MLN Options History — July 2023 In July 2023, MLN traded between $17.78 and $18.09. ATM implied volatility averaged 36.5%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 30.3% (HV 20d: 6.2%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-12 : Highest Volume — 10 contracts2023-07-20 : Largest IV spike — 308.8% change2023-07-31 : Highest IV Rank — 32.8%2023-07-03 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.94 $17.78 $18.09 $17.93 $17.88 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 36.5% 10.6% 57.0% 52.5% 42.6% Expected Move 9.2% 3.0% 15.1% 15.1% 12.2% HV 20d 6.2% 4.9% 7.1% 7.1% 4.9% HV 60d 6.8% 6.2% 7.2% 7.1% 6.2% IV Rank 20.3% 2.4% 32.8% 26.0% 32.8% IV Percentile 46.3% 1.6% 75.0% 60.3% 75.0% Term Structure -11.7% -43.2% 22.0% -40.4% -43.2% VWIV 26.2% 10.8% 41.6% 10.8% 41.6% Skew 25d 4.6% -25.6% 31.5% -4.8% 8.8% Skew 10d 4.4% -20.5% 36.8% -2.3% 21.4% Call IV 25d 36.7% 12.8% 70.4% 70.4% 41.6% Put IV 25d 41.3% 9.0% 75.2% 65.5% 50.4% Bid-Ask Spread % 128.48 79.57 143.47 133.74 131.45 Gamma HHI 0.78 0.41 1.00 0.72 1.00 Net GEX -100 -511 206 -392 118 Net DEX -258 -6.7K 4.4K 4.1K -1.1K Net VEX -18 -41 -6 -24 -6 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 1.1 0 10 0 0 Total OI 12.55 2 24 14 2
Daily Data (20 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 2023-07-03 $17.93 $18.00 52.5% 15.1% 7.1% 0.0% 0.0% -4.8% -40.4% -392 4.1K -24 0.00 133.74 N/A N/A 0 0 3 11 2023-07-05 $17.89 $18.00 45.9% 13.2% 6.5% 0.0% 0.0% 8.8% -42.4% -420 4.1K -24 0.00 139.43 N/A N/A 0 0 3 11 2023-07-06 $17.80 $0.00 37.0% 6.7% 6.7% 0.0% 0.0% 1.5% 4.3% -511 4.1K -22 0.00 138.59 N/A N/A 1 0 3 11 2023-07-07 $17.79 $0.00 49.1% 9.1% 6.5% 0.0% 0.0% -0.3% -31.1% -418 3.2K -23 0.00 124.14 N/A N/A 0 0 4 11 2023-07-10 $17.78 $0.00 54.4% 8.9% 6.4% 0.0% 0.0% -18.2% -7.2% -501 2.8K -20 0.00 79.57 N/A N/A 0 0 4 11 2023-07-11 $17.81 $0.00 57.0% 7.2% 6.4% 0.0% 0.0% 1.0% -7.3% -399 3.2K -20 0.00 129.82 N/A N/A 1 0 4 11 2023-07-12 $17.87 $0.00 25.9% 7.4% 6.5% 0.0% 10.8% 9.9% 16.3% -396 4.4K -20 0.00 129.78 N/A N/A 10 0 3 11 2023-07-13 $17.95 $18.00 39.6% 11.4% 6.7% 0.0% 0.0% -25.6% -11.8% 206 -5.5K -41 0.00 124.16 N/A N/A 0 0 13 11 2023-07-14 $17.93 $18.00 19.2% 5.5% 6.7% 0.0% 0.0% 12.0% 15.4% 133 -6.7K -38 0.00 131.28 N/A N/A 0 0 13 11 2023-07-17 $17.96 $18.00 40.8% 11.7% 6.7% 0.0% 0.0% -8.5% -23.5% 92 -5.4K -36 0.00 141.82 N/A N/A 0 0 13 11 2023-07-18 $18.00 $18.00 42.0% 12.0% 6.7% 0.0% 41.6% 2.6% -25.0% 19 -6.6K -34 0.00 143.47 N/A N/A 10 0 13 11 2023-07-19 $18.07 $0.00 10.6% 3.0% 6.8% 0.0% 0.0% 0.4% -3.6% 193 -1.0K -6 0.00 116.37 N/A N/A 0 0 3 11 2023-07-20 $18.02 $0.00 43.4% 12.4% 6.8% 0.0% 0.0% 1.8% -11.9% -396 3.9K -11 0.00 133.97 N/A N/A 0 0 3 11 2023-07-21 $18.04 $0.00 35.9% 10.3% 5.5% 26.0% 0.0% 19.1% -25.8% 101 -2.3K -7 0.00 135.62 N/A N/A 0 0 3 11 2023-07-24 $18.02 $0.00 29.3% 8.4% 5.5% 19.2% 0.0% 11.8% -7.8% 107 -1.3K -7 0.00 130.20 N/A N/A 0 0 2 0 2023-07-25 $17.99 $0.00 12.9% 3.7% 5.5% 2.4% 0.0% -21.6% 22.0% 106 -1.3K -7 0.00 128.65 N/A N/A 0 0 2 0 2023-07-26 $18.09 $0.00 40.9% 11.7% 5.8% 31.1% 0.0% 31.0% 0.2% 116 -1.3K -7 0.00 126.14 N/A N/A 0 0 2 0 2023-07-27 $17.99 $0.00 22.0% 6.3% 5.6% 11.7% 0.0% 31.5% -18.3% 122 -1.2K -6 0.00 125.67 N/A N/A 0 0 2 0 2023-07-28 $17.94 $0.00 29.1% 8.4% 4.9% 19.0% 0.0% 31.0% 6.3% 119 -1.2K -6 0.00 125.72 N/A N/A 0 0 2 0 2023-07-31 $17.88 $0.00 42.6% 12.2% 4.9% 32.8% 0.0% 8.8% -43.2% 118 -1.1K -6 0.00 131.45 N/A N/A 0 0 2 0
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