MUB Options History — July 2024

In July 2024, MUB traded between $106.13 and $107.66. ATM implied volatility averaged 4.4%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 0.8% (HV 20d: 3.6%). Max pain ranged from $106.00 to $109.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 729.76.

Notable Days

  • 2024-07-22: Highest Volume — 10,132 contracts
  • 2024-07-08: Largest IV spike — 10.9% change
  • 2024-07-02: Highest IV Rank — 40.0%
  • 2024-07-02: Largest Expected Move — 1.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.13$106.13$107.66$106.13$107.66
Max Pain$106.86$106.00$109.00$109.00$107.00
ATM IV4.4%3.7%5.0%4.9%4.6%
Expected Move1.3%1.1%1.4%1.4%1.3%
HV 20d3.6%2.6%4.5%4.4%2.6%
HV 60d3.6%3.5%3.8%3.8%3.5%
IV Rank24.3%8.1%40.0%37.3%31.1%
IV Percentile19.7%2.8%34.9%32.1%29.8%
Term Structure-0.0%-0.6%0.7%-0.1%-0.5%
VWIV4.7%2.7%9.4%4.9%4.5%
Skew 25d0.3%-2.8%1.4%0.7%0.1%
Skew 10d0.7%-1.2%10.5%0.8%0.1%
Call IV 25d4.3%3.5%7.7%4.4%4.0%
Put IV 25d4.5%3.6%5.2%5.1%4.2%
Bid-Ask Spread %6.924.7310.2010.209.10
Gamma HHI0.800.550.950.550.93
Net GEX-78.4M-193.7M-42.7M-46.4M-87.6M
Net DEX70.6M4.1M129.2M104.9M79.7M
Net VEX-214.8K-388.4K-62.1K-179.1K-317.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio729.760.005002.5029.0015.00
Total Volume1,492.455010,1323016
Total OI27,002.95519,43535,82219,57835,822

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$106.13$109.004.9%1.4%4.4%37.3%4.9%0.7%-0.1%-46.4M104.9M-179.1K29.0010.201291,18618,392
2024-07-02$106.44$107.005.0%1.4%4.5%40.0%4.6%0.4%-0.3%-51.3M88.8M-177.8K0.005.29021,18618,329
2024-07-03$106.73$107.004.5%1.3%4.5%27.2%4.4%0.4%0.1%-54.0M73.1M-171.3K5.008.402101,18618,262
2024-07-05$106.97$107.004.0%1.3%4.4%16.8%5.2%1.0%0.4%-62.7M57.5M-152.4K2.005.83121,18818,252
2024-07-08$107.00$106.004.5%1.2%4.3%27.7%4.7%0.5%0.5%-63.6M57.8M-134.9K6.007.41161,18918,246
2024-07-09$106.97$106.004.3%1.3%3.8%23.5%0.0%0.7%0.4%-68.1M57.2M-134.1K0.006.42101,19018,246
2024-07-10$106.87$106.004.1%1.2%3.7%17.8%4.4%0.2%0.7%-77.2M59.6M-123.8K0.977.161,0941,0631,19018,245
2024-07-11$107.22$106.003.7%1.1%3.9%9.0%4.5%1.4%0.6%-70.5M31.0M-116.4K1.219.5428341,97618,934
2024-07-12$107.37$106.003.7%1.1%3.5%8.1%3.5%0.1%0.7%-54.9M4.1M-62.1K5002.505.96210,0052,00418,904
2024-07-15$107.19$107.003.9%1.1%3.5%13.4%0.0%0.4%0.5%-124.9M68.5M-208.0K0.006.03002,00328,907
2024-07-16$107.44$107.004.2%1.2%3.6%19.3%9.4%0.1%0.2%-88.2M42.1M-169.7K0.004.840552,00528,907
2024-07-17$107.50$107.004.1%1.2%3.4%17.8%4.3%0.1%0.3%-72.2M35.8M-159.2K1.484.7333492,00528,962
2024-07-18$107.40$107.004.2%1.2%3.3%20.5%4.1%0.2%-0.3%-97.7M45.1M-163.0K8.646.8211952,03829,011
2024-07-19$107.18$107.004.4%1.3%3.4%25.4%0.0%0.1%-0.4%-193.7M62.3M-166.3K5000.005.6615,0002,04929,020
2024-07-22$107.19$107.004.4%1.3%3.3%26.1%4.4%0.6%-0.3%-42.7M46.8M-156.9K505.605.972010,1121,79018,867
2024-07-23$107.28$107.004.3%1.2%3.4%23.5%2.7%0.4%-0.4%-64.7M88.2M-316.1K45.006.391451,80528,967
2024-07-24$107.10$107.004.7%1.3%3.4%31.8%4.7%0.2%-0.4%-68.9M102.1M-325.4K2504.508.2925,0091,80528,929
2024-07-25$107.06$107.004.5%1.3%3.2%28.4%4.6%-0.4%-0.1%-80.3M129.2M-388.4K6.608.805331,80733,932
2024-07-26$107.34$107.004.6%1.3%3.2%30.4%4.9%0.7%-0.5%-84.7M109.1M-386.3K0.674.99321,80233,951
2024-07-29$107.34$107.004.6%1.3%3.2%29.4%4.7%0.5%-0.6%-79.5M106.8M-357.7K1.456.9520291,80333,961
2024-07-30$107.41$107.004.6%1.3%2.6%30.4%5.1%-2.8%-0.5%-90.3M104.2M-360.0K0.007.510121,82333,989
2024-07-31$107.66$107.004.6%1.3%2.6%31.1%4.5%0.1%-0.5%-87.6M79.7M-317.4K15.009.101151,82333,999