MU Options History — October 2009 In October 2009, MU traded between $6.79 and $8.91. ATM implied volatility averaged 54.0%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 8.7% (HV 20d: 62.7%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2009-10-16 : Highest Volume — 52,144 contracts2009-10-15 : Largest IV spike — 33.3% change2009-10-30 : Highest IV Rank — 14.3%2009-10-02 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.87 $6.79 $8.91 $7.51 $6.79 Max Pain $7.91 $7.00 $8.00 $7.00 $8.00 ATM IV 54.0% 39.0% 65.4% 64.8% 61.8% Expected Move 15.9% 13.5% 18.8% 18.6% 17.7% HV 20d 62.7% 56.7% 68.0% 57.2% 66.9% HV 60d 51.3% 46.9% 56.3% 48.4% 56.3% IV Rank 7.8% 0.0% 14.3% 11.9% 14.3% IV Percentile 10.3% 0.0% 25.0% 21.4% 25.0% Term Structure 1.6% -4.8% 7.2% -4.8% -1.2% VWIV 55.4% 47.3% 64.9% 64.9% 62.7% Skew 25d 4.4% -7.3% 11.1% -7.3% 3.8% Skew 10d 9.0% -22.7% 28.5% -18.0% 1.5% Call IV 25d 53.3% 47.4% 68.5% 68.5% 60.5% Put IV 25d 57.8% 46.4% 64.3% 61.2% 64.3% Bid-Ask Spread % 12.66 7.86 21.91 9.47 8.98 Gamma HHI 0.24 0.16 0.50 0.21 0.18 Net GEX 1.7M 1.1M 3.2M 1.4M 1.2M Net DEX -102.7M -174.0M -52.1M -84.4M -56.4M Net VEX -467.3K -597.4K -363.1K -363.1K -565.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.10 1.69 0.91 1.06 Total Volume 20,549.591 5,084 52,144 19,595 6,272 Total OI 435,877.818 360,317 476,351 402,464 476,351
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 2009-10-01 $7.51 $7.00 64.8% 18.6% 57.2% 11.9% 64.9% -7.3% -4.8% 1.4M -84.4M -363.1K 0.91 9.47 N/A N/A 10,245 9,350 265,997 136,467 2009-10-02 $7.46 $7.00 65.4% 18.8% 56.7% 12.3% 62.1% 3.9% -4.0% 1.4M -77.8M -365.1K 0.54 10.27 N/A N/A 7,056 3,810 266,374 141,503 2009-10-05 $7.97 $8.00 60.4% 16.9% 60.7% 9.0% 59.6% 7.4% 2.7% 1.5M -106.0M -377.6K 0.57 21.91 N/A N/A 14,978 8,574 269,452 143,047 2009-10-06 $7.89 $8.00 53.9% 16.5% 58.0% 4.8% 56.8% 7.9% 3.2% 1.7M -106.8M -389.1K 1.69 17.87 N/A N/A 6,026 10,168 277,541 140,231 2009-10-07 $8.22 $8.00 51.6% 16.0% 59.7% 3.3% 57.0% 9.1% 7.2% 1.8M -124.8M -383.5K 0.56 14.54 N/A N/A 7,695 4,303 277,413 140,517 2009-10-08 $8.22 $8.00 51.6% 15.5% 57.9% 3.2% 53.3% 8.0% 5.8% 1.8M -126.9M -385.7K 0.43 18.03 N/A N/A 11,247 4,825 280,329 142,726 2009-10-09 $8.78 $8.00 43.3% 14.5% 60.9% 0.0% 54.6% 8.0% 3.1% 2.1M -160.5M -397.2K 0.31 15.32 N/A N/A 19,299 6,050 286,814 146,401 2009-10-12 $8.88 $8.00 55.5% 16.1% 61.0% 7.8% 57.2% 5.7% 0.1% 2.4M -169.4M -406.8K 0.31 16.73 N/A N/A 18,695 5,879 294,089 149,173 2009-10-13 $8.66 $8.00 51.7% 15.9% 61.3% 5.4% 56.3% 8.5% 0.1% 2.3M -158.1M -413.1K 0.38 12.11 N/A N/A 14,565 5,523 298,869 150,312 2009-10-14 $8.91 $8.00 39.0% 14.9% 60.3% 0.0% 53.3% 8.9% 2.2% 3.0M -174.0M -430.0K 0.38 17.95 N/A N/A 15,183 5,799 308,526 155,988 2009-10-15 $8.65 $8.00 52.0% 14.9% 60.0% 8.1% 51.6% 8.1% 2.5% 2.3M -155.5M -441.1K 0.38 15.33 N/A N/A 3,954 1,517 312,161 156,285 2009-10-16 $7.95 $8.00 55.0% 15.8% 67.5% 10.0% 54.7% 9.7% 4.1% 3.2M -106.3M -422.7K 0.37 8.02 N/A N/A 38,040 14,104 313,863 157,613 2009-10-19 $8.05 $8.00 51.9% 14.9% 67.4% 8.1% 51.8% 5.3% 1.5% 1.3M -85.2M -440.4K 0.10 12.06 N/A N/A 25,894 2,577 243,245 117,072 2009-10-20 $8.03 $8.00 50.1% 14.4% 66.0% 6.9% 50.2% 2.6% 4.2% 1.4M -90.9M -508.8K 0.30 11.83 N/A N/A 16,658 5,044 264,832 118,786 2009-10-21 $7.64 $8.00 47.0% 13.5% 68.0% 5.0% 47.3% 4.9% 6.2% 1.4M -73.4M -493.9K 0.19 10.06 N/A N/A 40,317 7,495 276,452 122,727 2009-10-22 $7.60 $8.00 50.1% 14.4% 65.7% 6.9% 50.8% 0.2% 2.5% 1.4M -77.5M -579.9K 0.37 10.45 N/A N/A 10,708 3,984 312,254 128,464 2009-10-23 $7.45 $8.00 52.1% 15.0% 66.0% 8.2% 49.5% -6.8% 3.4% 1.3M -72.4M -590.6K 1.13 8.77 N/A N/A 4,861 5,469 316,270 130,550 2009-10-26 $7.38 $8.00 58.4% 16.7% 63.8% 12.1% 56.9% -7.0% -1.2% 1.3M -71.2M -590.8K 0.28 7.86 N/A N/A 24,627 6,817 318,246 134,444 2009-10-27 $7.05 $8.00 56.1% 16.1% 65.3% 10.7% 56.1% 0.1% -1.2% 1.2M -58.1M -583.5K 1.08 9.52 N/A N/A 12,193 13,160 334,465 138,102 2009-10-28 $6.83 $8.00 57.5% 16.5% 65.6% 11.6% 57.6% 5.2% 0.6% 1.1M -52.1M -556.1K 0.37 10.60 N/A N/A 3,709 1,375 339,401 133,127 2009-10-29 $7.25 $8.00 57.9% 16.6% 62.9% 11.8% 54.5% 11.1% -1.0% 1.4M -71.1M -597.4K 0.39 10.79 N/A N/A 10,104 3,942 339,564 133,269 2009-10-30 $6.79 $8.00 61.8% 17.7% 66.9% 14.3% 62.7% 3.8% -1.2% 1.2M -56.4M -565.0K 1.06 8.98 N/A N/A 3,044 3,228 345,438 130,913
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