MUB Options History — October 2024

In October 2024, MUB traded between $106.60 and $108.69. ATM implied volatility averaged 5.2%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 2.4% (HV 20d: 2.8%). Max pain ranged from $107.00 to $108.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 68.90.

Notable Days

  • 2024-10-23: Highest Volume — 11,304 contracts
  • 2024-10-28: Largest IV spike — 16.4% change
  • 2024-10-28: Highest IV Rank — 100.0%
  • 2024-10-30: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.64$106.60$108.69$108.69$107.03
Max Pain$107.74$107.00$108.00$108.00$107.00
ATM IV5.2%3.6%8.4%3.8%8.3%
Expected Move1.5%1.0%2.4%1.1%2.4%
HV 20d2.8%1.7%3.8%1.8%3.7%
HV 60d2.8%2.6%3.1%2.6%2.8%
IV Rank44.9%10.8%100.0%14.4%97.3%
IV Percentile52.5%5.2%100.0%9.5%99.6%
Term Structure-0.4%-2.3%0.5%0.5%-2.0%
VWIV5.6%3.7%9.5%3.7%8.3%
Skew 25d0.7%-0.1%4.8%0.7%0.9%
Skew 10d0.9%-2.3%6.1%1.1%3.4%
Call IV 25d4.9%3.0%8.2%3.0%8.1%
Put IV 25d5.7%3.7%9.2%3.7%9.0%
Bid-Ask Spread %7.314.0512.2412.247.65
Gamma HHI0.530.400.800.460.76
Net GEX-16.6M-63.7M3.5M1.6M-58.6M
Net DEX39.9M-11.6M145.8M-11.6M137.6M
Net VEX-268.1K-411.4K-205.6K-221.1K-389.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio68.900.011022.800.43176.50
Total Volume1,102611,3044321
Total OI19,153.26112,87935,72212,96535,722

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$108.69$108.003.8%1.1%1.8%14.4%3.7%0.7%0.5%1.6M-11.6M-221.1K0.4312.2430135,4397,526
2024-10-02$108.62$108.003.6%1.0%1.7%10.8%4.0%0.8%0.5%1.3M-10.2M-222.3K0.009.62075,4247,522
2024-10-03$108.50$108.004.1%1.3%1.7%21.0%0.0%0.3%0.2%1.4M-10.5M-225.3K0.4310.3923105,4247,524
2024-10-04$108.02$108.003.7%1.3%2.3%13.0%5.1%0.3%-0.1%-1.0M1.1M-230.4K0.247.9668165,4247,514
2024-10-07$107.88$108.003.9%1.3%2.4%17.0%4.8%0.4%-0.2%-1.7M4.1M-222.8K5.557.2011615,4447,525
2024-10-08$107.93$108.004.0%1.3%2.2%18.2%0.0%0.6%0.1%-1.3M3.0M-222.3K5.009.02155,4517,598
2024-10-09$107.72$108.004.5%1.3%2.3%31.3%4.3%0.3%-0.0%-2.0M6.4M-219.1K0.088.771315,4527,603
2024-10-10$107.80$108.004.3%1.2%2.3%26.8%4.8%-0.1%0.2%-1.2M4.7M-218.6K1.676.0421355,4617,598
2024-10-11$107.81$108.004.4%1.3%2.2%28.4%4.3%-0.0%0.0%-815.0K5.4M-215.9K1.565.6525395,4737,633
2024-10-14$107.59$108.004.5%1.3%2.2%32.3%4.5%0.4%-0.1%-3.0M10.6M-210.9K0.245.5263155,4817,672
2024-10-15$108.00$108.004.7%1.3%2.7%35.1%4.7%0.3%-0.2%1.7M-1.1M-213.2K0.015.46966125,5317,671
2024-10-16$108.03$108.004.6%1.3%2.7%34.4%0.0%0.5%-0.3%3.5M-4.2M-230.2K0.006.400116,4467,673
2024-10-17$107.87$108.004.6%1.3%2.7%33.9%4.7%0.2%0.0%3.1M-439.8K-228.1K0.854.9913116,4387,684
2024-10-18$107.88$108.004.6%1.3%2.7%33.5%4.6%0.4%-0.1%3.2M-14.2K-226.0K1.605.23586,4407,684
2024-10-21$107.53$108.004.8%1.4%2.9%39.2%5.0%0.7%0.1%-327.7K7.2M-215.1K3.757.448306,2696,610
2024-10-22$107.25$108.005.3%1.5%3.0%49.9%5.3%1.0%-0.5%-1.8M13.2M-205.6K1022.804.051010,2286,2736,629
2024-10-23$106.60$108.005.3%1.5%3.6%50.1%5.4%0.8%-0.5%-22.2M64.9M-232.6K28.515.3238310,9216,28311,802
2024-10-24$106.88$107.006.1%1.7%3.8%68.6%6.2%0.7%-0.7%-62.2M145.8M-401.9K1.225.604135056,48627,334
2024-10-25$107.00$107.006.5%1.9%3.6%78.5%6.1%0.7%-1.0%-63.7M137.1M-411.4K0.126.64357446,87627,779
2024-10-28$107.09$107.007.6%2.2%3.7%100.0%8.3%1.0%-1.8%-57.6M132.4M-410.2K58.506.3821177,16028,319
2024-10-29$106.94$107.007.9%2.3%3.6%100.0%7.8%0.9%-1.9%-59.2M143.2M-396.8K176.508.6147067,16028,370
2024-10-30$107.03$107.008.4%2.4%3.7%100.0%9.5%4.8%-2.3%-60.0M139.6M-397.6K0.0011.9701147,16228,536
2024-10-31$107.03$107.008.3%2.4%3.7%97.3%8.3%0.9%-2.0%-58.6M137.6M-389.0K0.007.650217,16228,560