MU Options History — February 2008 In February 2008, MU traded between $6.69 and $7.86. ATM implied volatility averaged 60.7%, placing in the 61.8% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 18.6% (HV 20d: 79.3%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2008-02-01 : Highest Volume — 57,491 contracts2008-02-14 : Largest IV drop — 23.4% change2008-02-13 : Highest IV Rank — 89.9%2008-02-12 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $7.42 $6.69 $7.86 $7.81 $7.52 Max Pain $6.95 $6.00 $7.00 $6.00 $7.00 ATM IV 60.7% 48.9% 79.0% 53.3% 50.0% Expected Move 16.3% 14.0% 18.1% 15.3% 14.3% HV 20d 79.3% 70.3% 85.7% 77.7% 77.1% HV 60d 62.5% 57.4% 64.5% 58.1% 63.3% IV Rank 61.8% 43.7% 89.9% 50.3% 45.4% IV Percentile 88.3% 73.8% 99.2% 88.9% 75.0% Term Structure 4.7% 0.2% 7.5% 0.2% 6.1% VWIV 58.3% 50.0% 64.3% 56.5% 52.1% Skew 25d 5.4% -1.2% 21.2% 21.2% -1.0% Skew 10d 9.0% -20.2% 25.9% 22.3% -20.2% Call IV 25d 56.3% 43.6% 65.1% 43.6% 54.2% Put IV 25d 61.7% 51.0% 69.1% 64.9% 53.2% Bid-Ask Spread % 15.59 8.22 27.48 13.73 14.13 Gamma HHI 0.20 0.15 0.35 0.21 0.18 Net GEX 1.3M 962.5K 1.7M 1.3M 1.2M Net DEX -35.7M -58.1M -22.1M -52.2M -25.6M Net VEX -577.4K -630.7K -522.8K -575.6K -570.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.09 2.34 0.16 0.32 Total Volume 15,082.7 1,333 57,491 57,491 4,390 Total OI 431,971.35 399,245 473,447 399,245 416,383
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 2008-02-01 $7.81 $6.00 53.3% 15.3% 77.7% 50.3% 56.5% 21.2% 0.2% 1.3M -52.2M -575.6K 0.16 13.73 N/A N/A 49,751 7,740 293,718 105,527 2008-02-04 $7.81 $7.00 62.1% 15.8% 70.4% 63.9% 56.9% 7.8% 4.5% 1.5M -58.1M -584.0K 0.45 15.06 N/A N/A 6,999 3,146 309,696 110,506 2008-02-05 $7.84 $7.00 64.8% 17.2% 70.3% 68.1% 60.4% 4.6% 0.9% 1.4M -57.7M -588.2K 0.14 26.69 N/A N/A 10,624 1,483 303,820 111,595 2008-02-06 $6.99 $7.00 73.0% 18.0% 82.0% 80.6% 64.3% 4.6% 6.5% 1.2M -29.3M -522.8K 0.17 14.94 N/A N/A 39,364 6,851 309,003 112,272 2008-02-07 $7.12 $7.00 69.7% 17.9% 82.1% 75.5% 61.6% 4.3% 7.0% 1.5M -39.6M -589.1K 0.66 16.15 N/A N/A 12,625 8,303 343,485 117,046 2008-02-08 $6.69 $7.00 71.7% 18.0% 85.7% 78.7% 63.6% 2.9% 5.6% 1.3M -22.1M -545.3K 0.24 15.08 N/A N/A 23,864 5,826 348,482 120,856 2008-02-11 $6.83 $7.00 71.1% 17.2% 85.5% 77.7% 61.5% 3.5% 7.5% 1.4M -25.5M -533.0K 0.54 11.07 N/A N/A 7,846 4,268 341,784 122,875 2008-02-12 $7.02 $7.00 72.4% 18.1% 85.5% 79.6% 62.9% 4.6% 2.8% 1.6M -34.6M -561.5K 0.45 22.76 N/A N/A 5,584 2,525 346,773 124,608 2008-02-13 $7.39 $7.00 79.0% 17.6% 80.1% 89.9% 60.4% 6.4% 3.3% 962.5K -48.2M -583.9K 0.24 19.44 N/A N/A 3,956 967 343,799 125,678 2008-02-14 $7.17 $7.00 60.5% 17.3% 81.2% 61.4% 60.5% 4.3% 4.4% 1.6M -38.7M -567.2K 2.27 14.64 N/A N/A 2,587 5,874 345,119 126,209 2008-02-15 $7.13 $7.00 59.0% 16.9% 81.2% 59.1% 58.5% 2.9% 6.1% 1.7M -37.2M -565.1K 0.51 13.68 N/A N/A 4,844 2,462 344,791 128,656 2008-02-19 $7.52 $7.00 57.8% 16.6% 80.6% 57.3% 61.3% 8.1% 2.7% 987.9K -27.4M -590.1K 0.30 17.70 N/A N/A 8,233 2,502 292,321 110,435 2008-02-20 $7.81 $7.00 56.7% 16.2% 80.4% 55.6% 58.7% 7.5% 4.1% 1.1M -38.0M -630.7K 0.09 15.46 N/A N/A 15,469 1,347 294,066 111,809 2008-02-21 $7.38 $7.00 58.1% 16.7% 81.3% 57.8% 55.4% 5.4% 5.0% 1.1M -23.7M -582.2K 0.17 8.22 N/A N/A 13,235 2,306 300,517 112,420 2008-02-22 $7.54 $7.00 52.1% 14.9% 80.3% 48.6% 55.0% 5.3% 4.8% 1.1M -26.8M -580.3K 0.63 10.93 N/A N/A 5,645 3,580 300,935 113,169 2008-02-25 $7.77 $7.00 52.6% 15.1% 76.1% 49.4% 55.6% 8.9% 4.3% 1.1M -33.9M -601.2K 0.24 11.38 N/A N/A 6,323 1,534 297,712 114,736 2008-02-26 $7.72 $7.00 50.2% 14.4% 76.3% 45.6% 57.1% 7.3% 5.5% 1.1M -30.0M -584.9K 2.34 12.42 N/A N/A 1,731 4,045 296,348 115,312 2008-02-27 $7.86 $7.00 48.9% 14.0% 75.5% 43.7% 50.0% 0.1% 7.3% 1.2M -37.6M -615.5K 0.15 27.48 N/A N/A 10,886 1,606 297,094 113,278 2008-02-28 $7.57 $7.00 51.6% 14.8% 77.0% 47.8% 53.3% -1.2% 5.3% 1.2M -28.0M -577.6K 0.78 10.90 N/A N/A 750 583 302,773 113,821 2008-02-29 $7.52 $7.00 50.0% 14.3% 77.1% 45.4% 52.1% -1.0% 6.1% 1.2M -25.6M -570.6K 0.32 14.13 N/A N/A 3,327 1,063 302,205 114,178
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