MUB Options History — October 2019

In October 2019, MUB traded between $113.70 and $114.63. ATM implied volatility averaged 3.2%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 0.9%. IV traded above realized volatility by 0.4% (HV 20d: 2.8%). Max pain ranged from $114.00 to $114.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 2.39.

Notable Days

  • 2019-10-01: Highest Volume — 110 contracts
  • 2019-10-09: Largest IV spike — 50.9% change
  • 2019-10-02: Highest IV Rank — 44.6%
  • 2019-10-02: Largest Expected Move — 1.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$114.06$113.70$114.63$113.88$114.20
Max Pain$114.00$114.00$114.00$114.00$114.00
ATM IV3.2%2.3%3.8%3.5%2.7%
Expected Move0.9%0.8%1.1%1.0%0.8%
HV 20d2.8%2.4%3.1%3.0%2.5%
HV 60d2.7%2.5%2.8%2.5%2.8%
IV Rank29.5%5.8%44.6%37.8%17.1%
IV Percentile32.0%1.2%64.7%47.2%9.9%
Term Structure0.4%-0.1%1.5%0.3%1.3%
VWIV4.6%3.5%9.2%9.2%3.6%
Skew 25d1.0%-0.3%1.8%-0.3%1.2%
Skew 10d4.9%-0.5%11.8%0.3%-0.5%
Call IV 25d2.7%2.0%3.4%3.1%2.1%
Put IV 25d3.7%2.8%4.2%2.8%3.3%
Bid-Ask Spread %106.8392.53123.24105.50107.26
Gamma HHI0.510.410.670.520.54
Net GEX-2.1M-3.4M-1.4M-2.1M-2.5M
Net DEX1.4M322.8K2.4M2.4M677.8K
Net VEX-9.2K-14.5K-5.8K-14.5K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.390.008.001.400.00
Total Volume14.1301101102
Total OI1,023.5229371,1081,1081,039

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$113.88$114.003.5%1.0%3.0%37.8%0.0%-0.3%0.3%-2.1M2.4M-14.5K0.00105.500110109999
2019-10-02$114.12$114.003.8%1.1%3.1%44.6%0.0%0.7%-0.1%-1.9M1.6M-11.2K0.00120.3900109945
2019-10-03$114.40$114.003.3%1.0%3.1%33.1%9.2%1.0%-0.1%-1.6M1.0M-10.5K1.40111.661014109945
2019-10-04$114.40$114.003.4%1.0%3.1%35.2%0.0%0.7%0.2%-1.5M1.1M-10.6K0.00116.1800108934
2019-10-07$114.28$114.002.5%1.0%2.9%12.3%0.0%0.6%-0.0%-1.6M1.3M-11.2K1.0095.3111102934
2019-10-08$114.63$114.002.3%0.9%3.0%5.8%0.0%1.1%0.2%-1.6M322.8K-5.9K0.00106.9510102935
2019-10-09$114.56$114.003.4%1.0%2.8%36.2%3.5%0.9%0.0%-1.4M1.0M-9.9K0.67111.7332102935
2019-10-10$114.40$114.003.6%1.0%2.9%40.7%0.0%0.7%-0.1%-1.5M1.1M-9.8K8.00108.8618104935
2019-10-11$114.03$114.003.7%1.1%2.9%43.3%3.7%1.3%-0.1%-2.3M1.6M-10.3K0.00116.5209103943
2019-10-14$114.24$114.003.4%1.0%2.9%34.2%0.0%1.3%0.0%-1.9M1.2M-8.2K0.00120.08020103943
2019-10-15$114.12$114.003.2%0.9%2.9%31.0%0.0%1.2%0.2%-2.1M1.2M-7.9K0.00104.1104103963
2019-10-16$114.17$114.003.3%0.9%2.8%31.9%0.0%1.4%0.1%-2.1M1.2M-9.0K0.00115.4000103967
2019-10-17$113.95$114.003.5%1.0%2.8%37.7%3.6%0.7%-0.0%-2.4M1.6M-8.6K0.00100.96018103967
2019-10-18$113.95$114.003.4%1.0%2.8%34.6%0.0%1.1%0.0%-3.4M1.3M-7.0K7.00103.33428103967
2019-10-21$113.72$114.003.4%1.0%2.8%35.9%0.0%0.9%0.4%-2.5M1.7M-8.8K0.0096.609080857
2019-10-22$113.76$114.003.2%0.9%2.7%30.6%0.0%0.5%0.2%-2.7M1.7M-9.4K0.00102.820087857
2019-10-23$113.74$114.003.0%0.9%2.6%26.0%0.0%0.8%0.5%-2.6M1.4M-8.0K0.0092.5301087857
2019-10-24$113.81$114.002.9%0.8%2.6%22.0%0.0%1.7%1.4%-2.0M1.9M-10.5K0.00102.350089867
2019-10-25$113.80$114.002.8%0.8%2.6%19.7%0.0%1.8%1.4%-2.2M1.4M-7.9K0.00101.1504089867
2019-10-28$113.70$114.003.0%0.9%2.6%24.9%0.0%1.2%1.4%-2.3M2.2M-10.5K0.0097.430089907
2019-10-29$113.70$114.002.7%0.8%2.5%16.5%3.9%1.7%1.4%-2.7M1.6M-8.3K5.0096.8021089907
2019-10-30$113.83$114.003.1%0.9%2.4%26.2%0.0%0.8%1.5%-2.4M1.6M-9.0K0.80123.2410891907
2019-10-31$114.20$114.002.7%0.8%2.5%17.1%3.6%1.2%1.3%-2.5M677.8K-5.8K0.00107.262092947