MLN Options History — December 2023 In December 2023, MLN traded between $17.68 and $18.29. ATM implied volatility averaged 74.0%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 66.4% (HV 20d: 7.6%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 43 contracts2023-12-08 : Largest IV spike — 396.7% change2023-12-11 : Highest IV Rank — 100.0%2023-12-26 : Largest Expected Move — 26.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.02 $17.68 $18.29 $17.73 $18.24 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 74.0% 13.7% 214.9% 64.5% 42.4% Expected Move 18.4% 8.5% 26.9% 18.5% 12.2% HV 20d 7.6% 5.4% 9.7% 9.7% 5.4% HV 60d 10.5% 9.4% 11.1% 10.9% 9.4% IV Rank 37.4% 4.3% 100.0% 48.5% 16.3% IV Percentile 83.8% 2.7% 100.0% 94.1% 65.1% Term Structure -13.4% -38.7% -3.7% -38.7% -17.6% VWIV 48.1% 45.8% 50.3% 50.3% 45.8% Skew 25d 23.2% -62.7% 91.2% -62.7% -44.4% Skew 10d 33.1% -67.2% 119.5% -67.2% -58.0% Call IV 25d 59.9% 13.7% 77.3% 77.3% 58.6% Put IV 25d 83.2% 8.2% 165.1% 14.7% 14.2% Bid-Ask Spread % 142.09 89.60 149.38 127.51 134.72 Gamma HHI 0.93 0.82 0.97 0.94 0.89 Net GEX 1.8K 1.1K 3.6K 3.6K 1.3K Net DEX -69.8K -91.4K -55.4K -91.4K -58.2K Net VEX -224 -293 -167 -285 -171 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 4 0 43 5 0 Total OI 62.05 49 79 79 51
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 2023-12-01 $17.73 $0.00 64.5% 18.5% 9.7% 48.5% 0.0% -62.7% -38.7% 3.6K -91.4K -285 0.00 127.51 N/A N/A 5 0 78 1 2023-12-04 $17.68 $17.00 55.5% 11.0% 9.5% 40.6% 0.0% 0.1% -11.4% 2.7K -86.2K -293 0.00 148.13 N/A N/A 2 0 78 1 2023-12-05 $17.77 $17.00 73.0% 10.9% 9.4% 55.9% 0.0% 0.3% -11.3% 2.5K -85.0K -285 0.00 147.98 N/A N/A 0 0 76 1 2023-12-06 $17.79 $17.00 76.9% 10.7% 9.0% 59.4% 0.0% 0.3% -11.6% 2.5K -85.4K -284 0.00 148.59 N/A N/A 0 0 76 1 2023-12-07 $17.80 $17.00 13.7% 11.0% 8.9% 4.3% 0.0% 0.2% -11.9% 2.7K -86.1K -283 0.00 148.27 N/A N/A 0 0 76 1 2023-12-08 $17.80 $17.00 68.2% 11.3% 8.1% 51.7% 0.0% 0.0% -13.4% 2.6K -85.7K -282 0.00 147.98 N/A N/A 0 0 76 1 2023-12-11 $17.81 $17.00 214.9% 20.3% 8.2% 100.0% 0.0% 77.7% -13.3% 1.8K -83.7K -284 0.00 149.12 N/A N/A 0 0 76 1 2023-12-12 $17.82 $17.00 24.4% 20.4% 8.1% 7.6% 50.3% 78.7% -12.6% 1.8K -83.8K -283 0.00 149.32 N/A N/A 8 0 76 1 2023-12-13 $17.95 $17.00 72.5% 20.8% 7.0% 30.9% 0.0% 79.2% -13.4% 1.6K -76.7K -265 0.00 148.82 N/A N/A 20 0 68 1 2023-12-14 $18.14 $17.00 74.2% 21.3% 7.0% 31.7% 0.0% 79.3% -3.7% 1.2K -55.9K -182 0.00 148.86 N/A N/A 43 0 48 1 2023-12-15 $18.16 $17.00 78.0% 22.4% 7.0% 33.6% 0.0% 80.4% -9.6% 1.1K -55.9K -181 0.00 149.21 N/A N/A 0 0 48 1 2023-12-18 $18.11 $17.00 81.1% 23.3% 7.2% 35.1% 45.8% 84.5% -9.7% 1.1K -55.4K -179 0.00 149.38 N/A N/A 1 0 48 1 2023-12-19 $18.19 $17.00 82.8% 23.7% 7.0% 35.9% 0.0% 85.4% -11.1% 1.2K -57.0K -180 0.00 145.18 N/A N/A 0 0 49 1 2023-12-20 $18.23 $17.00 84.0% 24.1% 7.0% 36.5% 0.0% 56.9% -11.4% 1.2K -57.5K -179 0.00 138.67 N/A N/A 0 0 49 1 2023-12-21 $18.23 $17.00 86.1% 24.7% 7.0% 37.5% 0.0% -50.0% -12.3% 1.2K -57.6K -179 0.00 143.78 N/A N/A 1 0 49 1 2023-12-22 $18.21 $17.00 87.7% 25.1% 6.7% 38.3% 0.0% 91.2% -12.9% 1.2K -57.3K -179 0.00 149.10 N/A N/A 0 0 50 1 2023-12-26 $18.27 $17.00 93.8% 26.9% 6.7% 41.2% 0.0% -52.3% -13.8% 1.2K -58.0K -175 0.00 141.92 N/A N/A 0 0 50 1 2023-12-27 $18.29 $17.00 29.7% 8.5% 6.7% 10.1% 0.0% -5.5% -15.6% 1.4K -60.4K -167 0.00 89.60 N/A N/A 0 0 50 1 2023-12-28 $18.23 $17.00 75.9% 21.7% 5.6% 32.5% 0.0% -34.6% -12.5% 1.3K -58.3K -171 0.00 135.63 N/A N/A 0 0 50 1 2023-12-29 $18.24 $17.00 42.4% 12.2% 5.4% 16.3% 0.0% -44.4% -17.6% 1.3K -58.2K -171 0.00 134.72 N/A N/A 0 0 50 1
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