MUB Options History — June 2017

In June 2017, MUB traded between $110.16 and $110.90. ATM implied volatility averaged 3.4%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 1.4% (HV 20d: 1.9%). Max pain ranged from $110.00 to $113.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2017-06-30: Highest Volume — 1,186 contracts
  • 2017-06-29: Largest IV spike — 29.3% change
  • 2017-06-13: Highest IV Rank — 22.3%
  • 2017-06-01: Largest Expected Move — 1.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$110.66$110.16$110.90$110.49$110.16
Max Pain$110.27$110.00$113.00$113.00$110.00
ATM IV3.4%2.8%4.2%4.1%3.2%
Expected Move1.0%0.8%1.2%1.2%0.9%
HV 20d1.9%1.7%2.1%1.8%1.7%
HV 60d2.1%2.0%2.1%2.1%2.1%
IV Rank13.4%6.4%22.3%21.4%11.1%
IV Percentile15.9%2.4%36.9%34.5%11.9%
Term Structure0.5%-0.4%1.8%-0.1%1.2%
VWIV3.4%2.4%4.3%4.1%3.1%
Skew 25d1.9%0.4%8.8%0.4%8.8%
Skew 10d2.7%0.6%13.6%0.8%13.6%
Call IV 25d2.7%1.8%3.6%3.6%2.4%
Put IV 25d4.6%3.8%11.2%4.0%11.2%
Bid-Ask Spread %56.4121.40108.7558.5486.48
Gamma HHI0.420.320.600.400.60
Net GEX970.0K184.7K2.3M1.2M2.3M
Net DEX-479.5K-4.6M855.0K-38.1K-663.6K
Net VEX-33.4K-42.2K-11.9K-37.7K-27.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.480.650.480.65
Total Volume1,111.1821,0581,1861,1451,186
Total OI3,730.1823,5503,7733,7663,757

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$110.49$113.004.1%1.2%1.8%21.4%4.1%0.4%-0.1%1.2M-38.1K-37.7K0.4858.547733721,8761,890
2017-06-02$110.78$113.003.8%1.1%1.9%18.2%4.3%1.1%-0.4%780.9K-691.3K-38.6K0.5042.527453721,8371,888
2017-06-05$110.71$110.003.6%1.1%1.9%15.7%3.7%1.8%0.3%675.5K193.6K-42.2K0.5047.457423721,8471,888
2017-06-06$110.89$110.003.2%1.0%1.9%11.5%3.9%1.6%0.3%641.7K-700.9K-39.9K0.5352.647353911,8571,888
2017-06-07$110.90$110.003.4%1.1%1.9%13.8%3.9%1.9%0.4%644.1K-1.4M-35.1K0.5349.307343911,8601,913
2017-06-08$110.75$110.003.5%1.1%2.0%15.3%3.8%1.5%0.4%737.1K112.5K-42.0K0.5744.997344221,8601,913
2017-06-09$110.64$110.002.8%1.0%2.1%7.1%3.8%1.3%0.4%795.3K855.0K-40.5K0.5753.017344221,8601,913
2017-06-12$110.58$110.003.6%1.0%2.1%16.1%3.9%1.2%0.1%1.1M357.8K-34.8K0.5750.277344221,8601,913
2017-06-13$110.59$110.004.2%1.1%2.1%22.3%3.9%1.1%0.2%832.4K807.4K-36.5K0.5749.857344221,8601,913
2017-06-14$110.71$110.003.6%1.0%2.1%15.8%3.6%1.1%0.2%1.1M-686.9K-31.7K0.55108.757344031,8581,913
2017-06-15$110.64$110.003.6%1.0%1.9%15.9%3.5%1.6%0.4%738.5K-251.3K-33.4K0.5142.977353771,8581,913
2017-06-16$110.68$110.002.9%0.8%1.9%8.4%3.0%1.6%0.8%959.8K-190.4K-34.8K0.5172.807353771,8591,911
2017-06-19$110.61$110.003.1%0.9%1.9%10.5%3.7%1.6%0.4%1.3M-767.7K-30.9K0.5121.407153621,8261,724
2017-06-20$110.71$110.003.6%1.0%1.9%16.4%3.7%1.4%0.3%1.2M-154.1K-35.5K0.5443.257153871,8261,787
2017-06-21$110.70$110.003.3%0.9%1.9%12.2%3.3%1.4%0.1%1.1M-1.4M-29.7K0.5356.227153781,8261,852
2017-06-22$110.77$110.003.1%0.9%1.9%10.4%3.1%1.5%0.3%184.7K-4.6M-11.9K0.4851.547153431,8261,862
2017-06-23$110.80$110.003.0%0.9%1.9%8.8%2.6%2.1%1.2%638.8K-858.2K-28.6K0.4859.957153431,8261,892
2017-06-26$110.86$110.002.9%0.8%1.9%8.2%2.4%2.6%1.5%831.5K39.5K-33.3K0.4865.597153431,8261,902
2017-06-27$110.72$110.002.8%0.8%2.0%6.4%2.4%1.9%1.4%1.2M-20.9K-32.4K0.4874.407153431,8261,902
2017-06-28$110.55$110.003.0%0.9%1.9%9.4%2.6%2.3%1.8%1.0M-1.0M-30.3K0.4843.917153431,8261,902
2017-06-29$110.20$110.003.9%1.1%2.0%19.6%2.6%2.3%0.0%1.4M515.0K-28.1K0.4865.217363501,8261,902
2017-06-30$110.16$110.003.2%0.9%1.7%11.1%3.1%8.8%1.2%2.3M-663.6K-27.0K0.6586.487204661,8471,910