M Options History — October 2018 In October 2018, M traded between $31.79 and $35.57. ATM implied volatility averaged 46.4%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 16.7% (HV 20d: 29.7%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.47.
Notable Days 2018-10-17 : Highest Volume — 205,914 contracts2018-10-11 : Largest IV spike — 19.1% change2018-10-29 : Highest IV Rank — 78.6%2018-10-31 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $33.15 $31.79 $35.57 $34.67 $34.57 Max Pain $34.93 $34.00 $36.00 $36.00 $35.00 ATM IV 46.4% 30.7% 59.8% 30.7% 57.4% Expected Move 15.1% 8.7% 20.0% 8.7% 20.0% HV 20d 29.7% 21.9% 39.2% 21.9% 39.2% HV 60d 45.5% 44.3% 47.5% 44.3% 47.5% IV Rank 43.7% 2.7% 78.6% 2.7% 72.4% IV Percentile 62.0% 0.8% 98.0% 0.8% 96.0% Term Structure 1.2% -5.0% 14.2% 0.9% -3.1% VWIV 53.2% 30.3% 70.0% 30.3% 70.0% Skew 25d 4.6% 2.1% 6.3% 2.5% 6.3% Skew 10d 9.1% 4.6% 15.0% 4.7% 11.8% Call IV 25d 44.4% 29.7% 56.0% 29.7% 54.6% Put IV 25d 49.0% 32.3% 61.9% 32.3% 60.9% Bid-Ask Spread % 7.47 2.82 15.89 2.85 8.34 Gamma HHI 0.14 0.09 0.22 0.12 0.13 Net GEX -3.8M -7.4M 2.8M -3.9M 2.8M Net DEX 89.1M -136.7M 204.7M 33.1M -50.6M Net VEX -1.7M -1.9M -1.6M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.47 0.63 11.67 0.80 0.85 Total Volume 46,153.435 20,555 205,914 20,555 37,251 Total OI 495,941.435 432,312 559,313 432,312 551,041
Daily Data (23 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 2018-10-01 $34.67 $36.00 30.7% 8.7% 21.9% 2.7% 30.3% 2.5% 0.9% -3.9M 33.1M -1.7M 0.80 2.85 N/A N/A 11,398 9,157 138,954 293,358 2018-10-02 $33.17 $35.50 32.8% 9.5% 26.5% 8.2% 32.9% 2.4% 0.0% -5.7M 119.5M -1.7M 0.69 4.51 N/A N/A 23,078 15,862 143,291 296,383 2018-10-03 $33.42 $35.00 32.3% 9.1% 26.5% 6.8% 32.1% 2.1% 0.7% -5.9M 109.8M -1.7M 0.65 5.72 N/A N/A 15,439 10,007 147,737 300,373 2018-10-04 $32.77 $36.00 34.0% 13.3% 27.0% 11.2% 46.0% 2.6% 0.6% -5.7M 145.8M -1.7M 0.87 11.94 N/A N/A 13,164 11,473 151,278 301,817 2018-10-05 $32.85 $36.00 34.6% 13.4% 27.0% 12.9% 46.3% 3.1% 0.4% -4.6M 141.9M -1.7M 0.95 2.82 N/A N/A 15,454 14,684 153,450 303,568 2018-10-08 $33.19 $35.00 35.0% 13.8% 27.1% 13.9% 47.6% 3.6% 14.2% -6.1M 119.6M -1.7M 0.83 9.09 N/A N/A 13,338 11,126 146,318 303,372 2018-10-09 $33.04 $35.00 35.0% 13.9% 26.3% 14.0% 48.7% 3.0% 13.5% -5.9M 124.1M -1.7M 3.71 3.17 N/A N/A 16,291 60,481 150,026 304,330 2018-10-10 $32.81 $35.00 37.1% 14.6% 26.3% 19.5% 52.7% 3.2% 13.7% -7.4M 170.4M -1.8M 1.12 9.43 N/A N/A 16,712 18,699 154,595 334,438 2018-10-11 $32.33 $35.00 44.2% 15.3% 26.1% 38.0% 53.4% 5.6% 12.0% -6.0M 167.6M -1.7M 1.07 12.94 N/A N/A 20,007 21,404 156,547 317,961 2018-10-12 $33.33 $35.00 43.3% 14.8% 28.1% 35.7% 52.0% 6.3% 13.4% -4.9M 87.5M -1.7M 0.87 5.67 N/A N/A 19,472 16,935 162,264 319,248 2018-10-15 $33.64 $35.00 48.4% 14.6% 26.6% 48.8% 51.6% 5.1% -2.1% -5.1M 73.1M -1.7M 0.75 3.51 N/A N/A 14,106 10,635 157,733 315,521 2018-10-16 $33.45 $35.00 48.4% 14.3% 26.0% 48.9% 48.7% 4.8% -3.4% -5.2M 88.0M -1.6M 0.63 6.56 N/A N/A 21,481 13,619 160,876 316,541 2018-10-17 $31.79 $35.00 53.6% 15.4% 31.0% 62.5% 54.8% 5.3% -3.8% -7.4M 204.7M -1.6M 1.93 8.85 N/A N/A 70,169 135,745 162,836 319,997 2018-10-18 $32.35 $35.00 54.2% 15.8% 31.9% 64.1% 55.9% 5.0% -5.0% -3.6M 125.0M -1.8M 0.73 6.17 N/A N/A 25,941 18,825 207,948 349,955 2018-10-19 $32.21 $35.00 52.6% 15.4% 31.3% 59.9% 53.2% 4.7% -3.5% -4.0M 150.9M -1.8M 0.77 2.99 N/A N/A 16,889 13,027 200,558 358,755 2018-10-22 $32.98 $35.00 53.0% 16.3% 32.4% 60.8% 56.5% 5.5% -2.5% -1.4M 50.2M -1.8M 0.72 5.27 N/A N/A 16,835 12,085 169,992 339,514 2018-10-23 $32.53 $35.00 54.6% 16.7% 32.5% 65.1% 58.6% 5.7% -2.7% -2.4M 89.2M -1.8M 0.69 15.89 N/A N/A 17,354 11,983 175,046 342,892 2018-10-24 $32.80 $34.00 55.4% 17.4% 32.0% 67.1% 64.4% 5.8% -2.9% -1.1M 55.4M -1.8M 11.67 12.47 N/A N/A 11,191 130,588 181,420 346,309 2018-10-25 $33.07 $34.00 55.4% 17.8% 31.8% 67.2% 63.4% 5.6% -3.5% -1.1M 48.2M -1.9M 0.95 6.73 N/A N/A 14,199 13,515 182,757 363,257 2018-10-26 $32.34 $34.00 57.6% 18.4% 32.3% 72.9% 64.6% 5.9% -3.3% -4.4M 115.1M -1.8M 0.65 11.38 N/A N/A 16,178 10,488 184,989 364,452 2018-10-29 $33.59 $34.00 59.8% 20.0% 35.5% 78.6% 69.1% 5.7% -3.1% -529.2K 17.7M -1.8M 0.67 10.17 N/A N/A 22,441 15,103 173,638 360,217 2018-10-30 $35.57 $34.00 57.9% 19.8% 37.6% 73.8% 69.7% 5.9% -2.9% 2.8M -136.7M -1.7M 1.22 5.35 N/A N/A 17,003 20,697 176,882 364,219 2018-10-31 $34.57 $35.00 57.4% 20.0% 39.2% 72.4% 70.0% 6.3% -3.1% 2.8M -50.6M -1.8M 0.85 8.34 N/A N/A 20,159 17,092 180,169 370,872
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