MU Options History — July 2008 In July 2008, MU traded between $4.58 and $5.91. ATM implied volatility averaged 61.7%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 5.9% (HV 20d: 67.6%). Max pain ranged from $5.00 to $8.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.96.
Notable Days 2008-07-28 : Highest Volume — 40,851 contracts2008-07-28 : Largest IV spike — 26.5% change2008-07-28 : Highest IV Rank — 61.6%2008-07-28 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.30 $4.58 $5.91 $5.79 $4.83 Max Pain $6.09 $5.00 $8.00 $8.00 $6.00 ATM IV 61.7% 50.3% 74.4% 50.3% 61.6% Expected Move 17.6% 14.4% 21.3% 14.4% 17.7% HV 20d 67.6% 57.1% 75.0% 71.7% 58.3% HV 60d 53.7% 50.8% 57.2% 52.8% 57.2% IV Rank 43.9% 28.2% 61.6% 28.2% 43.6% IV Percentile 74.5% 54.4% 92.5% 54.4% 71.0% Term Structure 0.7% -11.9% 5.2% 4.4% 3.1% VWIV 62.0% 45.6% 74.6% 54.0% 61.6% Skew 25d -0.6% -23.8% 20.6% 20.6% -5.2% Skew 10d -1.6% -32.5% 31.6% 31.6% -3.6% Call IV 25d 58.5% 40.7% 70.0% 43.3% 52.8% Put IV 25d 57.9% 44.9% 72.6% 63.9% 47.6% Bid-Ask Spread % 10.99 7.73 15.20 9.41 9.14 Gamma HHI 0.19 0.12 0.29 0.26 0.12 Net GEX -29.0K -284.0K 175.3K -284.0K 151.1K Net DEX 39.8M 20.0M 55.1M 55.1M 20.0M Net VEX -248.2K -292.6K -213.1K -268.5K -231.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.06 3.05 0.89 0.21 Total Volume 12,449.5 2,871 40,851 18,645 8,964 Total OI 457,582.364 376,635 516,529 487,266 397,132
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 2008-07-01 $5.79 $8.00 50.3% 14.4% 71.7% 28.2% 54.0% 20.6% 4.4% -284.0K 55.1M -268.5K 0.89 9.41 N/A N/A 9,882 8,763 308,854 178,412 2008-07-02 $5.91 $7.00 50.8% 14.6% 70.9% 28.8% 50.8% 5.6% 2.8% -220.6K 48.2M -292.6K 3.05 11.10 N/A N/A 1,666 5,079 313,539 175,987 2008-07-03 $5.77 $7.00 55.5% 15.9% 70.0% 35.1% 71.2% 20.6% 2.7% -226.4K 48.0M -287.7K 1.34 11.71 N/A N/A 7,881 10,559 314,086 174,990 2008-07-07 $5.48 $8.00 62.6% 17.7% 70.8% 45.1% 62.9% -3.8% 1.1% -276.7K 52.0M -249.2K 0.77 12.15 N/A N/A 3,971 3,043 319,722 174,644 2008-07-08 $5.52 $8.00 59.5% 16.7% 71.3% 40.7% 58.8% 2.0% 0.8% -248.3K 50.2M -256.5K 0.36 13.11 N/A N/A 7,404 2,677 321,048 174,788 2008-07-09 $5.46 $6.00 68.8% 17.8% 71.3% 53.7% 63.3% -3.5% 2.6% -196.9K 48.6M -255.0K 1.90 13.01 N/A N/A 1,272 2,417 325,880 173,204 2008-07-10 $5.46 $6.00 64.0% 18.3% 69.7% 47.0% 61.4% -5.4% -2.9% -225.9K 51.1M -244.6K 0.25 10.82 N/A N/A 5,851 1,468 326,243 173,752 2008-07-11 $5.44 $6.00 64.0% 18.3% 69.6% 47.0% 65.1% -4.3% -0.1% -141.0K 47.6M -260.9K 2.72 13.52 N/A N/A 1,388 3,773 331,144 173,749 2008-07-14 $5.28 $6.00 61.6% 17.7% 66.3% 43.7% 62.8% 3.5% 3.3% -147.7K 51.5M -236.3K 0.06 12.96 N/A N/A 27,045 1,558 331,784 175,075 2008-07-15 $5.28 $6.00 65.6% 18.8% 65.9% 49.2% 67.0% 2.6% 1.0% -70.8K 47.1M -241.0K 0.21 10.27 N/A N/A 5,223 1,119 342,042 173,051 2008-07-16 $5.51 $6.00 62.8% 18.0% 68.9% 45.4% 62.1% -4.7% 1.7% -714 44.0M -255.1K 0.17 11.80 N/A N/A 7,238 1,194 341,232 172,824 2008-07-17 $5.45 $6.00 64.2% 18.4% 68.3% 47.4% 64.7% -6.7% 1.5% 48.7K 44.8M -253.5K 0.86 15.20 N/A N/A 3,279 2,830 341,152 173,395 2008-07-18 $5.70 $6.00 58.1% 16.7% 68.9% 38.8% 65.1% 1.1% 5.2% 123.3K 41.2M -280.0K 2.57 13.59 N/A N/A 7,848 20,151 342,395 174,134 2008-07-21 $5.66 $5.00 58.7% 16.8% 68.7% 39.6% 58.8% 18.6% -0.0% 124.8K 24.7M -261.1K 2.00 12.16 N/A N/A 1,776 3,560 246,562 130,073 2008-07-22 $5.13 $5.00 63.2% 18.1% 75.0% 45.9% 62.6% -9.3% 1.5% 137.0K 30.0M -234.8K 0.42 8.31 N/A N/A 7,816 3,273 247,673 130,102 2008-07-23 $5.13 $5.00 62.2% 17.8% 70.6% 44.5% 62.6% -10.8% -2.4% 139.1K 30.0M -234.9K 0.51 7.73 N/A N/A 6,066 3,116 253,290 132,567 2008-07-24 $4.91 $5.00 62.7% 18.0% 69.9% 45.2% 63.8% -23.8% 0.8% 125.7K 31.1M -227.9K 0.46 9.70 N/A N/A 12,509 5,737 257,558 134,902 2008-07-25 $4.97 $5.00 58.8% 16.9% 67.9% 39.8% 58.7% 5.5% 1.6% 175.3K 30.3M -237.3K 0.46 9.03 N/A N/A 4,717 2,180 268,033 136,868 2008-07-28 $4.58 $5.00 74.4% 21.3% 57.1% 61.6% 74.6% 6.3% -11.9% 116.4K 30.4M -214.7K 0.72 9.33 N/A N/A 23,747 17,104 271,404 133,978 2008-07-29 $4.68 $6.00 61.5% 17.6% 58.5% 43.5% 45.6% -10.0% 2.6% 111.6K 27.8M -213.1K 0.48 9.30 N/A N/A 10,743 5,131 274,309 128,655 2008-07-30 $4.75 $6.00 67.3% 19.3% 58.6% 51.7% 67.1% -12.1% -4.6% 148.2K 20.9M -223.6K 0.61 8.34 N/A N/A 1,786 1,085 276,514 120,066 2008-07-31 $4.83 $6.00 61.6% 17.7% 58.3% 43.6% 61.6% -5.2% 3.1% 151.1K 20.0M -231.9K 0.21 9.14 N/A N/A 7,421 1,543 276,360 120,772
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