MLN Options History — November 2023 In November 2023, MLN traded between $16.26 and $17.71. ATM implied volatility averaged 37.1%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 26.2% (HV 20d: 10.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-02 : Highest Volume — 1 contracts2023-11-28 : Largest IV spike — 636.3% change2023-11-28 : Highest IV Rank — 48.8%2023-11-28 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $17.09 $16.26 $17.71 $16.26 $17.66 ATM IV 37.1% 8.8% 64.9% 49.9% 60.7% Expected Move 9.6% 2.5% 18.6% 14.3% 17.4% HV 20d 10.9% 9.9% 11.9% 10.2% 10.6% HV 60d 10.3% 8.8% 10.9% 8.8% 10.9% IV Rank 23.6% 0.0% 48.8% 34.8% 45.2% IV Percentile 52.8% 0.0% 94.6% 87.4% 93.1% Term Structure -10.4% -39.3% 27.1% -8.3% -37.4% Skew 25d -16.2% -62.5% 31.7% -62.5% -52.4% Skew 10d -21.3% -66.7% 5.1% -55.7% -66.7% Call IV 25d 38.9% 11.7% 80.0% 80.0% 76.9% Put IV 25d 22.6% 9.6% 59.9% 17.5% 24.5% Bid-Ask Spread % 127.97 83.33 146.29 133.44 130.75 Gamma HHI 0.94 0.93 0.95 0.95 0.94 Net GEX 4.6K 2.5K 6.5K 2.5K 3.1K Net DEX -76.1K -97.9K -47.3K -57.8K -87.3K Net VEX -310 -333 -269 -321 -296 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 0.048 0 1 0 0 Total OI 78.905 78 79 78 79
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 2023-11-01 $16.26 $0.00 49.9% 14.3% 10.2% 34.8% 0.0% -62.5% -8.3% 2.5K -57.8K -321 0.00 133.44 N/A N/A 0 0 77 1 2023-11-02 $16.52 $0.00 40.9% 5.0% 11.7% 26.8% 0.0% 1.0% 0.3% 4.2K -47.3K -300 0.00 135.33 N/A N/A 1 0 77 1 2023-11-03 $16.70 $0.00 57.8% 11.8% 11.9% 41.7% 0.0% 2.5% -19.0% 3.9K -64.9K -333 0.00 142.52 N/A N/A 0 0 78 1 2023-11-06 $16.66 $0.00 37.1% 8.6% 11.6% 23.4% 0.0% 2.4% -0.8% 5.5K -60.1K -329 0.00 140.95 N/A N/A 0 0 78 1 2023-11-07 $16.84 $0.00 64.9% 9.6% 11.4% 48.0% 0.0% -6.8% -9.1% 3.1K -69.2K -330 0.00 143.47 N/A N/A 0 0 78 1 2023-11-08 $16.93 $0.00 27.7% 7.9% 11.3% 15.1% 0.0% -6.4% -9.5% 4.5K -71.2K -329 0.00 139.99 N/A N/A 0 0 78 1 2023-11-09 $16.80 $0.00 25.4% 7.3% 11.5% 13.1% 0.0% 9.9% 5.6% 5.9K -65.8K -325 0.00 146.29 N/A N/A 0 0 78 1 2023-11-10 $16.88 $0.00 26.3% 7.6% 11.5% 13.9% 0.0% -24.9% 6.5% 4.8K -69.2K -327 0.00 128.08 N/A N/A 0 0 78 1 2023-11-13 $16.88 $0.00 29.5% 8.4% 10.5% 16.7% 0.0% -12.8% 7.2% 5.7K -68.7K -323 0.00 130.00 N/A N/A 0 0 78 1 2023-11-14 $17.13 $0.00 46.2% 13.2% 11.1% 31.5% 0.0% -30.6% -39.3% 5.1K -77.6K -320 0.00 127.54 N/A N/A 0 0 78 1 2023-11-15 $17.04 $0.00 29.7% 8.5% 11.1% 16.9% 0.0% -29.7% -34.8% 6.5K -75.4K -318 0.00 129.76 N/A N/A 0 0 78 1 2023-11-16 $17.14 $0.00 29.3% 8.4% 10.7% 16.6% 0.0% -5.7% -15.2% 4.8K -90.6K -286 0.00 136.55 N/A N/A 0 0 78 1 2023-11-17 $17.20 $0.00 23.8% 6.8% 10.7% 11.6% 0.0% -20.8% -8.6% 5.6K -80.6K -311 0.00 124.64 N/A N/A 0 0 78 1 2023-11-20 $17.34 $0.00 30.5% 8.7% 10.8% 17.6% 0.0% -13.9% -8.2% 3.9K -81.6K -312 0.00 123.09 N/A N/A 0 0 78 1 2023-11-21 $17.37 $0.00 54.1% 15.5% 10.8% 38.5% 0.0% -15.5% -19.2% 5.6K -88.0K -296 0.00 125.40 N/A N/A 0 0 78 1 2023-11-22 $17.44 $0.00 20.0% 5.7% 10.1% 8.3% 0.0% -31.2% -8.2% 4.7K -87.3K -299 0.00 127.35 N/A N/A 0 0 78 1 2023-11-24 $17.37 $0.00 12.1% 3.5% 10.5% 1.3% 0.0% -1.8% -2.7% 5.4K -86.3K -296 0.00 100.02 N/A N/A 0 0 78 1 2023-11-27 $17.45 $0.00 8.8% 2.5% 10.3% 0.0% 0.0% -12.6% 27.1% 4.5K -87.8K -293 0.00 83.33 N/A N/A 0 0 78 1 2023-11-28 $17.48 $0.00 64.9% 18.6% 9.9% 48.8% 0.0% -60.7% -27.9% 3.4K -83.7K -303 0.00 129.15 N/A N/A 0 0 78 1 2023-11-29 $17.71 $0.00 38.5% 11.0% 10.4% 25.8% 0.0% 31.7% -16.7% 4.8K -97.9K -269 0.00 109.70 N/A N/A 0 0 78 1 2023-11-30 $17.66 $0.00 60.7% 17.4% 10.6% 45.2% 0.0% -52.4% -37.4% 3.1K -87.3K -296 0.00 130.75 N/A N/A 0 0 78 1
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