MLN Options History — June 2023 In June 2023, MLN traded between $17.71 and $18.03. ATM implied volatility averaged 39.6%. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 32.7% (HV 20d: 6.9%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-20 : Highest Volume — 2 contracts2023-06-05 : Largest IV spike — 238.6% change2023-06-30 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.87 $17.71 $18.03 $17.74 $17.95 Max Pain $17.48 $17.00 $18.00 $18.00 $18.00 ATM IV 39.6% 14.0% 103.9% 38.8% 49.6% Expected Move 8.5% 4.0% 14.2% 11.1% 14.2% HV 20d 6.9% 5.9% 7.4% 6.5% 7.1% HV 60d 7.1% 6.6% 7.5% 7.3% 7.3% Term Structure -2.2% -39.1% 20.3% -0.2% -39.1% VWIV 18.5% 15.6% 21.3% 21.3% 15.6% Skew 25d -0.8% -16.8% 9.8% 8.3% -6.3% Skew 10d 4.3% -12.4% 34.0% 34.0% 5.9% Call IV 25d 36.9% 19.9% 58.3% 52.5% 58.3% Put IV 25d 36.1% 13.9% 60.8% 60.8% 52.0% Bid-Ask Spread % 137.02 127.70 151.31 127.70 137.71 Gamma HHI 0.60 0.43 0.79 0.53 0.75 Net GEX -388 -649 52 -312 -418 Net DEX 2.8K 1.0K 4.7K 2.9K 4.1K Net VEX -28 -34 -19 -34 -26 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 0.143 0 2 0 0 Total OI 13.81 12 14 14 14
Daily Data (21 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 2023-06-01 $17.74 $18.00 38.8% 11.1% 6.5% 0.0% 0.0% 8.3% -0.2% -312 2.9K -34 0.00 127.70 N/A N/A 0 0 4 10 2023-06-02 $17.71 $18.00 20.2% 5.8% 6.5% 0.0% 0.0% 7.4% -10.7% -372 2.3K -33 0.00 129.02 N/A N/A 0 0 4 10 2023-06-05 $17.86 $17.00 68.5% 10.5% 7.2% 0.0% 0.0% 1.6% -11.1% -236 2.8K -34 0.00 151.31 N/A N/A 0 0 4 10 2023-06-06 $17.88 $17.00 22.1% 7.9% 7.1% 0.0% 0.0% -0.4% 5.6% -203 1.9K -31 0.00 133.99 N/A N/A 0 0 4 10 2023-06-07 $17.79 $17.00 41.1% 5.5% 7.3% 0.0% 0.0% 4.7% 13.2% -384 2.1K -32 0.00 137.27 N/A N/A 0 0 4 10 2023-06-08 $17.85 $17.00 24.6% 5.4% 7.4% 0.0% 0.0% -10.9% 4.7% -266 1.8K -30 0.00 137.42 N/A N/A 0 0 4 10 2023-06-09 $17.84 $17.00 49.1% 10.7% 7.3% 0.0% 0.0% -0.6% -12.7% -213 2.9K -32 0.00 137.02 N/A N/A 0 0 4 10 2023-06-12 $17.84 $17.00 88.4% 5.5% 7.3% 0.0% 0.0% -4.5% 3.1% -413 1.8K -29 0.00 139.57 N/A N/A 0 0 4 10 2023-06-13 $17.85 $17.00 103.9% 9.7% 7.3% 0.0% 0.0% -0.1% -4.3% -281 2.6K -30 0.00 139.03 N/A N/A 0 0 4 10 2023-06-14 $17.86 $17.00 19.8% 5.7% 7.2% 0.0% 0.0% -16.8% 3.0% -390 1.4K -26 0.00 135.86 N/A N/A 0 0 4 10 2023-06-15 $17.89 $17.00 39.1% 11.2% 7.2% 0.0% 0.0% 0.9% -6.4% -250 2.7K -29 0.00 144.54 N/A N/A 0 0 4 10 2023-06-16 $17.94 $17.00 22.6% 6.5% 6.2% 0.0% 0.0% -15.9% 11.3% 52 1.9K -26 0.00 135.68 N/A N/A 0 0 4 10 2023-06-20 $17.94 $17.00 22.6% 6.5% 5.9% 0.0% 21.3% -3.6% 4.5% -647 1.0K -19 0.00 128.58 N/A N/A 0 2 2 10 2023-06-21 $18.00 $18.00 27.4% 7.9% 5.9% 0.0% 0.0% 1.0% 20.3% -613 3.8K -26 0.00 136.68 N/A N/A 0 0 2 11 2023-06-22 $17.81 $18.00 20.5% 5.9% 7.0% 0.0% 15.6% 0.7% 7.0% -649 4.7K -26 0.00 142.64 N/A N/A 1 0 2 11 2023-06-23 $17.86 $18.00 34.8% 10.0% 6.7% 0.0% 0.0% 9.8% 7.3% -492 4.1K -29 0.00 137.95 N/A N/A 0 0 3 11 2023-06-26 $17.91 $18.00 14.0% 4.0% 6.5% 0.0% 0.0% -4.2% 19.3% -644 2.5K -24 0.00 135.09 N/A N/A 0 0 3 11 2023-06-27 $17.90 $18.00 46.5% 13.3% 6.5% 0.0% 0.0% 8.8% -12.2% -457 4.1K -27 0.00 131.71 N/A N/A 0 0 3 11 2023-06-28 $18.03 $18.00 46.6% 13.4% 6.7% 0.0% 0.0% 3.1% -35.7% -447 3.5K -26 0.00 138.08 N/A N/A 0 0 3 11 2023-06-29 $17.89 $18.00 31.4% 9.0% 7.1% 0.0% 0.0% 0.3% -13.6% -504 3.9K -26 0.00 140.63 N/A N/A 0 0 3 11 2023-06-30 $17.95 $18.00 49.6% 14.2% 7.1% 0.0% 0.0% -6.3% -39.1% -418 4.1K -26 0.00 137.71 N/A N/A 0 0 3 11
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