Option Focus | MicroStrategy: $6.4M Net Bullish Flow Led by $6.38M OTM Put Sale, While $1.43M Bear Call Spread Caps Upside

Option Witch07-09 17:47

Strategy closed at $93.87, down 3.58%.

Recent large options trades in MSTR reveal significant directional positioning, highlighted by a multi-million dollar out-of-the-money put sale and a substantial bear call spread, setting the stage for a nuanced market view.

Options Indicators

MSTR’s implied volatility stands at 114.15%, and with an IV percentile of 95.62%, current option volatility is firmly in the elevated range, indicating that options are priced expensively versus their own historical levels. The IV/HV ratio of 1.17 also suggests implied volatility is running above realized volatility, reinforcing that the market is assigning a meaningful premium to future price uncertainty. In this setup, outright option purchases face a relatively high volatility cost, while premium-selling structures or defined-risk spreads may offer a more efficient way to express a view. The Call/Put volume ratio is 1.74.

Large Trades

A put sale worth $6.38 million was the largest single trade, with 5,000 contracts sold on the December 17, 2027 $50.00 put. With MSTR referenced at $93.87, this strike was deeply out of the money, making the position a bullish premium-selling trade rather than an immediate downside bet. By selling far-below-market puts, the trader was effectively expressing confidence that the stock is unlikely to collapse toward $50.00 by expiration, while collecting premium and potentially accepting the obligation to buy shares at a much lower level if assigned. Strategically, this points to constructive long-term sentiment and a willingness to get long only on a major drawdown.

A bear call spread worth $1.43 million was the second highlighted trade, built by selling 2,500 July 17, 2026 $98.50 calls and buying 2,500 July 17, 2026 $105.00 calls, for a net credit structure. Both strikes were out of the money versus the $93.87 stock reference, and the spread reflects a defined-risk bearish call strategy. The trader collected premium upfront by capping upside exposure through the long $105.00 call, indicating a view that MSTR is unlikely to rally materially above the lower short-call strike by expiration. This is best interpreted as a bearish-to-rangebound positioning trade focused on premium collection with controlled risk.

Overall, large-trade sentiment was still clearly bullish, with total bullish flow at $8.31 million versus $1.90 million in bearish flow, leaving a net bullish difference of $6.41 million. The directional judgment is therefore decisively bullish. Even though there was meaningful bearish call-spread activity and several premium-selling call structures that suggest expectations for capped upside or near-term consolidation, the flow was dominated by bullish positioning, especially the very large out-of-the-money put sale and additional call-buying activity elsewhere in the tape. Taken together, the large-trade profile suggests investors remain constructive on MSTR, with the strongest conviction centered on downside support and a reluctance to price in a severe long-term breakdown.

Strategy Reference

A seller seeking low assignment probability could consider selling deep OTM puts like the $50.00 strike for 2027, while a trader preferring not to post significant margin might implement a defined-risk credit spread, such as the bear call spread observed between the $98.50 and $105.00 strikes.

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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