MLN Options History — April 2023 In April 2023, MLN traded between $17.82 and $18.25. ATM implied volatility averaged 36.0%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 29.3% (HV 20d: 6.7%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-05 : Highest Volume — 2 contracts2023-04-13 : Largest IV spike — 237.1% change2023-04-13 : Largest Expected Move — 31.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.03 $17.82 $18.25 $17.99 $17.99 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 36.0% 11.5% 108.1% 36.1% 11.5% Expected Move 9.9% 3.3% 31.0% 10.4% 3.3% HV 20d 6.7% 6.1% 7.0% 6.9% 6.9% HV 60d 7.0% 6.7% 7.3% 6.9% 7.1% Term Structure -10.1% -41.8% 21.0% -41.8% 11.5% Skew 25d 2.7% -8.1% 26.3% -0.9% 23.3% Skew 10d 2.9% -32.5% 38.8% 0.2% 35.6% Call IV 25d 39.2% 10.3% 140.5% 31.2% 14.4% Put IV 25d 41.9% 20.8% 147.6% 30.2% 37.7% Bid-Ask Spread % 132.23 125.36 148.36 132.63 127.11 Gamma HHI 0.69 0.58 0.83 0.83 0.72 Net GEX -394 -582 -112 -582 -470 Net DEX 3.2K 1.6K 4.8K 2.1K 3.4K Net VEX -38 -46 -23 -23 -37 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 0.105 0 2 0 0 Total OI 12.421 11 13 11 12
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 2023-04-03 $17.99 $19.00 36.1% 10.4% 6.9% 0.0% 0.0% -0.9% -41.8% -582 2.1K -23 0.00 132.63 N/A N/A 0 0 1 10 2023-04-04 $18.03 $19.00 23.3% 6.7% 6.9% 0.0% 0.0% -1.5% 7.9% -463 4.2K -32 0.00 126.98 N/A N/A 0 0 1 10 2023-04-05 $18.14 $19.00 46.4% 13.3% 7.0% 0.0% 0.0% 1.2% -32.7% -411 4.3K -33 0.00 144.41 N/A N/A 2 0 1 10 2023-04-06 $18.16 $0.00 30.6% 9.1% 7.0% 0.0% 0.0% -5.1% -0.5% -244 3.3K -45 0.00 126.62 N/A N/A 0 0 3 10 2023-04-10 $18.14 $0.00 41.8% 8.7% 6.9% 0.0% 0.0% -3.0% 2.4% -359 2.3K -40 0.00 130.44 N/A N/A 0 0 3 10 2023-04-11 $18.21 $0.00 40.6% 6.6% 6.6% 0.0% 0.0% 8.0% -7.4% -291 2.3K -40 0.00 127.61 N/A N/A 0 0 3 10 2023-04-12 $18.25 $0.00 32.1% 9.2% 6.5% 0.0% 0.0% -0.4% -11.8% -277 2.6K -42 0.00 136.65 N/A N/A 0 0 3 10 2023-04-13 $18.22 $0.00 108.1% 31.0% 6.3% 0.0% 0.0% 7.1% -41.6% -112 3.8K -46 0.00 148.36 N/A N/A 0 0 3 10 2023-04-14 $18.15 $0.00 39.9% 11.4% 6.5% 0.0% 0.0% 0.7% -15.1% -332 2.6K -41 0.00 130.99 N/A N/A 0 0 3 10 2023-04-17 $18.13 $0.00 19.9% 5.7% 6.1% 0.0% 0.0% -5.2% -16.8% -398 1.6K -35 0.00 132.46 N/A N/A 0 0 3 10 2023-04-18 $17.91 $0.00 27.6% 7.9% 6.7% 0.0% 0.0% -0.9% -10.4% -487 2.6K -37 0.00 137.81 N/A N/A 0 0 3 10 2023-04-19 $17.82 $0.00 28.7% 8.2% 6.7% 0.0% 0.0% 1.1% -9.5% -504 3.1K -39 0.00 128.85 N/A N/A 0 0 3 10 2023-04-20 $17.84 $0.00 28.6% 8.2% 6.4% 0.0% 0.0% -8.1% 21.0% -446 3.4K -40 0.00 125.36 N/A N/A 0 0 3 10 2023-04-21 $17.84 $0.00 44.3% 12.7% 6.3% 0.0% 0.0% 1.8% -10.4% -303 4.8K -43 0.00 143.38 N/A N/A 0 0 3 10 2023-04-24 $17.89 $0.00 22.7% 6.5% 6.2% 0.0% 0.0% 26.3% -4.0% -456 4.0K -39 0.00 125.63 N/A N/A 0 0 2 10 2023-04-25 $18.02 $0.00 27.2% 7.8% 6.7% 0.0% 0.0% 10.6% -10.2% -468 3.3K -38 0.00 128.33 N/A N/A 0 0 2 10 2023-04-26 $17.94 $0.00 48.1% 13.8% 6.9% 0.0% 0.0% -3.5% -26.4% -503 3.4K -38 0.00 127.54 N/A N/A 0 0 2 10 2023-04-27 $17.93 $0.00 26.3% 7.5% 6.9% 0.0% 0.0% 0.2% 4.6% -380 4.3K -41 0.00 131.16 N/A N/A 0 0 2 10 2023-04-28 $17.99 $0.00 11.5% 3.3% 6.9% 0.0% 0.0% 23.3% 11.5% -470 3.4K -37 0.00 127.11 N/A N/A 0 0 2 10
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