MU Options History — May 2012 In May 2012, MU traded between $5.63 and $6.82. ATM implied volatility averaged 62.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 23.8% (HV 20d: 38.1%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2012-05-04 : Highest Volume — 70,732 contracts2012-05-04 : Largest IV spike — 22.6% change2012-05-08 : Highest IV Rank — 23.5%2012-05-18 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.14 $5.63 $6.82 $6.68 $5.84 Max Pain $6.95 $6.00 $8.00 $8.00 $7.00 ATM IV 62.0% 49.4% 73.3% 49.4% 57.8% Expected Move 17.4% 13.1% 20.0% 13.1% 17.2% HV 20d 38.1% 31.8% 44.2% 31.8% 43.6% HV 60d 41.2% 38.4% 43.3% 42.4% 38.6% IV Rank 16.1% 8.8% 23.5% 8.8% 12.0% IV Percentile 61.4% 34.5% 77.0% 34.5% 52.4% Term Structure 1.7% -3.9% 5.6% 4.1% 5.6% VWIV 61.9% 46.9% 72.1% 46.9% 60.3% Skew 25d 0.8% -2.3% 3.7% -0.9% 0.7% Skew 10d -1.3% -19.6% 4.9% -6.5% -0.6% Call IV 25d 63.1% 48.6% 71.8% 48.6% 64.7% Put IV 25d 63.9% 47.7% 72.1% 47.7% 65.4% Bid-Ask Spread % 4.31 3.22 6.16 3.56 4.22 Gamma HHI 0.19 0.16 0.24 0.24 0.19 Net GEX -1.1M -1.7M -706.5K -1.7M -1.0M Net DEX 126.7M 111.0M 151.5M 123.3M 127.1M Net VEX -1.1M -1.3M -1.0M -1.2M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.08 1.04 0.44 0.28 Total Volume 28,349.682 8,824 70,732 26,878 9,941 Total OI 1,126,929.182 1,019,115 1,219,248 1,106,342 1,076,250
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 2012-05-01 $6.68 $8.00 49.4% 13.1% 31.8% 8.8% 46.9% -0.9% 4.1% -1.7M 123.3M -1.2M 0.44 3.56 N/A N/A 18,635 8,243 560,765 545,577 2012-05-02 $6.82 $8.00 55.9% 13.8% 33.5% 13.1% 48.2% -2.3% 2.7% -1.4M 111.1M -1.3M 0.08 3.22 N/A N/A 22,989 1,846 571,421 548,247 2012-05-03 $6.47 $8.00 52.7% 14.8% 35.1% 10.9% 52.0% 0.3% 1.6% -1.6M 132.1M -1.2M 0.43 4.05 N/A N/A 18,967 8,130 579,969 545,141 2012-05-04 $6.55 $7.00 64.6% 17.0% 35.8% 18.8% 59.9% 0.5% -1.7% -1.1M 113.3M -1.2M 0.26 4.90 N/A N/A 56,019 14,713 591,622 544,504 2012-05-07 $6.50 $7.00 64.0% 17.2% 34.6% 18.5% 59.7% 1.6% -1.7% -1.1M 119.9M -1.2M 0.13 4.74 N/A N/A 20,700 2,726 610,517 542,214 2012-05-08 $6.24 $7.00 73.3% 18.7% 36.0% 23.5% 65.7% 0.1% -3.9% -1.1M 130.7M -1.1M 0.53 5.06 N/A N/A 28,595 15,200 621,211 542,515 2012-05-09 $6.36 $6.00 65.9% 18.2% 37.0% 18.5% 63.4% 1.0% -1.5% -932.0K 120.5M -1.2M 0.46 3.31 N/A N/A 24,010 11,038 633,889 550,348 2012-05-10 $6.29 $6.00 59.3% 17.0% 37.1% 14.1% 58.6% 2.2% 0.9% -1.1M 131.8M -1.2M 0.33 3.31 N/A N/A 20,989 6,857 634,238 553,944 2012-05-11 $6.36 $6.00 58.2% 16.7% 36.8% 13.3% 58.1% 1.4% 1.8% -1.3M 129.8M -1.2M 0.42 4.18 N/A N/A 8,520 3,615 625,642 555,537 2012-05-14 $6.21 $6.00 60.8% 17.4% 36.0% 15.1% 61.3% 3.7% 0.9% -1.3M 140.9M -1.1M 0.68 5.47 N/A N/A 9,447 6,387 623,550 554,593 2012-05-15 $6.02 $7.00 63.1% 18.1% 35.8% 16.6% 63.2% 2.4% 0.5% -1.2M 146.8M -1.1M 0.84 4.63 N/A N/A 22,876 19,197 624,157 555,914 2012-05-16 $6.15 $7.00 64.5% 18.5% 37.0% 17.6% 67.8% 1.2% 0.7% -974.4K 133.8M -1.1M 0.68 6.16 N/A N/A 17,788 12,133 639,067 559,915 2012-05-17 $5.95 $7.00 68.0% 19.5% 38.1% 20.0% 71.2% 1.0% 0.2% -873.5K 138.4M -1.1M 1.04 4.61 N/A N/A 14,834 15,372 649,395 561,109 2012-05-18 $5.63 $7.00 69.8% 20.0% 38.5% 21.1% 72.1% -0.3% 0.7% -930.9K 151.5M -1.0M 0.32 3.45 N/A N/A 26,393 8,442 654,597 564,651 2012-05-21 $5.78 $7.00 66.7% 19.1% 40.4% 19.1% 68.8% 1.0% 1.5% -936.1K 123.9M -1.0M 0.28 4.73 N/A N/A 23,128 6,385 501,734 517,381 2012-05-22 $5.71 $7.00 63.9% 18.3% 40.2% 17.2% 66.4% -0.7% 3.6% -739.1K 123.1M -1.0M 0.71 4.33 N/A N/A 18,861 13,424 514,191 519,326 2012-05-23 $5.75 $7.00 64.6% 18.5% 40.4% 17.6% 65.8% 0.1% 3.5% -706.5K 122.3M -1.1M 0.37 4.77 N/A N/A 7,970 2,932 525,084 528,497 2012-05-24 $5.74 $7.00 63.1% 18.1% 39.8% 16.7% 64.2% -0.2% 4.5% -966.9K 123.6M -1.1M 0.38 4.54 N/A N/A 8,472 3,250 530,541 530,700 2012-05-25 $5.96 $7.00 52.7% 17.6% 42.9% 9.6% 63.7% 1.5% 5.1% -899.1K 115.2M -1.1M 0.19 3.92 N/A N/A 21,976 4,261 533,664 532,243 2012-05-29 $6.12 $7.00 61.7% 17.0% 44.2% 15.7% 60.9% 1.4% 4.8% -843.2K 111.0M -1.1M 0.09 3.65 N/A N/A 45,536 4,072 536,137 531,599 2012-05-30 $5.99 $7.00 63.2% 17.5% 44.2% 16.7% 63.3% 1.0% 4.5% -917.5K 116.3M -1.1M 0.50 4.00 N/A N/A 5,868 2,956 537,282 533,564 2012-05-31 $5.84 $7.00 57.8% 17.2% 43.6% 12.0% 60.3% 0.7% 5.6% -1.0M 127.1M -1.0M 0.28 4.22 N/A N/A 7,759 2,182 542,869 533,381
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