M Options History — May 2018 In May 2018, M traded between $29.43 and $35.46. ATM implied volatility averaged 42.5%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 3.1% (HV 20d: 39.5%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.37.
Notable Days 2018-05-16 : Highest Volume — 151,490 contracts2018-05-16 : Largest IV drop — 27.2% change2018-05-10 : Highest IV Rank — 60.2%2018-05-02 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.22 $29.43 $35.46 $30.78 $34.89 Max Pain $31.43 $30.00 $32.50 $30.00 $32.50 ATM IV 42.5% 32.6% 52.7% 50.2% 33.8% Expected Move 12.4% 9.5% 17.3% 16.8% 10.2% HV 20d 39.5% 25.9% 51.3% 32.5% 49.3% HV 60d 36.7% 33.4% 40.4% 35.6% 38.9% IV Rank 33.9% 8.2% 60.2% 53.7% 11.2% IV Percentile 53.1% 13.9% 90.5% 84.1% 17.5% Term Structure -1.2% -4.0% -0.0% -2.4% -0.9% VWIV 43.7% 33.4% 60.3% 59.5% 36.4% Skew 25d 3.9% 2.4% 5.9% 5.1% 3.5% Skew 10d 7.0% 3.1% 9.6% 3.9% 4.4% Call IV 25d 40.6% 30.8% 50.7% 47.9% 32.8% Put IV 25d 44.5% 34.6% 55.1% 52.9% 36.3% Bid-Ask Spread % 8.08 3.70 15.91 7.59 7.26 Gamma HHI 0.11 0.06 0.35 0.10 0.12 Net GEX 703.5K -4.5M 10.2M -2.1M 4.3M Net DEX -160.7M -481.0M -17.7M -90.3M -184.3M Net VEX -1.6M -1.9M -1.2M -1.7M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 0.37 3.66 2.12 1.82 Total Volume 49,425.773 17,256 151,490 25,700 29,315 Total OI 479,409.682 373,243 612,316 465,068 480,148
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 2018-05-01 $30.78 $30.00 50.2% 16.8% 32.5% 53.7% 59.5% 5.1% -2.4% -2.1M -90.3M -1.7M 2.12 7.59 N/A N/A 8,239 17,461 151,935 313,133 2018-05-02 $31.33 $30.00 50.7% 17.3% 30.8% 55.2% 60.3% 2.8% -3.8% -1.1M -129.9M -1.6M 1.74 9.70 N/A N/A 7,177 12,504 154,138 319,505 2018-05-03 $31.42 $31.00 49.4% 13.8% 29.3% 51.8% 48.0% 2.4% -4.0% -723.2K -138.1M -1.6M 2.62 11.07 N/A N/A 8,632 22,627 156,047 320,193 2018-05-04 $31.34 $31.00 48.3% 13.4% 25.9% 48.8% 47.2% 3.0% -1.6% -1.4M -136.8M -1.6M 3.66 11.05 N/A N/A 8,410 30,788 157,970 316,249 2018-05-07 $30.00 $32.00 47.9% 13.4% 29.9% 47.7% 46.8% 3.3% -0.7% -2.9M -53.8M -1.6M 1.94 8.78 N/A N/A 14,441 28,039 148,567 306,690 2018-05-08 $29.74 $31.00 49.7% 13.8% 30.1% 52.5% 48.6% 2.6% -1.0% -4.5M -29.9M -1.6M 1.47 7.41 N/A N/A 14,788 21,783 153,197 320,869 2018-05-09 $30.07 $31.00 50.7% 14.5% 30.0% 55.1% 50.6% 4.3% -0.7% -3.7M -57.3M -1.6M 0.84 6.11 N/A N/A 14,226 11,951 157,699 325,226 2018-05-10 $29.43 $31.00 52.7% 14.9% 31.0% 60.2% 52.2% 5.9% -0.0% -4.5M -17.7M -1.6M 0.58 11.08 N/A N/A 52,451 30,277 164,197 327,578 2018-05-11 $29.59 $31.00 51.1% 14.4% 29.5% 56.1% 50.3% 4.1% -1.5% -4.0M -58.4M -1.7M 1.64 8.58 N/A N/A 14,103 23,063 196,757 336,276 2018-05-14 $29.69 $31.00 51.6% 14.6% 28.6% 57.5% 51.6% 4.4% -2.3% -382.1K -71.2M -1.6M 1.04 5.25 N/A N/A 15,366 16,030 185,131 324,665 2018-05-15 $29.86 $31.00 51.5% 14.7% 28.6% 57.2% 50.8% 4.5% -1.4% -279.8K -82.7M -1.6M 0.92 15.91 N/A N/A 42,315 38,934 189,610 331,647 2018-05-16 $33.34 $31.00 37.5% 10.7% 48.1% 20.8% 38.9% 4.2% -1.0% 10.2M -445.9M -1.2M 0.74 12.32 N/A N/A 87,294 64,196 205,496 350,045 2018-05-17 $33.82 $31.00 37.5% 10.7% 48.1% 20.7% 37.7% 4.3% -1.1% 9.7M -481.0M -1.4M 0.77 10.29 N/A N/A 51,931 39,956 223,381 372,534 2018-05-18 $33.98 $32.00 35.2% 10.1% 48.0% 14.9% 35.1% 4.0% -0.5% 9.4M -471.6M -1.5M 0.68 3.95 N/A N/A 40,511 27,619 226,529 385,787 2018-05-21 $34.62 $32.00 35.0% 10.0% 47.9% 14.2% 34.9% 4.5% -0.7% 2.4M -201.9M -1.4M 2.51 4.71 N/A N/A 16,746 42,081 132,332 240,911 2018-05-22 $33.11 $32.00 35.1% 10.2% 51.2% 14.6% 35.7% 4.4% -1.3% -1.6M -74.3M -1.6M 0.94 6.89 N/A N/A 31,068 29,254 136,275 266,850 2018-05-23 $33.53 $32.00 34.1% 9.9% 51.3% 11.9% 34.5% 3.6% -0.1% -146.1K -117.5M -1.7M 0.70 3.99 N/A N/A 11,547 8,047 155,307 273,682 2018-05-24 $34.11 $32.00 32.6% 9.5% 50.2% 8.2% 33.4% 3.8% -0.1% 2.5M -168.0M -1.6M 0.77 3.70 N/A N/A 12,644 9,743 159,052 274,279 2018-05-25 $34.09 $32.00 33.1% 9.7% 50.1% 9.5% 35.3% 3.4% -0.1% 218.8K -144.8M -1.7M 1.24 4.02 N/A N/A 10,921 13,487 160,650 287,021 2018-05-29 $34.73 $32.50 34.3% 10.4% 48.9% 12.4% 37.6% 4.0% -0.9% 1.3M -164.8M -1.7M 1.10 9.64 N/A N/A 8,203 9,053 150,422 277,567 2018-05-30 $35.46 $32.50 34.0% 10.3% 48.7% 11.7% 36.0% 3.5% -0.9% 2.7M -215.7M -1.6M 0.37 8.52 N/A N/A 65,756 24,390 151,670 279,796 2018-05-31 $34.89 $32.50 33.8% 10.2% 49.3% 11.2% 36.4% 3.5% -0.9% 4.3M -184.3M -1.9M 1.82 7.26 N/A N/A 10,401 18,914 187,750 292,398
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