MUB Options History — February 2021 In February 2021, MUB traded between $115.24 and $117.88. ATM implied volatility averaged 3.5%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 1.8% (HV 20d: 1.8%). Max pain ranged from $117.00 to $120.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 22.12.
Notable Days 2021-02-26 : Highest Volume — 410 contracts2021-02-10 : Largest IV spike — 67.7% change2021-02-25 : Highest IV Rank — 8.6%2021-02-25 : Largest Expected Move — 1.6%Monthly Statistics Metric Avg Min Max Open Close Price $117.03 $115.24 $117.88 $117.51 $115.55 Max Pain $117.47 $117.00 $120.00 $120.00 $117.00 ATM IV 3.5% 1.9% 5.7% 2.4% 4.6% Expected Move 1.0% 0.6% 1.6% 0.7% 1.3% HV 20d 1.8% 1.1% 3.1% 1.5% 3.1% HV 60d 1.6% 1.4% 2.3% 1.9% 2.3% IV Rank 3.6% 0.0% 8.6% 0.8% 6.1% IV Percentile 23.9% 0.0% 61.5% 2.4% 43.3% Term Structure 0.3% -0.6% 0.9% 0.7% -0.6% VWIV 3.9% 2.5% 5.0% 2.5% 3.9% Skew 25d 1.0% -0.1% 2.7% 1.1% 1.3% Skew 10d 4.4% 0.6% 21.7% 2.0% 4.7% Call IV 25d 3.4% 2.5% 5.6% 2.5% 4.9% Put IV 25d 4.4% 3.4% 6.6% 3.6% 6.3% Bid-Ask Spread % 76.72 22.25 112.92 102.91 112.92 Gamma HHI 0.33 0.24 0.41 0.38 0.31 Net GEX -3.0M -7.2M -764.9K -2.1M -3.4M Net DEX 5.5M 2.5M 10.6M 2.7M 9.7M Net VEX -29.9K -37.2K -22.9K -24.7K -35.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 22.12 0.28 105.00 3.46 26.33 Total Volume 131.579 10 410 125 410 Total OI 3,655.211 2,748 4,244 3,645 2,885
Daily Data (19 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 2021-02-01 $117.51 $120.00 2.4% 0.7% 1.5% 0.8% 2.5% 1.1% 0.7% -2.1M 2.7M -24.7K 3.46 102.91 28 97 687 2,958 2021-02-02 $117.49 $120.00 2.9% 0.8% 1.5% 2.0% 3.4% 1.0% 0.6% -1.9M 2.9M -22.9K 6.33 22.38 3 19 692 2,966 2021-02-03 $117.46 $120.00 2.8% 0.8% 1.5% 1.7% 3.1% 0.6% 0.2% -2.2M 2.8M -23.7K 30.50 22.25 2 61 694 2,974 2021-02-04 $117.48 $117.00 3.0% 0.9% 1.4% 2.2% 4.0% 0.9% 0.9% -1.6M 3.3M -25.9K 0.00 108.03 0 128 692 3,038 2021-02-05 $117.58 $117.00 2.4% 0.6% 1.4% 0.9% 3.4% 1.1% 0.7% -1.0M 4.0M -29.0K 0.00 67.86 0 10 692 3,153 2021-02-08 $117.62 $117.00 2.6% 0.8% 1.3% 1.3% 2.9% 0.6% 0.4% -764.9K 3.7M -28.2K 20.00 55.16 5 100 690 3,153 2021-02-09 $117.70 $117.00 1.9% 0.8% 1.2% 0.0% 0.0% 0.9% 0.7% -1.0M 3.2M -27.7K 0.28 105.83 184 51 695 3,253 2021-02-10 $117.85 $117.00 3.2% 0.9% 1.1% 3.0% 3.8% 1.0% 0.2% -1.0M 2.5M -29.8K 0.98 61.69 48 47 797 3,303 2021-02-11 $117.88 $117.00 3.3% 0.9% 1.1% 3.2% 4.1% -0.1% 0.2% -1.4M 2.9M -27.7K 2.00 104.31 10 20 718 3,311 2021-02-12 $117.77 $117.00 3.4% 1.0% 1.1% 3.3% 3.4% 1.2% 0.3% -2.1M 2.9M -25.8K 21.50 103.50 2 43 717 3,326 2021-02-16 $117.52 $117.00 3.9% 1.1% 1.4% 4.6% 4.1% 1.6% 0.3% -3.6M 4.0M -29.5K 7.33 103.54 18 132 719 3,349 2021-02-17 $117.24 $117.00 4.1% 1.2% 1.7% 4.9% 3.8% 1.4% 0.1% -5.3M 6.1M -33.2K 105.00 50.99 1 105 737 3,478 2021-02-18 $116.92 $117.00 3.8% 1.1% 1.9% 4.3% 4.4% 1.0% 0.1% -6.7M 8.0M -33.5K 12.00 58.47 5 60 736 3,483 2021-02-19 $116.72 $117.00 4.2% 1.2% 2.0% 5.1% 4.5% 0.4% 0.1% -7.2M 9.6M -31.8K 0.00 72.88 0 236 731 3,513 2021-02-22 $116.12 $117.00 4.7% 1.4% 2.7% 6.4% 5.0% 2.7% 0.3% -3.3M 7.5M -33.8K 8.67 46.16 6 52 623 2,125 2021-02-23 $116.08 $117.00 4.1% 1.2% 2.6% 4.9% 3.8% 1.4% 0.3% -4.6M 8.6M -34.6K 83.00 55.19 2 166 625 2,157 2021-02-24 $115.77 $117.00 4.4% 1.3% 2.5% 5.6% 4.3% 0.9% 0.2% -4.0M 9.2M -32.8K 22.50 107.78 10 225 625 2,220 2021-02-25 $115.24 $117.00 5.7% 1.6% 2.8% 8.6% 5.0% 1.1% 0.3% -3.1M 10.6M -37.2K 3.98 95.80 43 171 635 2,299 2021-02-26 $115.55 $117.00 4.6% 1.3% 3.1% 6.1% 3.9% 1.3% -0.6% -3.4M 9.7M -35.2K 26.33 112.92 15 395 658 2,227
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