MLN Options History — August 2024 In August 2024, MLN traded between $18.05 and $18.24. ATM implied volatility averaged 61.1%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 56.4% (HV 20d: 4.7%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-08-29 : Highest Volume — 82 contracts2024-08-05 : Largest IV spike — 82.2% change2024-08-13 : Highest IV Rank — 59.6%2024-08-06 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.12 $18.05 $18.24 $18.09 $18.05 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 61.1% 40.1% 131.7% 60.0% 48.8% Expected Move 13.3% 10.8% 20.1% 17.2% 14.0% HV 20d 4.7% 3.3% 5.4% 3.3% 4.8% HV 60d 5.1% 4.9% 5.3% 4.9% 5.1% IV Rank 25.4% 15.2% 59.6% 24.9% 19.4% IV Percentile 64.9% 34.1% 99.6% 84.1% 63.5% Term Structure -12.1% -30.0% -7.0% -25.9% -14.0% VWIV 27.3% 27.3% 27.3% 27.3% 27.3% Skew 25d -20.5% -52.9% 1.1% -38.0% 0.4% Skew 10d -13.0% -55.2% 33.2% 6.8% 5.8% Call IV 25d 62.3% 48.3% 92.7% 78.2% 69.0% Put IV 25d 41.9% 11.8% 93.8% 40.2% 69.4% Bid-Ask Spread % 168.12 161.08 181.09 162.44 169.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -155 -3.4K 0 0 -3.4K Net DEX 2.2K 0 47.8K 0 47.8K Net VEX -6 -129 0 0 -129 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 3.727 0 82 0 0 Total OI 3.727 0 82 0 82
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 2024-08-01 $18.09 $0.00 60.0% 17.2% 3.3% 24.9% 0.0% -38.0% -25.9% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2024-08-02 $18.21 $0.00 56.5% 16.2% 4.0% 23.1% 0.0% 0.3% -30.0% 0 0 0 0.00 168.91 N/A N/A 0 0 0 0 2024-08-05 $18.24 $0.00 103.0% 15.2% 3.9% 45.7% 0.0% -0.1% -9.3% 0 0 0 0.00 180.37 N/A N/A 0 0 0 0 2024-08-06 $18.18 $0.00 42.4% 20.1% 4.2% 16.3% 0.0% 1.1% -12.1% 0 0 0 0.00 181.09 N/A N/A 0 0 0 0 2024-08-07 $18.13 $0.00 76.3% 10.8% 4.3% 32.7% 0.0% -0.2% -7.0% 0 0 0 0.00 168.58 N/A N/A 0 0 0 0 2024-08-08 $18.07 $0.00 116.7% 15.4% 4.4% 52.3% 0.0% -52.9% -9.8% 0 0 0 0.00 175.69 N/A N/A 0 0 0 0 2024-08-09 $18.11 $0.00 85.3% 10.9% 4.5% 37.1% 0.0% -36.4% -7.3% 0 0 0 0.00 163.70 N/A N/A 0 0 0 0 2024-08-12 $18.14 $0.00 96.0% 11.3% 4.4% 42.3% 0.0% -0.1% -7.2% 0 0 0 0.00 170.30 N/A N/A 0 0 0 0 2024-08-13 $18.18 $0.00 131.7% 11.4% 4.2% 59.6% 0.0% -38.4% -7.4% 0 0 0 0.00 167.48 N/A N/A 0 0 0 0 2024-08-14 $18.20 $0.00 40.4% 11.6% 4.2% 15.3% 0.0% -0.0% -8.7% 0 0 0 0.00 170.10 N/A N/A 0 0 0 0 2024-08-15 $18.07 $0.00 41.1% 11.8% 5.0% 15.7% 0.0% 0.0% -11.7% 0 0 0 0.00 170.22 N/A N/A 0 0 0 0 2024-08-16 $18.09 $0.00 41.7% 12.0% 5.0% 16.0% 0.0% 0.1% -10.3% 0 0 0 0.00 170.43 N/A N/A 0 0 0 0 2024-08-19 $18.05 $0.00 40.1% 11.5% 5.0% 15.2% 0.0% -42.4% -8.3% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2024-08-20 $18.14 $0.00 43.0% 12.3% 5.3% 16.6% 0.0% -43.0% -10.6% 0 0 0 0.00 161.73 N/A N/A 0 0 0 0 2024-08-21 $18.12 $0.00 44.4% 12.7% 5.0% 17.2% 0.0% -43.7% -11.4% 0 0 0 0.00 161.36 N/A N/A 0 0 0 0 2024-08-22 $18.07 $0.00 44.6% 12.8% 5.1% 17.4% 0.0% -44.5% -11.8% 0 0 0 0.00 162.16 N/A N/A 0 0 0 0 2024-08-23 $18.16 $0.00 45.2% 13.0% 5.3% 17.7% 0.0% -44.9% -11.9% 0 0 0 0.00 161.08 N/A N/A 0 0 0 0 2024-08-26 $18.12 $0.00 47.3% 13.5% 5.3% 18.6% 0.0% -25.5% -13.9% 0 0 0 0.00 168.49 N/A N/A 0 0 0 0 2024-08-27 $18.07 $0.00 45.6% 13.1% 5.4% 17.8% 0.0% 0.4% -11.7% 0 0 0 0.00 169.88 N/A N/A 0 0 0 0 2024-08-28 $18.06 $0.00 46.6% 13.4% 5.4% 18.3% 0.0% -26.7% -12.4% 0 0 0 0.00 162.86 N/A N/A 0 0 0 0 2024-08-29 $18.06 $0.00 47.6% 13.7% 5.4% 18.8% 27.3% -15.4% -14.1% 0 0 0 0.00 170.22 N/A N/A 0 82 0 0 2024-08-30 $18.05 $17.00 48.8% 14.0% 4.8% 19.4% 0.0% 0.4% -14.0% -3.4K 47.8K -129 0.00 169.92 N/A N/A 0 0 0 82
« Jul 2024 | All History | Sep 2024 » Home MLN History August 2024