MFC Options History — June 2021

In June 2021, MFC traded between $19.33 and $21.05. ATM implied volatility averaged 18.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.1% (HV 20d: 15.3%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2021-06-08: Highest Volume — 5,118 contracts
  • 2021-06-24: Largest IV drop — 17.5% change
  • 2021-06-18: Highest IV Rank — 20.3%
  • 2021-06-18: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.15$19.33$21.05$21.05$19.63
Max Pain$20.55$20.00$21.00$21.00$20.00
ATM IV18.4%16.4%21.9%18.6%16.4%
Expected Move5.3%4.7%6.3%5.3%4.7%
HV 20d15.3%11.9%21.0%21.0%15.7%
HV 60d17.3%16.9%18.0%17.8%17.9%
IV Rank14.0%10.3%20.3%14.2%10.3%
IV Percentile6.9%1.6%19.8%5.2%1.6%
Term Structure1.6%-3.9%3.2%-0.2%2.5%
VWIV18.2%13.6%20.2%13.6%16.5%
Skew 25d3.9%1.0%8.9%8.9%3.0%
Skew 10d6.8%-5.4%17.6%11.7%4.9%
Call IV 25d16.8%13.3%19.2%13.3%16.3%
Put IV 25d20.7%19.0%22.3%22.3%19.3%
Bid-Ask Spread %43.617.12107.6020.6213.38
Gamma HHI0.280.240.340.260.27
Net GEX-231.2K-595.2K406.7K130.9K-502.0K
Net DEX3.2M-7.9M13.1M-6.7M6.9M
Net VEX-142.0K-174.4K-103.1K-138.5K-122.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.051.100.140.08
Total Volume6341125,118270151
Total OI81,198.86474,92287,47981,06177,230

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$21.05$21.0018.6%5.3%21.0%14.2%13.6%8.9%-0.2%130.9K-6.7M-138.5K0.1420.62N/AN/A2363416,49264,569
2021-06-02$20.88$21.0018.4%5.3%20.6%13.9%18.5%5.4%0.7%19.2K-4.6M-141.2K0.357.12N/AN/A832916,43464,563
2021-06-03$20.93$21.0017.5%5.4%19.4%12.3%18.5%2.1%2.8%406.7K-7.9M-107.2K0.7215.68N/AN/A17312516,48764,592
2021-06-04$20.90$21.0018.1%5.3%17.8%13.5%19.7%2.9%2.4%20.3K-4.7M-141.6K0.1038.97N/AN/A1581616,59564,689
2021-06-07$20.78$21.0018.8%5.3%17.4%14.7%18.2%2.3%1.5%354.8K-6.9M-103.1K0.1817.94N/AN/A1061916,63264,680
2021-06-08$20.81$21.0019.3%5.1%16.7%15.5%19.3%4.1%1.6%67.9K-3.0M-151.4K0.9870.43N/AN/A2,5862,53216,65064,697
2021-06-09$20.62$21.0018.0%5.2%16.0%13.2%19.5%2.7%2.1%-81.2K-1.8M-151.3K0.4629.82N/AN/A1808318,29366,217
2021-06-10$20.45$21.0019.0%5.5%16.1%15.1%17.5%2.2%1.9%-110.3K2.0M-174.4K0.1073.96N/AN/A2432519,19267,150
2021-06-11$20.35$21.0018.0%5.2%15.4%13.3%17.5%1.0%2.0%-230.8K1.1M-150.9K0.1051.79N/AN/A1951919,35967,085
2021-06-14$20.23$21.0019.1%5.5%14.0%15.2%18.6%3.3%1.2%-241.8K4.5M-170.1K0.0786.01N/AN/A2611919,45967,102
2021-06-15$20.30$21.0018.9%5.4%13.2%14.9%16.7%4.0%1.6%-314.7K1.8M-153.3K0.6656.64N/AN/A18312019,51067,116
2021-06-16$20.12$21.0018.8%5.4%13.2%14.7%18.8%3.5%1.4%-345.5K4.5M-160.6K0.1993.76N/AN/A85616519,43567,151
2021-06-17$19.69$20.0018.9%5.4%12.0%14.8%19.2%6.0%-3.9%-333.9K11.6M-173.1K1.0368.66N/AN/A20220919,99167,237
2021-06-18$19.45$20.0021.9%6.3%12.2%20.3%20.2%1.9%-0.1%-528.7K13.1M-156.8K0.43107.60N/AN/A28412220,05067,429
2021-06-21$19.51$20.0018.2%5.2%12.3%13.6%18.5%5.6%3.2%-522.2K11.2M-148.0K0.2622.02N/AN/A43211116,96957,953
2021-06-22$19.47$20.0019.5%5.6%11.9%16.0%18.4%5.3%2.3%-595.2K10.5M-132.8K1.1024.98N/AN/A13114417,15958,063
2021-06-23$19.33$20.0020.0%5.7%11.9%16.9%20.2%3.7%1.9%-561.7K11.9M-142.3K0.6730.47N/AN/A55036817,23958,142
2021-06-24$19.66$20.0016.5%4.7%13.7%10.5%16.1%5.5%2.7%-428.1K6.8M-117.4K0.2221.88N/AN/A3628117,42958,325
2021-06-25$20.02$20.0017.6%5.0%14.8%12.5%16.3%7.7%1.7%-337.8K3.6M-123.3K0.0515.10N/AN/A3741717,73958,383
2021-06-28$19.63$20.0017.1%4.9%16.0%11.7%20.2%1.5%2.1%-472.2K7.8M-127.3K0.1443.48N/AN/A2353217,93458,404
2021-06-29$19.59$20.0016.9%4.8%15.6%11.2%17.8%3.5%2.9%-479.1K9.0M-137.5K0.4149.10N/AN/A1,20549218,11958,431
2021-06-30$19.63$20.0016.4%4.7%15.7%10.3%16.5%3.0%2.5%-502.0K6.9M-122.4K0.0813.38N/AN/A1401118,61458,616