MLN Options History — May 2023 In May 2023, MLN traded between $17.43 and $18.02. ATM implied volatility averaged 28.3%. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 20.8% (HV 20d: 7.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-25 : Highest Volume — 2 contracts2023-05-15 : Largest IV spike — 80.4% change2023-05-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.81 $17.43 $18.02 $17.81 $17.78 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 28.3% 13.9% 44.5% 25.9% 39.3% Expected Move 8.3% 4.0% 12.7% 7.4% 11.3% HV 20d 7.5% 6.5% 8.3% 7.7% 6.5% HV 60d 7.4% 7.0% 7.5% 7.4% 7.3% Term Structure -3.7% -18.8% 17.1% 4.9% -9.3% VWIV 34.9% 34.9% 34.9% 34.9% 34.9% Skew 25d -1.5% -28.9% 13.1% -0.3% -0.2% Skew 10d 2.4% -12.2% 28.0% 1.0% 1.5% Call IV 25d 36.0% 21.9% 63.3% 28.1% 32.7% Put IV 25d 34.5% 22.0% 65.6% 27.8% 32.5% Bid-Ask Spread % 128.68 124.86 139.06 127.01 127.20 Gamma HHI 0.73 0.54 0.84 0.73 0.54 Net GEX -465 -865 -334 -464 -334 Net DEX 3.8K 2.6K 5.9K 4.0K 2.6K Net VEX -35 -37 -31 -37 -34 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 0.091 0 2 0 0 Total OI 12.273 12 14 12 14
Daily Data (22 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 2023-05-01 $17.81 $0.00 25.9% 7.4% 7.7% 0.0% 0.0% -0.3% 4.9% -464 4.0K -37 0.00 127.01 N/A N/A 0 0 2 10 2023-05-02 $17.96 $0.00 44.5% 12.7% 8.3% 0.0% 0.0% 7.1% -16.8% -461 3.3K -37 0.00 130.69 N/A N/A 0 0 2 10 2023-05-03 $17.95 $0.00 16.6% 4.8% 8.3% 0.0% 0.0% 1.4% 6.1% -441 3.5K -36 0.00 126.60 N/A N/A 0 0 2 10 2023-05-04 $17.98 $0.00 17.2% 6.0% 8.0% 0.0% 0.0% -7.9% -4.4% -446 3.4K -36 0.00 127.09 N/A N/A 0 0 2 10 2023-05-05 $18.01 $0.00 17.7% 6.0% 8.0% 0.0% 0.0% -5.4% -4.5% -465 3.0K -36 0.00 128.41 N/A N/A 0 0 2 10 2023-05-08 $17.94 $0.00 30.1% 10.3% 8.1% 0.0% 0.0% 8.3% -18.8% -510 3.1K -35 0.00 129.14 N/A N/A 0 0 2 10 2023-05-09 $17.94 $0.00 21.0% 5.3% 7.9% 0.0% 0.0% -1.9% 1.5% -460 3.5K -36 0.00 124.86 N/A N/A 0 0 2 10 2023-05-10 $17.99 $0.00 26.4% 7.6% 7.9% 0.0% 0.0% 13.1% 2.4% -442 3.4K -35 0.00 126.69 N/A N/A 0 0 2 10 2023-05-11 $18.02 $0.00 13.9% 4.0% 8.0% 0.0% 0.0% 0.2% 12.5% -460 3.1K -35 0.00 127.38 N/A N/A 0 0 2 10 2023-05-12 $17.96 $0.00 14.1% 4.0% 8.0% 0.0% 0.0% -15.9% 17.1% -422 3.7K -36 0.00 126.69 N/A N/A 0 0 2 10 2023-05-15 $17.97 $0.00 25.4% 7.3% 8.0% 0.0% 0.0% -8.9% -10.4% -432 3.7K -35 0.00 129.79 N/A N/A 0 0 2 10 2023-05-16 $17.92 $0.00 20.4% 5.8% 6.7% 0.0% 0.0% 1.2% 0.3% -452 3.7K -35 0.00 125.82 N/A N/A 0 0 2 10 2023-05-17 $17.87 $0.00 29.3% 8.4% 6.5% 0.0% 0.0% 4.1% 0.8% -486 3.7K -35 0.00 125.97 N/A N/A 0 0 2 10 2023-05-18 $17.70 $0.00 44.3% 12.7% 7.4% 0.0% 0.0% 3.7% -10.6% -406 4.8K -35 0.00 139.06 N/A N/A 0 0 2 10 2023-05-19 $17.62 $0.00 29.0% 8.3% 7.5% 0.0% 0.0% 6.6% -5.0% -515 4.7K -35 0.00 128.14 N/A N/A 0 0 2 10 2023-05-22 $17.59 $0.00 32.0% 9.2% 7.4% 0.0% 0.0% -3.0% -1.0% -865 3.3K -31 0.00 132.93 N/A N/A 0 0 2 10 2023-05-23 $17.52 $0.00 34.8% 10.0% 6.8% 0.0% 0.0% -8.0% 5.2% -424 5.5K -34 0.00 127.70 N/A N/A 0 0 2 10 2023-05-24 $17.43 $0.00 25.6% 7.3% 6.9% 0.0% 0.0% 0.1% -11.8% -424 5.9K -34 0.00 131.63 N/A N/A 0 0 2 10 2023-05-25 $17.53 $0.00 34.9% 10.0% 7.3% 0.0% 34.9% 1.3% -12.6% -579 4.9K -33 0.00 130.63 N/A N/A 2 0 2 10 2023-05-26 $17.57 $18.00 43.2% 12.4% 7.3% 0.0% 0.0% -0.6% -12.4% -359 3.5K -37 0.00 128.94 N/A N/A 0 0 4 10 2023-05-30 $17.67 $18.00 38.1% 10.9% 6.8% 0.0% 0.0% -28.9% -14.3% -383 3.0K -35 0.00 128.69 N/A N/A 0 0 4 10 2023-05-31 $17.78 $18.00 39.3% 11.3% 6.5% 0.0% 0.0% -0.2% -9.3% -334 2.6K -34 0.00 127.20 N/A N/A 0 0 4 10
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