MLN Options History — February 2023 In February 2023, MLN traded between $17.43 and $18.25. ATM implied volatility averaged 27.3%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 21.4% (HV 20d: 6.0%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 6 of 19 days.
Notable Days 2023-02-15 : Highest Volume — 10 contracts2023-02-22 : Largest IV spike — 148.6% change2023-02-22 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.82 $17.43 $18.25 $18.25 $17.51 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 27.3% 13.5% 47.8% 37.8% 42.9% Expected Move 7.4% 3.3% 13.7% 10.8% 12.3% HV 20d 6.0% 5.0% 6.6% 5.5% 6.6% Term Structure -5.7% -30.1% 18.6% -18.9% -10.4% Skew 25d 2.6% -14.7% 23.4% -0.6% 8.3% Skew 10d 1.8% -13.8% 24.6% 1.3% 0.8% Call IV 25d 25.9% 17.5% 47.5% 31.2% 35.6% Put IV 25d 28.6% 15.0% 49.2% 30.6% 43.9% Bid-Ask Spread % 128.44 118.62 139.39 139.39 134.79 Gamma HHI 0.77 0.50 1.00 0.51 1.00 Net GEX -145 -611 182 182 -453 Net DEX 2.4K -1.5K 6.7K -1.2K 6.7K Net VEX -18 -43 0 -3 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.526 0 10 0 0 Total OI 6.263 3 13 3 10
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $18.25 $19.00 37.8% 10.8% 0.0% 0.0% 0.0% -0.6% -18.9% 182 -1.2K -3 0.00 139.39 N/A N/A 0 0 3 0 2023-02-02 $18.23 $0.00 34.8% 8.8% 0.0% 0.0% 0.0% 23.4% -7.3% 161 -1.5K -4 0.00 126.30 N/A N/A 0 0 3 0 2023-02-03 $18.16 $0.00 19.3% 3.3% 0.0% 0.0% 0.0% -0.0% 15.2% 163 -588 -2 0.00 133.45 N/A N/A 0 0 3 0 2023-02-06 $18.12 $0.00 20.8% 3.5% 0.0% 0.0% 0.0% 0.7% 18.6% 125 -319 -1 0.00 125.90 N/A N/A 0 0 3 0 2023-02-07 $18.05 $0.00 20.9% 3.7% 0.0% 0.0% 0.0% 0.4% 2.4% 124 -348 -1 0.00 128.57 N/A N/A 0 0 3 0 2023-02-08 $18.05 $0.00 15.2% 4.3% 0.0% 0.0% 0.0% 1.8% 2.3% 93 -194 -1 0.00 118.62 N/A N/A 0 0 3 0 2023-02-09 $18.01 $0.00 22.2% 6.4% 5.5% 0.0% 0.0% 3.2% -5.7% 156 -863 -2 0.00 126.63 N/A N/A 0 0 3 0 2023-02-10 $17.97 $0.00 13.5% 3.9% 5.3% 0.0% 0.0% -0.2% -5.3% 90 -203 -1 0.00 128.47 N/A N/A 0 0 3 0 2023-02-13 $17.98 $0.00 27.2% 7.8% 5.2% 0.0% 0.0% -0.5% -10.1% 90 -202 0 0.00 129.76 N/A N/A 0 0 3 0 2023-02-14 $17.95 $0.00 19.2% 5.5% 5.0% 0.0% 0.0% -0.6% -7.5% 79 -167 0 0.00 124.20 N/A N/A 0 0 3 0 2023-02-15 $17.84 $0.00 14.0% 4.0% 5.3% 0.0% 0.0% -0.2% 15.8% 71 -158 0 0.00 129.46 N/A N/A 0 10 3 0 2023-02-16 $17.67 $0.00 34.3% 9.8% 6.1% 0.0% 0.0% -8.3% 4.8% -245 5.5K -43 0.00 136.69 N/A N/A 0 0 3 10 2023-02-17 $17.55 $0.00 23.8% 6.8% 6.3% 0.0% 0.0% -14.7% -19.6% -552 6.2K -42 0.00 121.25 N/A N/A 0 0 3 10 2023-02-21 $17.45 $0.00 19.2% 5.5% 6.4% 0.0% 0.0% 15.7% -5.1% -609 6.4K -41 0.00 128.54 N/A N/A 0 0 0 10 2023-02-22 $17.45 $0.00 47.8% 13.7% 6.3% 0.0% 0.0% 1.7% -30.1% -563 6.5K -41 0.00 130.29 N/A N/A 0 0 0 10 2023-02-23 $17.50 $0.00 44.9% 12.9% 6.4% 0.0% 0.0% 20.4% -24.1% -611 6.2K -41 0.00 131.70 N/A N/A 0 0 0 10 2023-02-24 $17.43 $0.00 28.4% 8.1% 6.4% 0.0% 0.0% -0.1% -2.7% -543 6.6K -41 0.00 124.56 N/A N/A 0 0 0 10 2023-02-27 $17.50 $0.00 33.0% 9.4% 6.6% 0.0% 0.0% -0.1% -19.9% -513 6.5K -41 0.00 121.81 N/A N/A 0 0 0 10 2023-02-28 $17.51 $0.00 42.9% 12.3% 6.6% 0.0% 0.0% 8.3% -10.4% -453 6.7K -41 0.00 134.79 N/A N/A 0 0 0 10
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