MUB Options History — June 2021

In June 2021, MUB traded between $116.87 and $117.58. ATM implied volatility averaged 3.1%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 0.9%. IV traded above realized volatility by 1.4% (HV 20d: 1.7%). Max pain ranged from $117.00 to $117.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 8.47.

Notable Days

  • 2021-06-29: Highest Volume — 1,089 contracts
  • 2021-06-30: Largest IV drop — 22.3% change
  • 2021-06-16: Highest IV Rank — 25.4%
  • 2021-06-16: Largest Expected Move — 1.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.21$116.87$117.58$116.87$117.19
Max Pain$117.00$117.00$117.00$117.00$117.00
ATM IV3.1%2.1%3.8%3.4%2.1%
Expected Move0.9%0.6%1.0%1.0%0.6%
HV 20d1.7%1.4%1.9%1.7%1.8%
HV 60d1.9%1.7%2.2%2.2%1.8%
IV Rank16.7%3.2%25.4%18.9%3.2%
IV Percentile18.7%1.2%43.7%25.0%1.2%
Term Structure0.2%-0.2%0.7%-0.2%0.7%
VWIV3.2%2.1%4.5%3.5%2.6%
Skew 25d1.3%0.3%4.2%1.1%1.0%
Skew 10d4.8%0.1%14.7%5.7%13.3%
Call IV 25d2.8%2.2%3.6%3.2%2.4%
Put IV 25d4.1%2.9%6.4%4.3%3.5%
Bid-Ask Spread %40.3110.3994.8419.5412.43
Gamma HHI0.280.190.410.280.19
Net GEX-946.0K-4.1M3.0M-2.2M-1.1M
Net DEX-170.6K-5.0M3.4M2.7M1.6M
Net VEX-34.3K-50.4K-12.4K-48.6K-29.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.470.0091.500.430.00
Total Volume172.09111,08930141
Total OI3,893.2733,7814,0513,7813,945

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$116.87$117.003.4%1.0%1.7%18.9%3.5%1.1%-0.2%-2.2M2.7M-48.6K0.4319.542199482,833
2021-06-02$116.97$117.003.2%0.9%1.7%15.6%4.1%1.3%0.0%-2.5M-1.3M-31.5K9.6712.24212039682,841
2021-06-03$116.94$117.003.6%1.0%1.7%21.4%0.0%0.9%0.5%-673.5K-3.7M-17.2K0.0060.680749892,819
2021-06-04$117.10$117.003.3%0.9%1.7%17.6%0.0%0.4%0.4%-256.4K-5.0M-13.2K0.0090.95709892,820
2021-06-07$117.10$117.003.5%1.0%1.7%20.5%0.0%1.3%0.3%166.8K-4.9M-12.4K0.0092.300559962,820
2021-06-08$117.27$117.003.8%1.0%1.7%24.1%0.0%0.7%0.3%-1.9M-3.0M-30.5K0.0028.782509962,838
2021-06-09$117.53$117.003.0%0.9%1.8%14.2%3.4%1.3%0.4%436.9K-1.2M-40.3K12.0893.47131579972,838
2021-06-10$117.58$117.003.0%0.9%1.5%13.3%0.0%0.3%0.3%132.4K-3.4M-31.3K91.5024.1821839992,847
2021-06-11$117.56$117.003.2%0.9%1.5%16.1%3.1%0.5%0.3%810.8K-1.2M-41.2K0.0013.31039992,997
2021-06-14$117.58$117.003.4%1.0%1.4%21.3%0.0%0.7%0.1%1.5M-1.2M-39.8K0.0014.70019983,020
2021-06-15$117.53$117.003.3%1.0%1.4%21.1%3.3%1.0%0.3%1.7M-1.2M-39.7K0.5020.71429983,021
2021-06-16$117.22$117.003.6%1.0%1.8%25.4%4.5%1.6%-0.1%3.0M-309.7K-37.8K0.0094.840309983,023
2021-06-17$117.37$117.003.0%0.9%1.7%16.1%2.1%3.3%-0.2%106.7K1.1M-50.4K0.0031.65909983,053
2021-06-18$117.31$117.003.3%1.0%1.7%21.8%3.4%2.6%0.0%1.1M-943.7K-36.1K0.2918.334081179913,053
2021-06-21$117.23$117.003.2%0.9%1.8%20.3%4.0%2.0%0.2%-2.0M1.7M-37.5K0.0039.130188692,929
2021-06-22$117.19$117.002.9%0.8%1.8%15.5%2.9%2.2%0.1%-2.2M2.4M-37.9K0.9176.1822208692,944
2021-06-23$116.95$117.002.7%0.8%1.9%11.3%2.8%1.4%0.3%-3.9M2.5M-34.4K1.1824.404965868902,971
2021-06-24$116.95$117.002.7%0.8%1.8%12.5%2.7%0.4%0.2%-4.1M2.4M-33.5K0.0010.540558902,979
2021-06-25$116.94$117.002.8%0.8%1.8%13.7%3.2%0.3%0.2%-3.5M2.9M-34.7K0.0085.46038902,997
2021-06-28$117.09$117.002.6%0.7%1.9%10.0%2.6%4.2%0.2%-2.7M2.6M-36.0K0.7112.71758903,000
2021-06-29$117.11$117.002.7%0.8%1.8%12.6%2.9%1.3%0.2%-2.6M3.4M-41.4K1.2910.394756148973,005
2021-06-30$117.19$117.002.1%0.6%1.8%3.2%2.6%1.0%0.7%-1.1M1.6M-29.9K0.0012.4314108973,048