MFC Options History — January 2025

In January 2025, MFC traded between $29.59 and $30.80. ATM implied volatility averaged 23.3%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 4.2% (HV 20d: 19.1%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2025-01-15: Highest Volume — 2,309 contracts
  • 2025-01-13: Largest IV spike — 19.1% change
  • 2025-01-30: Highest IV Rank — 50.7%
  • 2025-01-30: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.40$29.59$30.80$30.54$30.02
Max Pain$30.20$30.00$32.00$31.00$30.00
ATM IV23.3%17.8%28.4%21.5%25.8%
Expected Move6.7%5.1%8.1%6.2%7.4%
HV 20d19.1%16.8%22.9%20.2%17.2%
HV 60d21.2%20.3%21.8%20.5%21.1%
IV Rank33.0%14.2%50.7%27.1%41.7%
IV Percentile69.8%19.0%93.3%62.7%84.1%
Term Structure-0.5%-4.3%3.9%0.5%0.6%
VWIV24.1%21.4%28.5%23.9%26.3%
Skew 25d2.4%0.4%6.8%1.6%6.8%
Skew 10d5.5%-3.6%12.3%10.7%0.5%
Call IV 25d22.8%19.4%25.1%22.2%23.6%
Put IV 25d25.2%22.3%30.4%23.8%30.4%
Bid-Ask Spread %74.3557.2199.3162.8899.31
Gamma HHI0.210.170.280.220.19
Net GEX676.5K427.5K1.4M547.7K616.1K
Net DEX-9.8M-13.0M-7.1M-9.9M-8.1M
Net VEX-52.0K-58.8K-45.7K-58.8K-45.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.023.190.113.19
Total Volume455.65612,309631331
Total OI14,218.8512,72717,97313,02213,671

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$30.54$31.0021.5%6.2%20.2%27.1%23.9%1.6%0.5%547.7K-9.9M-58.8K0.1162.88N/AN/A5706110,4392,583
2025-01-03$30.62$32.0017.8%5.1%20.0%14.2%21.4%2.9%3.9%569.1K-10.3M-58.6K0.1965.57N/AN/A791510,8672,612
2025-01-06$30.77$31.0020.1%6.3%19.3%22.2%23.4%2.0%0.4%584.3K-10.7M-58.3K0.0371.87N/AN/A129410,8862,624
2025-01-07$30.63$30.0021.7%6.6%19.1%28.0%22.7%3.3%-0.6%571.7K-9.9M-58.5K0.9281.64N/AN/A45441910,9662,625
2025-01-08$30.63$30.0020.7%6.5%18.9%24.3%28.2%2.4%0.6%556.1K-10.2M-56.8K2.2673.12N/AN/A16437011,3803,030
2025-01-10$29.73$30.0023.5%6.9%20.8%34.1%24.1%2.6%0.1%427.5K-7.1M-51.3K0.2875.29N/AN/A72720611,4143,391
2025-01-13$29.59$30.0028.0%6.9%20.8%49.2%23.3%4.1%-0.7%602.9K-7.1M-50.2K0.0271.58N/AN/A559912,0063,548
2025-01-14$29.80$30.0026.7%6.7%20.3%44.6%24.4%2.5%0.3%734.7K-7.8M-50.1K0.9768.67N/AN/A313012,5263,551
2025-01-15$30.63$30.0022.1%6.3%22.8%28.5%22.8%1.5%-0.2%929.8K-11.9M-53.6K0.0469.48N/AN/A2,2238612,5533,570
2025-01-16$30.80$30.0021.9%6.3%22.9%27.7%22.4%1.4%-0.1%1.4M-13.0M-54.0K0.5569.14N/AN/A19410714,1523,605
2025-01-17$30.59$30.0022.0%6.3%22.8%28.2%22.6%1.7%-0.3%654.0K-11.4M-50.7K0.1270.27N/AN/A2482914,2693,704
2025-01-21$30.79$30.0022.1%6.3%18.4%28.7%22.0%3.2%-0.5%701.1K-10.9M-51.7K0.0457.21N/AN/A5222310,4402,441
2025-01-22$30.46$30.0023.2%6.7%16.9%32.5%22.5%1.3%-1.0%654.5K-10.0M-49.9K0.1367.41N/AN/A1732210,2792,448
2025-01-23$30.57$30.0022.7%6.5%17.0%30.6%22.8%2.0%-1.1%686.1K-10.5M-50.3K0.3468.58N/AN/A1735810,3962,466
2025-01-24$30.52$30.0023.0%6.6%16.8%31.6%23.0%0.6%-1.0%691.3K-10.3M-50.1K3.1071.24N/AN/A4213010,5312,502
2025-01-27$30.36$30.0025.2%7.2%16.9%39.5%25.2%1.9%-2.5%669.7K-9.5M-47.5K0.1381.10N/AN/A831110,5312,582
2025-01-28$30.21$30.0024.4%7.0%16.8%36.7%24.6%2.7%-1.8%650.1K-9.0M-47.1K1.0685.05N/AN/A10611210,5452,592
2025-01-29$30.31$30.0025.5%7.3%16.9%40.6%28.5%2.8%-1.9%648.9K-9.3M-48.0K0.1386.89N/AN/A2783610,5472,640
2025-01-30$30.36$30.0028.4%8.1%16.8%50.7%28.0%0.4%-4.3%649.8K-9.5M-48.1K0.4290.59N/AN/A2108910,8182,647
2025-01-31$30.02$30.0025.8%7.4%17.2%41.7%26.3%6.8%0.6%616.1K-8.1M-45.7K3.1999.31N/AN/A7925210,9662,705