MFC Options History — June 2022

In June 2022, MFC traded between $16.48 and $18.88. ATM implied volatility averaged 27.3%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 11.3% (HV 20d: 38.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-06-16: Highest Volume — 4,951 contracts
  • 2022-06-09: Largest IV spike — 17.7% change
  • 2022-06-17: Highest IV Rank — 77.5%
  • 2022-06-17: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.59$16.48$18.88$18.51$17.31
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV27.3%23.1%32.6%24.3%27.4%
Expected Move7.8%6.6%9.3%7.0%7.9%
HV 20d38.5%28.6%49.4%49.4%35.7%
HV 60d34.8%32.9%36.6%34.0%36.6%
IV Rank58.9%44.5%77.5%48.6%59.6%
IV Percentile78.6%56.3%96.0%64.7%81.0%
Term Structure1.9%-0.6%5.4%-0.6%5.4%
VWIV27.0%23.4%31.3%28.4%27.6%
Skew 25d6.5%3.1%9.1%8.1%7.6%
Skew 10d15.3%4.4%21.9%21.5%16.8%
Call IV 25d24.5%20.6%30.3%21.3%24.0%
Put IV 25d31.0%27.5%36.2%29.4%31.6%
Bid-Ask Spread %52.2412.3084.5246.1859.22
Gamma HHI0.240.130.350.130.35
Net GEX9.9K-105.4K109.1K15.3K103.4K
Net DEX1.2M-798.3K4.9M238.5K-556.9K
Net VEX-24.6K-34.2K-14.9K-20.3K-33.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.102.371.710.25
Total Volume1,269.7625594,9517501,507
Total OI21,588.42912,10329,77925,93113,947

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$18.51$18.0024.3%7.0%49.4%48.6%28.4%8.1%-0.6%15.3K238.5K-20.3K1.7146.18N/AN/A27747318,3457,586
2022-06-02$18.70$18.0023.3%6.8%48.8%45.2%26.9%6.0%1.2%17.8K-165.2K-20.4K0.6063.51N/AN/A96258118,3767,748
2022-06-03$18.46$18.0026.2%7.3%47.7%55.3%27.1%6.2%2.3%-22.7K770.1K-19.9K1.7781.07N/AN/A29352018,2367,777
2022-06-06$18.68$18.0025.0%6.7%48.0%51.1%23.4%5.3%2.2%-6.1K169.6K-19.3K1.1555.20N/AN/A35941418,2407,779
2022-06-07$18.88$18.0024.6%6.6%47.4%49.8%23.9%7.2%3.1%18.2K-475.0K-20.8K1.0020.82N/AN/A41741818,3717,878
2022-06-08$18.73$18.0023.1%6.6%47.5%44.5%23.4%6.9%2.5%34.2K-646.1K-23.7K0.9467.46N/AN/A35033018,5537,858
2022-06-09$18.40$18.0027.2%7.8%47.8%58.7%23.9%5.0%2.3%-23.7K873.7K-19.8K1.5352.69N/AN/A27441818,6057,945
2022-06-10$17.85$18.0027.0%7.7%28.6%57.9%28.3%5.7%1.0%-66.9K2.4M-18.7K1.2637.30N/AN/A32040418,6277,887
2022-06-13$17.02$18.0031.6%9.1%30.9%74.1%31.3%3.1%-0.5%-97.3K4.5M-16.8K0.7644.37N/AN/A78059018,6517,856
2022-06-14$16.87$18.0030.4%8.7%31.0%69.8%31.2%7.9%0.6%-105.4K4.9M-14.9K1.4547.71N/AN/A28841918,5917,920
2022-06-15$17.28$18.0029.6%8.5%30.7%67.2%28.1%3.7%-0.2%-87.3K4.3M-14.9K0.1052.46N/AN/A3,39035518,6447,896
2022-06-16$16.64$18.0030.2%8.7%32.9%69.2%30.1%7.4%2.7%13.3K3.4M-27.3K0.4471.56N/AN/A3,4471,50421,6937,970
2022-06-17$16.48$18.0032.6%9.3%32.8%77.5%28.8%6.0%0.3%24.9K3.3M-28.4K2.3784.52N/AN/A4581,08521,7728,007
2022-06-21$17.13$18.0028.4%8.1%35.7%62.9%25.8%7.4%1.5%36.8K538.4K-30.3K0.9173.08N/AN/A5374868,2753,828
2022-06-22$16.82$18.0027.0%7.7%34.7%58.0%25.8%6.4%2.3%20.7K1.3M-29.2K0.9812.30N/AN/A4184108,4954,031
2022-06-23$16.52$18.0027.0%7.7%34.7%58.2%28.0%6.3%1.6%15.5K1.7M-28.1K0.7369.43N/AN/A3232368,4974,046
2022-06-24$17.04$18.0026.1%7.5%36.6%54.8%24.5%5.7%3.8%24.0K799.1K-29.8K0.4424.52N/AN/A9134028,5514,097
2022-06-27$17.22$18.0027.3%7.8%36.1%59.0%26.6%9.1%1.8%83.6K-81.0K-32.3K0.7380.40N/AN/A4753459,2584,103
2022-06-28$17.48$18.0028.1%8.1%36.5%62.0%28.0%9.1%1.9%100.0K-798.3K-33.6K0.3540.37N/AN/A5782049,3914,162
2022-06-29$17.30$18.0026.0%7.4%35.6%54.5%26.1%6.5%4.5%109.1K-670.2K-34.2K0.6512.86N/AN/A4262799,6884,177
2022-06-30$17.31$18.0027.4%7.9%35.7%59.6%27.6%7.6%5.4%103.4K-556.9K-33.8K0.2559.22N/AN/A1,2073009,7214,226