MLN Options History — July 2024 In July 2024, MLN traded between $17.77 and $18.09. ATM implied volatility averaged 47.5%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 42.3% (HV 20d: 5.1%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-19 : Highest Volume — 1 contracts2024-07-09 : Largest IV spike — 55.1% change2024-07-09 : Highest IV Rank — 29.0%2024-07-03 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.99 $17.77 $18.09 $17.77 $18.09 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 47.5% 37.9% 68.6% 47.3% 54.9% Expected Move 12.8% 10.4% 16.7% 13.6% 15.7% HV 20d 5.1% 3.6% 6.7% 6.5% 3.6% HV 60d 5.1% 4.8% 5.7% 5.7% 4.9% IV Rank 18.8% 14.1% 29.0% 18.7% 22.4% IV Percentile 60.2% 35.3% 91.3% 64.3% 78.6% Term Structure -12.9% -21.7% 0.9% 0.9% -21.7% Skew 25d -7.1% -34.0% 18.8% 18.8% -34.0% Skew 10d 3.9% -27.7% 25.4% -27.7% 6.5% Call IV 25d 60.8% 51.1% 76.5% 52.0% 75.5% Put IV 25d 53.7% 33.2% 76.9% 70.8% 41.6% Bid-Ask Spread % 164.82 134.37 170.72 135.38 167.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 32 0 63 53 0 Net DEX -833 -1.8K 0 -1.2K 0 Net VEX -1 -1 0 -1 0 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 0.045 0 1 0 0 Total OI 0.636 0 1 1 0
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 2024-07-01 $17.77 $17.00 47.3% 13.6% 6.5% 18.7% 0.0% 18.8% 0.9% 53 -1.2K -1 0.00 135.38 N/A N/A 0 0 1 0 2024-07-02 $17.84 $17.00 47.0% 13.5% 6.6% 18.5% 0.0% 12.3% 0.7% 52 -1.2K -1 0.00 134.37 N/A N/A 0 0 1 0 2024-07-03 $17.91 $17.00 58.2% 16.7% 6.7% 24.0% 0.0% -13.6% -19.4% 55 -1.3K -1 0.00 138.34 N/A N/A 0 0 1 0 2024-07-05 $17.95 $0.00 58.8% 10.4% 6.4% 24.3% 0.0% -0.1% -10.2% 45 -1.2K -1 0.00 170.56 N/A N/A 0 0 1 0 2024-07-08 $17.94 $0.00 44.2% 10.8% 6.3% 17.2% 0.0% -0.0% -11.2% 63 -1.3K -1 0.00 170.35 N/A N/A 0 0 1 0 2024-07-09 $17.93 $0.00 68.6% 10.7% 5.5% 29.0% 0.0% 0.0% -10.5% 50 -1.2K -1 0.00 170.72 N/A N/A 0 0 1 0 2024-07-10 $17.95 $0.00 38.5% 11.0% 5.5% 14.4% 0.0% 0.0% -11.9% 51 -1.2K -1 0.00 170.60 N/A N/A 0 0 1 0 2024-07-11 $18.01 $0.00 37.9% 10.9% 5.6% 14.1% 0.0% 0.1% -12.1% 51 -1.3K -1 0.00 170.05 N/A N/A 0 0 1 0 2024-07-12 $18.02 $0.00 39.0% 11.2% 5.3% 14.6% 0.0% 0.1% -12.4% 58 -1.3K -1 0.00 170.64 N/A N/A 0 0 1 0 2024-07-15 $17.98 $0.00 40.2% 11.5% 5.0% 15.2% 0.0% 0.2% -12.8% 54 -1.3K -1 0.00 170.30 N/A N/A 0 0 1 0 2024-07-16 $18.06 $0.00 40.7% 11.7% 5.2% 15.5% 0.0% 0.3% -14.1% 59 -1.4K -1 0.00 170.38 N/A N/A 0 0 1 0 2024-07-17 $18.05 $0.00 41.4% 11.9% 4.9% 15.8% 0.0% 0.3% -14.7% 50 -1.3K 0 0.00 169.65 N/A N/A 0 0 1 0 2024-07-18 $18.06 $0.00 42.1% 12.1% 4.7% 16.2% 0.0% 0.3% -8.6% 53 -1.3K 0 0.00 170.22 N/A N/A 0 0 1 0 2024-07-19 $18.04 $0.00 43.5% 12.5% 4.4% 16.8% 0.0% 0.3% -13.0% 0 -1.8K 0 0.00 170.06 N/A N/A 1 0 1 0 2024-07-22 $18.04 $0.00 45.4% 13.0% 4.4% 17.7% 0.0% -22.6% -14.8% 0 0 0 0.00 167.04 N/A N/A 0 0 0 0 2024-07-23 $18.05 $0.00 45.6% 13.1% 4.4% 17.9% 0.0% -23.8% -14.1% 0 0 0 0.00 165.44 N/A N/A 0 0 0 0 2024-07-24 $17.96 $0.00 46.7% 13.4% 4.7% 18.4% 0.0% 0.4% -15.3% 0 0 0 0.00 170.10 N/A N/A 0 0 0 0 2024-07-25 $17.99 $0.00 48.4% 13.9% 4.5% 19.2% 0.0% -33.4% -15.9% 0 0 0 0.00 168.80 N/A N/A 0 0 0 0 2024-07-26 $18.05 $0.00 48.8% 14.0% 4.6% 19.4% 0.0% -30.8% -16.4% 0 0 0 0.00 168.46 N/A N/A 0 0 0 0 2024-07-29 $18.06 $0.00 52.6% 15.1% 4.4% 21.3% 0.0% -31.8% -16.6% 0 0 0 0.00 167.05 N/A N/A 0 0 0 0 2024-07-30 $18.05 $0.00 54.2% 15.5% 3.7% 22.0% 0.0% 0.4% -20.7% 0 0 0 0.00 169.61 N/A N/A 0 0 0 0 2024-07-31 $18.09 $0.00 54.9% 15.7% 3.6% 22.4% 0.0% -34.0% -21.7% 0 0 0 0.00 167.95 N/A N/A 0 0 0 0
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