MLN Options History — November 2024 In November 2024, MLN traded between $17.62 and $18.27. ATM implied volatility averaged 50.4%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 41.0% (HV 20d: 9.4%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-22 : Highest Volume — 5 contracts2024-11-13 : Largest IV drop — 47.2% change2024-11-06 : Highest IV Rank — 31.5%2024-11-29 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.97 $17.62 $18.27 $17.82 $18.27 Max Pain $18.60 $17.00 $19.00 $17.00 $19.00 ATM IV 50.4% 38.6% 73.8% 46.4% 52.5% Expected Move 12.0% 10.5% 15.1% 13.3% 15.1% HV 20d 9.4% 6.1% 10.7% 6.1% 9.6% HV 60d 6.4% 4.7% 6.8% 4.7% 6.7% IV Rank 20.2% 14.4% 31.5% 18.2% 21.2% IV Percentile 56.3% 26.2% 90.9% 54.8% 67.5% Term Structure -8.9% -16.7% 3.8% 3.8% -16.7% VWIV 52.0% 50.7% 53.2% 50.7% 53.2% Skew 25d -15.4% -43.5% 1.0% -21.7% -20.1% Skew 10d -13.2% -57.6% 5.8% -46.9% -57.6% Call IV 25d 56.1% 47.8% 67.4% 58.4% 67.4% Put IV 25d 40.7% 12.4% 67.1% 36.6% 47.3% Bid-Ask Spread % 167.14 159.31 170.78 159.31 163.41 Gamma HHI 0.97 0.95 1.00 0.95 1.00 Net GEX -1.9K -5.2K 4.5K -4.4K 432 Net DEX 21.2K -7.0K 53.9K 46.0K -7.0K Net VEX -38 -110 0 -110 -16 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 0.5 0 5 0 1 Total OI 48.8 0 86 86 9
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 2024-11-01 $17.82 $17.00 46.4% 13.3% 6.1% 18.2% 0.0% -21.7% 3.8% -4.4K 46.0K -110 0.00 159.31 N/A N/A 0 0 2 84 2024-11-04 $17.93 $0.00 53.3% 10.5% 6.6% 21.6% 0.0% -23.5% -7.4% -4.1K 44.6K -94 0.00 164.14 N/A N/A 0 0 2 84 2024-11-05 $17.96 $0.00 50.6% 10.6% 6.6% 20.3% 0.0% -22.7% -6.8% -4.3K 43.2K -90 0.00 164.94 N/A N/A 0 0 2 84 2024-11-06 $17.62 $0.00 73.8% 11.5% 9.3% 31.5% 0.0% -0.2% -7.1% -3.6K 53.9K -90 0.00 170.06 N/A N/A 0 0 2 84 2024-11-07 $17.76 $0.00 61.4% 11.2% 9.9% 25.5% 0.0% -0.0% -7.0% -4.6K 47.0K -83 0.00 169.87 N/A N/A 0 0 2 84 2024-11-08 $17.96 $0.00 52.9% 10.5% 10.7% 21.4% 0.0% 0.3% -7.0% -4.8K 40.0K -72 0.00 170.78 N/A N/A 0 0 2 84 2024-11-11 $17.95 $0.00 71.6% 10.9% 10.6% 30.4% 0.0% 0.4% -7.8% -5.0K 39.0K -54 0.00 170.65 N/A N/A 0 0 2 84 2024-11-12 $17.88 $0.00 73.0% 11.1% 10.3% 31.1% 0.0% 0.1% -6.3% -5.2K 40.3K -47 0.00 170.34 N/A N/A 0 0 2 84 2024-11-13 $17.89 $0.00 38.6% 11.1% 10.3% 14.4% 0.0% 0.4% -7.7% -3.9K 47.3K -42 0.00 170.00 N/A N/A 0 0 2 84 2024-11-14 $17.91 $0.00 39.1% 11.2% 10.3% 14.7% 0.0% 0.1% -8.7% -4.1K 46.2K -29 0.00 170.65 N/A N/A 0 0 2 84 2024-11-15 $17.98 $0.00 39.6% 11.3% 10.4% 14.9% 0.0% -26.6% -7.7% 4.5K -1.3K 0 0.00 166.51 N/A N/A 0 0 2 84 2024-11-18 $17.99 $0.00 40.8% 11.7% 10.3% 15.5% 0.0% -26.4% -8.7% 0 0 0 0.00 168.59 N/A N/A 0 0 0 0 2024-11-19 $17.98 $0.00 41.4% 11.9% 10.2% 15.8% 0.0% -43.5% -9.5% 0 0 0 0.00 167.37 N/A N/A 0 0 0 0 2024-11-20 $17.98 $0.00 42.1% 12.1% 9.5% 16.2% 0.0% -18.3% -9.5% 0 0 0 0.00 168.61 N/A N/A 0 0 0 0 2024-11-21 $17.98 $0.00 42.9% 12.3% 9.4% 16.5% 0.0% -18.6% -10.0% 0 0 0 0.00 166.02 N/A N/A 0 0 0 0 2024-11-22 $17.99 $0.00 44.2% 12.7% 9.4% 17.2% 50.7% -43.2% -11.7% 0 0 0 0.00 161.91 N/A N/A 5 0 0 0 2024-11-25 $18.09 $19.00 46.0% 13.2% 9.6% 18.0% 52.5% -24.4% -12.0% 243 -3.5K -9 0.00 168.03 N/A N/A 3 0 5 0 2024-11-26 $18.16 $19.00 46.8% 13.4% 9.6% 18.4% 0.0% -21.9% -13.2% 390 -5.9K -14 0.00 161.89 N/A N/A 0 0 8 0 2024-11-27 $18.23 $19.00 51.1% 14.7% 9.6% 20.5% 51.5% 1.0% -16.2% 358 -6.2K -14 0.00 169.66 N/A N/A 1 0 8 0 2024-11-29 $18.27 $19.00 52.5% 15.1% 9.6% 21.2% 53.2% -20.1% -16.7% 432 -7.0K -16 0.00 163.41 N/A N/A 1 0 9 0
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