Option Focus | MicroStrategy’s $2 Million Bear Put Spread and $1.38 Million Bear Call Spread Signal Capped Upside as Bearish Flow Outweighs Bullish by $31 Million

Option Witch08-22 07:01

Strategy closed at USD 119.25, gaining 6.10%.

Large options activity showed a decisive bearish tilt. The most prominent blocks were a $2.00 million bear put spread and a $1.38 million bear call spread, both designed to profit from limited upside or further downside. Across all block trades, bearish flow reached $191.50 million versus $160.31 million in bullish flow, leaving a net bearish gap of $31.19 million.

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Options Indicators

MSTR’s implied volatility is 92.85%, and with an IV percentile of 72.51%, current option volatility sits in an elevated zone, indicating that contracts are priced on the expensive side relative to their own recent history. The IV/HV ratio of 1.27 further suggests implied volatility is running above realized volatility, meaning the options market is assigning a premium to forward uncertainty rather than reflecting only what the stock has recently delivered. In this setup, long premium trades face a higher entry cost, while structures that benefit from richer option pricing may be comparatively more efficient. The Call/Put volume ratio is 2.99.

Large Trades

A bearish put spread with a $2.00 million net debit stood out as one of the key displayed trades: the trader bought 2,500 Aug. 28, 2026 $125.00 puts, which were in the money versus the $119.25 reference stock price, and sold 2,500 Aug. 28, 2026 $108.00 puts, which were out of the money. This Bear Put Spread is a defined-risk bearish directional bet entered for a net debit, showing willingness to pay premium for downside exposure while partially offsetting cost by capping gains below $108.00; strategically, it reflects a measured bearish view rather than outright panic hedging.

A bearish call spread with a $1.38 million net credit was the other featured block: the trader sold 2,000 Jan. 15, 2027 $200.00 calls and bought 2,000 Jan. 15, 2027 $400.00 calls, with both strikes far out of the money. As a Bear Call Spread, this is a premium-collection strategy that expresses a bearish-to-neutral stance, aiming to monetize the view that MSTR is unlikely to rally anywhere near those elevated levels by expiration while using the long $400.00 call as risk protection. Overall, large-trade sentiment leaned bearish, with $191.50 million in bearish flow versus $160.31 million in bullish flow, leaving a net bearish gap of $31.19 million. The conclusion is moderately bearish: the highlighted trades both point to downside or capped-upside expectations, and the broader block activity also shows repeated premium-selling and bearish spread structures outweighing bullish positioning.

Strategy Reference

For traders seeking low assignment probability with elevated IV, selling a far OTM put such as the Aug. 28, 2026 $80.00 strike could capture premium while requiring substantial downside before assignment; alternatively, a put credit spread using the $108.00/$95.00 strikes offers a balanced defined-risk bearish-to-neutral position with reduced margin compared to a naked short put.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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