MUB Options History — October 2020

In October 2020, MUB traded between $115.12 and $115.69. ATM implied volatility averaged 3.9%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 2.2% (HV 20d: 1.7%). Max pain ranged from $116.00 to $116.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 12.60.

Notable Days

  • 2020-10-19: Highest Volume — 639 contracts
  • 2020-10-06: Largest IV spike — 104.6% change
  • 2020-10-30: Highest IV Rank — 7.5%
  • 2020-10-05: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.32$115.12$115.69$115.67$115.12
Max Pain$116.00$116.00$116.00$116.00$116.00
ATM IV3.9%2.4%5.0%3.9%5.0%
Expected Move1.2%0.9%1.6%1.1%1.4%
HV 20d1.7%1.3%1.9%1.9%1.3%
HV 60d1.9%1.8%2.0%2.0%1.8%
IV Rank5.2%1.7%7.5%5.1%7.5%
IV Percentile38.3%7.5%53.2%42.1%53.2%
Term Structure0.4%-0.2%2.1%1.7%-0.2%
VWIV4.4%3.2%5.8%3.9%5.8%
Skew 25d1.7%0.9%3.2%1.8%2.6%
Skew 10d9.0%1.9%25.9%5.3%4.7%
Call IV 25d3.3%1.9%5.1%3.6%4.2%
Put IV 25d5.1%3.4%6.8%5.4%6.8%
Bid-Ask Spread %96.2350.64130.57127.71101.30
Gamma HHI0.370.150.580.360.40
Net GEX-4.0M-9.0M-433.0K-7.1M-2.2M
Net DEX9.7M5.1M13.3M10.4M10.4M
Net VEX-34.4K-53.4K-17.1K-53.4K-29.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.600.29201.000.297.80
Total Volume108.36406392288
Total OI9,6758,11610,73210,3838,927

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$115.67$116.003.9%1.1%1.9%5.1%3.9%1.8%1.7%-7.1M10.4M-53.4K0.29127.711752,9527,431
2020-10-02$115.69$116.003.2%0.9%1.8%3.5%0.0%2.2%2.1%-2.3M7.4M-41.2K1.20130.57562,9387,436
2020-10-05$115.55$116.002.4%1.6%1.8%1.7%5.4%1.6%0.5%-3.0M8.5M-39.5K2.6379.9430792,9327,442
2020-10-06$115.48$116.004.9%1.5%1.8%7.4%5.3%1.5%0.2%-7.0M10.8M-43.3K3.9099.70612382,9587,425
2020-10-07$115.28$116.004.8%1.4%1.8%7.1%5.3%1.4%-0.1%-9.0M13.3M-50.9K0.4279.44106442,9897,553
2020-10-08$115.19$116.003.2%1.3%1.8%3.5%4.5%1.4%0.2%-4.4M10.5M-33.5K5.5050.642113,0177,597
2020-10-09$115.24$116.003.3%1.2%1.8%3.7%0.0%1.1%0.3%-4.8M11.6M-39.3K0.0095.47003,0177,581
2020-10-12$115.31$116.003.6%1.1%1.8%4.5%3.2%1.2%0.4%-7.7M10.1M-30.3K8.8974.919803,0177,566
2020-10-13$115.31$116.004.8%1.2%1.8%7.1%4.3%0.9%0.2%-4.2M10.6M-35.1K0.41103.6229123,0257,566
2020-10-14$115.33$116.004.0%1.2%1.8%5.4%3.7%1.0%0.2%-5.9M9.0M-24.6K0.71103.85753,0077,563
2020-10-15$115.27$116.004.2%1.2%1.7%5.7%3.2%1.3%0.6%-4.9M10.4M-32.1K1.35102.24801083,0067,558
2020-10-16$115.31$116.003.9%1.1%1.8%5.0%3.8%2.5%0.4%-7.5M12.2M-29.7K1.9496.5234663,0827,650
2020-10-19$115.33$116.003.7%1.1%1.8%4.7%4.1%2.0%0.1%-1.5M8.4M-31.3K6.02101.16915482,8085,308
2020-10-20$115.28$116.003.9%1.1%1.8%5.2%3.2%1.4%-0.0%-2.2M9.0M-33.2K0.40103.221562,8855,656
2020-10-21$115.15$116.003.8%1.1%1.7%4.9%3.8%1.1%0.2%-2.4M9.3M-28.4K0.60103.0642252,8995,660
2020-10-22$115.27$116.003.8%1.1%1.8%4.8%5.6%1.0%0.3%-1.9M9.1M-34.2K5.4099.3510542,9245,685
2020-10-23$115.21$116.003.5%1.0%1.6%4.2%4.2%1.9%0.5%-2.2M9.1M-32.6K7.0096.984282,9385,716
2020-10-26$115.24$116.004.0%1.2%1.4%5.4%4.1%2.2%-0.1%-2.3M9.8M-32.9K2.77100.8931862,9385,736
2020-10-27$115.41$116.003.2%0.9%1.5%3.5%5.1%1.5%1.2%-433.0K5.1M-17.1K201.0094.3912012,9675,770
2020-10-28$115.33$116.004.5%1.3%1.4%6.5%4.6%3.2%0.2%-2.5M9.2M-34.2K5.67103.513172,9635,894
2020-10-29$115.17$116.004.7%1.3%1.3%6.8%4.7%3.0%0.1%-2.4M9.0M-30.7K0.7268.6358422,9635,905
2020-10-30$115.12$116.005.0%1.4%1.3%7.5%5.8%2.6%-0.2%-2.2M10.4M-29.7K7.80101.3010782,9935,934