MFC Options History — October 2022

In October 2022, MFC traded between $15.41 and $16.84. ATM implied volatility averaged 33.8%, placing in the 78.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 0.8% (HV 20d: 33.0%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2022-10-03: Highest Volume — 2,084 contracts
  • 2022-10-04: Largest IV drop — 19.6% change
  • 2022-10-12: Highest IV Rank — 95.2%
  • 2022-10-12: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.09$15.41$16.84$16.15$16.61
Max Pain$16.14$16.00$17.00$16.00$16.00
ATM IV33.8%27.1%37.9%33.8%31.1%
Expected Move9.7%7.8%10.9%9.7%8.9%
HV 20d33.0%29.9%35.2%30.5%29.9%
HV 60d28.8%27.1%29.4%27.1%29.4%
IV Rank78.8%51.7%95.2%78.5%67.7%
IV Percentile91.3%64.7%98.8%95.2%79.8%
Term Structure-1.5%-4.3%4.0%0.8%-3.0%
VWIV33.4%25.7%38.8%33.1%34.4%
Skew 25d7.6%4.0%12.2%4.0%12.2%
Skew 10d14.2%7.9%22.6%10.7%22.6%
Call IV 25d29.8%23.2%33.3%30.0%24.1%
Put IV 25d37.5%31.6%41.2%34.0%36.3%
Bid-Ask Spread %41.0110.0279.1313.8540.03
Gamma HHI0.260.230.320.260.26
Net GEX-13.7K-109.7K66.3K-36.8K66.3K
Net DEX3.3M1.4M5.3M3.5M1.7M
Net VEX-26.8K-32.3K-22.9K-29.2K-25.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.255.725.721.79
Total Volume1,025.7626742,0842,0841,048
Total OI16,101.23814,74017,67415,42215,534

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$16.15$16.0033.8%9.7%30.5%78.5%33.1%4.0%0.8%-36.8K3.5M-29.2K5.7213.85N/AN/A3101,7748,3237,099
2022-10-04$16.84$16.0027.1%7.8%34.1%51.7%27.1%4.2%4.0%64.2K1.4M-32.3K1.5310.02N/AN/A4877458,3416,982
2022-10-05$16.50$16.0031.2%8.9%34.5%68.2%25.7%7.9%2.3%16.9K2.5M-30.1K0.5960.61N/AN/A6003548,5666,982
2022-10-06$16.17$17.0032.1%9.7%34.8%71.8%29.6%7.0%-1.4%-36.4K3.5M-28.7K0.5633.35N/AN/A6083388,6237,025
2022-10-07$15.88$17.0032.9%9.8%33.3%75.0%31.9%7.4%-1.0%-76.7K4.5M-26.1K0.7364.34N/AN/A5303898,6237,028
2022-10-10$15.79$17.0035.5%9.6%32.5%85.8%33.9%8.7%-0.6%-82.4K4.5M-25.8K0.5863.74N/AN/A6914028,6087,042
2022-10-11$15.42$16.0037.1%10.5%31.8%92.2%35.7%6.0%-1.7%-99.6K5.2M-24.1K0.7421.97N/AN/A4873628,8897,079
2022-10-12$15.41$16.0037.9%10.9%31.8%95.2%32.1%8.8%-2.2%-109.7K5.3M-22.9K0.2532.16N/AN/A1,1632948,8957,053
2022-10-13$15.92$16.0035.7%10.2%34.7%86.2%37.3%7.1%-3.3%-16.8K3.6M-27.9K1.2379.13N/AN/A3804689,7417,098
2022-10-14$15.65$16.0035.2%10.1%34.7%84.5%36.3%8.6%-2.3%-56.3K3.8M-27.9K1.2122.98N/AN/A3774579,8667,294
2022-10-17$16.01$16.0035.1%10.1%35.2%84.0%38.8%7.8%-2.3%-16.1K2.9M-28.2K1.3922.07N/AN/A3324609,9217,294
2022-10-18$16.03$16.0034.9%10.0%34.4%83.4%33.3%9.0%-0.7%-15.9K3.1M-26.8K1.0862.16N/AN/A4524879,9397,350
2022-10-19$15.90$16.0034.9%10.0%34.3%83.2%36.3%9.1%-3.5%-19.5K3.7M-24.9K1.1015.62N/AN/A49754610,0137,327
2022-10-20$15.71$16.0033.1%9.5%33.9%75.9%33.1%5.5%-0.5%-39.1K4.2M-23.5K1.0163.21N/AN/A53353910,1197,388
2022-10-21$16.15$16.0033.7%9.6%33.1%78.1%34.8%6.7%-2.6%40.1K2.8M-26.1K1.2352.42N/AN/A52865110,2317,443
2022-10-24$16.09$16.0034.9%10.0%32.9%83.2%35.0%5.8%-3.5%2.0K3.0M-25.6K0.7261.93N/AN/A6814908,2726,468
2022-10-25$16.34$16.0034.7%10.0%33.2%82.5%34.0%7.2%-4.3%12.0K2.6M-26.3K0.4521.80N/AN/A5652558,5946,763
2022-10-26$16.31$16.0034.7%10.0%32.0%82.5%32.5%9.6%-2.1%23.7K2.6M-26.6K0.9343.89N/AN/A4684348,6576,799
2022-10-27$16.40$16.0034.8%10.0%31.1%82.8%34.1%5.3%-1.7%31.6K2.2M-26.9K0.8816.31N/AN/A3643218,7046,659
2022-10-28$16.61$16.0030.0%8.6%31.3%63.3%32.6%12.2%-1.8%60.6K1.8M-26.7K0.6659.70N/AN/A4052698,7656,729
2022-10-31$16.61$16.0031.1%8.9%29.9%67.7%34.4%12.2%-3.0%66.3K1.7M-25.8K1.7940.03N/AN/A3756738,8046,730