MUB Options History — August 2022

In August 2022, MUB traded between $105.70 and $110.21. ATM implied volatility averaged 7.9%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded below realized volatility by 0.6% (HV 20d: 8.6%). Max pain ranged from $107.00 to $108.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 54.83.

Notable Days

  • 2022-08-22: Highest Volume — 6,399 contracts
  • 2022-08-30: Largest IV spike — 323.8% change
  • 2022-08-17: Highest IV Rank — 100.0%
  • 2022-08-30: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.56$105.70$110.21$108.53$105.70
Max Pain$107.70$107.00$108.00$108.00$107.00
ATM IV7.9%5.9%28.6%6.5%6.6%
Expected Move2.2%1.7%8.2%1.9%1.9%
HV 20d8.6%3.4%18.5%3.6%18.5%
HV 60d7.1%5.3%11.4%5.4%11.4%
IV Rank50.9%17.2%100.0%48.3%17.2%
IV Percentile73.5%54.0%100.0%69.4%67.1%
Term Structure0.0%-1.0%0.5%0.2%0.1%
VWIV7.5%5.3%17.3%7.3%6.7%
Skew 25d1.6%0.8%4.5%1.7%0.8%
Skew 10d5.8%1.8%26.1%2.7%26.1%
Call IV 25d6.3%5.2%8.0%5.9%6.9%
Put IV 25d7.8%6.5%12.5%7.6%7.8%
Bid-Ask Spread %96.4589.56101.86100.94101.32
Gamma HHI0.330.200.590.230.35
Net GEX-2.1M-11.6M5.1M1.2M-11.6M
Net DEX8.1M-19.6M29.4M2.1M29.4M
Net VEX-41.4K-93.1K-17.4K-26.9K-63.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio54.830.001001.0010.5015.91
Total Volume85126,3991,173913
Total OI6,372.7832,8239,2454,4979,245

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$108.53$108.006.5%1.9%3.6%48.3%7.3%1.7%0.2%1.2M2.1M-26.9K10.50100.941021,0712,0222,475
2022-08-02$108.38$108.007.2%2.1%3.4%56.6%6.9%1.6%-0.1%1.2M2.5M-27.5K5.8999.241801,0602,0392,485
2022-08-03$108.53$108.006.3%1.8%3.4%46.2%8.0%2.9%0.1%965.7K2.6M-25.7K7.16101.161481,0602,0382,496
2022-08-04$108.55$108.006.5%1.8%3.4%48.7%6.7%1.4%0.1%1.2M2.0M-26.6K6.0289.561761,0602,0462,496
2022-08-05$107.78$108.006.8%1.9%4.3%52.0%6.2%1.1%0.3%531.7K4.4M-24.8K6.3590.941671,0612,0592,499
2022-08-08$107.87$108.007.6%2.0%4.2%60.7%6.8%1.6%0.1%600.2K4.2M-24.1K6.0091.151771,0622,0802,500
2022-08-09$107.92$108.007.4%1.9%4.1%59.0%7.3%1.4%0.1%695.5K4.0M-24.2K47.9192.06115272,0992,511
2022-08-10$108.16$108.006.4%1.8%4.2%47.6%6.9%1.1%0.3%-448.0K4.1M-25.6K6.0090.172122,1493,007
2022-08-11$107.77$108.006.6%1.9%4.4%49.6%0.0%1.3%-0.0%-812.6K5.6M-25.6K4.5091.77292,1513,006
2022-08-12$108.06$108.006.2%1.8%4.4%45.2%0.0%1.2%0.3%-768.6K4.4M-23.2K0.0094.18022,1493,007
2022-08-15$108.12$108.006.5%1.9%4.3%48.7%6.4%1.4%-0.1%-724.2K4.0M-21.9K3.2094.0710322,1493,007
2022-08-16$107.76$108.006.6%1.9%4.5%49.5%8.5%1.4%-0.0%-1.2M5.3M-21.6K0.0293.502,023452,1513,000
2022-08-17$110.21$108.0012.9%3.7%9.1%100.0%17.3%2.3%0.5%4.2M-19.6M-49.3K0.5097.621474,1563,036
2022-08-18$107.41$108.005.9%1.7%13.2%35.3%5.3%0.8%0.3%5.1M5.1M-19.7K4.0097.984164,1573,040
2022-08-19$106.94$108.006.5%1.9%13.2%40.7%7.5%2.3%-0.6%-3.2M9.8M-17.4K21.55100.76511,0994,1553,054
2022-08-22$106.62$108.006.6%1.9%13.2%42.1%7.3%1.8%0.2%-1.9M7.4M-22.7K2.1296.742,0544,3453152,508
2022-08-23$106.49$107.007.2%2.1%13.2%47.1%0.0%1.1%-0.1%-7.1M15.9M-83.1K0.0095.490202,3626,834
2022-08-24$106.31$107.007.1%2.0%13.1%46.7%6.3%1.1%0.0%-7.2M18.7M-83.2K0.2098.72512,3626,854
2022-08-25$106.40$107.006.7%1.9%13.0%42.7%0.0%1.0%0.2%-7.9M16.8M-78.4K2.5099.18252,3676,855
2022-08-26$106.19$107.006.8%1.9%13.0%43.3%0.0%1.4%0.1%-8.8M20.6M-75.8K1001.00101.1211,0012,3696,859
2022-08-29$105.77$107.006.8%1.9%13.0%43.4%6.7%1.1%0.3%-10.7M28.1M-68.5K0.0098.732402,3706,821
2022-08-30$108.46$107.0028.6%8.2%16.0%100.0%0.0%4.5%-1.0%-2.1M8.7M-93.1K0.20101.861022,4036,831
2022-08-31$105.70$107.006.6%1.9%18.5%17.2%6.7%0.8%0.1%-11.6M29.4M-63.5K15.91101.32548592,4136,832