MU Options History — April 2010 In April 2010, MU traded between $9.35 and $11.30. ATM implied volatility averaged 44.2%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 3.9% (HV 20d: 40.3%). Max pain ranged from $9.00 to $11.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.31.
Notable Days 2010-04-01 : Highest Volume — 156,557 contracts2010-04-15 : Largest IV spike — 27.0% change2010-04-30 : Highest IV Rank — 21.2%2010-04-30 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.63 $9.35 $11.30 $10.17 $9.35 Max Pain $10.90 $9.00 $11.00 $9.00 $11.00 ATM IV 44.2% 35.4% 51.6% 43.5% 51.6% Expected Move 12.8% 11.6% 14.8% 12.5% 14.8% HV 20d 40.3% 36.6% 50.0% 39.1% 50.0% HV 60d 47.8% 42.9% 51.3% 50.3% 46.1% IV Rank 13.6% 4.5% 21.2% 12.9% 21.2% IV Percentile 9.4% 0.4% 32.9% 4.0% 32.9% Term Structure 2.4% 1.1% 4.3% 1.7% 2.0% VWIV 45.1% 41.8% 52.1% 44.4% 52.1% Skew 25d 3.0% 0.1% 4.1% 0.1% 1.1% Skew 10d 5.7% -3.0% 8.1% -3.0% -0.5% Call IV 25d 44.4% 40.4% 53.2% 44.6% 53.2% Put IV 25d 47.3% 43.7% 54.3% 44.7% 54.3% Bid-Ask Spread % 3.67 2.79 4.75 4.53 3.44 Gamma HHI 0.27 0.15 0.68 0.25 0.16 Net GEX 7.4M 2.9M 25.0M 5.3M 2.9M Net DEX -247.0M -420.1M -100.7M -194.1M -100.7M Net VEX -1.8M -2.0M -1.5M -1.5M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.05 0.78 0.48 0.36 Total Volume 44,653.619 13,306 156,557 156,557 34,033 Total OI 853,023.143 679,250 992,712 866,810 801,154
Daily Data (21 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 2010-04-01 $10.17 $9.00 43.5% 12.5% 39.1% 12.9% 44.4% 0.1% 1.7% 5.3M -194.1M -1.5M 0.48 4.53 N/A N/A 105,806 50,751 607,383 259,427 2010-04-05 $10.60 $11.00 47.3% 13.0% 41.3% 16.8% 46.8% 3.1% 1.9% 7.4M -268.6M -1.7M 0.34 4.75 N/A N/A 25,419 8,631 645,094 267,694 2010-04-06 $10.23 $11.00 46.8% 13.4% 43.7% 16.3% 46.2% 2.7% 2.4% 6.0M -217.9M -1.6M 0.16 2.79 N/A N/A 28,127 4,478 647,171 265,913 2010-04-07 $10.56 $11.00 45.4% 13.2% 44.0% 14.8% 46.3% 3.9% 2.0% 7.6M -265.3M -1.7M 0.37 3.90 N/A N/A 32,443 11,885 645,704 266,873 2010-04-08 $10.58 $11.00 46.4% 13.3% 41.1% 15.8% 46.7% 3.4% 2.3% 7.3M -273.8M -1.7M 0.23 2.80 N/A N/A 10,810 2,496 645,704 266,873 2010-04-09 $10.73 $11.00 43.2% 12.8% 41.1% 12.6% 45.3% 3.4% 3.0% 8.4M -296.5M -1.7M 0.72 3.50 N/A N/A 49,635 35,900 654,164 267,662 2010-04-12 $10.82 $11.00 46.7% 13.3% 40.8% 16.1% 47.1% 3.3% 1.7% 9.4M -315.5M -1.8M 0.20 4.66 N/A N/A 47,505 9,449 682,203 299,865 2010-04-13 $10.76 $11.00 47.4% 13.1% 39.6% 16.9% 46.1% 3.7% 1.9% 10.0M -311.1M -1.9M 0.05 3.00 N/A N/A 34,208 1,760 699,533 293,179 2010-04-14 $11.30 $11.00 35.4% 12.6% 39.7% 4.5% 44.7% 2.8% 2.8% 12.0M -420.1M -1.9M 0.23 3.59 N/A N/A 63,106 14,314 699,193 292,893 2010-04-15 $11.18 $11.00 45.0% 12.9% 39.8% 14.4% 44.5% 2.7% 2.9% 14.2M -385.3M -1.9M 0.10 3.40 N/A N/A 54,083 5,307 684,004 301,195 2010-04-16 $10.92 $11.00 44.1% 12.7% 39.8% 13.5% 44.9% 3.2% 4.3% 25.0M -290.6M -1.9M 0.18 4.06 N/A N/A 39,267 6,970 691,818 299,281 2010-04-19 $10.79 $11.00 43.7% 12.5% 39.2% 13.1% 44.6% 3.2% 1.1% 4.1M -204.7M -1.8M 0.23 3.14 N/A N/A 21,155 4,896 502,593 176,657 2010-04-20 $10.75 $11.00 42.6% 12.2% 37.2% 11.9% 42.9% 3.2% 1.6% 4.3M -202.6M -1.8M 0.78 3.28 N/A N/A 32,129 25,132 513,132 174,560 2010-04-21 $10.74 $11.00 41.5% 11.9% 36.6% 10.8% 41.9% 1.6% 1.9% 4.5M -210.2M -2.0M 0.46 3.23 N/A N/A 10,800 4,934 540,818 199,150 2010-04-22 $10.93 $11.00 41.4% 11.9% 36.8% 10.7% 41.8% 2.8% 2.4% 4.8M -231.9M -2.0M 0.40 3.41 N/A N/A 16,806 6,696 544,653 202,739 2010-04-23 $11.00 $11.00 40.4% 11.6% 36.7% 9.7% 42.7% 3.4% 3.3% 4.9M -237.6M -2.0M 0.20 3.80 N/A N/A 15,392 3,069 550,888 207,201 2010-04-26 $10.97 $11.00 42.3% 12.1% 36.6% 11.6% 45.1% 3.7% 2.4% 4.9M -238.0M -2.0M 0.11 3.79 N/A N/A 17,286 1,827 554,871 207,773 2010-04-27 $10.34 $11.00 44.3% 12.7% 42.3% 13.7% 43.8% 3.4% 2.6% 4.2M -180.6M -1.9M 0.20 3.62 N/A N/A 22,535 4,550 566,874 208,091 2010-04-28 $10.24 $11.00 45.1% 12.9% 42.0% 14.5% 44.8% 4.1% 3.5% 4.1M -172.5M -1.9M 0.26 4.48 N/A N/A 39,460 10,316 571,239 209,777 2010-04-29 $10.21 $11.00 43.9% 12.6% 39.6% 13.3% 44.0% 3.5% 2.0% 4.0M -170.3M -1.9M 0.51 3.83 N/A N/A 16,114 8,246 583,433 215,057 2010-04-30 $9.35 $11.00 51.6% 14.8% 50.0% 21.2% 52.1% 1.1% 2.0% 2.9M -100.7M -1.7M 0.36 3.44 N/A N/A 25,042 8,991 584,676 216,478
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