MU Options History — April 2008 In April 2008, MU traded between $6.00 and $7.87. ATM implied volatility averaged 62.9%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 5.3% (HV 20d: 57.7%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2008-04-02 : Highest Volume — 76,857 contracts2008-04-03 : Largest IV drop — 26.7% change2008-04-01 : Highest IV Rank — 100.0%2008-04-02 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.11 $6.00 $7.87 $6.00 $7.72 Max Pain $6.09 $5.00 $7.00 $7.00 $6.00 ATM IV 62.9% 44.5% 101.8% 101.4% 44.5% Expected Move 17.9% 12.8% 29.2% 29.1% 12.8% HV 20d 57.7% 39.4% 72.1% 63.9% 39.4% HV 60d 66.8% 60.1% 70.1% 69.6% 60.2% IV Rank 49.9% 26.0% 100.0% 100.0% 26.0% IV Percentile 76.2% 45.6% 100.0% 100.0% 45.6% Term Structure -2.2% -18.8% 4.2% -18.8% 2.8% VWIV 64.2% 45.3% 105.8% 105.8% 55.8% Skew 25d 14.0% 3.7% 25.1% 13.5% 18.7% Skew 10d 24.1% 0.7% 45.0% 0.7% 19.3% Call IV 25d 55.1% 33.5% 104.7% 104.7% 38.6% Put IV 25d 69.1% 51.8% 118.1% 118.1% 57.3% Bid-Ask Spread % 12.74 9.03 20.85 9.20 12.11 Gamma HHI 0.30 0.15 0.53 0.15 0.17 Net GEX 1.4M 415.3K 2.5M 415.3K 1.1M Net DEX -32.7M -57.0M 9.1M 9.1M -39.1M Net VEX -491.2K -557.6K -414.0K -414.0K -527.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.05 4.72 0.19 0.61 Total Volume 20,300.364 3,537 76,857 51,502 5,312 Total OI 479,585.091 378,748 537,860 468,471 415,008
Daily Data (22 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 2008-04-01 $6.00 $7.00 101.4% 29.1% 63.9% 100.0% 105.8% 13.5% -18.8% 415.3K 9.1M -414.0K 0.19 9.20 N/A N/A 43,364 8,138 320,279 148,192 2008-04-02 $6.39 $7.00 101.8% 29.2% 68.3% 100.0% 100.0% 18.7% -17.2% 863.0K -8.8M -472.8K 0.39 9.95 N/A N/A 55,477 21,380 349,799 150,706 2008-04-03 $6.79 $7.00 74.6% 21.4% 72.1% 64.9% 75.4% 3.7% -3.5% 1.3M -23.9M -517.7K 1.07 9.03 N/A N/A 19,962 21,336 365,953 160,478 2008-04-04 $6.76 $5.00 78.1% 19.5% 70.5% 69.4% 66.7% 10.6% -3.3% 1.4M -23.8M -490.8K 0.36 20.85 N/A N/A 13,033 4,632 369,091 153,059 2008-04-07 $6.69 $6.00 63.0% 18.7% 70.2% 49.9% 68.0% 9.8% -1.3% 1.6M -19.2M -470.8K 0.05 18.93 N/A N/A 28,640 1,431 376,157 155,177 2008-04-08 $6.54 $6.00 65.5% 18.6% 65.8% 53.1% 66.4% 10.5% -0.5% 1.3M -11.2M -468.6K 0.08 14.29 N/A N/A 14,122 1,121 368,380 155,727 2008-04-09 $6.77 $6.00 69.0% 19.2% 62.3% 57.7% 67.2% 9.3% -3.6% 1.5M -24.4M -483.0K 0.13 13.88 N/A N/A 3,139 398 374,400 156,100 2008-04-10 $6.99 $6.00 64.8% 18.6% 60.0% 52.3% 64.6% 13.5% -0.7% 1.8M -33.3M -499.6K 0.26 12.29 N/A N/A 9,337 2,450 372,987 156,302 2008-04-11 $6.90 $6.00 64.6% 18.5% 60.2% 52.0% 67.3% 11.3% -0.3% 1.8M -30.5M -497.2K 0.10 11.37 N/A N/A 8,595 834 377,713 156,383 2008-04-14 $6.73 $6.00 67.1% 19.2% 57.2% 55.3% 65.9% 3.9% -5.4% 1.8M -23.4M -461.6K 0.36 12.58 N/A N/A 4,454 1,588 380,506 154,491 2008-04-15 $6.76 $6.00 65.2% 18.7% 56.5% 52.9% 65.5% 8.2% -2.0% 1.9M -22.2M -452.7K 0.18 13.31 N/A N/A 12,750 2,319 378,415 154,588 2008-04-16 $7.19 $6.00 62.9% 18.0% 59.7% 49.9% 60.3% 14.1% -0.3% 2.5M -49.8M -486.5K 0.33 14.63 N/A N/A 11,605 3,873 382,480 155,380 2008-04-17 $7.21 $6.00 59.0% 16.9% 57.7% 44.9% 58.5% 14.3% 2.2% 2.5M -51.7M -484.5K 0.17 14.06 N/A N/A 21,257 3,699 378,640 158,477 2008-04-18 $7.40 $6.00 56.4% 16.2% 57.5% 41.5% 55.5% 15.6% 4.2% 1.4M -57.0M -483.1K 0.47 11.65 N/A N/A 11,023 5,166 372,868 159,718 2008-04-21 $7.40 $6.00 53.9% 15.4% 56.2% 38.2% 51.7% 14.7% 1.9% 1.0M -34.9M -475.1K 0.49 11.16 N/A N/A 4,201 2,048 274,404 104,344 2008-04-22 $7.43 $6.00 53.4% 15.3% 55.8% 37.6% 51.3% 13.1% -1.1% 1.1M -36.7M -473.7K 1.82 12.32 N/A N/A 6,895 12,528 274,487 104,344 2008-04-23 $7.59 $6.00 47.7% 13.7% 50.5% 30.3% 49.3% 15.9% 0.9% 1.1M -43.1M -501.7K 0.27 12.12 N/A N/A 3,760 1,029 279,559 115,075 2008-04-24 $7.71 $6.00 50.3% 14.4% 50.3% 33.7% 57.4% 23.1% -1.3% 1.2M -46.9M -502.5K 0.14 12.14 N/A N/A 27,832 3,923 281,862 115,071 2008-04-25 $7.68 $6.00 47.5% 13.6% 49.8% 30.0% 55.5% 22.0% 0.4% 1.2M -45.1M -529.4K 4.72 11.76 N/A N/A 2,427 11,454 287,753 117,224 2008-04-28 $7.87 $6.00 46.1% 13.2% 42.1% 28.2% 58.2% 25.1% 0.3% 1.2M -51.0M -555.2K 0.13 13.28 N/A N/A 19,096 2,563 289,070 126,228 2008-04-29 $7.86 $6.00 47.4% 13.6% 42.3% 29.9% 45.3% 17.7% -0.9% 1.3M -53.5M -557.6K 0.65 9.35 N/A N/A 5,091 3,326 296,470 127,527 2008-04-30 $7.72 $6.00 44.5% 12.8% 39.4% 26.0% 55.8% 18.7% 2.8% 1.1M -39.1M -527.9K 0.61 12.11 N/A N/A 3,294 2,018 287,683 127,325
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