MSTR Options History — November 2024 In November 2024, MSTR traded between $223.88 and $493.50. ATM implied volatility averaged 138.9%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 40.4%. IV traded above realized volatility by 11.1% (HV 20d: 127.9%). Max pain ranged from $185.00 to $330.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.69.
Notable Days 2024-11-21 : Highest Volume — 1,127,157 contracts2024-11-11 : Largest IV spike — 37.4% change2024-11-20 : Highest IV Rank — 100.0%2024-11-22 : Largest Expected Move — 63.7%Monthly Statistics Metric Avg Min Max Open Close Price $343.54 $223.88 $493.50 $228.75 $392.41 Max Pain $276.25 $185.00 $330.00 $185.00 $327.50 ATM IV 138.9% 86.0% 220.7% 107.1% 156.6% Expected Move 40.4% 25.3% 63.7% 34.9% 46.8% HV 20d 127.9% 83.9% 174.9% 91.8% 174.8% HV 60d 97.0% 76.6% 118.4% 76.7% 117.9% IV Rank 63.0% 26.1% 100.0% 45.7% 60.6% IV Percentile 85.4% 41.7% 100.0% 79.0% 96.0% Term Structure -1.6% -8.8% 1.3% -2.3% 0.7% VWIV 145.6% 92.0% 223.2% 131.3% 168.3% Skew 25d -14.2% -38.5% 1.3% 1.3% -7.8% Skew 10d -21.4% -70.8% 9.5% 9.5% -14.9% Call IV 25d 152.7% 90.6% 232.3% 111.0% 167.7% Put IV 25d 138.5% 85.6% 218.2% 112.2% 159.9% Bid-Ask Spread % 13.18 7.57 37.61 37.61 15.85 Gamma HHI 0.07 0.02 0.18 0.18 0.02 Net GEX 98.9M -20.5M 171.4M -20.5M 82.0M Net DEX -21.93B -38.79B -9.54B -9.57B -25.83B Net VEX -50.7M -70.8M -34.8M -35.1M -70.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.41 0.89 0.66 0.64 Total Volume 564,026.9 188,689 1,127,157 723,819 457,382 Total OI 2,184,697.95 1,867,644 2,684,699 2,036,391 2,684,699
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 2024-11-01 $228.75 $185.00 107.1% 34.9% 91.8% 45.7% 131.3% 1.3% -2.3% -20.5M -9.57B -35.1M 0.66 37.61 N/A N/A 435,354 288,465 921,298 1,115,093 2024-11-04 $223.88 $230.00 105.4% 29.8% 91.4% 44.2% 107.5% -0.5% -0.5% 57.7M -9.54B -34.8M 0.82 9.39 N/A N/A 105,436 85,960 848,874 1,018,770 2024-11-05 $229.31 $230.00 111.5% 31.0% 90.5% 49.8% 112.4% -1.3% -2.7% 65.6M -10.28B -35.7M 0.76 9.25 N/A N/A 107,425 81,264 878,216 1,039,903 2024-11-06 $258.71 $230.00 94.6% 27.9% 98.0% 34.1% 101.3% -3.3% 1.3% 145.2M -14.16B -36.4M 0.79 10.58 N/A N/A 161,707 127,255 900,800 1,065,078 2024-11-07 $271.57 $230.00 90.4% 26.4% 96.6% 30.2% 94.2% -3.2% 0.3% 168.5M -16.10B -37.1M 0.71 13.49 N/A N/A 238,611 169,073 921,874 1,094,443 2024-11-08 $266.41 $240.00 86.0% 25.3% 83.9% 26.1% 92.0% -5.0% 1.0% 106.6M -15.39B -37.0M 0.41 15.23 N/A N/A 369,186 151,849 950,041 1,135,847 2024-11-11 $344.04 $240.00 118.2% 33.5% 118.7% 56.0% 118.7% -16.6% -1.3% 137.9M -24.48B -39.7M 0.43 12.50 N/A N/A 534,337 229,330 897,331 1,055,202 2024-11-12 $359.74 $260.00 122.4% 34.8% 116.1% 60.0% 127.4% -28.7% -0.5% 171.4M -26.72B -43.7M 0.53 11.81 N/A N/A 312,583 164,148 972,439 1,127,140 2024-11-13 $325.59 $270.00 130.7% 37.6% 124.5% 67.7% 137.3% -38.5% 0.5% 149.7M -21.94B -45.7M 0.41 13.58 N/A N/A 521,021 211,328 1,018,468 1,179,303 2024-11-14 $329.25 $280.00 119.2% 34.2% 123.9% 56.9% 122.6% -29.5% -0.9% 99.8M -21.10B -47.6M 0.87 14.34 N/A N/A 196,670 171,303 1,065,918 1,239,333 2024-11-15 $344.63 $300.00 126.7% 36.2% 120.6% 64.0% 133.1% -26.7% -0.7% 112.7M -24.12B -49.8M 0.81 11.73 N/A N/A 259,922 209,822 1,098,878 1,278,851 2024-11-18 $386.90 $300.00 130.4% 37.3% 125.0% 67.4% 136.2% -27.4% -3.0% 117.2M -24.59B -51.4M 0.74 12.38 N/A N/A 225,799 166,887 903,183 985,371 2024-11-19 $444.50 $300.00 148.8% 42.6% 130.0% 84.5% 154.2% -26.7% -3.8% 170.1M -32.11B -54.7M 0.80 11.44 N/A N/A 366,879 294,310 959,588 1,055,973 2024-11-20 $493.50 $300.00 187.4% 53.7% 131.0% 100.0% 194.6% -18.9% -5.5% 171.4M -38.79B -58.9M 0.58 9.28 N/A N/A 605,122 352,729 1,012,807 1,141,053 2024-11-21 $390.53 $310.00 203.7% 58.8% 162.2% 100.0% 212.2% -9.6% -8.8% 31.3M -23.66B -61.9M 0.89 13.56 N/A N/A 597,769 529,388 1,068,131 1,272,247 2024-11-22 $431.59 $310.00 220.7% 63.7% 164.0% 100.0% 223.2% -14.1% -4.9% 68.1M -30.52B -68.8M 0.80 7.57 N/A N/A 454,667 363,227 1,180,233 1,362,867 2024-11-25 $400.66 $325.00 188.5% 55.3% 166.2% 80.2% 195.7% -15.0% -2.3% 54.4M -25.33B -67.3M 0.58 9.51 N/A N/A 348,426 201,137 1,068,581 1,213,896 2024-11-26 $355.25 $330.00 169.6% 49.9% 173.1% 68.6% 176.9% -1.7% 1.2% 16.9M -19.14B -66.8M 0.86 13.67 N/A N/A 360,463 311,061 1,147,090 1,266,596 2024-11-27 $393.50 $327.50 160.8% 47.9% 174.9% 63.2% 172.1% -10.6% -0.4% 71.3M -25.15B -70.8M 0.71 10.91 N/A N/A 300,787 212,456 1,219,571 1,328,973 2024-11-29 $392.41 $327.50 156.6% 46.8% 174.8% 60.6% 168.3% -7.8% 0.7% 82.0M -25.83B -70.4M 0.64 15.85 N/A N/A 279,410 177,972 1,308,523 1,376,176
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