thetaOwl

MSTR

Strategy IncClose $117.02EOD only
Max Pain
$125.00
Next expiry Jun 12, 2026
Expected Move
±$8.47
7.2% from close
Price Gap
+7.98
Distance to max pain
IV Rank
94
High premium
P/C OI
0.96
Balanced positioning
Consensus
7.0/10
Bearish tilt
Published snapshot: Jun 9, 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 9, 2026 close
MSTR Earnings Report
Analysis based on market close June 10, 2026

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

Earnings Verdict

MSTR earnings ~50 days out; near-term options flow (6/12,6/18) not tied to event. Spot below MP, mixed flow: heavy call buying but net negative premium. Historical beat rate low (20%).

Confidence:
6 / 10
base 5; +2 GEX/flow strongly aligned; -1 spot 7.7% from MP
Most important: Call OI wall $125-$144 vs put floor $100 suggest near-term range, but call buying may anticipate upside beyond earnings.
🚨Spot 7.7% below MP ($125) - gamma drag?
📈Unusual call buying at $119/$122 - bullish conviction.
📉Put volume elevated on long-dated strikes - hedging downside.
📅Earnings 50 days out; near-term options not event-driven.

Regime Classification

Vol Regime
High
Gamma Regime
Trending
Flow Regime
Mixed
Spot vs MP
Below
Gamma flip: ~$100.00Approx — based on put OI concentration of 23,573 (13.3% below spot)

Earnings Overview

Next earnings: 2026-07-30 (50 days)explicit

Expected moves:

  • 2026-06-12 (2d): ±$6.40 (5.5%)
  • 2026-06-18 (8d): ±$11.25 (9.8%)
  • 2026-06-26 (16d): ±$15.43 (13.4%)

IV Setup

Term structure: Steep front-end, 2d IV ~76-79%, 8d IV ~76-97%, long-dated IV elevated (83-96%).

Crush estimate: Minimal earnings crush until late July; near-term expiry crush ~50% on 6/12.

Skew: Put skew elevated, especially long-dated puts (Oct $90 put IV 83.6%), indicating downside hedging.

Historical Context

Beat rate: 20% (1/5 quarters)

Avg move vs expected: Historical avg move not provided, but low beat rate suggests moves often disappoint.

Directional bias: Bearish bias from historical misses, but recent call buying suggests contrarian upside.

Key Levels

1$100.00 gamma flip
2EM guardrails: 2d $108.95/$121.75; 1w $104.10/$126.60
3Max pain pins: $125 (2026-06-12); $140 (2026-06-18); $150 (2026-06-26)

Flow Highlights

Unusual call buying: 6/12 $119C (9.1x), 6/18 $122C (7.6x), 6/12 $120C (4.4x).

Aggressive short-dated upside bets despite mixed flow.

Put buying: 6/18 $102P (7.1x), 7/10 $80P (6.4x), 10/16 $90P (4.8x).

Hedging or bearish bets on downside, especially longer-dated.

Strategies

Short Strangle on MSTR
Sell 2026-06-18 $106.00 put + sell $125.00 call
Credit: $3.89-$4.75
Max loss: Unlimited
Max gain: $4.75
BE: 101.25 / 129.75
Trigger: Monitor Bitcoin correlation; exit if spot breaks support $100 or resistance $125
Only eligible candidate; high IV and defined support/resistance offer premium collection
Outperforms: Sells put at $106 support and call at $125 resistance to profit from range-bound move
Underperforms: Break outside short strikes invalidates short-vol thesis.

Risk Assessment

!Spot near support $100; break below could accelerate.
!Call OI wall at $125-$144 may cap upside.
!Negative net premium (-$315M) suggests overall bearish positioning.
!Low historical beat rate (20%) adds downside risk.

What to Watch

?Key resistance $125 (max pain for 6/12).
?Support $100 and put floor.
?Bitcoin price correlation (MSTR tracks BTC).
?Volume in $120C and $125C for directional cues.
How to Use These Reports
This earnings reflects the market close on June 10, 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.