MFC Options History — June 2024

In June 2024, MFC traded between $25.02 and $26.59. ATM implied volatility averaged 17.9%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.6% (HV 20d: 18.5%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.35.

Notable Days

  • 2024-06-24: Highest Volume — 918 contracts
  • 2024-06-25: Largest IV drop — 9.1% change
  • 2024-06-17: Highest IV Rank — 43.8%
  • 2024-06-17: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.86$25.02$26.59$25.86$26.59
Max Pain$25.21$24.00$26.00$24.00$25.00
ATM IV17.9%16.5%19.6%18.3%16.5%
Expected Move5.1%4.7%5.6%5.2%4.7%
HV 20d18.5%14.7%23.7%23.7%20.6%
HV 60d20.2%19.5%21.1%19.8%21.1%
IV Rank36.4%30.4%43.8%38.2%30.4%
IV Percentile37.2%18.3%57.9%42.1%18.3%
Term Structure2.8%-0.6%8.9%-0.3%3.8%
VWIV19.2%16.4%32.8%17.4%17.5%
Skew 25d2.4%0.8%5.1%2.3%0.8%
Skew 10d8.8%1.9%15.8%8.9%3.5%
Call IV 25d17.4%14.3%19.6%18.5%17.8%
Put IV 25d19.8%18.3%21.1%20.8%18.7%
Bid-Ask Spread %68.7652.7186.5683.1961.55
Gamma HHI0.210.190.310.190.21
Net GEX592.6K407.6K817.6K663.1K482.5K
Net DEX-13.2M-15.7M-9.4M-13.2M-15.7M
Net VEX-58.5K-63.5K-53.1K-63.5K-57.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.006.830.950.76
Total Volume291.1587791886405
Total OI18,178.68414,88119,81018,11116,193

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$25.86$24.0018.3%5.2%23.7%38.2%17.4%2.3%-0.3%663.1K-13.2M-63.5K0.9583.19N/AN/A444211,8106,301
2024-06-04$25.79$24.0018.7%5.4%23.2%40.1%24.7%2.5%-0.6%662.9K-13.3M-60.7K4.6186.56N/AN/A12055311,8286,309
2024-06-05$25.77$24.0018.1%5.2%23.0%37.2%20.1%1.3%-0.2%656.6K-13.3M-61.8K0.7554.95N/AN/A1017611,9226,820
2024-06-06$25.93$26.0017.8%5.2%23.0%35.8%18.4%2.0%2.3%715.6K-13.9M-62.4K4.1375.43N/AN/A156212,0056,894
2024-06-07$25.87$26.0017.1%4.9%14.7%32.9%16.9%1.8%2.9%712.8K-13.8M-58.6K2.1565.69N/AN/A275812,0076,952
2024-06-10$26.20$26.0017.7%5.1%14.8%35.5%18.5%2.7%2.4%817.6K-15.3M-58.6K0.0077.32N/AN/A134012,0106,992
2024-06-11$25.80$26.0017.7%5.1%15.3%35.7%18.8%3.2%3.0%673.0K-13.2M-59.8K0.0573.11N/AN/A86412,0097,010
2024-06-12$25.74$26.0017.6%5.0%14.9%35.1%18.1%1.7%3.1%665.9K-13.0M-58.3K0.7071.46N/AN/A996912,0127,012
2024-06-13$25.18$26.0018.1%5.2%16.5%37.3%18.0%1.2%2.9%480.1K-10.4M-56.2K0.4673.98N/AN/A32114712,0287,049
2024-06-14$25.02$26.0018.8%5.4%16.0%40.4%18.7%1.1%2.6%407.6K-9.4M-58.8K0.5775.09N/AN/A29616812,2277,151
2024-06-17$25.46$25.0019.6%5.6%16.6%43.8%19.7%2.4%2.5%564.7K-11.6M-58.9K0.2573.76N/AN/A892212,3607,256
2024-06-18$25.52$25.0017.9%5.1%16.5%36.3%18.3%3.7%3.1%548.3K-11.7M-58.2K1.5069.07N/AN/A446612,3927,269
2024-06-20$25.77$25.0018.6%5.3%17.0%39.6%18.9%2.1%8.9%770.1K-12.8M-57.3K0.4169.81N/AN/A853512,3927,323
2024-06-21$25.68$25.0017.9%5.1%17.0%36.6%32.8%3.1%3.6%447.8K-12.4M-54.9K0.4669.81N/AN/A2019312,4347,376
2024-06-24$26.27$25.0018.2%5.2%18.9%37.7%17.5%5.0%2.7%492.5K-14.3M-53.1K0.4056.20N/AN/A65626210,1494,732
2024-06-25$26.51$25.0016.6%4.7%18.7%30.5%17.1%1.1%3.9%482.7K-14.9M-59.5K0.2252.71N/AN/A49711010,5434,856
2024-06-26$25.84$25.0017.2%4.9%20.4%33.2%17.2%2.8%4.0%496.7K-12.9M-57.4K0.4754.81N/AN/A1205710,9234,939
2024-06-27$26.46$25.0017.9%5.1%20.6%36.4%16.4%5.1%3.3%518.3K-15.5M-55.8K6.8361.90N/AN/A4732110,9474,963
2024-06-28$26.59$25.0016.5%4.7%20.6%30.4%17.5%0.8%3.8%482.5K-15.7M-57.8K0.7661.55N/AN/A23017510,9635,230