MUB Options History — July 2023 In July 2023, MUB traded between $106.03 and $107.37. ATM implied volatility averaged 5.3%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 1.5% (HV 20d: 3.8%). Max pain ranged from $107.00 to $108.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.63.
Notable Days 2023-07-27 : Highest Volume — 2,040 contracts2023-07-12 : Largest IV drop — 12.9% change2023-07-11 : Highest IV Rank — 10.0%2023-07-11 : Largest Expected Move — 1.7%Monthly Statistics Metric Avg Min Max Open Close Price $106.74 $106.03 $107.37 $106.50 $106.47 Max Pain $107.35 $107.00 $108.00 $107.00 $107.00 ATM IV 5.3% 4.7% 6.1% 5.1% 5.1% Expected Move 1.5% 1.3% 1.7% 1.4% 1.5% HV 20d 3.8% 3.4% 4.3% 3.7% 3.8% HV 60d 4.2% 3.8% 4.5% 4.5% 3.8% IV Rank 6.6% 4.3% 10.0% 5.8% 5.9% IV Percentile 21.1% 11.1% 30.6% 17.5% 20.2% Term Structure 0.2% -1.1% 0.7% 0.0% 0.3% VWIV 5.2% 3.8% 8.3% 6.0% 5.2% Skew 25d 1.1% 0.7% 1.5% 1.2% 0.7% Skew 10d 6.6% -0.3% 23.0% 6.1% 23.0% Call IV 25d 4.9% 4.3% 5.4% 4.3% 5.2% Put IV 25d 6.0% 5.2% 6.7% 5.5% 5.9% Bid-Ask Spread % 77.07 37.92 116.47 100.37 60.73 Gamma HHI 0.30 0.20 0.44 0.26 0.44 Net GEX 114.3K -807.4K 696.4K -26.2K -807.4K Net DEX 289.3K -936.7K 1.9M 701.7K 1.9M Net VEX -12.3K -26.7K -9.3K -11.3K -24.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.00 1.67 1.00 0.76 Total Volume 128.35 0 2,040 10 74 Total OI 1,741.85 1,171 3,265 1,657 3,265
Daily Data (20 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 2023-07-03 $106.50 $107.00 5.1% 1.4% 3.7% 5.8% 0.0% 1.2% 0.0% -26.2K 701.7K -11.3K 0.00 100.37 0 10 882 775 2023-07-05 $106.32 $107.00 5.5% 1.6% 3.7% 7.4% 0.0% 1.2% -0.1% -104.9K 919.1K -11.2K 1.00 105.14 1 1 882 787 2023-07-06 $106.03 $108.00 5.5% 1.6% 3.8% 7.6% 6.0% 1.3% -0.0% -251.3K 1.4M -11.3K 0.77 104.28 22 17 883 788 2023-07-07 $106.03 $108.00 5.6% 1.6% 3.6% 7.8% 0.0% 1.3% 0.2% -265.4K 1.4M -11.6K 0.00 67.35 0 1 863 794 2023-07-10 $106.13 $108.00 6.1% 1.7% 3.4% 9.9% 5.9% 1.5% 0.0% -302.1K 1.3M -10.8K 1.67 37.92 3 5 863 795 2023-07-11 $106.23 $108.00 6.1% 1.7% 3.4% 10.0% 0.0% 1.3% 0.1% -252.1K 1.1M -11.5K 0.00 38.52 0 0 864 796 2023-07-12 $106.59 $108.00 5.3% 1.5% 3.6% 6.8% 3.9% 1.3% -1.1% -116.1K 636.3K -13.6K 0.14 97.38 69 10 864 796 2023-07-13 $107.00 $108.00 5.2% 1.5% 3.8% 6.4% 4.0% 1.2% 0.5% 147.2K -91.1K -10.9K 0.17 108.03 30 5 849 806 2023-07-14 $106.80 $108.00 5.2% 1.5% 3.8% 6.2% 4.2% 1.1% 0.4% -79.3K 324.9K -10.9K 0.07 88.33 113 8 829 804 2023-07-17 $106.85 $107.00 5.3% 1.5% 3.7% 6.6% 0.0% 1.0% 0.5% 190.1K -61.3K -10.8K 0.00 45.04 20 0 915 808 2023-07-18 $107.13 $107.00 5.1% 1.5% 3.8% 6.1% 0.0% 1.2% 0.4% 384.6K -439.2K -11.6K 0.00 91.00 0 0 906 808 2023-07-19 $107.37 $107.00 5.2% 1.5% 3.8% 6.2% 0.0% 1.5% 0.2% 609.4K -865.9K -10.7K 0.00 103.01 0 0 906 808 2023-07-20 $107.05 $107.00 4.8% 1.4% 4.0% 4.9% 0.0% 1.0% 0.3% 670.9K -464.3K -10.2K 0.00 50.84 0 0 906 808 2023-07-21 $107.30 $107.00 5.1% 1.5% 3.9% 5.8% 5.2% 0.8% 0.4% 696.4K -936.7K -9.7K 0.33 65.45 3 1 906 803 2023-07-24 $107.25 $107.00 5.3% 1.5% 3.8% 6.6% 3.8% 0.9% 0.1% 602.9K -713.9K -9.6K 0.05 113.69 64 3 590 581 2023-07-25 $107.07 $107.00 5.2% 1.5% 3.9% 6.4% 8.3% 0.7% 0.1% 548.8K -483.4K -9.8K 0.00 62.42 0 3 621 582 2023-07-26 $107.27 $107.00 5.2% 1.5% 3.9% 6.2% 5.8% 0.8% -0.0% 610.3K -671.6K -9.8K 1.60 116.47 20 32 621 585 2023-07-27 $106.75 $107.00 4.8% 1.4% 4.3% 4.8% 5.0% 1.1% 0.7% 246.7K 196.4K -9.3K 1.00 41.31 1,020 1,020 634 606 2023-07-28 $106.59 $107.00 4.7% 1.3% 3.8% 4.3% 5.4% 1.4% -0.1% -215.9K 757.4K -26.7K 0.00 44.17 0 12 1,639 1,619 2023-07-31 $106.47 $107.00 5.1% 1.5% 3.8% 5.9% 5.2% 0.7% 0.3% -807.4K 1.9M -24.7K 0.76 60.73 42 32 1,639 1,626
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