MFC Options History — June 2018

In June 2018, MFC traded between $17.85 and $19.22. ATM implied volatility averaged 18.0%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 0.1% (HV 20d: 17.9%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2018-06-01: Highest Volume — 1,223 contracts
  • 2018-06-25: Largest IV spike — 23.0% change
  • 2018-06-11: Highest IV Rank — 4.1%
  • 2018-06-27: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.77$17.85$19.22$19.04$17.98
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV18.0%15.5%20.4%16.7%18.0%
Expected Move5.0%4.4%5.7%4.8%5.2%
HV 20d17.9%15.6%20.6%20.0%15.6%
HV 60d17.8%16.8%18.4%18.4%18.2%
IV Rank2.7%1.2%4.1%1.9%2.7%
IV Percentile23.5%2.0%50.0%7.1%26.2%
Term Structure1.7%0.4%3.7%0.9%3.3%
VWIV17.2%12.5%20.6%18.4%19.4%
Skew 25d2.7%-4.8%6.7%-4.4%6.0%
Skew 10d3.2%-7.2%8.9%-7.2%8.9%
Call IV 25d15.8%12.2%21.5%18.7%15.4%
Put IV 25d18.5%14.3%22.0%14.3%21.3%
Bid-Ask Spread %39.3014.86100.5921.3670.36
Gamma HHI0.420.270.610.550.27
Net GEX84.5K-16.9K184.7K145.4K-9.8K
Net DEX-116.4K-862.0K1.8M-533.6K1.6M
Net VEX-14.4K-16.5K-11.9K-16.5K-12.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.281.120.310.82
Total Volume990.4297351,2231,2231,102
Total OI6,329.6674,1547,7917,7545,373

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$19.04$19.0016.7%4.8%20.0%1.9%18.4%-4.4%0.9%145.4K-533.6K-16.5K0.3121.36N/AN/A9362875,6222,132
2018-06-04$19.14$19.0019.0%5.2%19.5%3.3%18.3%4.5%0.9%184.7K-849.7K-16.4K0.3118.61N/AN/A9192875,6372,141
2018-06-05$18.97$19.0019.8%5.2%19.4%3.8%18.3%2.4%0.7%128.7K-419.3K-15.8K0.3114.86N/AN/A9192875,6362,141
2018-06-06$19.06$19.0016.3%5.1%19.3%1.7%17.6%3.3%0.4%126.8K-612.6K-15.7K0.3816.23N/AN/A7082705,6402,151
2018-06-07$19.08$19.0019.8%4.9%18.1%3.8%17.4%4.8%1.7%123.1K-653.4K-15.7K0.3721.00N/AN/A7102665,6412,104
2018-06-08$19.10$19.0018.6%4.7%17.8%3.0%16.7%2.8%2.1%123.2K-692.6K-15.5K0.3717.02N/AN/A7102665,6442,106
2018-06-11$19.14$19.0020.4%5.1%17.8%4.1%17.5%2.8%1.3%114.6K-823.5K-15.0K0.3718.25N/AN/A7082635,6442,106
2018-06-12$19.05$19.0017.8%4.6%17.8%2.6%16.2%2.2%2.4%83.7K-509.5K-14.5K0.3832.27N/AN/A6792605,6282,112
2018-06-13$19.22$19.0017.1%4.9%18.1%2.1%16.6%4.3%1.0%128.5K-862.0K-14.6K0.3899.59N/AN/A6762605,6232,112
2018-06-14$19.01$19.0017.8%5.1%17.9%2.5%17.7%1.7%0.8%91.2K-396.9K-14.2K0.3821.24N/AN/A6992695,6232,093
2018-06-15$18.90$19.0017.0%4.9%17.9%2.1%17.2%3.0%1.0%89.0K-129.2K-13.7K0.3634.48N/AN/A7022525,6402,085
2018-06-18$18.88$19.0015.5%4.4%17.7%1.2%15.5%5.2%3.0%60.0K-325.5K-13.6K0.3529.52N/AN/A6432232,7521,402
2018-06-19$18.72$19.0017.0%4.9%17.8%2.1%17.2%5.5%2.2%82.3K-324.0K-13.9K0.3776.15N/AN/A5361993,0101,422
2018-06-20$18.70$19.0016.6%4.8%17.2%1.9%16.6%3.7%2.8%76.4K-229.9K-13.6K0.2853.38N/AN/A7071953,0141,462
2018-06-21$18.72$19.0016.3%4.7%17.2%1.6%16.2%4.7%3.7%80.3K-245.4K-14.3K0.57100.59N/AN/A6313603,0931,482
2018-06-22$18.95$19.0016.0%4.6%17.9%1.5%16.2%6.7%2.5%71.3K-335.5K-14.7K0.5917.22N/AN/A4932903,0971,659
2018-06-25$18.38$19.0019.7%5.7%20.6%3.7%17.2%2.4%0.5%45.8K433.0K-13.2K0.7623.75N/AN/A4793653,1261,629
2018-06-26$18.34$19.0018.4%5.3%16.7%2.9%17.5%-0.1%1.8%35.5K586.7K-13.4K0.8198.29N/AN/A5114133,1201,764
2018-06-27$18.02$19.0020.0%5.7%15.7%3.9%12.5%-4.8%0.8%10.7K1.1M-11.9K1.1221.35N/AN/A5215853,1141,825
2018-06-28$17.85$19.0019.7%5.6%15.9%3.7%20.6%0.5%1.7%-16.9K1.8M-12.4K0.7119.71N/AN/A7105033,1242,194
2018-06-29$17.98$19.0018.0%5.2%15.6%2.7%19.4%6.0%3.3%-9.8K1.6M-12.7K0.8270.36N/AN/A6054973,1572,216