MLN Options History — January 2025 In January 2025, MLN traded between $17.52 and $17.86. ATM implied volatility averaged 60.2%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 54.0% (HV 20d: 6.2%). Max pain ranged from $17.00 to $21.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-17 : Highest Volume — 429 contracts2025-01-21 : Largest IV spike — 79.9% change2025-01-13 : Highest IV Rank — 95.1%2025-01-03 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.72 $17.52 $17.86 $17.86 $17.77 Max Pain $20.60 $17.00 $21.00 $17.00 $21.00 ATM IV 60.2% 24.8% 126.0% 60.4% 53.4% Expected Move 13.2% 7.1% 17.9% 17.3% 15.3% HV 20d 6.2% 5.2% 7.2% 6.6% 5.5% HV 60d 7.5% 7.3% 7.7% 7.5% 7.4% IV Rank 39.2% 7.7% 95.1% 42.0% 32.4% IV Percentile 67.7% 2.4% 99.6% 87.3% 73.0% Term Structure -9.7% -24.0% 44.8% -22.1% -14.4% Skew 25d -14.2% -43.2% 9.0% -15.0% 1.1% Skew 10d -12.3% -44.7% 9.0% 9.0% -0.8% Call IV 25d 55.2% 24.2% 69.3% 56.2% 69.3% Put IV 25d 41.0% 11.8% 70.4% 41.2% 70.4% Bid-Ask Spread % 163.24 125.66 170.23 155.55 169.32 Gamma HHI 0.70 0.39 1.00 0.39 1.00 Net GEX 3.9K -828 8.7K 4.5K 8.6K Net DEX -33.1K -90.8K 14.7K -35.4K -83.5K Net VEX -376 -588 -16 -588 -392 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 31.8 0 429 19 0 Total OI 395 164 537 481 315
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 2025-01-02 $17.86 $17.00 60.4% 17.3% 6.6% 42.0% 0.0% -15.0% -22.1% 4.5K -35.4K -588 0.00 155.55 N/A N/A 0 19 356 125 2025-01-03 $17.83 $17.00 62.6% 17.9% 6.5% 43.7% 0.0% -37.2% -24.0% 2.7K -9.0K -559 0.00 154.30 N/A N/A 0 0 356 144 2025-01-06 $17.84 $21.00 70.6% 10.4% 6.5% 50.2% 0.0% -34.4% -8.8% 2.5K -8.0K -505 0.00 162.11 N/A N/A 0 0 356 144 2025-01-07 $17.80 $21.00 50.7% 10.9% 6.4% 34.0% 0.0% -34.9% -9.2% -508 3.0K -448 0.00 161.95 N/A N/A 0 0 356 144 2025-01-08 $17.70 $21.00 66.9% 11.2% 6.6% 47.3% 0.0% 4.2% -9.5% 854 -5.3K -489 0.00 169.81 N/A N/A 0 0 356 144 2025-01-10 $17.59 $21.00 95.2% 11.6% 6.8% 70.2% 0.0% 1.4% -10.2% 2.2K -4.4K -475 0.00 170.23 N/A N/A 0 0 356 144 2025-01-13 $17.54 $21.00 126.0% 12.1% 6.7% 95.1% 0.0% 0.0% -11.4% 1.7K 2.9K -410 0.00 169.32 N/A N/A 0 0 356 144 2025-01-14 $17.52 $21.00 115.8% 12.4% 6.7% 86.3% 0.0% 0.1% -11.9% -797 14.7K -360 0.00 170.18 N/A N/A 0 0 356 144 2025-01-15 $17.64 $21.00 43.2% 12.4% 7.2% 23.5% 0.0% 2.1% -12.5% 1.2K -645 -348 0.00 170.09 N/A N/A 0 0 356 144 2025-01-16 $17.66 $21.00 43.2% 12.4% 7.1% 23.5% 0.0% 2.5% 44.8% -828 4.1K -298 0.00 169.95 N/A N/A 37 0 356 144 2025-01-17 $17.71 $21.00 24.8% 7.1% 6.5% 7.7% 0.0% 9.0% -8.6% 817 -2.0K -16 0.00 125.66 N/A N/A 429 0 393 144 2025-01-21 $17.73 $21.00 44.7% 12.8% 6.3% 24.8% 0.0% -10.3% -10.0% 4.3K -36.8K -169 0.00 163.14 N/A N/A 0 0 164 0 2025-01-22 $17.73 $21.00 46.0% 13.2% 5.3% 26.0% 0.0% -38.8% -10.4% 4.4K -41.3K -187 0.00 163.36 N/A N/A 0 0 164 0 2025-01-23 $17.63 $21.00 46.9% 13.4% 5.2% 26.7% 0.0% -43.2% -11.3% 4.2K -38.0K -184 0.00 160.84 N/A N/A 151 0 164 0 2025-01-24 $17.68 $21.00 48.3% 13.8% 5.2% 28.0% 0.0% 1.4% -11.2% 8.5K -90.8K -463 0.00 169.77 N/A N/A 0 0 315 0 2025-01-27 $17.79 $21.00 50.3% 14.4% 5.7% 29.7% 0.0% 3.5% -13.7% 8.7K -86.5K -419 0.00 167.02 N/A N/A 0 0 315 0 2025-01-28 $17.77 $21.00 51.4% 14.7% 5.6% 30.6% 0.0% -40.7% -13.5% 8.7K -85.1K -419 0.00 163.27 N/A N/A 0 0 315 0 2025-01-29 $17.77 $21.00 51.8% 14.8% 5.5% 31.0% 0.0% -41.4% -12.8% 8.5K -77.0K -387 0.00 160.25 N/A N/A 0 0 315 0 2025-01-30 $17.79 $21.00 52.2% 15.0% 5.5% 31.3% 0.0% -12.6% -14.4% 8.7K -83.5K -399 0.00 168.59 N/A N/A 0 0 315 0 2025-01-31 $17.77 $21.00 53.4% 15.3% 5.5% 32.4% 0.0% 1.1% -14.4% 8.6K -83.5K -392 0.00 169.32 N/A N/A 0 0 315 0
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