MFC Options History — October 2021

In October 2021, MFC traded between $19.29 and $20.34. ATM implied volatility averaged 22.0%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 1.8% (HV 20d: 20.2%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 6.98.

Notable Days

  • 2021-10-29: Highest Volume — 30,359 contracts
  • 2021-10-06: Largest IV spike — 28.4% change
  • 2021-10-04: Highest IV Rank — 48.9%
  • 2021-10-04: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.91$19.29$20.34$19.46$19.55
Max Pain$18.52$18.00$19.00$19.00$19.00
ATM IV22.0%18.7%27.6%24.1%25.2%
Expected Move6.4%5.8%7.6%6.9%7.2%
HV 20d20.2%13.7%24.7%23.3%16.4%
HV 60d19.7%18.8%21.0%21.0%19.2%
IV Rank33.0%23.8%48.9%38.8%42.8%
IV Percentile44.4%19.4%77.0%58.3%69.8%
Term Structure-1.4%-3.1%1.1%1.1%-2.0%
VWIV22.3%17.7%28.8%26.7%28.8%
Skew 25d5.2%1.9%9.3%7.2%5.8%
Skew 10d15.9%6.4%26.3%16.7%17.1%
Call IV 25d19.9%16.6%23.9%18.6%23.9%
Put IV 25d25.1%21.9%31.4%25.8%29.7%
Bid-Ask Spread %60.4128.8595.0141.9692.61
Gamma HHI0.300.210.360.360.27
Net GEX-499.6K-978.1K-86.3K-765.1K-978.1K
Net DEX4.8M290.3K12.2M9.9M9.2M
Net VEX-95.6K-124.9K-81.1K-119.1K-100.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.980.0191.001.0491.00
Total Volume2,701.6677930,35910230,359
Total OI72,782.52471,30277,25771,30277,257

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$19.46$19.0024.1%6.9%23.3%38.8%26.7%7.2%1.1%-765.1K9.9M-119.1K1.0441.96N/AN/A505210,71560,587
2021-10-04$19.46$18.0027.6%7.6%23.3%48.9%20.3%6.9%-3.1%-753.5K8.3M-103.0K0.1477.81N/AN/A1632210,72660,639
2021-10-05$19.64$18.0020.0%6.6%23.5%27.5%23.9%5.1%-1.6%-692.7K8.2M-115.5K0.0164.14N/AN/A188210,73360,663
2021-10-06$19.29$18.0025.7%7.3%24.3%43.5%23.3%9.3%-2.5%-752.3K12.2M-124.9K2.7075.59N/AN/A236210,79160,688
2021-10-07$19.49$18.0024.4%7.2%24.5%39.8%24.7%6.2%-1.8%-728.5K8.9M-108.0K0.1463.53N/AN/A1842510,69860,689
2021-10-08$19.79$18.0018.7%6.2%24.7%23.8%21.3%5.5%0.1%-621.5K6.7M-108.6K0.2739.35N/AN/A621710,70760,720
2021-10-11$19.78$18.0021.6%6.6%24.5%31.8%22.7%5.1%-1.0%-541.2K5.1M-95.4K0.1342.90N/AN/A83210410,87860,721
2021-10-12$19.73$18.0020.6%6.3%24.2%29.2%26.1%5.5%-0.8%-657.5K6.8M-103.4K0.6058.20N/AN/A24815010,89560,735
2021-10-13$19.70$18.0020.8%6.0%23.4%29.7%22.5%4.7%-1.2%-574.5K6.6M-100.6K4.6577.64N/AN/A5425111,43060,843
2021-10-14$20.10$18.0020.8%5.9%24.4%29.5%21.2%4.5%-0.7%-86.3K1.6M-88.2K1.0739.45N/AN/A12012911,55160,980
2021-10-15$20.23$18.0020.8%6.0%23.0%29.7%20.4%4.9%-1.2%-240.9K290.3K-87.9K0.0667.43N/AN/A8494911,55361,197
2021-10-18$20.12$19.0020.4%5.8%18.5%28.5%17.7%4.7%-0.7%-420.3K3.0M-81.5K0.3580.76N/AN/A1485210,55260,775
2021-10-19$20.21$19.0021.1%6.1%18.4%30.5%21.5%3.0%-1.1%-356.7K2.1M-81.8K0.9658.65N/AN/A11310810,61360,802
2021-10-20$20.34$19.0020.5%5.9%18.0%28.7%20.6%6.1%-1.1%-406.8K1.1M-81.1K1.2895.01N/AN/A1,3911,77410,82960,865
2021-10-21$20.25$19.0020.6%5.9%16.1%29.1%19.0%6.5%-1.0%-246.1K1.1M-86.5K4.1461.53N/AN/A4151,71711,98261,857
2021-10-22$20.33$19.0021.2%6.1%16.0%30.8%20.2%5.7%-2.4%-309.2K552.2K-84.8K4.1828.85N/AN/A4131,72812,04461,921
2021-10-25$20.29$19.0021.4%6.1%14.4%31.4%21.4%5.8%-2.8%-269.7K466.7K-83.0K3.7334.63N/AN/A4491,67512,07561,935
2021-10-26$20.31$19.0021.8%6.2%13.7%32.4%23.1%2.3%-1.6%-244.5K351.3K-83.5K2.5756.96N/AN/A7812,00612,05161,938
2021-10-27$20.00$19.0021.5%6.2%14.9%31.6%21.3%2.7%-1.6%-360.3K3.3M-82.8K13.9879.58N/AN/A3464,83812,30262,263
2021-10-28$19.97$19.0022.5%6.5%14.5%34.5%22.1%1.9%-2.3%-485.1K3.9M-86.8K13.5531.98N/AN/A3294,45712,39764,836
2021-10-29$19.55$19.0025.2%7.2%16.4%42.8%28.8%5.8%-2.0%-978.1K9.2M-100.3K91.0092.61N/AN/A33030,02912,39564,862