MLN Options History — December 2024

In December 2024, MLN traded between $17.63 and $18.27. ATM implied volatility averaged 48.4%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 42.2% (HV 20d: 6.1%). Max pain ranged from $17.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.07.

Notable Days

  • 2024-12-09: Highest Volume — 153 contracts
  • 2024-12-03: Largest IV spike — 23.8% change
  • 2024-12-31: Highest IV Rank — 39.7%
  • 2024-12-03: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.99$17.63$18.27$18.26$17.84
Max Pain$18.44$17.00$21.00$19.00$17.00
ATM IV48.4%38.9%57.7%46.6%57.6%
Expected Move13.3%11.2%16.5%13.4%16.5%
HV 20d6.1%3.8%9.4%9.4%6.5%
HV 60d7.1%6.7%7.6%6.7%7.5%
IV Rank27.1%15.1%39.7%18.3%39.7%
IV Percentile56.9%23.4%81.7%53.6%81.7%
Term Structure-17.6%-50.0%-13.3%-17.6%-19.4%
VWIV26.6%10.7%42.4%40.0%16.4%
Skew 25d-20.3%-57.5%-0.4%-33.4%-8.5%
Skew 10d-9.4%-45.0%37.6%-45.0%33.1%
Call IV 25d53.0%40.4%72.5%49.6%63.6%
Put IV 25d32.6%11.9%55.9%16.3%55.1%
Bid-Ask Spread %164.26152.90170.02156.96170.01
Gamma HHI0.600.341.001.000.39
Net GEX2.4K746.9K6043.5K
Net DEX-16.3K-66.4K15.5K-7.2K-27.4K
Net VEX-234-564-16-16-564
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.750.000.00
Total Volume28.190153254
Total OI190.9051042710427

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$18.26$19.0046.6%13.4%9.4%18.3%40.0%-33.4%-17.6%604-7.2K-160.00156.96N/AN/A20100
2024-12-03$18.23$19.0057.7%16.5%9.2%23.7%0.0%-57.5%-50.0%639-9.0K-180.00160.28N/AN/A00120
2024-12-04$18.27$19.0049.4%14.2%9.2%19.7%42.4%-36.0%-21.1%773-8.5K-180.00152.90N/AN/A10120
2024-12-05$18.23$0.0051.1%11.2%5.7%20.5%0.0%-36.1%-13.5%745-9.4K-180.00161.42N/AN/A10130
2024-12-06$18.27$0.0055.5%11.3%5.2%22.6%0.0%-36.4%-13.7%682-11.0K-200.00165.69N/AN/A10140
2024-12-09$18.23$0.0043.4%11.6%3.8%16.7%23.6%-28.2%-15.1%991-10.1K-180.00163.90N/AN/A1530150
2024-12-10$18.20$21.0052.1%11.7%3.9%21.0%0.0%-30.2%-15.3%6.3K-59.0K-2350.00164.53N/AN/A1901680
2024-12-11$18.11$21.0040.0%11.5%4.1%15.1%0.0%-33.5%-15.3%6.9K-63.1K-2450.00165.03N/AN/A001870
2024-12-12$18.07$21.0038.9%11.2%4.2%24.4%0.0%-10.1%-13.3%6.8K-66.4K-2610.00166.60N/AN/A001870
2024-12-13$17.99$21.0039.6%11.3%4.5%25.0%0.0%-19.4%-14.8%6.5K-57.8K-2120.00163.05N/AN/A001870
2024-12-16$18.05$21.0041.3%11.8%4.5%26.4%10.7%-17.4%-16.1%6.7K-61.7K-2170.00165.41N/AN/A0731870
2024-12-17$17.88$17.0042.1%12.1%5.6%27.1%0.0%-43.5%-17.1%2.4K-8.6K-3090.00159.76N/AN/A0018773
2024-12-18$17.79$17.0044.7%12.8%5.9%29.2%0.0%-10.0%-18.3%2.4K-12.2K-3200.00167.18N/AN/A0018773
2024-12-19$17.63$17.0048.8%14.0%6.6%32.5%0.0%-4.0%-13.3%2.0K-6.3K-3120.00168.50N/AN/A08118773
2024-12-20$17.74$17.0047.0%13.5%7.1%31.0%0.0%-8.9%-13.4%43712.4K-2900.00165.11N/AN/A130187154
2024-12-23$17.80$17.0049.0%14.0%7.2%32.7%16.4%-3.7%-14.9%7415.5K-2580.75162.88N/AN/A483614473
2024-12-24$17.79$17.0050.5%14.5%6.8%33.9%0.0%-0.4%-14.7%9365.9K-3950.00170.02N/AN/A00192109
2024-12-26$17.83$17.0052.9%15.2%6.7%35.8%0.0%-4.0%-17.1%25613.6K-4170.00169.48N/AN/A00192125
2024-12-27$17.78$17.0051.9%14.9%6.5%35.0%0.0%-4.1%-15.6%17214.2K-3960.00165.57N/AN/A00192125
2024-12-30$17.81$17.0056.0%16.1%6.5%38.4%0.0%-1.5%-19.3%12314.0K-3670.00165.22N/AN/A1100192125
2024-12-31$17.84$17.0057.6%16.5%6.5%39.7%0.0%-8.5%-19.4%3.5K-27.4K-5640.00170.01N/AN/A540302125