MFC Options History — October 2024

In October 2024, MFC traded between $29.24 and $30.66. ATM implied volatility averaged 25.1%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 11.3% (HV 20d: 13.8%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-10-11: Highest Volume — 1,912 contracts
  • 2024-10-09: Largest IV spike — 18.4% change
  • 2024-10-31: Highest IV Rank — 66.7%
  • 2024-10-31: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.02$29.24$30.66$29.52$29.24
Max Pain$30.22$27.00$31.00$27.00$31.00
ATM IV25.1%18.3%32.8%18.3%32.8%
Expected Move7.4%5.2%9.4%5.2%9.4%
HV 20d13.8%11.5%17.0%12.8%17.0%
HV 60d20.7%16.5%22.1%21.5%16.5%
IV Rank39.9%15.9%66.7%15.9%66.7%
IV Percentile80.3%35.7%98.4%35.7%98.4%
Term Structure-2.6%-7.6%4.2%4.2%-6.9%
VWIV26.1%18.3%34.7%18.3%34.7%
Skew 25d3.7%2.1%5.4%2.3%2.7%
Skew 10d6.4%1.3%15.6%5.5%4.7%
Call IV 25d24.8%18.3%32.6%18.3%32.6%
Put IV 25d28.5%20.6%35.3%20.6%35.3%
Bid-Ask Spread %62.7443.0185.3743.0167.45
Gamma HHI0.220.170.290.260.19
Net GEX783.4K510.1K1.4M798.0K574.2K
Net DEX-17.1M-21.4M-12.5M-16.2M-12.5M
Net VEX-53.8K-55.9K-51.2K-54.1K-55.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.002.070.120.69
Total Volume456.783781,912155353
Total OI14,68912,19217,22212,19215,823

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$29.52$27.0018.3%5.2%12.8%15.9%18.3%2.3%4.2%798.0K-16.2M-54.1K0.1243.01N/AN/A139169,5852,607
2024-10-02$29.56$27.0019.1%5.5%12.7%18.7%19.1%2.5%3.2%812.0K-16.5M-54.2K0.1843.96N/AN/A157289,6652,603
2024-10-03$29.63$29.0020.4%6.8%12.6%23.5%23.7%4.0%0.0%805.6K-16.7M-54.3K1.6053.57N/AN/A30489,7062,629
2024-10-04$30.24$29.0019.1%6.9%11.5%18.8%24.7%5.4%-0.7%796.6K-19.2M-51.2K0.0567.79N/AN/A731339,7082,660
2024-10-07$29.81$29.0021.4%7.1%13.3%26.9%25.0%4.5%-0.9%930.3K-17.8M-53.1K0.1259.99N/AN/A2853310,2922,687
2024-10-08$29.77$29.0020.4%7.1%13.3%23.5%25.9%3.8%-1.4%955.7K-17.6M-53.6K0.2661.74N/AN/A2205810,4692,695
2024-10-09$29.73$29.0024.2%6.9%13.3%36.7%23.8%3.2%-1.2%975.0K-17.4M-53.0K2.0758.60N/AN/A4961,02910,6232,713
2024-10-10$30.02$31.0026.2%7.5%13.3%43.4%25.6%3.4%-2.7%889.4K-17.0M-55.7K0.0961.36N/AN/A5515110,9554,284
2024-10-11$30.41$31.0025.4%7.3%13.7%40.7%24.8%2.1%-1.7%928.0K-19.0M-54.1K0.0055.24N/AN/A1,904811,0784,320
2024-10-14$30.52$31.0025.0%7.2%13.6%39.4%28.6%5.1%-2.7%1.2M-20.0M-53.2K0.0765.16N/AN/A3972911,9744,322
2024-10-15$30.30$31.0026.2%7.5%14.1%43.4%25.0%3.5%-2.2%1.1M-19.1M-55.1K0.0564.69N/AN/A2451212,3454,328
2024-10-16$30.66$31.0024.9%7.1%14.4%39.0%25.7%4.8%-2.4%1.4M-21.4M-53.6K0.0672.58N/AN/A3141812,5464,339
2024-10-17$30.52$31.0024.1%6.9%13.4%36.1%26.4%3.8%-1.8%862.2K-19.9M-53.2K0.0575.43N/AN/A3972112,4894,345
2024-10-18$30.48$31.0025.9%7.4%13.5%42.4%24.4%3.8%-2.8%668.5K-19.9M-53.0K0.9485.37N/AN/A27125612,8764,346
2024-10-21$29.98$31.0026.2%7.5%15.1%43.7%21.3%2.5%-3.7%510.1K-14.9M-53.1K0.1557.75N/AN/A477729,9254,216
2024-10-22$30.05$31.0026.7%7.6%14.7%45.2%27.6%3.3%-3.8%524.1K-15.3M-53.2K1.0368.48N/AN/A596110,3154,238
2024-10-23$30.01$31.0027.4%7.9%14.7%47.8%27.0%4.3%-4.3%521.5K-15.0M-54.1K0.0667.02N/AN/A2301410,3604,266
2024-10-24$29.95$31.0026.7%7.7%13.7%45.4%27.4%4.8%-3.9%530.8K-14.8M-54.2K0.5163.95N/AN/A773910,5314,275
2024-10-25$29.84$31.0027.8%8.0%13.8%49.2%28.1%3.7%-4.1%536.6K-14.4M-54.2K0.1164.49N/AN/A1671910,5934,304
2024-10-28$30.18$31.0029.2%8.4%14.2%54.0%29.2%3.6%-5.4%547.1K-16.1M-52.0K0.1553.14N/AN/A3815710,6834,315
2024-10-29$30.09$31.0030.3%8.7%14.3%57.8%32.4%5.0%-6.1%565.6K-15.9M-54.6K0.3361.71N/AN/A1565111,0464,341
2024-10-30$29.98$31.0030.8%8.8%14.4%59.6%30.8%3.3%-7.6%578.4K-15.6M-55.2K0.0870.67N/AN/A4793711,1014,326
2024-10-31$29.24$31.0032.8%9.4%17.0%66.7%34.7%2.7%-6.9%574.2K-12.5M-55.9K0.6967.45N/AN/A20914411,4834,340