What is MSTR's IV rank?

At the last close, MSTR's IV rank was 25 with 30-day implied volatility of 75.3%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 62: IV is higher than 62% of the past year's readings.

What is the expected move for MSTR?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $23.29 (20.9%), a range of $88.33 to $134.91. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on MSTR?

At the last close, these OptionClaws preset screens had passing trades on MSTR: Bull Call Spreads on High-Beta Names (91), Bear Put Spreads Below the 200-Day (27), Long Call Butterflies for Pinning (24), Fresh Money Flow: Puts (7), Fresh Money Flow: Calls (5), Married Put Protection (2), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is MSTR option volume above average?

At the last close, MSTR option volume was 1.4x its average, busier than usual.

MSTR options: IV rank, expected move and trade screens

Strategy Inc · Financials

In the app, stock prices are live and options data is refreshed intraday.

MSTR last closed at $111.62 with 30-day implied volatility of 75.3%. That is in the lower half of its one-year range (IV rank 25), so premiums are on the modest side for MSTR. Measured by IV percentile, IV is higher than 62% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $23.29, or 20.9%.

The price is below both its 50-day (-22.1%) and 200-day (-15.9%) moving averages. It is 46.5% below its 52-week high and 35.6% above its 52-week low. The 14-day RSI of 32.6 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.83, about 7.9% of the price, a measure of a typical day's range.

Option volume at the close (466K contracts) was 1.4x its average, busier than usual. A beta of 2.92 means MSTR has tended to move about 2.9 times as much as the broad market. 7 of our preset screens found trades on MSTR at the close, led by Bull Call Spreads on High-Beta Names with 91 trades.

MSTR stats at the close

Price: $111.62; Market cap $40.5B
Implied volatility: 75.3%; 30-day, at the money
IV rank: 25; IV sits 25% of the way from its one-year low to its one-year high.
IV percentile: 62; IV is higher than 62% of the past year's readings.
ATR (14-day): $8.83; 7.9% of the price on a typical day
RSI (14-day): 32.6; Between 30 and 70, neutral
52-week range: -46.5% from high; +35.6% from the 52-week low
Moving averages: -22.1% vs 50-day; -15.9% vs the 200-day
Beta: 2.92; Sensitivity to the broad market
Option volume: 1.4x avg; 466K contracts vs 333K average

MSTR expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	77.6%	±$11.99 (10.7%)	$99.63 to $123.61	$9.57
Dec 11, 202628 days	75.3%	±$23.29 (20.9%)	$88.33 to $134.91	$18.45
Jan 15, 202763 days	74.6%	±$34.58 (31.0%)	$77.04 to $146.20	$27.25

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for MSTR from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Call Spreads on High-Beta Names

Bull Call Spread

91 trades pass on MSTR

Return on risk: 100.0% to 462.6%
Probability of profit: 25.5% to 48.8%

Bull call spread screener

Bear Put Spreads Below the 200-Day

Bear Put Spread

27 trades pass on MSTR

Return on risk: 39.9% to 274.9%
Probability of profit: 39.0% to 69.5%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

24 trades pass on MSTR

Return on risk: 196.3% to 1,000%+
Probability of profit: 4.3% to 61.2%

Butterfly spread screener

Fresh Money Flow: Puts

Long Put

7 trades pass on MSTR

Return on risk: 1,000%+
Probability of profit: 16.7% to 34.4%

Fresh Money Flow: Calls

Long Call

5 trades pass on MSTR

Probability of profit: 24.1% to 32.6%

Unusual options activity scanner

Married Put Protection

Married Put

2 trades pass on MSTR

Probability of profit: 38.3% to 40.3%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on MSTR

Return on risk: 30.6%
Probability of profit: 74.8%

Iron condor scanner

MSTR options FAQ

What is MSTR's IV rank?: At the last close, MSTR's IV rank was 25 with 30-day implied volatility of 75.3%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 62: IV is higher than 62% of the past year's readings.
What is the expected move for MSTR?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $23.29 (20.9%), a range of $88.33 to $134.91. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on MSTR?: At the last close, these OptionClaws preset screens had passing trades on MSTR: Bull Call Spreads on High-Beta Names (91), Bear Put Spreads Below the 200-Day (27), Long Call Butterflies for Pinning (24), Fresh Money Flow: Puts (7), Fresh Money Flow: Calls (5), Married Put Protection (2), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is MSTR option volume above average?: At the last close, MSTR option volume was 1.4x its average, busier than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.