M Options History — May 2017 In May 2017, M traded between $22.84 and $29.51. ATM implied volatility averaged 38.1%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 15.1% (HV 20d: 53.2%). Max pain ranged from $24.50 to $31.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2017-05-11 : Highest Volume — 155,952 contracts2017-05-11 : Largest IV drop — 27.4% change2017-05-10 : Highest IV Rank — 65.8%2017-05-03 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.42 $22.84 $29.51 $28.88 $23.35 Max Pain $27.43 $24.50 $31.00 $31.00 $24.50 ATM IV 38.1% 32.6% 46.0% 41.0% 38.4% Expected Move 11.5% 9.8% 14.1% 13.3% 13.0% HV 20d 53.2% 21.1% 71.5% 22.4% 70.2% HV 60d 39.4% 25.7% 46.9% 29.9% 45.8% IV Rank 39.2% 20.6% 65.8% 49.0% 40.3% IV Percentile 63.9% 28.6% 95.2% 78.6% 68.3% Term Structure -0.7% -2.5% 2.5% -1.5% -2.1% VWIV 40.0% 34.3% 49.1% 46.2% 44.9% Skew 25d 1.6% -0.1% 2.8% 1.4% 1.1% Skew 10d 2.0% -2.8% 3.9% 2.4% -0.3% Call IV 25d 37.4% 31.5% 44.5% 39.9% 38.4% Put IV 25d 38.9% 33.7% 46.4% 41.2% 39.5% Bid-Ask Spread % 16.54 4.14 57.57 18.06 57.57 Gamma HHI 0.10 0.06 0.27 0.07 0.08 Net GEX -272.8K -6.0M 5.1M -1.5M 2.6M Net DEX 168.1M 62.3M 337.7M 95.5M 123.9M Net VEX -1.3M -1.4M -880.4K -1.3M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.22 2.23 1.02 0.68 Total Volume 39,148.864 13,878 155,952 13,878 21,246 Total OI 400,987.045 326,748 525,671 332,111 416,087
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-05-01 $28.88 $31.00 41.0% 13.3% 22.4% 49.0% 46.2% 1.4% -1.5% -1.5M 95.5M -1.3M 1.02 18.06 N/A N/A 6,861 7,017 166,823 165,288 2017-05-02 $29.51 $31.00 39.9% 13.5% 23.9% 45.3% 46.6% 1.6% -1.3% -14.6K 63.3M -1.4M 0.93 28.94 N/A N/A 7,610 7,047 169,075 167,212 2017-05-03 $29.22 $31.00 40.6% 14.1% 21.9% 47.6% 49.1% 1.8% -1.7% -546.7K 75.8M -1.3M 0.62 41.30 N/A N/A 8,627 5,326 170,864 166,859 2017-05-04 $28.95 $30.00 41.2% 11.7% 22.2% 49.6% 41.2% 1.0% -2.3% -1.2M 86.4M -1.3M 2.01 9.53 N/A N/A 5,616 11,267 174,340 167,298 2017-05-05 $28.94 $30.00 40.9% 11.5% 21.1% 48.6% 40.6% 1.0% -2.5% -2.5M 95.7M -1.3M 0.42 10.56 N/A N/A 17,867 7,553 175,070 172,017 2017-05-08 $28.64 $30.00 43.6% 12.3% 21.3% 57.7% 43.8% 1.6% 0.1% -2.2M 105.6M -1.3M 2.23 9.17 N/A N/A 8,236 18,378 156,810 169,938 2017-05-09 $29.32 $30.00 44.6% 12.9% 22.6% 61.2% 44.8% 1.3% 0.3% -1.8M 82.7M -1.3M 0.45 13.67 N/A N/A 26,518 11,900 160,059 179,399 2017-05-10 $29.42 $30.00 46.0% 12.9% 22.5% 65.8% 44.7% 2.7% -1.0% -569.0K 62.3M -1.4M 0.69 18.56 N/A N/A 38,863 26,937 174,226 184,929 2017-05-11 $24.31 $29.00 33.4% 10.2% 71.2% 23.3% 34.3% -0.1% 2.5% -4.8M 321.7M -880.4K 1.07 10.73 N/A N/A 75,259 80,693 188,306 195,846 2017-05-12 $23.62 $28.00 34.7% 10.3% 71.5% 27.8% 36.0% 1.1% 1.6% -6.0M 337.7M -1.0M 1.15 7.65 N/A N/A 31,134 35,858 233,487 219,611 2017-05-15 $23.20 $27.00 35.4% 10.3% 71.5% 30.0% 35.8% 1.4% -1.0% -2.7M 304.6M -1.0M 0.55 9.26 N/A N/A 34,141 18,659 221,498 209,281 2017-05-16 $22.84 $27.00 38.0% 11.0% 71.5% 39.0% 37.9% 1.1% -2.0% -2.0M 299.4M -1.1M 0.91 4.14 N/A N/A 53,076 48,415 244,429 215,506 2017-05-17 $23.10 $25.00 39.1% 11.2% 71.4% 42.6% 38.9% 1.6% -1.3% -296.7K 265.5M -1.3M 1.66 8.58 N/A N/A 15,895 26,308 279,621 227,984 2017-05-18 $22.84 $25.00 38.2% 11.0% 69.5% 39.6% 38.6% 1.1% -0.0% -317.7K 278.0M -1.3M 0.44 5.07 N/A N/A 20,245 8,906 285,867 233,500 2017-05-19 $23.01 $25.00 37.7% 10.9% 69.9% 38.0% 37.5% 1.2% -0.4% 4.3M 268.8M -1.3M 0.74 9.55 N/A N/A 24,475 18,095 290,821 234,850 2017-05-22 $23.45 $25.00 35.4% 10.4% 70.8% 30.2% 36.7% 2.8% -0.4% 1.2M 132.5M -1.3M 0.36 10.04 N/A N/A 20,705 7,371 206,634 180,776 2017-05-23 $23.06 $25.00 34.4% 10.3% 70.6% 26.7% 35.0% 2.4% -0.3% 1.1M 155.3M -1.2M 0.58 21.79 N/A N/A 12,288 7,127 215,271 182,586 2017-05-24 $23.21 $25.00 33.0% 10.0% 70.6% 21.9% 35.3% 2.6% 0.1% 1.6M 150.2M -1.3M 0.77 17.93 N/A N/A 8,731 6,697 218,337 184,830 2017-05-25 $23.41 $25.00 33.1% 10.2% 70.8% 22.5% 36.2% 2.1% -0.5% 2.8M 137.5M -1.3M 0.68 6.63 N/A N/A 12,395 8,444 220,497 186,598 2017-05-26 $23.44 $25.00 32.6% 9.8% 70.9% 20.6% 34.9% 2.1% -0.0% 5.1M 134.6M -1.3M 0.50 8.11 N/A N/A 11,755 5,834 223,406 188,413 2017-05-30 $23.58 $25.00 36.7% 12.1% 71.1% 34.5% 41.8% 1.8% -1.6% 1.8M 122.0M -1.3M 0.22 36.92 N/A N/A 26,106 5,794 212,543 184,923 2017-05-31 $23.35 $24.50 38.4% 13.0% 70.2% 40.3% 44.9% 1.1% -2.1% 2.6M 123.9M -1.4M 0.68 57.57 N/A N/A 12,624 8,622 229,242 186,845
« Apr 2017 | All History | Jun 2017 » Home M History May 2017