580 303,368 922,377 1,042,979 2024-10-14 $204.62 $160.00 107.3% 30.6% 81.8% 45.9% 110.6% -5.2% -2.0% 80.5M -10.81B -30.9M 0.66 24.70 N/A N/A 273,130 180,313 888,532 1,015,870 2024-10-15 $196.24 $170.00 110.3% 31.6% 83.0% 48.7% 113.7% -7.6% -5.7% 59.2M -9.48B -31.1M 0.48 21.85 N/A N/A 199,119 96,573 940,818 1,065,696 2024-10-16 $195.28 $170.00 108.3% 31.1% 83.4% 46.9% 110.4% -5.8% -1.8% 63.7M -9.44B -31.5M 0.80 18.31 N/A N/A 109,621 87,577 972,446 1,077,730 2024-10-17 $193.47 $170.00 105.3% 30.3% 80.1% 44.0% 109.3% -5.5% -1.7% 53.7M -9.06B -31.1M 0.54 17.43 N/A N/A 150,515 81,002 984,222 1,093,918 2024-10-18 $215.01 $170.00 108.7% 31.5% 86.1% 47.3% 115.4% -5.7% -4.3% 100.2M -12.66B -32.0M 0.34 26.59 N/A N/A 547,243 186,573 996,729 1,116,042 2024-10-21 $221.22 $170.00 110.0% 32.2% 86.1% 48.4% 115.1% -3.4% -7.7% 104.6M -10.78B -32.8M 0.66 25.02 N/A N/A 130,656 86,387 827,858 949,387 2024-10-22 $218.59 $170.00 104.1% 30.8% 86.8% 43.0% 110.6% -4.7% -3.7% 110.7M -10.57B -32.5M 0.62 24.57 N/A N/A 105,873 65,597 854,695 973,700 2024-10-23 $216.42 $170.00 102.8% 30.7% 87.2% 41.8% 111.4% -3.7% -1.7% 110.5M -10.24B -32.6M 0.59 24.29 N/A N/A 173,811 101,713 873,018 997,393 2024-10-24 $235.32 $170.00 105.5% 31.7% 86.8% 44.2% 114.4% -3.4% -4.7% 161.0M -13.13B -32.3M 0.60 26.31 N/A N/A 263,698 159,027 880,836 1,026,666 2024-10-25 $235.71 $175.00 101.0% 30.4% 86.3% 40.0% 109.7% -3.1% -4.1% 96.1M -12.96B -32.8M 0.47 30.98 N/A N/A 470,202 221,630 895,053 1,073,970 2024-10-28 $259.12 $180.00 105.8% 33.5% 89.3% 44.5% 121.6% -3.6% -1.0% 122.2M -14.48B -34.4M 0.61 30.72 N/A N/A 212,450 130,511 832,365 994,328 2024-10-29 $253.42 $185.00 107.7% 34.5% 87.3% 46.3% 123.4% -4.7% -0.6% 109.6M -13.68B -34.9M 0.53 30.10 N/A N/A 286,684 151,048 850,896 1,041,141 2024-10-30 $246.76 $190.00 106.5% 34.3% 89.0% 45.2% 124.3% -2.8% -2.0% 100.8M -12.37B -35.7M 0.82 32.11 N/A N/A 125,971 103,122 883,159 1,077,817 2024-10-31 $244.99 $188.00 105.4% 33.0% 88.8% 44.1% 119.1% -1.3% -4.6% 93.8M -11.90B -34.6M 0.82 34.19 N/A N/A 180,163 146,959 893,103 1,097,343
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