MLN Options History — January 2023

In January 2023, MLN traded between $18.05 and $18.20. ATM implied volatility averaged 23.6%. The 30-day expected move averaged 6.8%. Max pain ranged from $19.00 to $20.00. Net GEX was positive for 5 of 9 trading days. Term structure was in contango for 4 of 9 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-01-24: Highest Volume — 1 contracts
  • 2023-01-26: Largest IV drop — 52.3% change
  • 2023-01-24: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.12$18.05$18.20$18.10$18.20
Max Pain$19.80$19.00$20.00$20.00$19.00
ATM IV23.6%14.8%32.5%31.4%16.7%
Expected Move6.8%4.2%9.3%9.0%4.8%
Term Structure-1.7%-18.5%11.7%11.7%-3.7%
VWIV28.4%25.6%31.2%31.2%25.6%
Skew 25d2.8%0.3%8.6%1.6%0.7%
Skew 10d4.9%-3.0%19.3%6.7%0.4%
Call IV 25d24.6%19.2%30.9%23.2%25.7%
Put IV 25d27.4%23.0%32.8%24.8%26.4%
Bid-Ask Spread %130.8395.16138.84138.84135.69
Gamma HHI0.900.521.001.000.52
Net GEX3901660166
Net DEX-140-61800-618
Net VEX-1-200-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3330100
Total OI10303

Daily Data (9 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-19$18.10$0.0031.4%9.0%0.0%0.0%0.0%1.6%11.7%0000.00138.84N/AN/A0000
2023-01-20$18.13$0.0026.2%7.5%0.0%0.0%0.0%1.8%-6.3%0000.00132.74N/AN/A0000
2023-01-23$18.10$0.0023.9%6.8%0.0%0.0%0.0%6.0%9.5%0000.00135.20N/AN/A0000
2023-01-24$18.14$0.0032.5%9.3%0.0%0.0%0.0%8.6%2.2%0000.00136.79N/AN/A1000
2023-01-25$18.16$20.0031.1%8.9%0.0%0.0%0.0%1.8%-11.7%48-280-10.00134.74N/AN/A0010
2023-01-26$18.09$20.0014.8%4.2%0.0%0.0%31.2%0.3%4.5%27-6700.00135.58N/AN/A1010
2023-01-27$18.13$20.0015.8%4.5%0.0%0.0%0.0%1.0%-3.1%63-174-10.00132.73N/AN/A0020
2023-01-30$18.05$20.0020.4%5.8%0.0%0.0%25.6%3.6%-18.5%50-125-10.0095.16N/AN/A1020
2023-01-31$18.20$19.0016.7%4.8%0.0%0.0%0.0%0.7%-3.7%166-618-20.00135.69N/AN/A0030