MFC Options History — February 2024 In February 2024, MFC traded between $21.84 and $24.74. ATM implied volatility averaged 20.1%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 5.2% (HV 20d: 25.3%). Max pain ranged from $18.00 to $22.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.42.
Notable Days 2024-02-26 : Highest Volume — 6,539 contracts2024-02-07 : Largest IV drop — 23.5% change2024-02-06 : Highest IV Rank — 46.2%2024-02-13 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $23.26 $21.84 $24.74 $21.88 $23.80 Max Pain $18.80 $18.00 $22.00 $18.00 $21.00 ATM IV 20.1% 16.4% 26.0% 23.8% 17.1% Expected Move 5.6% 4.7% 6.5% 6.0% 4.9% HV 20d 25.3% 13.9% 36.6% 14.1% 36.5% HV 60d 20.3% 15.8% 24.7% 16.6% 24.6% IV Rank 29.7% 19.3% 46.2% 40.0% 21.1% IV Percentile 46.6% 11.1% 91.3% 77.8% 19.0% Term Structure -0.4% -2.1% 1.6% -0.4% -0.3% VWIV 19.6% 16.5% 28.1% 21.2% 17.0% Skew 25d 2.7% 0.4% 5.3% 3.8% 5.3% Skew 10d 9.8% 0.8% 27.3% 14.6% 7.3% Call IV 25d 18.5% 14.2% 21.3% 19.7% 14.2% Put IV 25d 21.2% 17.1% 24.9% 23.5% 19.5% Bid-Ask Spread % 48.20 28.67 64.68 63.16 50.55 Gamma HHI 0.41 0.32 0.55 0.50 0.41 Net GEX 212.0K -729.2K 886.0K -532.3K 710.7K Net DEX -15.6M -38.0M -2.2M -3.4M -13.0M Net VEX -52.0K -60.9K -43.2K -51.7K -52.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.01 1.50 0.90 0.20 Total Volume 1,222.75 121 6,539 552 296 Total OI 25,170.75 12,780 37,359 28,611 13,108
Daily Data (20 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 2024-02-01 $21.88 $18.00 23.8% 6.0% 14.1% 40.0% 21.2% 3.8% -0.4% -532.3K -3.4M -51.7K 0.90 63.16 N/A N/A 291 261 11,472 17,139 2024-02-02 $21.86 $18.00 23.1% 6.0% 14.1% 38.2% 21.5% 3.6% -0.6% -490.4K -3.0M -50.7K 0.79 28.67 N/A N/A 372 295 11,591 17,256 2024-02-05 $21.84 $18.00 24.4% 5.9% 13.9% 41.6% 28.1% 3.8% 0.1% -729.2K -2.2M -48.6K 1.50 64.68 N/A N/A 157 235 11,806 17,569 2024-02-06 $22.23 $18.00 26.0% 6.1% 15.2% 46.2% 22.2% 2.6% -0.9% -461.4K -8.0M -49.7K 0.30 41.80 N/A N/A 295 88 12,225 17,886 2024-02-07 $22.57 $18.00 19.9% 5.7% 14.5% 29.1% 20.5% 4.1% 0.7% -240.4K -12.2M -48.4K 0.73 49.78 N/A N/A 82 60 12,449 17,961 2024-02-08 $22.55 $18.00 20.0% 5.7% 14.6% 29.4% 19.9% 3.5% 0.1% -270.8K -12.0M -47.4K 0.32 52.02 N/A N/A 144 46 12,492 17,976 2024-02-09 $22.55 $18.00 20.4% 5.9% 14.3% 30.5% 20.6% 2.5% -0.1% -255.6K -12.3M -46.2K 0.97 64.14 N/A N/A 1,049 1,016 12,548 18,010 2024-02-12 $22.63 $18.00 21.1% 6.0% 14.0% 32.4% 20.2% 2.2% -0.9% -34.3K -13.8M -43.2K 0.02 42.57 N/A N/A 3,324 56 13,553 18,677 2024-02-13 $22.16 $18.00 22.8% 6.5% 16.1% 37.1% 19.9% 3.6% -2.1% -414.0K -8.7M -56.0K 0.04 53.02 N/A N/A 1,160 41 16,689 18,696 2024-02-14 $22.64 $18.00 21.8% 6.2% 17.0% 34.3% 22.8% 2.2% -1.6% 356.9K -17.4M -60.9K 0.25 64.12 N/A N/A 1,067 269 17,739 18,707 2024-02-15 $24.74 $18.00 18.1% 5.2% 34.4% 24.0% 17.9% 2.4% -0.6% 605.5K -38.0M -49.4K 0.14 32.51 N/A N/A 3,704 531 18,153 18,906 2024-02-16 $24.73 $19.00 17.8% 5.1% 34.4% 23.3% 18.2% 1.3% -0.5% 634.1K -36.1M -53.2K 0.10 31.33 N/A N/A 583 56 18,076 19,283 2024-02-20 $24.37 $19.00 19.6% 5.6% 35.3% 28.1% 18.2% 2.0% -0.3% 686.1K -20.8M -54.3K 0.24 62.94 N/A N/A 496 119 12,535 2,408 2024-02-21 $24.01 $19.00 19.3% 5.5% 36.1% 27.5% 17.8% 1.1% -1.3% 785.2K -19.6M -55.5K 0.36 36.92 N/A N/A 89 32 12,964 2,465 2024-02-22 $24.27 $19.00 18.5% 5.3% 36.2% 25.3% 17.3% 1.7% -0.5% 789.0K -20.8M -54.5K 0.08 45.55 N/A N/A 657 55 13,022 2,486 2024-02-23 $24.30 $19.00 16.5% 4.7% 36.1% 19.6% 16.6% 0.4% 1.6% 858.3K -21.9M -57.6K 0.51 52.84 N/A N/A 101 52 13,625 2,524 2024-02-26 $24.29 $19.00 16.4% 4.7% 36.1% 19.3% 16.5% 1.1% 1.6% 886.0K -21.0M -53.9K 0.01 50.27 N/A N/A 6,495 44 13,150 2,533 2024-02-27 $24.11 $21.00 17.8% 5.1% 36.2% 23.2% 18.8% 1.9% -0.0% 674.1K -14.1M -52.0K 0.37 32.38 N/A N/A 380 139 10,253 2,527 2024-02-28 $23.74 $22.00 18.2% 5.2% 36.6% 24.4% 17.6% 4.3% -1.0% 681.9K -12.7M -53.1K 0.49 44.68 N/A N/A 213 105 10,379 2,577 2024-02-29 $23.80 $21.00 17.1% 4.9% 36.5% 21.1% 17.0% 5.3% -0.3% 710.7K -13.0M -52.9K 0.20 50.55 N/A N/A 246 50 10,498 2,610
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