MLN Options History — September 2023 In September 2023, MLN traded between $16.59 and $17.38. ATM implied volatility averaged 43.9%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 37.3% (HV 20d: 6.7%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2023-09-25 : Highest Volume — 10 contracts2023-09-28 : Largest IV spike — 77.5% change2023-09-11 : Highest IV Rank — 100.0%2023-09-29 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.12 $16.59 $17.38 $17.34 $16.69 Max Pain $17.05 $17.00 $18.00 $18.00 $17.00 ATM IV 43.9% 21.1% 123.6% 46.3% 46.6% Expected Move 8.2% 4.9% 13.3% 13.3% 13.3% HV 20d 6.7% 5.7% 8.4% 6.3% 8.4% HV 60d 6.6% 6.2% 7.1% 6.4% 7.1% IV Rank 31.2% 9.3% 100.0% 36.6% 31.8% IV Percentile 58.6% 18.5% 100.0% 84.0% 83.4% Term Structure -5.7% -24.1% 14.8% -16.6% -12.4% Skew 25d 3.5% -10.8% 36.4% 36.4% -0.1% Skew 10d 3.7% -3.2% 17.2% 16.7% 3.8% Call IV 25d 33.8% 10.6% 55.1% 40.3% 51.6% Put IV 25d 37.3% 21.5% 76.7% 76.7% 51.5% Bid-Ask Spread % 139.71 132.16 144.45 144.45 140.34 Gamma HHI 0.43 0.28 0.81 0.37 0.58 Net GEX 41 -84 327 -44 218 Net DEX 94 -3.0K 2.9K -389 -3.0K Net VEX -43 -60 -5 -54 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 10 0 0 Total OI 13.5 5 16 16 5
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 2023-09-01 $17.34 $18.00 46.3% 13.3% 6.3% 36.6% 0.0% 36.4% -16.6% -44 -389 -54 0.00 144.45 N/A N/A 0 0 6 10 2023-09-05 $17.27 $17.00 67.3% 5.0% 6.2% 58.1% 0.0% -3.3% -0.0% -2 38 -53 0.00 142.58 N/A N/A 0 0 6 10 2023-09-06 $17.34 $17.00 49.5% 8.9% 6.3% 39.9% 0.0% 1.1% -19.6% -40 -667 -50 0.00 136.32 N/A N/A 0 0 6 10 2023-09-07 $17.27 $17.00 65.2% 8.7% 6.2% 56.0% 0.0% 1.8% 0.7% 151 1.4K -60 0.00 140.26 N/A N/A 0 0 6 10 2023-09-08 $17.29 $17.00 72.3% 4.9% 6.2% 63.3% 0.0% 1.7% 1.7% 27 -43 -51 0.00 137.97 N/A N/A 0 0 6 10 2023-09-11 $17.32 $17.00 123.6% 6.5% 6.3% 100.0% 0.0% 10.6% -8.9% -26 -72 -52 0.00 142.98 N/A N/A 0 0 6 10 2023-09-12 $17.32 $17.00 77.7% 8.1% 6.2% 59.4% 0.0% -0.3% -21.4% 31 82 -51 0.00 140.19 N/A N/A 0 0 6 10 2023-09-13 $17.38 $17.00 28.4% 8.2% 6.3% 15.8% 0.0% -8.1% -24.1% -31 -462 -51 0.00 142.58 N/A N/A 0 0 6 10 2023-09-14 $17.30 $17.00 31.4% 9.0% 6.4% 18.4% 0.0% -10.8% -10.2% -60 -382 -50 0.00 137.88 N/A N/A 0 0 6 10 2023-09-15 $17.27 $17.00 21.1% 6.1% 5.9% 9.3% 0.0% 4.3% -6.1% -53 947 -52 0.00 142.78 N/A N/A 0 0 6 10 2023-09-18 $17.30 $17.00 22.0% 6.3% 5.9% 10.1% 0.0% 10.7% -4.2% 83 1.8K -54 0.00 134.66 N/A N/A 0 0 5 10 2023-09-19 $17.23 $17.00 28.9% 8.3% 5.7% 16.2% 0.0% 0.5% 9.8% -16 1.7K -54 0.00 138.40 N/A N/A 0 0 5 10 2023-09-20 $17.24 $17.00 31.9% 9.1% 5.7% 18.8% 0.0% -2.2% -13.5% -84 1.1K -52 0.00 142.58 N/A N/A 0 0 5 10 2023-09-21 $17.04 $17.00 24.2% 6.9% 7.0% 12.0% 0.0% -1.5% -9.1% -66 1.9K -52 0.00 143.95 N/A N/A 0 0 5 10 2023-09-22 $17.05 $17.00 26.7% 7.6% 6.7% 14.2% 0.0% 0.5% 14.8% -6 2.4K -53 0.00 140.98 N/A N/A 0 0 5 10 2023-09-25 $16.80 $17.00 24.0% 6.9% 8.1% 11.9% 0.0% 32.1% 6.4% -82 2.9K -52 0.00 138.09 N/A N/A 0 10 5 10 2023-09-26 $16.71 $17.00 32.5% 9.3% 8.2% 19.4% 0.0% -2.4% -4.5% 262 -2.6K -7 0.00 132.76 N/A N/A 0 0 5 0 2023-09-27 $16.73 $17.00 21.3% 6.1% 7.6% 9.4% 0.0% -4.8% -2.2% 327 -2.2K -5 0.00 132.16 N/A N/A 0 0 5 0 2023-09-28 $16.59 $17.00 37.8% 10.8% 7.9% 24.0% 0.0% 3.4% 5.2% 223 -2.7K -7 0.00 142.33 N/A N/A 0 0 5 0 2023-09-29 $16.69 $17.00 46.6% 13.3% 8.4% 31.8% 0.0% -0.1% -12.4% 218 -3.0K -7 0.00 140.34 N/A N/A 0 0 5 0
« Aug 2023 | All History | Oct 2023 » Home MLN History September 2023