MU Options History — October 2008 In October 2008, MU traded between $3.39 and $4.71. ATM implied volatility averaged 116.6%, placing in the 75.0% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded below realized volatility by 7.9% (HV 20d: 124.6%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.13.
Notable Days 2008-10-01 : Highest Volume — 67,563 contracts2008-10-16 : Largest IV drop — 26.4% change2008-10-08 : Highest IV Rank — 100.0%2008-10-01 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.10 $3.39 $4.71 $4.30 $4.71 Max Pain $4.13 $4.00 $5.00 $5.00 $4.00 ATM IV 116.6% 91.3% 153.5% 128.4% 91.3% Expected Move 30.8% 26.2% 36.8% 36.8% 26.2% HV 20d 124.6% 112.6% 134.6% 128.5% 128.2% HV 60d 95.3% 85.4% 107.1% 85.4% 107.1% IV Rank 75.0% 49.4% 100.0% 94.9% 49.4% IV Percentile 95.1% 86.1% 100.0% 99.6% 86.1% Term Structure -4.3% -23.7% 11.9% -23.7% 7.6% VWIV 106.2% 92.0% 135.3% 135.3% 93.1% Skew 25d 9.1% -4.4% 29.2% 7.2% 12.8% Skew 10d 35.5% 1.6% 61.9% 44.4% 9.6% Call IV 25d 100.6% 74.7% 130.5% 130.5% 89.2% Put IV 25d 109.7% 89.0% 137.7% 137.7% 102.0% Bid-Ask Spread % 21.82 9.20 35.97 9.20 14.87 Gamma HHI 0.33 0.21 0.47 0.21 0.33 Net GEX 400.1K 185.9K 721.0K 350.1K 482.8K Net DEX -7.9M -24.6M 3.9M 3.9M -24.6M Net VEX -344.9K -394.5K -271.1K -292.0K -383.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.03 16.45 0.18 0.50 Total Volume 12,868.783 1,843 67,563 67,563 6,501 Total OI 522,825.957 452,362 592,549 486,840 473,046
Daily Data (23 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 2008-10-01 $4.30 $5.00 128.4% 36.8% 128.5% 94.9% 135.3% 7.2% -23.7% 350.1K 3.9M -292.0K 0.18 9.20 N/A N/A 57,250 10,313 348,326 138,514 2008-10-02 $4.48 $5.00 109.6% 31.4% 128.6% 76.7% 101.6% 29.2% -7.7% 536.5K -9.6M -381.3K 0.24 13.50 N/A N/A 14,063 3,420 402,516 147,075 2008-10-03 $4.44 $5.00 107.0% 30.7% 127.8% 74.2% 106.8% 17.5% -13.3% 545.1K -12.1M -391.2K 0.08 14.27 N/A N/A 13,672 1,060 414,617 147,515 2008-10-06 $4.06 $4.00 119.9% 28.7% 131.6% 86.7% 98.3% 6.9% -7.9% 426.5K -486.7K -344.8K 0.73 30.34 N/A N/A 3,393 2,486 421,195 147,404 2008-10-07 $3.91 $4.00 127.2% 29.6% 132.1% 93.8% 103.8% -1.9% -10.2% 388.6K 6.1K -337.8K 0.55 30.07 N/A N/A 4,641 2,532 422,416 146,690 2008-10-08 $3.87 $4.00 133.9% 30.7% 125.2% 100.0% 104.2% 7.8% -6.3% 384.4K -708.0K -340.8K 0.06 26.92 N/A N/A 20,098 1,124 424,012 147,539 2008-10-09 $3.88 $4.00 136.3% 32.3% 125.2% 100.0% 120.6% 2.2% -19.6% 426.8K -5.0M -348.7K 0.41 28.11 N/A N/A 4,908 1,994 431,255 147,831 2008-10-10 $3.55 $4.00 146.2% 35.4% 126.3% 100.0% 124.7% 8.7% -10.0% 306.6K -384.3K -315.9K 0.62 35.97 N/A N/A 5,394 3,329 430,525 144,969 2008-10-13 $4.21 $4.00 128.3% 30.9% 130.4% 84.5% 107.5% 9.0% -6.2% 551.2K -12.0M -366.3K 0.14 17.79 N/A N/A 9,940 1,431 430,609 143,510 2008-10-14 $4.51 $4.00 133.6% 30.2% 129.1% 89.1% 103.6% 9.3% -7.2% 721.0K -21.1M -394.5K 0.42 25.32 N/A N/A 8,328 3,522 429,944 143,932 2008-10-15 $4.06 $4.00 153.5% 30.5% 134.6% 100.0% 106.4% 4.5% -0.4% 454.5K -5.7M -352.3K 0.75 31.24 N/A N/A 8,730 6,572 428,982 146,309 2008-10-16 $4.05 $4.00 113.0% 32.4% 130.7% 67.1% 112.2% 11.0% -7.1% 400.2K -3.7M -347.9K 0.95 26.96 N/A N/A 11,846 11,302 434,248 150,778 2008-10-17 $4.12 $4.00 100.7% 28.9% 121.7% 57.1% 99.3% -4.4% 4.2% 502.3K -11.9M -361.6K 0.52 30.95 N/A N/A 2,845 1,471 442,847 149,702 2008-10-20 $4.45 $4.00 103.4% 29.7% 118.8% 59.3% 93.5% 15.9% -3.8% 351.0K -16.1M -370.1K 0.03 14.66 N/A N/A 10,260 353 341,221 111,141 2008-10-21 $4.47 $4.00 95.3% 27.3% 116.8% 52.7% 93.7% 1.5% 3.8% 389.8K -18.0M -374.9K 0.34 14.22 N/A N/A 1,376 467 348,084 111,451 2008-10-22 $4.34 $4.00 105.3% 30.2% 115.2% 60.8% 100.9% 18.2% 2.3% 362.9K -15.0M -361.3K 0.30 24.12 N/A N/A 4,084 1,244 348,548 111,414 2008-10-23 $3.92 $4.00 102.2% 29.3% 117.5% 58.3% 99.6% 13.6% 5.9% 288.7K -7.1M -326.0K 16.45 16.19 N/A N/A 1,329 21,861 348,771 112,354 2008-10-24 $3.55 $4.00 121.0% 34.7% 121.8% 73.6% 120.9% -3.9% -10.0% 185.9K 259.7K -314.0K 0.51 16.54 N/A N/A 8,093 4,157 348,390 132,323 2008-10-27 $3.39 $4.00 124.1% 35.6% 112.6% 76.1% 120.1% 4.5% -10.5% 198.3K 206.4K -271.1K 1.27 15.69 N/A N/A 939 1,197 351,500 114,290 2008-10-28 $3.74 $4.00 101.3% 29.1% 118.8% 57.6% 102.7% 12.6% 3.7% 240.3K -456.4K -287.2K 0.09 16.25 N/A N/A 6,856 590 352,121 114,664 2008-10-29 $3.88 $4.00 101.9% 29.2% 117.4% 58.0% 102.4% 7.3% 6.1% 287.4K -5.9M -310.6K 0.21 31.96 N/A N/A 2,739 573 355,908 115,018 2008-10-30 $4.43 $4.00 99.5% 28.5% 126.4% 56.1% 92.0% 20.4% 11.9% 420.8K -16.1M -359.1K 0.74 16.76 N/A N/A 4,425 3,274 356,262 115,231 2008-10-31 $4.71 $4.00 91.3% 26.2% 128.2% 49.4% 93.1% 12.8% 7.6% 482.8K -24.6M -383.2K 0.50 14.87 N/A N/A 4,348 2,153 357,727 115,319
« Sep 2008 | All History | Nov 2008 » Home MU History October 2008