MUB Options History — October 2022

In October 2022, MUB traded between $101.50 and $103.57. ATM implied volatility averaged 9.7%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 1.0% (HV 20d: 8.6%). Max pain ranged from $102.00 to $109.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.57.

Notable Days

  • 2022-10-20: Highest Volume — 4,278 contracts
  • 2022-10-10: Largest IV spike — 42.8% change
  • 2022-10-17: Highest IV Rank — 33.3%
  • 2022-10-17: Largest Expected Move — 3.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.74$101.50$103.57$102.84$101.50
Max Pain$105.48$102.00$109.00$104.00$102.00
ATM IV9.7%7.4%10.9%9.6%8.2%
Expected Move2.8%2.4%3.1%2.7%2.4%
HV 20d8.6%4.5%14.5%14.3%4.5%
HV 60d13.6%13.5%13.6%13.5%13.5%
IV Rank28.7%20.1%33.3%28.4%23.2%
IV Percentile91.6%73.4%98.8%94.0%77.4%
Term Structure-0.5%-1.7%0.3%-0.3%0.3%
VWIV10.0%7.7%11.5%11.5%7.7%
Skew 25d2.1%0.9%3.2%3.2%0.9%
Skew 10d4.0%-0.5%6.8%6.1%-0.5%
Call IV 25d9.0%7.7%10.2%8.5%7.7%
Put IV 25d11.1%8.6%12.3%11.7%8.6%
Bid-Ask Spread %91.0964.3899.4793.5098.83
Gamma HHI0.380.270.850.290.48
Net GEX-6.3M-21.4M4.5M-7.4M4.5M
Net DEX22.4M1.1M38.1M34.2M5.2M
Net VEX-45.0K-66.7K-21.5K-61.5K-36.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.570.325.833.971.91
Total Volume1,819.2389714,2781,2771,723
Total OI8,956.7625,64612,7429,7966,446

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$102.84$104.009.6%2.7%14.3%28.4%11.5%3.2%-0.3%-7.4M34.2M-61.5K3.9793.502571,0202,6257,171
2022-10-04$103.48$104.008.6%2.5%14.5%24.7%8.6%3.2%0.3%-7.6M27.4M-66.7K4.7993.172721,3032,6287,149
2022-10-05$103.36$104.009.7%2.8%14.5%28.9%9.5%2.7%-0.4%-8.0M30.1M-61.4K4.4789.822661,1882,6647,281
2022-10-06$103.38$109.009.7%2.8%14.5%28.9%10.3%2.5%-0.8%-8.4M30.0M-58.3K4.7790.052711,2942,6717,293
2022-10-07$103.55$108.007.4%2.6%14.5%20.1%11.3%3.0%-0.5%-7.2M25.9M-59.6K5.8389.712721,5872,6937,191
2022-10-10$103.32$108.0010.5%2.9%14.5%31.9%10.8%2.6%-1.1%-8.2M29.3M-53.1K5.3993.332761,4872,7267,198
2022-10-11$103.57$108.009.8%2.7%14.5%29.3%9.3%2.3%-0.7%-8.6M26.5M-50.7K4.8089.712751,3202,7397,210
2022-10-12$103.54$108.0010.3%2.9%14.4%30.9%10.3%2.2%-1.1%-7.5M26.6M-50.6K4.4491.322941,3042,7477,215
2022-10-13$103.20$108.0010.4%3.0%9.8%31.3%10.4%2.4%-1.0%-10.1M31.7M-43.4K3.8387.993551,3592,7517,220
2022-10-14$103.21$108.0010.7%3.1%4.8%32.6%10.9%2.4%-1.7%-10.7M31.9M-41.0K3.8090.403461,3162,8077,185
2022-10-17$103.27$108.0010.9%3.1%4.8%33.3%11.1%2.1%-1.3%-11.2M30.6M-35.2K4.3688.662971,2962,8107,188
2022-10-18$103.42$108.0010.1%2.9%4.6%30.3%10.1%1.7%-1.0%-13.0M28.6M-28.7K4.3589.992971,2912,8147,191
2022-10-19$102.98$108.0010.4%3.0%4.7%31.4%10.6%1.4%-1.1%-12.0M33.7M-25.3K3.9793.933251,2912,8147,192
2022-10-20$102.47$108.0010.8%3.1%4.8%32.7%10.5%2.0%-0.4%-11.4M38.1M-21.5K0.4094.683,0661,2122,8277,192
2022-10-21$102.04$102.0010.5%3.0%4.9%31.7%10.3%1.6%-0.4%-21.4M32.4M-45.1K0.3293.223,0901,0045,5427,200
2022-10-24$101.54$102.0010.3%3.0%4.5%31.2%10.5%1.5%-0.4%2.6M1.5M-42.3K4.9694.301638083,2182,428
2022-10-25$101.61$102.009.5%2.7%4.6%27.9%9.3%1.8%0.0%3.2M1.7M-40.8K2.0293.444038153,2642,463
2022-10-26$101.72$102.008.9%2.5%4.6%25.7%8.2%1.9%0.0%3.5M1.1M-39.6K1.8092.936361,1433,2802,471
2022-10-27$101.82$102.008.6%2.5%4.6%24.8%9.3%1.8%0.0%3.6M2.5M-42.6K2.9064.383941,1433,5302,755
2022-10-28$101.80$102.008.5%2.4%4.6%24.3%8.8%1.4%0.1%3.7M2.5M-41.2K1.9099.476011,1443,5482,755
2022-10-31$101.50$102.008.2%2.4%4.5%23.2%7.7%0.9%0.3%4.5M5.2M-36.1K1.9198.835931,1303,6912,755