MLN Options History — April 2024

In April 2024, MLN traded between $17.57 and $17.87. ATM implied volatility averaged 50.7%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 44.7% (HV 20d: 5.9%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-05: Highest Volume — 1 contracts
2024-04-08: Largest IV spike — 114.4% change
2024-04-09: Highest IV Rank — 27.0%
2024-04-30: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.70	$17.57	$17.87	$17.87	$17.68
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	50.7%	28.2%	64.5%	44.9%	62.0%
Expected Move	13.8%	11.2%	17.8%	12.9%	17.8%
HV 20d	5.9%	3.8%	7.0%	3.8%	6.1%
HV 60d	6.2%	5.8%	6.5%	5.9%	5.8%
IV Rank	20.3%	9.4%	27.0%	17.5%	25.8%
IV Percentile	75.3%	25.4%	88.9%	70.2%	88.1%
Term Structure	-11.4%	-22.9%	40.0%	2.5%	-22.9%
Skew 25d	-10.6%	-60.2%	1.5%	-53.1%	0.0%
Skew 10d	-13.8%	-65.0%	7.8%	-57.2%	7.7%
Call IV 25d	60.5%	39.4%	79.3%	64.1%	79.3%
Put IV 25d	50.0%	11.0%	79.3%	11.0%	79.3%
Bid-Ask Spread %	163.76	135.50	170.21	139.58	169.69
Gamma HHI	0.87	0.57	1.00	0.61	1.00
Net GEX	-149	-390	41	-299	40
Net DEX	-18.9K	-77.4K	-1.1K	-35.4K	-1.1K
Net VEX	-60	-130	-3	-125	-3
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	0.091	0	1	0	0
Total OI	63.636	1	94	94	1

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-04-01	$17.87	$17.00	44.9%	12.9%	3.8%	17.5%	0.0%	-53.1%	2.5%	-299	-35.4K	-125	139.58	N/A	N/A	0	0	45	49
2024-04-02	$17.77	$17.00	47.9%	13.7%	4.2%	19.0%	0.0%	-27.1%	0.4%	-281	-29.0K	-128	135.50	N/A	N/A	0	0	45	49
2024-04-03	$17.73	$17.00	60.3%	17.3%	4.2%	25.0%	0.0%	-60.2%	-20.8%	-221	-22.8K	-130	137.47	N/A	N/A	0	0	45	49
2024-04-04	$17.77	$0.00	62.3%	11.2%	4.3%	25.9%	0.0%	-0.0%	-10.8%	-157	-21.7K	-125	167.95	N/A	N/A	0	0	45	49
2024-04-05	$17.66	$0.00	28.2%	11.3%	4.6%	9.4%	0.0%	0.1%	-10.5%	-390	-33.2K	-110	165.04	N/A	N/A	1	0	45	49
2024-04-08	$17.71	$0.00	60.6%	11.7%	4.8%	25.1%	0.0%	0.1%	-12.0%	-351	-25.4K	-103	167.00	N/A	N/A	0	0	44	49
2024-04-09	$17.77	$0.00	64.5%	11.6%	5.0%	27.0%	0.0%	-0.1%	-12.1%	-274	-22.4K	-102	170.20	N/A	N/A	0	0	44	49
2024-04-10	$17.57	$0.00	42.2%	12.1%	6.3%	16.2%	0.0%	-1.3%	-12.3%	-233	-14.9K	-100	169.51	N/A	N/A	0	1	44	49
2024-04-11	$17.62	$0.00	42.7%	12.2%	6.4%	16.4%	0.0%	-5.2%	-13.2%	-224	-18.9K	-93	165.25	N/A	N/A	0	0	44	48
2024-04-12	$17.70	$0.00	43.2%	12.4%	6.6%	16.7%	0.0%	-0.1%	-13.7%	-279	-25.5K	-82	170.21	N/A	N/A	0	0	44	48
2024-04-15	$17.69	$0.00	45.2%	13.0%	6.6%	17.7%	0.0%	-7.0%	-15.2%	-210	-20.0K	-65	167.18	N/A	N/A	0	0	44	48
2024-04-16	$17.63	$0.00	46.0%	13.2%	6.6%	18.0%	0.0%	0.0%	-16.1%	-246	-20.2K	-57	169.46	N/A	N/A	0	0	44	48
2024-04-17	$17.71	$0.00	46.7%	13.4%	6.9%	18.4%	0.0%	1.4%	-16.3%	-190	-19.0K	-49	169.29	N/A	N/A	0	0	44	48
2024-04-18	$17.69	$0.00	47.5%	13.6%	6.9%	18.8%	0.0%	1.3%	40.0%	-246	-22.0K	-35	169.81	N/A	N/A	0	0	44	48
2024-04-19	$17.73	$0.00	47.6%	13.7%	7.0%	18.8%	0.0%	1.5%	-13.5%	37	-77.4K	-3	170.02	N/A	N/A	0	0	44	48
2024-04-22	$17.73	$0.00	50.4%	14.5%	6.8%	20.2%	0.0%	-47.8%	-15.4%	38	-1.1K	-3	160.81	N/A	N/A	0	0	1	0
2024-04-23	$17.73	$0.00	51.4%	14.7%	6.7%	20.7%	0.0%	-9.4%	-16.1%	40	-1.1K	-3	168.41	N/A	N/A	0	0	1	0
2024-04-24	$17.71	$0.00	51.9%	14.9%	6.7%	20.9%	0.0%	-9.1%	-15.6%	40	-1.1K	-3	168.74	N/A	N/A	0	0	1	0
2024-04-25	$17.64	$0.00	55.3%	15.8%	6.8%	22.5%	0.0%	-6.5%	-16.8%	40	-1.1K	-3	168.56	N/A	N/A	0	0	1	0
2024-04-26	$17.68	$0.00	55.0%	15.8%	6.9%	22.4%	0.0%	-10.1%	-18.4%	40	-1.1K	-3	164.81	N/A	N/A	0	0	1	0
2024-04-29	$17.69	$0.00	59.4%	17.0%	6.4%	24.5%	0.0%	0.4%	-21.5%	41	-1.1K	-3	168.31	N/A	N/A	0	0	1	0
2024-04-30	$17.68	$0.00	62.0%	17.8%	6.1%	25.8%	0.0%	0.0%	-22.9%	40	-1.1K	-3	169.69	N/A	N/A	0	0	1	0