MUB Options History — November 2008

Name: MUB Options Analytics - November 2008
Creator: Options Analysis Suite

In November 2008, MUB traded between $96.89 and $98.01. ATM implied volatility averaged 25.8%. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 2.8% (HV 20d: 28.6%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 2 of 2 trading days.

Notable Days

2008-11-18: Largest IV spike — 33.9% change
2008-11-18: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$97.45	$96.89	$98.01	$96.89	$98.01
Max Pain	$85.00	$85.00	$85.00	$85.00	$85.00
ATM IV	25.8%	22.1%	29.5%	22.1%	29.5%
Expected Move	7.4%	6.3%	8.5%	6.3%	8.5%
HV 20d	28.6%	28.5%	28.8%	28.5%	28.8%
Bid-Ask Spread %	115.31	112.15	118.46	112.15	118.46
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	333	54	611	54	611
Net DEX	-37.1K	-38.7K	-35.6K	-38.7K	-35.6K
Net VEX	-14	-27	-1	-1	-27
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	4	4	4	4	4

Daily Data (2 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2008-11-13	$96.89	$85.00	22.1%	6.3%	28.5%	0.0%	0.0%	0.0%	0.0%	54	-38.7K	-1	0.00	112.15	0	0	4	0
2008-11-18	$98.01	$85.00	29.5%	8.5%	28.8%	0.0%	0.0%	0.0%	0.0%	611	-35.6K	-27	0.00	118.46	0	0	4	0