MLN Options History — October 2024

In October 2024, MLN traded between $17.80 and $18.29. ATM implied volatility averaged 40.4%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 36.1% (HV 20d: 4.4%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 20 of 23 days.

Notable Days

  • 2024-10-30: Highest Volume — 84 contracts
  • 2024-10-21: Largest IV spike — 165.4% change
  • 2024-10-07: Highest IV Rank — 30.2%
  • 2024-10-21: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.05$17.80$18.29$18.29$17.91
Max Pain$17.95$17.00$18.00$18.00$17.00
ATM IV40.4%22.8%71.0%57.6%38.8%
Expected Move9.5%3.2%20.0%16.5%11.1%
HV 20d4.4%2.5%6.1%2.6%6.1%
HV 60d4.3%3.9%4.9%3.9%4.7%
IV Rank15.3%6.8%30.2%23.6%14.5%
IV Percentile37.4%2.8%90.1%78.2%28.6%
Term Structure12.7%-46.4%25.5%-30.6%19.4%
VWIV69.1%69.1%69.1%69.1%69.1%
Skew 25d-24.5%-55.7%16.3%16.3%-26.0%
Skew 10d-22.8%-62.9%24.8%-42.6%-18.5%
Call IV 25d57.4%42.2%75.6%53.1%75.6%
Put IV 25d32.9%9.5%76.2%69.4%49.6%
Bid-Ask Spread %162.12132.81169.40132.81168.09
Gamma HHI1.000.951.001.000.95
Net GEX-74-4.4K157128-4.4K
Net DEX106-2.2K45.2K-2.1K45.2K
Net VEX-9-110-3-5-110
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume3.65208400
Total OI5.652286286

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$18.29$0.0057.6%16.5%2.6%23.6%0.0%16.3%-30.6%128-2.1K-50.00132.81N/AN/A0020
2024-10-02$18.27$0.0059.4%17.0%2.6%24.5%0.0%-39.0%-46.4%148-2.2K-50.00137.71N/AN/A0020
2024-10-03$18.26$18.0052.8%3.2%2.5%21.3%0.0%-32.8%12.7%157-2.2K-50.00157.68N/AN/A0020
2024-10-04$18.16$18.0063.7%6.3%3.2%26.7%0.0%-35.1%20.2%122-2.0K-50.00158.59N/AN/A0020
2024-10-07$18.13$18.0071.0%6.7%3.2%30.2%0.0%-36.5%19.5%121-2.0K-50.00164.12N/AN/A0020
2024-10-08$18.12$18.0060.8%6.6%3.0%25.2%0.0%-36.9%20.5%124-2.0K-50.00163.76N/AN/A0020
2024-10-09$18.05$18.0023.0%6.6%3.3%6.9%0.0%-37.4%18.0%126-1.9K-50.00165.55N/AN/A0020
2024-10-10$18.02$18.0022.8%6.5%3.3%6.8%0.0%-28.1%18.9%123-1.9K-40.00166.88N/AN/A0020
2024-10-11$18.07$18.0023.6%6.8%3.5%7.2%0.0%-30.4%20.1%123-2.0K-40.00162.98N/AN/A0020
2024-10-14$18.02$18.0024.2%6.9%3.6%7.4%0.0%1.0%19.0%113-1.9K-40.00166.00N/AN/A0020
2024-10-15$18.16$18.0029.8%8.5%4.6%10.2%0.0%0.7%10.5%103-2.0K-40.00164.44N/AN/A0020
2024-10-16$18.16$18.0030.3%8.7%4.6%10.4%0.0%-35.3%11.0%113-2.0K-40.00166.80N/AN/A0020
2024-10-17$18.13$18.0026.5%7.6%4.6%8.6%0.0%1.0%23.2%110-2.0K-40.00168.65N/AN/A0020
2024-10-18$18.14$18.0026.3%7.5%4.4%8.5%0.0%1.0%25.5%112-2.0K-40.00168.13N/AN/A0020
2024-10-21$18.06$18.0069.7%20.0%4.6%29.6%0.0%-51.4%23.6%85-2.0K-40.00168.30N/AN/A0020
2024-10-22$17.98$18.0027.3%7.8%4.8%8.9%0.0%-45.7%23.4%138-1.9K-40.00160.29N/AN/A0020
2024-10-23$17.80$18.0029.9%8.6%5.9%10.2%0.0%-25.0%23.9%130-1.7K-40.00167.31N/AN/A0020
2024-10-24$17.86$18.0032.0%9.2%6.1%11.3%0.0%-48.0%23.2%132-1.8K-40.00159.66N/AN/A0020
2024-10-25$17.88$18.0035.0%10.0%5.8%12.7%0.0%1.6%14.0%107-1.8K-30.00168.85N/AN/A0020
2024-10-28$17.93$18.0046.4%13.3%6.0%18.2%0.0%-55.7%-3.7%117-1.8K-30.00160.19N/AN/A0020
2024-10-29$17.88$18.0044.5%12.8%6.0%17.3%0.0%1.5%1.7%101-1.8K-30.00169.40N/AN/A0020
2024-10-30$17.89$18.0035.0%10.0%6.1%12.7%69.1%-23.6%23.8%124-1.8K-30.00162.53N/AN/A08420
2024-10-31$17.91$17.0038.8%11.1%6.1%14.5%0.0%-26.0%19.4%-4.4K45.2K-1100.00168.09N/AN/A00284