MLN Options History — September 2024 In September 2024, MLN traded between $18.07 and $18.31. ATM implied volatility averaged 47.8%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 44.2% (HV 20d: 3.6%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-25 : Highest Volume — 2 contracts2024-09-30 : Largest IV spike — 84.5% change2024-09-10 : Highest IV Rank — 31.7%2024-09-04 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $18.21 $18.07 $18.31 $18.07 $18.29 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 47.8% 28.1% 74.2% 55.6% 57.6% Expected Move 12.1% 8.0% 16.7% 15.9% 16.5% HV 20d 3.6% 2.3% 4.7% 4.7% 2.6% HV 60d 4.4% 3.9% 5.1% 5.1% 3.9% IV Rank 18.9% 9.3% 31.7% 22.7% 23.7% IV Percentile 52.4% 10.3% 90.5% 77.4% 78.6% Term Structure -22.9% -68.3% -11.7% -20.3% -34.7% Skew 25d -13.7% -74.2% 4.0% 4.0% -32.3% Skew 10d -7.0% -80.7% 6.4% 6.4% -5.4% Call IV 25d 59.7% 50.5% 90.4% 60.2% 73.1% Put IV 25d 46.0% 13.6% 64.8% 64.2% 40.9% Bid-Ask Spread % 146.53 124.05 168.22 168.17 142.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.5K -4.5K 131 -3.6K 131 Net DEX 26.1K -2.1K 45.1K 45.1K -2.1K Net VEX -49 -111 0 -111 -5 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 0.1 0 2 0 0 Total OI 57.7 0 82 82 2
Daily Data (20 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 2024-09-03 $18.07 $17.00 55.6% 15.9% 4.7% 22.7% 0.0% 4.0% -20.3% -3.6K 45.1K -111 0.00 168.17 N/A N/A 0 0 0 82 2024-09-04 $18.11 $17.00 58.1% 16.7% 4.7% 23.9% 0.0% -0.8% -23.1% -3.6K 44.0K -108 0.00 168.22 N/A N/A 0 0 0 82 2024-09-05 $18.16 $0.00 59.9% 10.6% 4.7% 24.8% 0.0% -0.2% -11.9% -3.9K 40.8K -99 0.00 148.36 N/A N/A 0 0 0 82 2024-09-06 $18.19 $0.00 63.7% 11.0% 4.6% 26.6% 0.0% -0.2% -14.7% -3.9K 40.6K -96 0.00 148.37 N/A N/A 0 0 0 82 2024-09-09 $18.18 $0.00 70.9% 11.3% 4.5% 30.1% 0.0% -0.1% -14.9% -3.9K 41.0K -85 0.00 148.51 N/A N/A 0 0 0 82 2024-09-10 $18.23 $0.00 74.2% 11.4% 4.6% 31.7% 0.0% -0.1% -15.1% -3.4K 43.6K -86 0.00 148.33 N/A N/A 0 0 0 82 2024-09-11 $18.23 $0.00 40.9% 11.7% 4.5% 15.6% 0.0% -0.1% -16.1% -3.3K 44.2K -81 0.00 148.43 N/A N/A 0 0 0 82 2024-09-12 $18.21 $0.00 41.5% 11.9% 4.5% 15.8% 0.0% -0.1% -16.7% -3.9K 40.2K -73 0.00 148.28 N/A N/A 0 0 0 82 2024-09-13 $18.21 $0.00 42.0% 12.1% 3.6% 16.1% 0.0% -0.0% -17.2% -3.8K 41.1K -68 0.00 148.03 N/A N/A 0 0 0 82 2024-09-16 $18.23 $0.00 38.6% 11.1% 3.6% 14.5% 0.0% -17.9% -18.8% -4.5K 33.4K -46 0.00 147.18 N/A N/A 0 0 0 82 2024-09-17 $18.24 $0.00 39.8% 11.4% 3.5% 15.1% 0.0% -17.7% -20.0% -4.1K 37.9K -42 0.00 145.40 N/A N/A 0 0 0 82 2024-09-18 $18.20 $0.00 45.4% 13.0% 3.2% 17.8% 0.0% 0.1% -20.9% -4.2K 38.4K -37 0.00 148.43 N/A N/A 0 0 0 82 2024-09-19 $18.18 $0.00 45.0% 12.9% 3.2% 17.6% 0.0% 0.2% -11.7% -4.3K 38.2K -26 0.00 148.15 N/A N/A 0 0 0 82 2024-09-20 $18.24 $0.00 45.7% 13.1% 3.2% 17.9% 0.0% 0.2% -12.0% 0 0 0 0.00 147.75 N/A N/A 0 0 0 82 2024-09-23 $18.23 $0.00 28.2% 8.1% 2.7% 9.4% 0.0% -42.1% -14.2% 0 0 0 0.00 139.60 N/A N/A 0 0 0 0 2024-09-24 $18.24 $0.00 28.1% 8.0% 2.6% 9.3% 0.0% -44.8% -14.4% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0 2024-09-25 $18.23 $0.00 49.7% 14.3% 2.3% 19.9% 0.0% -47.7% -45.3% 0 0 0 0.00 138.51 N/A N/A 2 0 0 0 2024-09-26 $18.24 $0.00 40.8% 11.7% 2.3% 15.5% 0.0% -74.2% -68.3% 84 -2.1K -5 0.00 124.05 N/A N/A 0 0 2 0 2024-09-27 $18.31 $0.00 31.2% 9.0% 2.6% 10.9% 0.0% 0.7% -48.1% 116 -2.1K -5 0.00 138.86 N/A N/A 0 0 2 0 2024-09-30 $18.29 $0.00 57.6% 16.5% 2.6% 23.7% 0.0% -32.3% -34.7% 131 -2.1K -5 0.00 142.33 N/A N/A 0 0 2 0
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