MUB Options History — June 2024

In June 2024, MUB traded between $105.72 and $107.13. ATM implied volatility averaged 4.4%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 0.3% (HV 20d: 4.1%). Max pain ranged from $105.00 to $109.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 246.25.

Notable Days

2024-06-18: Highest Volume — 10,010 contracts
2024-06-12: Largest IV drop — 23.2% change
2024-06-11: Highest IV Rank — 35.8%
2024-06-05: Largest Expected Move — 1.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$106.61	$105.72	$107.13	$105.72	$106.59
Max Pain	$107.32	$105.00	$109.00	$107.00	$109.00
ATM IV	4.4%	4.0%	5.4%	4.0%	4.5%
Expected Move	1.2%	1.1%	1.3%	1.1%	1.3%
HV 20d	4.1%	3.2%	4.5%	3.2%	4.1%
HV 60d	3.6%	3.2%	3.8%	3.2%	3.7%
IV Rank	21.8%	10.5%	35.8%	10.5%	27.9%
IV Percentile	18.3%	7.5%	54.8%	7.5%	20.2%
Term Structure	0.1%	-0.3%	0.4%	0.2%	-0.2%
VWIV	4.4%	4.1%	5.3%	4.3%	4.3%
Skew 25d	0.3%	-0.2%	1.6%	0.3%	1.6%
Skew 10d	0.8%	-0.6%	6.8%	-0.3%	6.8%
Call IV 25d	4.3%	3.8%	4.7%	4.2%	4.7%
Put IV 25d	4.6%	4.1%	6.3%	4.5%	6.3%
Bid-Ask Spread %	10.14	5.73	15.30	6.49	6.65
Gamma HHI	0.45	0.30	0.63	0.39	0.55
Net GEX	-18.9M	-55.6M	36.2M	-42.7M	-50.5M
Net DEX	49.1M	-10.6M	89.9M	88.6M	89.9M
Net VEX	-230.2K	-330.1K	-164.6K	-330.1K	-183.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	246.25	0.00	2520.00	0.00	1.03
Total Volume	1,712.579	2	10,010	10	252
Total OI	26,635.368	19,247	39,856	30,061	19,434

Daily Data (19 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
2024-06-03	$105.72	$107.00	4.0%	1.1%	3.2%	10.5%	0.0%	0.3%	0.2%	-42.7M	88.6M	-330.1K	0.00	6.49	10	0	9,215	20,846
2024-06-04	$106.00	$106.00	4.3%	1.2%	3.3%	16.6%	4.3%	0.5%	0.1%	-35.7M	70.8M	-328.6K	9.00	14.53	1	9	9,222	20,822
2024-06-05	$106.44	$106.00	4.6%	1.3%	3.5%	21.2%	4.3%	0.5%	-0.3%	-17.7M	35.4M	-321.9K	1.00	5.73	3,009	3,000	9,224	20,825
2024-06-06	$106.75	$105.00	4.0%	1.2%	3.7%	11.9%	4.4%	0.4%	0.3%	-10.5M	19.8M	-251.6K	0.51	13.57	35	18	6,233	17,825
2024-06-07	$106.19	$105.00	4.7%	1.2%	4.1%	23.5%	4.1%	0.4%	0.1%	-28.5M	51.0M	-269.4K	50.60	15.11	20	1,012	6,230	17,824
2024-06-10	$106.07	$105.00	5.1%	1.2%	4.0%	31.6%	4.4%	0.3%	0.2%	-32.6M	58.7M	-258.9K	0.00	15.30	0	6	6,250	17,821
2024-06-11	$106.20	$106.00	5.4%	1.3%	4.1%	35.8%	0.0%	0.3%	0.2%	-28.0M	51.7M	-251.9K	0.00	11.54	0	404	6,250	17,827
2024-06-12	$106.72	$106.00	4.1%	1.2%	4.5%	13.6%	4.1%	0.1%	0.3%	-21.3M	22.6M	-220.5K	0.00	13.48	9,050	7	6,250	22,320
2024-06-13	$107.00	$106.00	4.1%	1.2%	4.5%	14.4%	0.0%	0.1%	0.3%	4.3M	1.6M	-212.2K	0.04	8.43	45	2	7,229	22,327
2024-06-14	$107.13	$106.00	4.3%	1.2%	4.4%	24.1%	5.3%	0.3%	0.3%	8.5M	-5.5M	-199.2K	1.13	12.04	169	191	7,229	22,329
2024-06-17	$106.84	$109.00	4.5%	1.3%	4.4%	28.6%	4.3%	0.3%	0.2%	9.5M	10.6M	-189.2K	5.00	11.39	4	20	7,382	22,480
2024-06-18	$107.09	$109.00	4.5%	1.3%	4.4%	28.3%	4.6%	0.2%	0.1%	33.5M	-10.6M	-164.6K	1250.25	7.93	8	10,002	7,386	22,477
2024-06-20	$106.90	$109.00	4.3%	1.2%	4.5%	22.1%	4.2%	0.1%	0.3%	28.8M	64.5M	-268.3K	2520.00	7.76	2	5,040	7,386	32,470
2024-06-21	$106.84	$109.00	4.2%	1.2%	4.3%	19.7%	0.0%	-0.2%	0.4%	36.2M	69.0M	-206.1K	0.00	7.29	0	2	7,386	28,450
2024-06-24	$106.84	$109.00	4.2%	1.2%	4.1%	20.8%	4.2%	0.2%	0.1%	-52.9M	74.8M	-178.7K	0.00	8.72	20	0	1,070	18,177
2024-06-25	$106.90	$109.00	4.1%	1.2%	4.1%	18.2%	4.6%	0.2%	0.3%	-55.6M	70.9M	-168.9K	1.00	9.60	8	8	1,090	18,177
2024-06-26	$106.56	$109.00	4.3%	1.2%	4.3%	23.6%	4.3%	0.1%	-0.3%	-50.1M	88.4M	-183.2K	0.45	10.13	58	26	1,091	18,182
2024-06-27	$106.78	$109.00	4.2%	1.2%	4.1%	21.2%	4.7%	0.2%	0.2%	-53.4M	80.1M	-187.2K	100.00	7.03	1	100	1,128	18,208
2024-06-28	$106.59	$109.00	4.5%	1.3%	4.1%	27.9%	4.3%	1.6%	-0.2%	-50.5M	89.9M	-183.5K	1.03	6.65	124	128	1,128	18,306