thetaOwl

MSTR

Strategy IncClose $129.37EOD only
Max Pain
$140.00
Next expiry Jun 5, 2026
Expected Move
±$5.17
4.0% from close
Price Gap
+10.63
Distance to max pain
IV Rank
70
High premium
P/C OI
1.02
Balanced positioning
Consensus
6.0/10
Bullish tilt
Published snapshot: Jun 4, 2026 close
End-of-day snapshot

This page reflects MSTR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 4, 2026 close
MSTR Earnings Report
Analysis based on market close June 5, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Earnings Verdict

MSTR 55d to earnings; bearish flow with put vol ratio 1.78, massive call buying on 6/12 expiries (vol/oi >100) but deep OTM puts also active. Low beat rate (20%) and market selloff weigh. IV elevated; supports $104, resistance $130.

Confidence:
6.5 / 10
base 5; +2 GEX/flow strongly aligned; -1 spot 13.4% from MP; +0.5 VIX 22
Most important: Put-heavy flow (1.78 vol ratio) and low historical beat rate point to downside risk. Watch BTC and $130 call wall.
📈Unusual call buying on 6/12 $125 & $132: vol/oi >100, IV ~88%.
⚠️Deep OTM $30 put buying: vol/oi 69, IV 325% — tail hedge.

Regime Classification

Vol Regime
High
Gamma Regime
Trending
Flow Regime
Bearish
Spot vs MP
Below
Gamma flip: ~$100.00Approx — based on put OI concentration of 24,832 (17.0% below spot)

Earnings Overview

Next earnings: 2026-07-30 (55 days)explicit

Expected moves:

  • 2026-06-12 (7d): ±$12.75 (10.6%)
  • 2026-06-18 (13d): ±$16.60 (13.8%)
  • 2026-06-26 (21d): ±$20.10 (16.7%)

IV Setup

Term structure: Steep upward slope: 7d 10.6%, 13d 13.8%, 21d 16.7% implied moves. Earnings 55d out likely higher.

Crush estimate: Moderate: current IV already elevated; post-earnings crush ~10-15% depending on spot.

Skew: Deep OTM puts (325% IV at $30) show tail risk premium.

Historical Context

Beat rate: 20% (1/5 quarters)

Avg move vs expected: Not available; beat rate 20% suggests frequent misses.

Directional bias: Bearish: only 1/5 beats, strong put flow.

Key Levels

1$100.00 gamma flip
2EM guardrails: 1w $107.69/$133.19
3Max pain pins: $139 (2026-06-05); $136 (2026-06-12); $146 (2026-06-18)

Flow Highlights

Aggressive 6/12 $125 and $132 call buying: vol/oi 122.9 and 108.6, notable as new positions.

Bullish positioning ahead of earnings? Could be covering or speculative. But heavy put flow offsets.

Deep OTM 6/12 $30 put: vol 10,629 vs OI 154, vol/oi 69, IV 325%.

Tail-risk hedge; suggests fear of extreme downside.

Strategies

Long Put $110
Buy 2026-07-17 $110.00 put
Debit: $8.01-$9.79
Max loss: $9.79
Max gain: $100.21
BE: $100.21
Trigger: Exit if MSTR above $130 invalidation; target $110 or lower.
Low beat rate, elevated IV, bearish put flow, market selloff.
Outperforms: Bet on downside given 20% beat rate and strong put activity; IV offers premium.
Underperforms: Break above resistance weakens downside thesis.

Risk Assessment

!Bearish macro: SPY -2.58%, QQQ -4.8%, VIX 21.5.
!Low historical beat rate (20%).
!Put/call volume ratio 1.78, net premium -$406M.
!Call OI wall $130-$180 could cap upside.

What to Watch

?BTC price action (MSTR proxy).
?Market recovery from selloff.
?Open interest at $130 call wall.
?Max pain for 6/12 at $136.
How to Use These Reports
This earnings reflects the market close on June 5, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.