MLN Options History — September 2025

In September 2025, MLN traded between $16.74 and $17.49. ATM implied volatility averaged 38.8%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 32.9% (HV 20d: 5.9%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 40.1% change
  • 2025-09-09: Highest IV Rank — 22.1%
  • 2025-09-30: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.31$16.74$17.49$16.74$17.48
Max Pain$17.71$15.00$18.00$15.00$18.00
ATM IV38.8%30.4%50.8%41.2%44.3%
Expected Move10.2%8.1%12.7%11.8%12.7%
HV 20d5.9%4.2%6.6%4.5%5.4%
HV 60d5.2%4.5%5.4%4.6%5.3%
IV Rank14.8%9.8%22.1%16.3%18.2%
IV Percentile36.7%11.9%73.8%41.3%54.4%
Term Structure-11.1%-16.0%-6.9%-13.8%-16.0%
Skew 25d3.6%-15.8%26.4%0.4%9.4%
Skew 10d0.9%-15.6%7.3%4.0%3.4%
Call IV 25d34.9%12.1%56.9%55.4%42.9%
Put IV 25d38.5%13.3%57.2%55.8%52.4%
Bid-Ask Spread %150.48147.01153.44150.94150.36
Gamma HHI1.001.001.001.001.00
Net GEX27.7K20.7K31.9K20.7K30.7K
Net DEX-269.5K-301.2K-206.2K-206.2K-285.4K
Net VEX-791-907-602-837-602
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI422.333421423423421

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$16.74$15.0041.2%11.8%4.5%16.3%0.0%0.4%-13.8%20.7K-206.2K-8370.00150.94N/AN/A004221
2025-09-03$16.80$15.0042.4%12.2%4.2%17.0%0.0%0.3%-14.4%21.3K-212.0K-8790.00150.08N/AN/A004221
2025-09-04$16.88$18.0042.9%8.1%4.3%17.3%0.0%8.8%-6.9%22.0K-221.1K-8700.00152.71N/AN/A004221
2025-09-05$17.05$18.0043.2%8.1%5.5%17.5%0.0%5.6%-7.9%23.5K-243.3K-9070.00153.44N/AN/A004221
2025-09-08$17.20$18.0048.4%8.4%6.2%20.6%0.0%4.7%-8.4%25.0K-261.9K-8760.00151.81N/AN/A004221
2025-09-09$17.19$18.0050.8%8.5%6.2%22.1%0.0%-1.9%-9.3%28.5K-238.0K-8240.00147.01N/AN/A004221
2025-09-10$17.29$18.0030.4%8.7%6.4%9.8%0.0%-15.8%-9.6%28.4K-260.9K-8560.00149.07N/AN/A004221
2025-09-11$17.39$18.0030.6%8.8%6.6%9.9%0.0%3.4%-9.2%27.1K-287.9K-8790.00152.08N/AN/A004221
2025-09-12$17.41$18.0031.6%9.1%6.3%10.5%0.0%26.4%-10.6%28.4K-285.8K-8670.00149.62N/AN/A004221
2025-09-15$17.45$18.0033.6%9.6%6.2%11.7%0.0%7.8%-12.1%31.1K-282.4K-8300.00147.21N/AN/A004221
2025-09-16$17.46$18.0034.8%10.0%6.2%12.4%0.0%3.0%-13.1%27.5K-298.2K-8410.00151.53N/AN/A004221
2025-09-17$17.49$18.0035.3%10.1%6.1%12.7%0.0%3.3%-13.4%28.3K-300.7K-8280.00150.60N/AN/A004221
2025-09-18$17.48$18.0035.2%10.1%6.2%12.7%0.0%3.0%-8.8%27.6K-301.2K-8130.00151.92N/AN/A004221
2025-09-19$17.45$18.0035.3%10.1%6.1%12.7%0.0%3.3%-9.3%27.8K-293.8K-7740.00151.39N/AN/A004221
2025-09-22$17.46$18.0037.3%10.7%6.1%13.9%0.0%-11.4%-10.7%31.8K-279.2K-7310.00149.04N/AN/A004210
2025-09-23$17.46$18.0038.0%10.9%6.0%14.4%0.0%-10.4%-11.3%31.9K-278.4K-7160.00149.04N/AN/A004210
2025-09-24$17.44$18.0038.2%10.9%6.1%14.5%0.0%7.8%-11.5%29.5K-283.3K-7010.00151.07N/AN/A004210
2025-09-25$17.43$18.0038.3%11.0%6.2%14.6%0.0%8.5%-10.7%29.7K-280.0K-6850.00150.59N/AN/A004210
2025-09-26$17.41$18.0039.3%11.3%6.3%15.1%0.0%9.2%-11.5%29.5K-276.2K-6680.00150.59N/AN/A004210
2025-09-29$17.48$18.0043.0%12.3%6.3%17.4%0.0%9.6%-15.0%31.1K-284.3K-6200.00150.05N/AN/A004210
2025-09-30$17.48$18.0044.3%12.7%5.4%18.2%0.0%9.4%-16.0%30.7K-285.4K-6020.00150.36N/AN/A004210