MLN Options History — March 2024 In March 2024, MLN traded between $18.01 and $18.11. ATM implied volatility averaged 39.4%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 35.0% (HV 20d: 4.5%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-14 : Highest Volume — 3 contracts2024-03-05 : Largest IV spike — 77.3% change2024-03-12 : Highest IV Rank — 30.1%2024-03-28 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.06 $18.01 $18.11 $18.07 $18.01 Max Pain $17.05 $17.00 $18.00 $18.00 $17.00 ATM IV 39.4% 16.0% 70.8% 34.6% 47.0% Expected Move 11.3% 8.1% 13.5% 9.9% 13.5% HV 20d 4.5% 2.9% 7.7% 7.7% 2.9% HV 60d 6.0% 5.7% 6.4% 6.4% 5.7% IV Rank 14.9% 3.5% 30.1% 12.5% 18.5% IV Percentile 55.2% 5.2% 91.3% 43.3% 76.2% Term Structure -8.1% -18.0% 23.5% 23.5% -13.0% Skew 25d -18.2% -51.8% 2.1% -51.8% -50.8% Skew 10d -26.0% -63.3% 7.1% -63.3% -8.9% Call IV 25d 55.8% 46.2% 71.5% 71.5% 63.9% Put IV 25d 37.6% 10.4% 62.1% 19.7% 13.1% Bid-Ask Spread % 142.80 135.69 148.62 135.69 142.36 Gamma HHI 0.71 0.61 0.95 0.75 0.61 Net GEX 1.8K -210 8.0K 2.0K -205 Net DEX -49.1K -60.7K -26.7K -57.5K -28.6K Net VEX -117 -175 -85 -112 -147 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 62.4 46 94 49 94
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 2024-03-01 $18.07 $18.00 34.6% 9.9% 7.7% 12.5% 0.0% -51.8% 23.5% 2.0K -57.5K -112 0.00 135.69 N/A N/A 0 0 48 1 2024-03-04 $18.04 $17.00 16.0% 10.2% 6.9% 3.5% 0.0% -35.8% -11.0% 2.6K -58.6K -104 0.00 139.80 N/A N/A 0 0 48 1 2024-03-05 $18.06 $17.00 28.3% 10.8% 6.0% 9.5% 0.0% -21.0% -14.7% 2.2K -57.7K -107 0.00 141.39 N/A N/A 0 0 48 1 2024-03-06 $18.04 $17.00 28.8% 10.2% 5.7% 9.7% 0.0% -0.1% -10.7% 2.1K -56.9K -106 0.00 147.53 N/A N/A 1 0 48 1 2024-03-07 $18.07 $17.00 31.7% 10.2% 5.8% 11.1% 0.0% 0.0% -15.0% 2.2K -58.7K -108 0.00 148.62 N/A N/A 0 0 49 1 2024-03-08 $18.09 $17.00 33.8% 11.1% 5.8% 12.1% 0.0% 0.2% -15.3% 2.3K -59.7K -103 0.00 146.22 N/A N/A 0 0 49 1 2024-03-11 $18.09 $17.00 42.9% 11.3% 5.7% 16.5% 0.0% -19.9% -17.1% 2.4K -59.7K -99 0.00 140.00 N/A N/A 0 0 49 1 2024-03-12 $18.07 $17.00 70.8% 8.1% 5.6% 30.1% 0.0% -25.1% 6.3% 2.5K -60.7K -97 0.00 142.65 N/A N/A 0 0 49 1 2024-03-13 $18.09 $17.00 40.6% 11.6% 3.7% 15.4% 0.0% -20.5% -18.0% 2.2K -59.6K -96 0.00 143.33 N/A N/A 0 0 49 1 2024-03-14 $18.02 $17.00 38.4% 11.0% 3.7% 14.4% 0.0% 0.1% -7.1% 2.2K -57.6K -97 0.00 147.53 N/A N/A 3 0 49 1 2024-03-15 $18.05 $17.00 38.9% 11.2% 3.5% 14.6% 0.0% 0.2% -7.3% 8.0K -60.4K -95 0.00 144.07 N/A N/A 0 0 49 1 2024-03-18 $18.06 $17.00 40.7% 11.7% 3.3% 15.5% 0.0% 0.3% -9.2% 1.8K -54.6K -91 0.00 139.41 N/A N/A 0 0 45 1 2024-03-19 $18.07 $17.00 42.5% 12.2% 3.3% 16.4% 0.0% 0.3% -12.3% 1.8K -54.6K -89 0.00 139.43 N/A N/A 0 0 45 1 2024-03-20 $18.06 $17.00 29.8% 8.5% 3.3% 10.2% 0.0% 2.1% 15.3% 2.0K -55.6K -85 0.00 144.07 N/A N/A 0 0 45 1 2024-03-21 $18.05 $17.00 42.1% 12.1% 3.3% 16.2% 0.0% 1.7% -10.5% -175 -26.7K -175 0.00 139.39 N/A N/A 0 0 45 49 2024-03-22 $18.11 $17.00 44.7% 12.8% 3.0% 17.4% 0.0% 1.6% -10.9% -166 -27.1K -172 0.00 147.28 N/A N/A 0 0 45 49 2024-03-25 $18.05 $17.00 44.7% 12.8% 3.3% 17.4% 0.0% -47.6% -11.3% -207 -29.8K -157 0.00 142.35 N/A N/A 0 0 45 49 2024-03-26 $18.02 $17.00 45.7% 13.1% 3.4% 17.9% 0.0% -48.6% -12.0% -210 -29.1K -154 0.00 142.35 N/A N/A 0 0 45 49 2024-03-27 $18.02 $17.00 46.7% 13.4% 3.2% 18.4% 0.0% -49.6% -12.2% -208 -29.1K -151 0.00 142.59 N/A N/A 0 0 45 49 2024-03-28 $18.01 $17.00 47.0% 13.5% 2.9% 18.5% 0.0% -50.8% -13.0% -205 -28.6K -147 0.00 142.36 N/A N/A 0 0 45 49
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