MLN Options History — May 2024 In May 2024, MLN traded between $17.62 and $18.02. ATM implied volatility averaged 56.9%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 52.5% (HV 20d: 4.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 62.1% change2024-05-14 : Highest IV Rank — 44.2%2024-05-01 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.83 $17.62 $18.02 $17.68 $17.69 ATM IV 56.9% 37.9% 99.9% 62.1% 55.0% Expected Move 12.7% 10.0% 17.8% 17.8% 15.8% HV 20d 4.4% 3.5% 6.1% 6.1% 4.4% HV 60d 5.1% 4.9% 5.6% 5.5% 5.0% IV Rank 23.3% 14.1% 44.2% 25.8% 22.4% IV Percentile 74.0% 42.9% 98.4% 88.1% 79.4% Term Structure -12.3% -31.3% -4.3% -24.0% -15.9% Skew 25d -19.3% -53.8% 20.5% -53.8% -49.8% Skew 10d -1.9% -55.6% 9.7% 1.3% 6.8% Call IV 25d 59.0% 47.4% 79.1% 79.1% 69.4% Put IV 25d 39.7% 16.6% 79.4% 25.2% 19.6% Bid-Ask Spread % 167.69 162.05 170.65 164.31 168.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 44 40 65 41 43 Net DEX -1.2K -1.3K -1.1K -1.1K -1.1K Net VEX -3 -3 -2 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $17.68 $0.00 62.1% 17.8% 6.1% 25.8% 0.0% -53.8% -24.0% 41 -1.1K -3 0.00 164.31 N/A N/A 0 0 1 0 2024-05-02 $17.73 $0.00 51.9% 14.9% 6.1% 20.9% 0.0% 20.5% -4.3% 40 -1.1K -3 0.00 163.60 N/A N/A 0 0 1 0 2024-05-03 $17.80 $0.00 53.6% 15.4% 5.8% 21.7% 0.0% -38.7% -24.5% 40 -1.2K -3 0.00 162.05 N/A N/A 0 0 1 0 2024-05-06 $17.82 $0.00 58.4% 10.6% 5.8% 24.1% 0.0% -27.8% -5.9% 41 -1.2K -3 0.00 167.57 N/A N/A 0 0 1 0 2024-05-07 $17.91 $0.00 60.1% 10.0% 5.9% 24.9% 0.0% -14.4% -5.1% 41 -1.2K -3 0.00 165.55 N/A N/A 0 0 1 0 2024-05-08 $17.94 $0.00 62.2% 10.1% 4.0% 25.9% 0.0% -15.5% -6.2% 41 -1.2K -3 0.00 166.02 N/A N/A 0 0 1 0 2024-05-09 $17.95 $0.00 75.4% 10.2% 4.0% 32.3% 0.0% -15.8% -6.4% 41 -1.2K -3 0.00 165.76 N/A N/A 0 0 1 0 2024-05-10 $17.91 $0.00 84.5% 10.2% 3.9% 36.7% 0.0% 0.0% -5.7% 42 -1.2K -3 0.00 170.43 N/A N/A 0 0 1 0 2024-05-13 $17.93 $0.00 93.3% 10.6% 3.8% 41.0% 0.0% 0.0% -6.3% 42 -1.2K -3 0.00 170.65 N/A N/A 0 0 1 0 2024-05-14 $17.95 $0.00 99.9% 10.7% 3.5% 44.2% 0.0% -27.0% -6.5% 41 -1.2K -3 0.00 167.27 N/A N/A 0 0 1 0 2024-05-15 $18.02 $0.00 37.9% 10.9% 3.5% 14.1% 0.0% 0.1% -26.9% 46 -1.3K -3 0.00 170.22 N/A N/A 0 0 1 0 2024-05-16 $17.98 $0.00 38.5% 11.0% 3.6% 14.4% 0.0% 0.1% -8.1% 42 -1.2K -3 0.00 170.22 N/A N/A 0 0 1 0 2024-05-17 $17.91 $0.00 39.1% 11.2% 3.9% 14.7% 0.0% 0.1% -8.3% 43 -1.2K -3 0.00 170.02 N/A N/A 0 0 1 0 2024-05-20 $17.88 $0.00 42.1% 12.1% 4.0% 16.1% 0.0% -33.4% -9.2% 43 -1.2K -3 0.00 168.83 N/A N/A 0 0 1 0 2024-05-21 $17.86 $0.00 42.7% 12.3% 4.0% 16.5% 0.0% -34.8% -9.6% 43 -1.2K -3 0.00 168.83 N/A N/A 0 0 1 0 2024-05-22 $17.79 $0.00 44.7% 12.8% 4.2% 17.4% 0.0% -37.3% -31.3% 49 -1.2K -3 0.00 167.44 N/A N/A 0 0 1 0 2024-05-23 $17.73 $0.00 45.6% 13.1% 4.2% 17.8% 0.0% 0.2% -10.6% 44 -1.1K -3 0.00 167.29 N/A N/A 0 0 1 0 2024-05-24 $17.73 $0.00 47.0% 13.5% 4.1% 18.5% 0.0% 0.3% -11.1% 54 -1.2K -3 0.00 168.74 N/A N/A 0 0 1 0 2024-05-28 $17.69 $0.00 50.8% 14.6% 4.2% 20.4% 0.0% -46.9% -13.6% 43 -1.1K -3 0.00 168.74 N/A N/A 0 0 1 0 2024-05-29 $17.62 $0.00 52.6% 15.1% 4.4% 21.3% 0.0% 0.1% -14.6% 65 -1.2K -2 0.00 169.27 N/A N/A 0 0 1 0 2024-05-30 $17.64 $0.00 54.5% 15.6% 4.4% 22.2% 0.0% -51.6% -15.3% 43 -1.1K -2 0.00 168.41 N/A N/A 0 0 1 0 2024-05-31 $17.69 $0.00 55.0% 15.8% 4.4% 22.4% 0.0% -49.8% -15.9% 43 -1.1K -2 0.00 168.06 N/A N/A 0 0 1 0
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