MUB Options History — August 2024

In August 2024, MUB traded between $107.50 and $108.25. ATM implied volatility averaged 4.2%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.0% (HV 20d: 3.2%). Max pain ranged from $107.00 to $108.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 463.95.

Notable Days

  • 2024-08-21: Highest Volume — 7,525 contracts
  • 2024-08-13: Largest IV spike — 40.0% change
  • 2024-08-13: Highest IV Rank — 57.8%
  • 2024-08-14: Largest Expected Move — 1.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.88$107.50$108.25$107.65$107.69
Max Pain$107.50$107.00$108.00$107.00$108.00
ATM IV4.2%3.2%5.7%4.5%3.6%
Expected Move1.2%0.9%1.4%1.3%1.0%
HV 20d3.2%2.4%3.4%2.4%2.7%
HV 60d3.6%3.4%3.7%3.5%3.4%
IV Rank20.7%0.0%57.8%27.4%10.1%
IV Percentile20.0%0.0%77.0%24.2%4.4%
Term Structure0.3%-0.3%0.8%-0.3%0.3%
VWIV4.1%3.1%5.3%4.5%3.6%
Skew 25d0.3%-0.3%1.0%0.1%0.4%
Skew 10d0.6%-1.1%4.6%1.8%0.3%
Call IV 25d4.0%2.9%5.0%4.6%3.4%
Put IV 25d4.3%3.3%5.3%4.7%3.8%
Bid-Ask Spread %9.304.3815.904.386.24
Gamma HHI0.920.850.980.850.92
Net GEX-49.9M-82.4M-18.2M-69.9M-46.8M
Net DEX41.6M17.9M83.1M70.8M18.2M
Net VEX-176.1K-310.7K-65.9K-310.7K-65.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio463.950.002563.001.300.33
Total Volume857.13607,5252344
Total OI25,289.3649,73037,24235,8209,881

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$107.65$107.004.5%1.3%2.4%27.4%4.5%0.1%-0.3%-69.9M70.8M-310.7K1.304.3810131,82433,996
2024-08-02$108.25$107.004.3%1.2%3.0%23.5%3.4%-0.3%-0.0%-45.1M39.4M-238.6K1.926.1912231,82234,004
2024-08-05$108.19$107.005.0%1.4%3.0%41.0%5.0%0.4%0.0%-50.0M48.9M-242.2K3.6715.90552021,83033,995
2024-08-06$108.03$107.004.4%1.1%3.1%24.9%4.0%0.1%0.7%-57.7M46.5M-235.1K212.0012.8424241,81934,188
2024-08-07$107.66$107.004.4%1.2%3.4%26.4%4.2%0.1%0.8%-76.1M66.4M-264.6K0.009.400251,81934,183
2024-08-08$107.50$107.005.7%1.3%3.2%56.8%4.7%0.6%0.2%-82.4M83.1M-286.8K0.009.750171,81934,185
2024-08-09$107.66$107.003.8%1.3%3.2%11.1%5.3%0.8%0.5%-75.9M66.8M-258.8K0.009.1901821,81934,317
2024-08-12$107.81$107.004.1%1.3%3.2%17.5%5.0%0.7%0.4%-62.7M52.2M-221.5K0.0011.6909141,81934,486
2024-08-13$107.93$107.005.7%1.3%3.1%57.8%5.0%1.0%0.5%-62.4M49.1M-212.4K1376.008.0711,3761,81934,811
2024-08-14$108.06$107.004.8%1.4%3.1%36.1%0.0%0.7%0.7%-43.0M39.6M-199.0K0.009.191501,81935,394
2024-08-15$107.70$107.004.8%1.4%3.4%34.6%4.4%-0.2%0.1%-50.9M51.4M-209.7K1261.0014.3422,5221,82535,394
2024-08-16$107.77$108.004.2%1.2%3.3%21.6%4.2%0.2%0.1%-47.5M45.2M-194.8K34.337.6231031,82735,415
2024-08-19$107.87$108.004.2%1.2%3.3%20.5%4.7%0.2%0.1%-48.9M47.3M-177.2K0.5411.91723924316,842
2024-08-20$107.97$108.003.9%1.1%3.3%12.6%4.0%0.2%-0.0%-51.9M39.6M-153.7K2563.009.9925,12631516,878
2024-08-21$108.03$108.003.6%1.0%3.2%5.4%3.8%0.1%0.4%-55.6M27.4M-123.3K1504.009.0957,52031716,917
2024-08-22$107.81$108.003.4%1.0%3.3%0.0%3.3%0.1%0.4%-34.9M20.0M-82.7K1.006.79113159,415
2024-08-23$108.12$108.003.3%0.9%3.3%0.0%3.4%-0.0%0.6%-18.2M25.0M-91.9K0.007.90093149,416
2024-08-26$108.03$108.003.7%1.1%3.4%10.5%3.7%-0.2%0.3%-22.6M22.6M-85.5K0.126.7781103149,421
2024-08-27$107.98$108.003.7%1.0%3.4%9.6%0.0%0.1%0.4%-26.5M20.4M-78.6K0.0012.70004059,431
2024-08-28$107.84$108.003.6%1.0%3.3%7.8%3.1%0.8%0.4%-33.3M18.2M-73.3K0.006.874104059,431
2024-08-29$107.87$108.003.2%0.9%3.3%0.0%3.7%0.7%0.5%-34.4M17.9M-67.9K0.007.74054469,431
2024-08-30$107.69$108.003.6%1.0%2.7%10.1%3.6%0.4%0.3%-46.8M18.2M-65.9K0.336.2433114469,435