MLN Options History — February 2024 In February 2024, MLN traded between $17.82 and $18.16. ATM implied volatility averaged 34.7%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 27.0% (HV 20d: 7.7%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-02 : Highest Volume — 3 contracts2024-02-08 : Largest IV spike — 49.5% change2024-02-05 : Highest IV Rank — 28.0%2024-02-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.97 $17.82 $18.16 $18.16 $18.13 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 34.7% 24.4% 66.5% 50.4% 34.3% Expected Move 8.5% 6.5% 11.2% 11.2% 9.8% HV 20d 7.7% 5.8% 8.5% 5.8% 7.8% HV 60d 7.1% 6.4% 7.7% 7.3% 6.4% IV Rank 12.6% 7.5% 28.0% 20.2% 12.4% IV Percentile 41.6% 20.6% 90.1% 80.2% 42.5% Term Structure 18.3% -9.1% 26.1% -9.1% 24.6% VWIV 8.3% 7.8% 8.7% 7.8% 8.7% Skew 25d -10.1% -54.1% 2.3% -0.2% 1.1% Skew 10d -7.6% -45.4% 6.4% 4.4% 6.2% Call IV 25d 57.5% 47.1% 74.5% 50.7% 74.5% Put IV 25d 47.4% 10.9% 75.6% 50.5% 75.6% Bid-Ask Spread % 144.72 138.79 148.49 148.49 145.09 Gamma HHI 0.79 0.51 0.98 0.96 0.81 Net GEX 2.0K 1.6K 2.9K 1.6K 1.9K Net DEX -54.9K -57.5K -52.7K -55.0K -57.5K Net VEX -129 -142 -115 -136 -115 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 0.2 0 3 0 0 Total OI 48.65 46 49 46 49
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 2024-02-01 $18.16 $0.00 50.4% 11.2% 5.8% 20.2% 0.0% -0.2% -9.1% 1.6K -55.0K -136 0.00 148.49 N/A N/A 0 0 45 1 2024-02-02 $17.98 $0.00 59.7% 6.5% 6.7% 24.7% 7.8% 0.7% 21.5% 1.6K -52.7K -134 0.00 148.01 N/A N/A 3 0 45 1 2024-02-05 $17.82 $18.00 66.5% 6.5% 7.3% 28.0% 0.0% 0.7% 22.0% 1.8K -53.4K -142 0.00 146.64 N/A N/A 0 0 48 1 2024-02-06 $17.91 $18.00 43.2% 9.2% 7.3% 16.7% 0.0% 0.7% 5.6% 1.8K -54.5K -141 0.00 148.19 N/A N/A 0 0 48 1 2024-02-07 $17.91 $18.00 24.4% 7.0% 7.3% 7.5% 0.0% 0.8% 22.0% 1.9K -54.5K -140 0.00 147.50 N/A N/A 0 0 48 1 2024-02-08 $17.91 $18.00 36.4% 10.4% 7.3% 13.4% 0.0% 0.8% -1.4% 2.1K -54.3K -139 0.00 148.19 N/A N/A 0 0 48 1 2024-02-09 $17.95 $18.00 37.1% 10.6% 7.3% 13.7% 0.0% 0.9% -2.6% 1.9K -55.2K -135 0.00 148.13 N/A N/A 0 0 48 1 2024-02-12 $18.02 $18.00 28.0% 8.0% 7.4% 9.3% 0.0% 1.0% 18.9% 2.3K -56.0K -132 0.00 148.01 N/A N/A 0 0 48 1 2024-02-13 $17.82 $18.00 27.1% 7.8% 8.3% 8.9% 0.0% -21.2% 24.0% 1.9K -53.1K -134 0.00 138.79 N/A N/A 0 0 48 1 2024-02-14 $17.91 $18.00 25.7% 7.4% 8.4% 8.2% 0.0% -40.8% 23.0% 1.9K -54.3K -133 0.00 139.19 N/A N/A 0 0 48 1 2024-02-15 $17.98 $18.00 26.1% 7.5% 8.5% 8.4% 0.0% 2.3% 23.3% 1.9K -55.4K -128 0.00 140.73 N/A N/A 0 0 48 1 2024-02-16 $17.94 $18.00 25.9% 7.4% 8.2% 8.3% 0.0% -16.3% 23.3% 2.9K -54.0K -127 0.00 146.75 N/A N/A 0 0 48 1 2024-02-20 $17.95 $18.00 28.0% 8.0% 8.2% 9.3% 8.7% 2.0% 23.7% 1.8K -54.1K -123 0.00 147.57 N/A N/A 1 0 47 1 2024-02-21 $17.95 $18.00 28.6% 8.2% 8.1% 9.6% 0.0% -48.0% 23.8% 2.0K -55.2K -123 0.00 140.73 N/A N/A 0 0 48 1 2024-02-22 $17.93 $18.00 28.5% 8.2% 8.1% 9.6% 0.0% -36.4% 24.3% 2.0K -54.8K -122 0.00 140.27 N/A N/A 0 0 48 1 2024-02-23 $18.02 $18.00 28.4% 8.1% 8.3% 9.5% 0.0% 1.2% 24.2% 1.9K -55.8K -121 0.00 139.40 N/A N/A 0 0 48 1 2024-02-26 $18.02 $18.00 31.5% 9.0% 8.2% 11.0% 0.0% -54.1% 24.4% 2.0K -56.1K -118 0.00 142.04 N/A N/A 0 0 48 1 2024-02-27 $18.02 $18.00 31.6% 9.1% 7.9% 11.1% 0.0% 1.2% 26.1% 1.9K -55.8K -117 0.00 144.29 N/A N/A 0 0 48 1 2024-02-28 $18.07 $18.00 32.5% 9.3% 8.0% 11.5% 0.0% 1.2% 24.8% 1.9K -56.6K -116 0.00 146.41 N/A N/A 0 0 48 1 2024-02-29 $18.13 $18.00 34.3% 9.8% 7.8% 12.4% 0.0% 1.1% 24.6% 1.9K -57.5K -115 0.00 145.09 N/A N/A 0 0 48 1
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