MSTR Options History — December 2024 In December 2024, MSTR traded between $285.54 and $410.51. ATM implied volatility averaged 110.1%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded below realized volatility by 30.9% (HV 20d: 141.1%). Max pain ranged from $125.00 to $335.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2024-12-05 : Highest Volume — 779,087 contracts2024-12-03 : Largest IV drop — 10.7% change2024-12-02 : Highest IV Rank — 49.5%2024-12-02 : Largest Expected Move — 40.9%Monthly Statistics Metric Avg Min Max Open Close Price $365.07 $285.54 $410.51 $376.81 $285.54 Max Pain $176.55 $125.00 $335.00 $330.00 $180.00 ATM IV 110.1% 90.0% 138.5% 138.5% 92.5% Expected Move 31.8% 24.3% 40.9% 40.9% 25.6% HV 20d 141.1% 98.3% 175.7% 173.1% 102.4% HV 60d 122.2% 117.4% 128.1% 118.0% 128.1% IV Rank 29.6% 16.6% 49.5% 49.5% 18.2% IV Percentile 69.0% 38.9% 88.1% 88.1% 47.2% Term Structure 2.3% -0.3% 4.5% 0.5% 2.2% VWIV 121.5% 89.1% 153.7% 153.7% 91.9% Skew 25d -14.9% -25.6% -1.2% -12.0% -1.2% Skew 10d -25.5% -43.3% -4.2% -28.2% -4.2% Call IV 25d 125.1% 96.7% 149.8% 149.8% 96.7% Put IV 25d 110.2% 92.3% 137.8% 137.8% 95.6% Bid-Ask Spread % 22.21 9.73 41.33 9.73 12.71 Gamma HHI 0.04 0.02 0.10 0.03 0.03 Net GEX 91.6M -39.8M 237.0M 79.4M -8.8M Net DEX -21.58B -29.76B -9.85B -22.98B -9.85B Net VEX -68.8M -72.4M -58.6M -67.6M -58.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.42 0.89 0.73 0.67 Total Volume 517,033.238 263,107 779,087 373,774 542,449 Total OI 2,642,271.667 2,351,505 3,020,028 2,351,505 2,494,501
Daily Data (21 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 2024-12-02 $376.81 $330.00 138.5% 40.9% 173.1% 49.5% 153.7% -12.0% 0.5% 79.4M -22.98B -67.6M 0.73 9.73 N/A N/A 215,444 158,330 1,135,794 1,215,711 2024-12-03 $372.60 $332.50 123.7% 36.1% 172.7% 39.5% 134.3% -8.5% 3.0% 61.2M -21.79B -66.8M 0.69 12.37 N/A N/A 216,355 148,507 1,182,297 1,269,748 2024-12-04 $406.35 $335.00 132.8% 40.0% 174.1% 44.0% 149.3% -15.6% -0.1% 134.3M -26.96B -69.5M 0.42 10.07 N/A N/A 370,720 156,793 1,208,806 1,306,853 2024-12-05 $385.24 $125.00 126.7% 37.0% 172.9% 40.1% 139.3% -20.7% 0.8% 121.2M -24.83B -69.7M 0.55 30.75 N/A N/A 503,315 275,772 1,309,748 1,344,948 2024-12-06 $394.38 $129.00 124.5% 36.5% 172.5% 38.7% 135.1% -22.0% 2.5% 146.8M -26.39B -71.6M 0.57 41.33 N/A N/A 426,163 244,660 1,370,020 1,420,886 2024-12-09 $363.84 $130.00 119.0% 34.9% 175.7% 35.2% 134.4% -25.6% 2.6% 77.8M -21.83B -69.1M 0.65 38.02 N/A N/A 257,992 166,806 1,209,681 1,292,834 2024-12-10 $375.85 $132.00 110.0% 33.0% 151.4% 29.4% 132.3% -23.5% 4.3% 102.4M -23.26B -69.5M 0.62 36.13 N/A N/A 197,540 122,639 1,286,011 1,341,289 2024-12-11 $410.51 $135.00 112.2% 33.3% 153.7% 30.8% 128.9% -23.6% 3.9% 237.0M -29.76B -72.0M 0.82 34.04 N/A N/A 290,907 237,372 1,320,115 1,359,648 2024-12-12 $391.02 $140.00 109.0% 32.3% 150.0% 28.7% 123.8% -22.0% 4.5% 150.6M -26.32B -71.3M 0.76 26.22 N/A N/A 225,722 172,448 1,372,171 1,407,078 2024-12-13 $404.87 $140.00 109.1% 31.9% 150.3% 28.8% 122.4% -20.4% 3.4% 236.2M -28.56B -72.2M 0.51 13.33 N/A N/A 497,704 252,019 1,396,212 1,449,366 2024-12-16 $409.03 $142.00 107.3% 31.1% 149.7% 27.6% 127.1% -23.8% 1.9% 168.5M -28.92B -72.4M 0.77 23.78 N/A N/A 330,844 254,851 1,254,973 1,339,154 2024-12-17 $389.00 $145.00 102.1% 29.4% 145.5% 24.3% 114.7% -22.9% 0.8% 93.1M -24.88B -71.8M 0.67 26.59 N/A N/A 205,442 137,053 1,322,164 1,403,161 2024-12-18 $344.20 $147.00 106.1% 30.4% 142.0% 26.9% 123.3% -19.9% -0.3% -24.8M -16.78B -69.0M 0.51 35.30 N/A N/A 407,426 206,285 1,353,688 1,441,633 2024-12-19 $327.62 $150.00 110.2% 31.6% 135.5% 29.5% 117.4% -8.0% 0.8% -39.8M -14.13B -67.6M 0.86 21.03 N/A N/A 417,364 360,954 1,417,716 1,469,954 2024-12-20 $358.75 $162.00 103.5% 29.4% 115.1% 25.2% 113.2% -9.8% 2.0% 98.8M -21.13B -72.1M 0.78 23.35 N/A N/A 416,088 323,612 1,509,207 1,510,821 2024-12-23 $332.40 $160.00 107.8% 30.7% 110.9% 28.0% 116.0% -9.3% 2.7% 61.4M -16.83B -67.9M 0.89 15.53 N/A N/A 196,940 174,767 1,210,182 1,245,096 2024-12-24 $356.84 $170.00 97.9% 27.5% 112.2% 21.6% 105.7% -7.8% 3.5% 135.6M -20.39B -70.5M 0.67 12.86 N/A N/A 157,157 105,950 1,278,004 1,295,271 2024-12-26 $342.57 $170.00 95.3% 26.3% 104.8% 20.0% 101.1% -6.2% 3.7% 66.8M -18.13B -67.6M 0.43 12.22 N/A N/A 310,420 134,655 1,307,129 1,317,588 2024-12-27 $327.02 $175.00 95.0% 26.2% 98.3% 19.8% 98.3% -5.8% 2.7% -8.2M -15.98B -65.6M 0.76 12.35 N/A N/A 319,304 243,817 1,345,190 1,355,451 2024-12-30 $312.01 $178.00 90.0% 24.3% 99.2% 16.6% 89.1% -5.0% 3.5% 33.4M -13.53B -62.3M 0.70 18.78 N/A N/A 279,496 195,616 1,183,222 1,234,384 2024-12-31 $285.54 $180.00 92.5% 25.6% 102.4% 18.2% 91.9% -1.2% 2.2% -8.8M -9.85B -58.6M 0.67 12.71 N/A N/A 325,471 216,978 1,228,238 1,266,263
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