MLN Options History — June 2024 In June 2024, MLN traded between $17.70 and $18.04. ATM implied volatility averaged 45.9%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 40.3% (HV 20d: 5.6%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2024-06-04 : Highest Volume — 36 contracts2024-06-18 : Largest IV spike — 48.9% change2024-06-11 : Highest IV Rank — 26.5%2024-06-03 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.90 $17.70 $18.04 $17.70 $17.88 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 45.9% 27.8% 63.4% 57.7% 48.9% Expected Move 12.2% 8.0% 16.5% 16.5% 14.0% HV 20d 5.6% 4.2% 6.3% 4.2% 6.1% HV 60d 5.5% 5.0% 5.8% 5.0% 5.5% IV Rank 18.0% 9.2% 26.5% 23.7% 19.5% IV Percentile 58.3% 15.5% 87.3% 82.1% 67.9% Term Structure -9.6% -19.5% 20.4% -19.5% -14.4% VWIV 20.4% 20.4% 20.4% 20.4% 20.4% Skew 25d -7.0% -35.3% 1.0% 0.2% -35.3% Skew 10d -8.1% -54.4% 6.3% -32.9% 5.0% Call IV 25d 58.0% 48.7% 75.2% 75.2% 61.4% Put IV 25d 51.1% 21.9% 75.4% 75.4% 26.1% Bid-Ask Spread % 146.11 139.66 167.11 161.33 142.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.1K -2.2K 60 44 60 Net DEX 9.9K -1.3K 20.7K -1.1K -1.3K Net VEX -21 -49 -2 -2 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.895 0 36 0 0 Total OI 23.737 1 37 1 1
Daily Data (19 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 2024-06-03 $17.70 $0.00 57.7% 16.5% 4.2% 23.7% 0.0% 0.2% -19.5% 44 -1.1K -2 0.00 161.33 N/A N/A 0 0 1 0 2024-06-04 $17.73 $0.00 38.0% 10.9% 4.2% 14.2% 20.4% -21.2% 20.4% 48 -1.2K -2 0.00 167.11 N/A N/A 0 36 1 0 2024-06-05 $17.84 $17.00 48.4% 13.9% 4.4% 19.2% 0.0% -7.4% 0.1% -1.9K 18.9K -49 0.00 159.12 N/A N/A 0 0 1 36 2024-06-06 $17.91 $17.00 49.1% 10.3% 4.6% 19.6% 0.0% 0.4% -10.7% -2.1K 16.6K -45 0.00 144.50 N/A N/A 0 0 1 36 2024-06-07 $17.77 $17.00 53.7% 11.2% 5.4% 21.8% 0.0% -27.0% -12.3% -1.7K 20.7K -48 0.00 143.69 N/A N/A 0 0 1 36 2024-06-10 $17.77 $17.00 51.4% 11.6% 5.3% 20.6% 0.0% 0.4% -13.0% -1.8K 20.5K -43 0.00 144.41 N/A N/A 0 0 1 36 2024-06-11 $17.81 $17.00 63.4% 11.6% 5.4% 26.5% 0.0% 0.5% -13.2% -2.2K 18.0K -39 0.00 144.84 N/A N/A 0 0 1 36 2024-06-12 $17.91 $17.00 38.0% 10.9% 5.8% 14.2% 0.0% 0.6% -13.0% -1.8K 18.7K -37 0.00 144.08 N/A N/A 0 0 1 36 2024-06-13 $18.01 $17.00 38.4% 11.0% 6.0% 14.4% 0.0% 0.5% -13.4% -2.0K 16.2K -34 0.00 143.00 N/A N/A 0 0 1 36 2024-06-14 $18.04 $17.00 38.9% 11.2% 5.9% 14.6% 0.0% 0.6% -14.3% -2.0K 15.7K -32 0.00 139.86 N/A N/A 0 0 1 36 2024-06-17 $17.96 $17.00 27.8% 8.0% 6.0% 9.2% 0.0% 1.0% 11.0% -1.9K 18.0K -26 0.00 144.47 N/A N/A 0 0 1 36 2024-06-18 $18.04 $17.00 41.4% 11.9% 6.1% 15.8% 0.0% 0.7% -16.4% -1.8K 17.5K -22 0.00 144.25 N/A N/A 0 0 1 36 2024-06-20 $17.96 $17.00 42.9% 12.3% 6.3% 16.5% 0.0% 0.8% -10.5% -2.2K 16.1K -13 0.00 143.93 N/A N/A 0 0 1 36 2024-06-21 $17.95 $17.00 43.0% 12.3% 6.2% 16.6% 0.0% 0.9% -11.0% 45 -1.2K -2 0.00 144.20 N/A N/A 0 0 1 36 2024-06-24 $17.96 $17.00 45.5% 13.0% 6.0% 17.8% 0.0% 1.0% -12.6% 45 -1.2K -2 0.00 142.49 N/A N/A 0 0 1 0 2024-06-25 $17.98 $17.00 45.7% 13.1% 6.0% 17.9% 0.0% -22.6% -11.8% 49 -1.2K -2 0.00 139.66 N/A N/A 0 0 1 0 2024-06-26 $17.91 $17.00 49.6% 14.2% 6.1% 19.8% 0.0% -27.8% -13.7% 49 -1.2K -2 0.00 139.95 N/A N/A 0 0 1 0 2024-06-27 $17.94 $17.00 49.9% 14.3% 5.9% 19.9% 0.0% 0.7% -14.3% 44 -1.2K -2 0.00 143.24 N/A N/A 0 0 1 0 2024-06-28 $17.88 $17.00 48.9% 14.0% 6.1% 19.5% 0.0% -35.3% -14.4% 60 -1.3K -2 0.00 142.01 N/A N/A 0 0 1 0
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