MUB Options History — October 2021

In October 2021, MUB traded between $115.40 and $116.03. ATM implied volatility averaged 3.5%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 1.8% (HV 20d: 1.7%). Max pain ranged from $117.00 to $120.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.99.

Notable Days

  • 2021-10-20: Highest Volume — 3,582 contracts
  • 2021-10-27: Largest IV spike — 22.1% change
  • 2021-10-07: Highest IV Rank — 53.8%
  • 2021-10-21: Largest Expected Move — 1.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.82$115.40$116.03$116.03$115.95
Max Pain$119.86$117.00$120.00$117.00$120.00
ATM IV3.5%2.7%4.2%3.7%2.7%
Expected Move1.0%0.8%1.1%1.0%0.8%
HV 20d1.7%1.3%2.0%1.8%1.9%
HV 60d1.5%1.4%1.6%1.5%1.6%
IV Rank37.1%18.1%53.8%41.8%18.3%
IV Percentile53.0%9.1%85.7%64.7%9.9%
Term Structure-0.0%-0.4%0.2%-0.3%0.2%
VWIV4.2%3.1%11.0%3.7%4.5%
Skew 25d1.2%0.1%2.7%1.5%2.1%
Skew 10d5.5%0.5%17.3%3.2%10.1%
Call IV 25d3.3%2.6%3.8%3.1%2.6%
Put IV 25d4.4%3.8%5.7%4.6%4.7%
Bid-Ask Spread %61.4828.49103.6051.4328.49
Gamma HHI0.430.230.650.460.65
Net GEX-3.3M-4.0M-2.3M-3.5M-3.7M
Net DEX16.7M14.3M18.5M16.0M15.2M
Net VEX-21.5K-25.8K-15.0K-23.2K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.990.0110.503.802.10
Total Volume1,369.23803,582113,489
Total OI5,498.7624,9766,1025,1156,095

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$116.03$117.003.7%1.0%1.8%41.8%3.7%1.5%-0.3%-3.5M16.0M-23.2K0.0051.430112,1083,007
2021-10-04$116.01$120.003.5%1.0%1.8%38.9%3.5%1.3%0.1%-3.6M16.8M-25.7K3.8099.805192,1083,014
2021-10-05$115.97$120.003.7%1.0%1.7%43.8%11.0%0.4%0.0%-3.6M17.0M-25.8K10.5040.322212,1083,014
2021-10-06$115.92$120.003.8%1.0%1.4%45.7%3.1%1.6%-0.1%-3.3M17.1M-25.6K0.00102.290282,1083,016
2021-10-07$115.83$120.004.2%1.0%1.3%53.8%4.1%1.8%0.0%-3.2M17.0M-24.0K0.6592.9020132,1103,026
2021-10-08$115.76$120.003.9%1.0%1.3%47.8%0.0%1.6%0.1%-3.5M17.4M-24.2K0.0039.550502,1103,042
2021-10-11$115.67$120.003.7%0.9%1.3%42.5%0.0%1.8%0.2%-3.6M18.5M-24.2K0.0040.75002,1303,044
2021-10-12$115.92$120.003.8%0.9%1.6%44.2%3.3%0.7%-0.1%-4.0M16.2M-17.2K0.4398.2937162,1303,039
2021-10-13$115.92$120.003.1%0.9%1.6%28.3%3.1%0.4%0.1%-3.7M16.0M-16.3K0.1099.03200202,1303,039
2021-10-14$115.92$120.003.1%0.9%1.6%29.3%4.0%0.3%-0.1%-3.9M16.2M-17.2K0.0946.041112,1603,043
2021-10-15$115.90$120.003.3%1.0%1.6%33.5%0.0%0.1%-0.1%-2.8M15.5M-20.2K0.00103.600312,3543,063
2021-10-18$115.97$120.003.6%1.0%1.5%41.3%3.8%0.7%-0.2%-2.3M14.3M-18.4K0.5055.4230152,0242,952
2021-10-19$115.81$120.003.4%1.0%1.6%36.1%3.4%0.8%0.0%-2.6M16.2M-24.0K0.0145.498012,0242,952
2021-10-20$115.82$120.003.5%1.0%1.6%37.2%4.9%0.1%-0.1%-2.5M15.6M-22.0K2.0537.211,1762,4062,1143,967
2021-10-21$115.40$120.004.0%1.1%1.8%49.4%3.8%1.0%-0.1%-3.3M18.3M-23.9K1.9198.321,1972,2892,1153,987
2021-10-22$115.51$120.003.2%0.9%1.9%30.7%3.8%1.4%0.1%-3.4M18.3M-20.9K1.9245.141,1972,2972,0614,000
2021-10-25$115.59$120.003.3%0.9%1.9%33.0%3.8%1.4%0.0%-3.8M18.0M-23.0K1.9428.621,1972,3262,0614,000
2021-10-26$115.58$120.002.7%0.8%1.8%18.1%4.1%1.5%-0.1%-3.5M18.2M-23.1K1.9446.701,1972,3262,0614,011
2021-10-27$115.82$120.003.3%0.9%2.0%32.3%4.2%2.7%-0.4%-3.4M16.5M-20.0K1.9443.231,1972,3282,0614,011
2021-10-28$115.85$120.003.3%0.9%2.0%32.2%4.2%1.6%-0.4%-2.6M15.6M-18.0K1.9448.521,1972,3242,0614,014
2021-10-29$115.95$120.002.7%0.8%1.9%18.3%4.5%2.1%0.2%-3.7M15.2M-15.0K2.1028.491,1272,3622,0614,034