MFC Options History — December 2024

In December 2024, MFC traded between $29.61 and $32.72. ATM implied volatility averaged 20.9%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.2% (HV 20d: 19.7%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2024-12-06: Highest Volume — 1,010 contracts
  • 2024-12-16: Largest IV spike — 11.9% change
  • 2024-12-19: Highest IV Rank — 35.2%
  • 2024-12-19: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.19$29.61$32.72$32.33$30.76
Max Pain$31.81$30.00$33.00$30.00$31.00
ATM IV20.9%18.8%23.8%20.2%20.9%
Expected Move5.9%5.4%6.8%5.8%6.0%
HV 20d19.7%15.7%24.8%24.4%20.3%
HV 60d19.7%18.3%21.2%18.3%20.6%
IV Rank25.1%17.7%35.2%22.7%25.0%
IV Percentile57.3%34.5%75.8%54.0%58.3%
Term Structure0.8%-9.1%3.0%-0.1%1.8%
VWIV20.5%16.5%23.1%19.3%21.8%
Skew 25d2.8%1.3%4.3%3.2%3.8%
Skew 10d6.2%-1.3%15.0%7.4%7.4%
Call IV 25d19.9%17.8%23.8%19.0%19.4%
Put IV 25d22.6%20.9%25.3%22.3%23.1%
Bid-Ask Spread %70.1554.3087.1054.7970.35
Gamma HHI0.220.190.270.250.22
Net GEX773.6K500.4K1.1M1.1M567.8K
Net DEX-13.8M-21.6M-7.5M-19.4M-10.6M
Net VEX-67.8K-78.7K-60.1K-78.7K-60.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.015.430.280.05
Total Volume336.667181,010497204
Total OI16,234.90512,66418,63616,62313,027

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$32.33$30.0020.2%5.8%24.4%22.7%19.3%3.2%-0.1%1.1M-19.4M-78.7K0.2854.79N/AN/A38711012,6703,953
2024-12-03$32.05$30.0019.8%5.7%24.8%21.3%19.7%3.0%-0.4%1.0M-18.1M-76.2K1.7366.14N/AN/A10518212,6063,939
2024-12-04$32.28$30.0019.7%5.7%24.8%21.0%21.3%2.7%0.1%1.1M-19.3M-76.4K1.2856.91N/AN/A12415912,6023,866
2024-12-05$32.72$33.0019.9%5.4%20.7%21.4%19.3%2.1%2.6%1.1M-21.6M-75.4K0.4054.30N/AN/A2038212,6643,846
2024-12-06$32.39$33.0019.9%5.9%17.2%21.7%19.8%1.9%-0.6%1.1M-19.9M-75.5K4.2974.16N/AN/A19181912,7343,816
2024-12-09$32.02$33.0021.8%5.9%16.5%28.3%19.5%1.3%1.6%1.0M-17.9M-73.9K0.0174.30N/AN/A297212,8094,631
2024-12-10$31.54$33.0022.4%5.7%15.9%30.2%20.8%2.3%2.3%923.4K-15.6M-72.1K0.3872.27N/AN/A652512,9924,630
2024-12-11$31.52$33.0020.6%5.9%15.7%24.2%20.2%2.9%1.3%902.1K-15.6M-70.8K5.4375.82N/AN/A9853212,9994,628
2024-12-12$30.95$33.0020.4%5.9%16.6%23.5%20.6%1.9%2.1%743.3K-12.9M-68.5K1.0874.36N/AN/A21222813,0255,145
2024-12-13$30.93$33.0020.4%5.9%16.3%23.5%21.0%2.8%2.2%684.7K-12.6M-65.9K0.4178.56N/AN/A913713,0555,032
2024-12-16$31.01$32.0022.9%6.6%16.3%32.0%20.7%2.5%-1.3%689.1K-13.2M-67.7K0.0687.10N/AN/A1731113,0355,058
2024-12-17$30.70$32.0021.4%6.1%16.3%26.7%22.3%2.9%1.1%658.0K-11.8M-65.1K0.8777.07N/AN/A16714513,1295,066
2024-12-18$29.61$32.0023.5%6.7%19.9%34.1%21.6%1.5%1.0%500.4K-7.5M-60.1K3.0877.87N/AN/A16550813,2065,211
2024-12-19$30.34$32.0023.8%6.8%22.2%35.2%23.1%2.2%-9.1%652.7K-10.8M-62.9K0.5664.40N/AN/A1096113,2195,417
2024-12-20$30.39$32.0022.3%6.4%21.1%29.8%21.6%2.4%0.9%650.9K-11.2M-62.5K0.4577.94N/AN/A68831013,2395,305
2024-12-23$30.62$32.0020.9%6.0%21.4%25.2%20.4%3.1%1.6%536.2K-10.4M-63.4K0.2372.03N/AN/A2255110,1622,502
2024-12-24$30.63$31.0018.9%5.4%20.9%18.2%17.9%3.5%2.6%565.7K-10.3M-61.0K0.8077.37N/AN/A10810,3692,528
2024-12-26$30.76$31.0018.8%5.4%21.0%17.7%16.5%4.3%3.0%573.1K-10.8M-62.6K0.2260.09N/AN/A741610,3762,524
2024-12-27$30.64$31.0019.8%5.7%21.0%21.4%21.3%3.6%2.6%569.3K-10.5M-62.1K1.7763.19N/AN/A356210,4122,525
2024-12-30$30.76$31.0020.8%5.9%20.5%24.6%21.3%4.3%1.7%578.4K-10.8M-62.4K0.8064.20N/AN/A554410,4092,572
2024-12-31$30.76$31.0020.9%6.0%20.3%25.0%21.8%3.8%1.8%567.8K-10.6M-60.8K0.0570.35N/AN/A1941010,4472,580