MFC Options History — March 2021 In March 2021, MFC traded between $20.32 and $21.84. ATM implied volatility averaged 23.5%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 2.6% (HV 20d: 26.0%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.28.
Notable Days 2021-03-01 : Highest Volume — 15,956 contracts2021-03-30 : Largest IV drop — 18.3% change2021-03-01 : Highest IV Rank — 9.2%2021-03-04 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.34 $20.32 $21.84 $20.59 $21.55 Max Pain $20.35 $19.00 $21.00 $19.00 $21.00 ATM IV 23.5% 18.7% 27.9% 27.9% 18.9% Expected Move 6.7% 5.3% 8.2% 8.0% 5.4% HV 20d 26.0% 21.5% 29.7% 23.7% 21.6% HV 60d 24.4% 23.4% 24.8% 23.9% 24.5% IV Rank 4.9% 0.0% 9.2% 9.2% 0.5% IV Percentile 6.4% 0.0% 19.4% 19.4% 0.4% Term Structure 2.3% 0.3% 4.8% 0.3% 4.0% VWIV 22.6% 18.3% 29.3% 27.8% 19.0% Skew 25d 3.4% 0.9% 6.2% 3.0% 3.2% Skew 10d 9.4% 1.9% 18.9% 8.0% 4.3% Call IV 25d 21.9% 15.9% 29.3% 27.5% 17.2% Put IV 25d 25.3% 19.4% 30.5% 30.5% 20.4% Bid-Ask Spread % 42.04 11.50 88.39 88.39 42.44 Gamma HHI 0.31 0.25 0.39 0.26 0.39 Net GEX 1.9M 1.1M 2.3M 1.1M 2.3M Net DEX -36.2M -51.5M -20.5M -23.5M -33.3M Net VEX -242.5K -284.0K -190.5K -254.8K -193.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 1.70 0.00 0.18 Total Volume 2,616.174 80 15,956 15,956 679 Total OI 102,365.565 94,244 108,183 94,244 97,551
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 2021-03-01 $20.59 $19.00 27.9% 8.0% 23.7% 9.2% 27.8% 3.0% 0.3% 1.1M -23.5M -254.8K 0.00 88.39 N/A N/A 15,910 46 33,282 60,962 2021-03-02 $20.63 $19.00 27.4% 7.9% 23.7% 8.6% 29.3% 0.9% 0.5% 2.1M -31.9M -284.0K 0.03 57.10 N/A N/A 6,057 195 45,820 60,993 2021-03-03 $20.74 $19.00 26.0% 7.4% 23.3% 7.1% 25.8% 4.2% 0.5% 2.1M -31.8M -283.5K 0.00 11.50 N/A N/A 7,906 25 45,108 61,188 2021-03-04 $20.32 $19.00 27.3% 8.2% 25.1% 8.4% 22.5% 6.2% 0.6% 1.6M -20.5M -275.8K 0.03 52.81 N/A N/A 2,339 62 40,231 61,201 2021-03-05 $21.12 $19.00 25.7% 7.4% 27.8% 6.8% 25.3% 3.2% 1.2% 1.9M -36.6M -265.6K 0.23 37.88 N/A N/A 4,458 1,041 40,479 61,182 2021-03-08 $21.49 $19.00 27.0% 7.5% 28.1% 8.2% 24.5% 4.9% 2.0% 1.8M -42.2M -250.8K 0.73 22.49 N/A N/A 4,342 3,156 40,083 61,975 2021-03-09 $21.29 $21.00 26.6% 7.1% 28.5% 7.7% 24.8% 3.1% 2.4% 1.7M -36.7M -260.4K 0.03 35.47 N/A N/A 1,291 35 39,986 64,780 2021-03-10 $21.49 $20.00 24.9% 7.1% 28.3% 5.9% 23.5% 4.6% 1.9% 1.8M -39.3M -269.8K 0.03 51.75 N/A N/A 2,912 78 40,330 64,787 2021-03-11 $21.64 $20.00 22.8% 6.5% 27.9% 3.7% 23.1% 4.0% 2.7% 2.0M -46.5M -255.9K 0.07 30.39 N/A N/A 811 58 42,201 64,856 2021-03-12 $21.80 $20.00 23.3% 6.7% 27.7% 4.3% 23.9% 4.2% 2.1% 1.9M -49.3M -245.0K 1.70 35.96 N/A N/A 548 931 42,081 64,862 2021-03-15 $21.53 $21.00 23.1% 6.6% 28.3% 4.0% 23.1% 5.0% 2.4% 1.9M -42.9M -250.8K 0.88 62.14 N/A N/A 921 812 42,038 65,750 2021-03-16 $21.48 $21.00 24.5% 7.0% 28.3% 5.5% 22.7% 3.9% 2.3% 1.9M -43.4M -250.0K 0.26 17.86 N/A N/A 213 56 42,347 65,672 2021-03-17 $21.71 $21.00 22.0% 6.3% 28.4% 2.9% 22.2% 3.6% 2.6% 2.0M -47.9M -240.3K 0.07 66.54 N/A N/A 566 41 42,329 65,683 2021-03-18 $21.84 $21.00 23.2% 6.6% 28.3% 4.1% 23.3% 1.3% 2.9% 2.1M -50.3M -239.6K 0.18 64.16 N/A N/A 1,812 332 42,464 65,719 2021-03-19 $21.80 $21.00 21.4% 6.1% 28.4% 2.5% 20.8% 1.7% 4.1% 2.0M -51.5M -212.3K 0.07 21.03 N/A N/A 467 34 42,233 65,939 2021-03-22 $21.55 $21.00 20.4% 5.9% 28.6% 1.6% 20.5% 2.0% 3.1% 1.8M -34.0M -210.9K 0.23 24.73 N/A N/A 161 37 35,731 61,288 2021-03-23 $21.09 $21.00 20.8% 6.0% 29.7% 2.7% 19.9% 2.2% 3.0% 1.5M -21.2M -249.0K 0.08 40.25 N/A N/A 435 35 35,713 61,294 2021-03-24 $21.22 $21.00 20.9% 6.0% 23.6% 2.9% 21.5% 0.9% 2.8% 1.6M -26.5M -225.6K 0.17 37.16 N/A N/A 382 66 35,744 61,294 2021-03-25 $21.38 $21.00 22.2% 6.4% 23.6% 5.2% 21.0% 5.3% 2.3% 1.9M -28.8M -233.5K 0.48 39.01 N/A N/A 54 26 35,956 61,274 2021-03-26 $21.48 $21.00 22.0% 6.3% 22.8% 4.8% 18.3% 2.7% 1.9% 2.0M -30.8M -215.3K 0.17 40.01 N/A N/A 86 15 35,959 61,293 2021-03-29 $21.43 $21.00 22.9% 6.6% 21.5% 6.4% 19.2% 2.9% 2.3% 2.0M -28.8M -220.2K 0.29 56.78 N/A N/A 376 108 35,963 61,301 2021-03-30 $21.61 $21.00 18.7% 5.3% 21.6% 0.0% 18.5% 5.6% 4.8% 2.3M -34.9M -190.5K 0.54 31.16 N/A N/A 167 90 36,080 61,406 2021-03-31 $21.55 $21.00 18.9% 5.4% 21.6% 0.5% 19.0% 3.2% 4.0% 2.3M -33.3M -193.9K 0.18 42.44 N/A N/A 576 103 36,083 61,468
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