MLN Options History — March 2023 In March 2023, MLN traded between $17.30 and $18.02. ATM implied volatility averaged 40.6%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 33.3% (HV 20d: 7.3%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-29 : Highest Volume — 1 contracts2023-03-17 : Largest IV spike — 133.3% change2023-03-27 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.68 $17.30 $18.02 $17.41 $18.02 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 40.6% 14.8% 90.1% 43.1% 39.3% Expected Move 8.7% 4.2% 13.2% 12.4% 11.3% HV 20d 7.3% 5.5% 8.2% 5.6% 6.9% HV 60d 7.1% 7.0% 7.3% 7.3% 7.0% Term Structure -4.5% -29.2% 69.5% -24.6% -23.9% VWIV 12.1% 12.1% 12.1% 12.1% 12.1% Skew 25d -0.4% -21.0% 36.5% -8.6% 0.5% Skew 10d -6.4% -32.0% 28.0% -0.1% -11.5% Call IV 25d 34.0% 18.0% 61.3% 41.4% 53.7% Put IV 25d 33.6% 17.1% 63.6% 32.8% 54.2% Bid-Ask Spread % 134.09 125.22 147.98 134.47 138.71 Gamma HHI 0.98 0.81 1.00 1.00 0.83 Net GEX -540 -711 -374 -512 -518 Net DEX 5.7K 3.7K 6.5K 6.5K 3.7K Net VEX -37 -41 -31 -41 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.043 0 1 0 0 Total OI 10.087 10 11 10 11
Daily Data (23 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 2023-03-01 $17.41 $0.00 43.1% 12.4% 5.6% 0.0% 0.0% -8.6% -24.6% -512 6.5K -41 0.00 134.47 N/A N/A 0 0 0 10 2023-03-02 $17.30 $0.00 36.7% 10.5% 5.5% 0.0% 0.0% 0.6% -16.2% -647 6.5K -40 0.00 135.75 N/A N/A 0 0 0 10 2023-03-03 $17.40 $0.00 46.1% 13.2% 6.2% 0.0% 0.0% -3.8% -29.2% -599 6.3K -40 0.00 132.03 N/A N/A 0 0 0 10 2023-03-06 $17.38 $0.00 44.7% 6.9% 6.2% 0.0% 0.0% -7.5% -9.2% -621 6.3K -39 0.00 127.50 N/A N/A 0 0 0 10 2023-03-07 $17.43 $0.00 53.4% 9.2% 6.5% 0.0% 0.0% -10.1% 0.4% -613 6.2K -39 0.00 130.55 N/A N/A 0 0 0 10 2023-03-08 $17.41 $0.00 51.7% 11.3% 6.5% 0.0% 0.0% -16.7% -25.4% -559 6.4K -39 0.00 135.47 N/A N/A 0 0 0 10 2023-03-09 $17.47 $0.00 60.7% 8.9% 6.7% 0.0% 0.0% -0.5% -9.4% -577 6.2K -39 0.00 131.29 N/A N/A 0 0 0 10 2023-03-10 $17.56 $0.00 73.6% 6.0% 7.1% 0.0% 0.0% -21.0% -4.5% -474 6.3K -39 0.00 134.29 N/A N/A 0 0 0 10 2023-03-13 $17.70 $0.00 90.1% 7.7% 7.8% 0.0% 0.0% -0.5% 15.7% -452 6.1K -39 0.00 139.31 N/A N/A 0 0 0 10 2023-03-14 $17.66 $0.00 62.9% 7.8% 7.8% 0.0% 0.0% 18.5% -6.2% -440 6.3K -39 0.00 147.98 N/A N/A 0 0 0 10 2023-03-15 $17.77 $0.00 25.3% 7.3% 8.2% 0.0% 0.0% -0.2% 11.6% -465 5.9K -37 0.00 138.78 N/A N/A 0 0 0 10 2023-03-16 $17.75 $0.00 14.8% 4.2% 7.9% 0.0% 0.0% 0.4% 69.5% -676 4.8K -33 0.00 142.05 N/A N/A 0 0 0 10 2023-03-17 $17.89 $0.00 34.5% 9.9% 7.6% 0.0% 0.0% -0.5% -8.1% -540 5.1K -35 0.00 129.35 N/A N/A 0 0 0 10 2023-03-20 $17.72 $0.00 22.4% 6.4% 8.0% 0.0% 0.0% -0.0% 4.7% -528 5.8K -37 0.00 128.99 N/A N/A 0 0 0 10 2023-03-21 $17.64 $0.00 22.7% 6.5% 7.9% 0.0% 0.0% -0.0% 4.4% -711 5.1K -34 0.00 137.59 N/A N/A 0 0 0 10 2023-03-22 $17.75 $0.00 19.5% 5.6% 8.2% 0.0% 0.0% -10.5% -5.3% -472 5.9K -36 0.00 138.14 N/A N/A 0 0 0 10 2023-03-23 $17.82 $0.00 42.3% 12.1% 8.2% 0.0% 0.0% 8.2% -9.4% -549 5.3K -34 0.00 131.70 N/A N/A 0 0 0 10 2023-03-24 $17.88 $0.00 29.5% 8.5% 8.0% 0.0% 0.0% 9.4% -11.0% -477 5.6K -36 0.00 133.04 N/A N/A 0 0 0 10 2023-03-27 $17.87 $0.00 46.2% 13.2% 8.0% 0.0% 0.0% 2.3% -11.3% -374 6.2K -37 0.00 135.52 N/A N/A 0 0 0 10 2023-03-28 $17.89 $0.00 15.0% 4.3% 8.0% 0.0% 0.0% -5.9% 18.2% -576 4.9K -32 0.00 127.03 N/A N/A 0 0 0 10 2023-03-29 $17.91 $0.00 29.3% 8.4% 7.6% 0.0% 12.1% 36.5% -27.5% -549 5.0K -34 0.00 125.22 N/A N/A 1 0 0 10 2023-03-30 $17.98 $19.00 29.1% 8.4% 7.0% 0.0% 0.0% -0.0% -7.0% -497 4.1K -33 0.00 129.37 N/A N/A 0 0 1 10 2023-03-31 $18.02 $19.00 39.3% 11.3% 6.9% 0.0% 0.0% 0.5% -23.9% -518 3.7K -31 0.00 138.71 N/A N/A 0 0 1 10
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