MU Options History — May 2013 In May 2013, MU traded between $9.20 and $11.89. ATM implied volatility averaged 42.9%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 9.7% (HV 20d: 33.2%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2013-05-16 : Highest Volume — 168,183 contracts2013-05-02 : Largest IV drop — 25.2% change2013-05-01 : Highest IV Rank — 43.5%2013-05-31 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.81 $9.20 $11.89 $9.20 $11.68 Max Pain $9.77 $9.00 $10.00 $10.00 $10.00 ATM IV 42.9% 33.7% 51.4% 51.4% 45.7% Expected Move 12.6% 10.5% 14.9% 11.4% 14.9% HV 20d 33.2% 26.5% 39.8% 38.3% 30.5% HV 60d 41.8% 40.8% 42.9% 41.8% 41.1% IV Rank 26.8% 8.8% 43.5% 43.5% 32.3% IV Percentile 40.5% 1.6% 80.2% 73.4% 54.8% Term Structure -0.2% -3.5% 4.6% 4.3% -3.5% VWIV 44.4% 37.2% 53.5% 40.1% 53.5% Skew 25d 2.7% -0.2% 5.0% 2.9% 3.9% Skew 10d 7.0% 3.0% 16.3% 3.0% 3.0% Call IV 25d 43.8% 38.2% 52.8% 40.3% 52.8% Put IV 25d 46.5% 38.1% 56.7% 43.1% 56.7% Bid-Ask Spread % 5.04 3.02 8.71 3.87 5.03 Gamma HHI 0.22 0.18 0.28 0.21 0.20 Net GEX 5.9M 2.0M 7.8M 2.0M 7.6M Net DEX -303.7M -498.7M -79.9M -79.9M -455.4M Net VEX -2.1M -2.6M -1.5M -1.5M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.16 0.86 0.52 0.43 Total Volume 60,975 19,680 168,183 83,704 38,727 Total OI 1,031,209.955 825,536 1,235,407 825,536 1,235,407
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 2013-05-01 $9.20 $10.00 51.4% 11.4% 38.3% 43.5% 40.1% 2.9% 4.3% 2.0M -79.9M -1.5M 0.52 3.87 N/A N/A 55,108 28,596 480,712 344,824 2013-05-02 $9.32 $10.00 38.4% 11.1% 37.7% 18.1% 39.0% 2.4% 4.3% 2.5M -96.4M -1.6M 0.41 4.26 N/A N/A 17,952 7,310 525,490 369,966 2013-05-03 $9.63 $10.00 35.9% 10.5% 39.5% 13.1% 37.2% -0.2% 4.6% 3.9M -139.0M -1.7M 0.86 4.38 N/A N/A 16,845 14,514 536,464 374,111 2013-05-06 $9.76 $9.00 41.5% 11.8% 39.6% 24.1% 41.2% 3.7% 0.9% 4.5M -153.1M -1.7M 0.53 5.47 N/A N/A 16,128 8,603 537,680 375,529 2013-05-07 $9.97 $9.00 44.1% 12.1% 39.8% 29.2% 42.4% 1.2% 1.3% 5.1M -180.7M -1.7M 0.27 5.93 N/A N/A 22,437 5,961 545,132 378,782 2013-05-08 $10.24 $9.00 38.2% 12.2% 36.2% 17.7% 42.9% 1.6% 0.6% 6.0M -221.4M -1.8M 0.24 5.20 N/A N/A 47,094 11,491 556,492 380,669 2013-05-09 $10.71 $9.00 40.5% 12.5% 39.2% 22.2% 44.1% 2.0% 0.2% 6.4M -294.3M -1.8M 0.21 4.51 N/A N/A 74,026 15,293 574,867 387,052 2013-05-10 $10.82 $9.00 36.0% 11.8% 39.2% 13.3% 41.5% 2.1% 0.1% 7.1M -317.1M -1.8M 0.70 3.02 N/A N/A 76,185 53,599 588,012 389,778 2013-05-13 $10.66 $10.00 37.6% 11.9% 35.3% 16.4% 42.1% 2.1% -0.5% 6.8M -283.6M -2.0M 0.56 3.68 N/A N/A 18,843 10,486 620,810 422,864 2013-05-14 $10.65 $10.00 35.4% 11.5% 34.0% 12.2% 40.6% 3.4% 0.0% 6.7M -279.9M -2.0M 0.19 4.54 N/A N/A 29,939 5,581 625,093 428,981 2013-05-15 $10.87 $10.00 33.7% 11.4% 27.9% 8.8% 40.6% 3.5% 0.3% 6.9M -319.4M -2.0M 0.31 4.24 N/A N/A 28,670 9,023 620,242 431,689 2013-05-16 $11.06 $10.00 41.5% 11.9% 26.5% 24.1% 41.9% 2.5% 0.7% 7.1M -336.8M -2.0M 0.46 6.09 N/A N/A 114,826 53,357 602,060 431,732 2013-05-17 $11.31 $10.00 43.4% 12.5% 26.9% 27.9% 42.6% 2.8% -1.1% 5.7M -376.3M -2.1M 0.19 5.66 N/A N/A 39,871 7,738 632,123 456,731 2013-05-20 $11.21 $10.00 43.8% 12.6% 27.2% 28.6% 44.0% 3.1% -1.1% 5.1M -305.7M -2.1M 0.32 6.04 N/A N/A 47,154 14,928 579,604 398,700 2013-05-21 $11.23 $10.00 43.4% 12.4% 27.4% 27.8% 43.2% 1.2% -0.9% 5.4M -317.3M -2.2M 0.31 5.37 N/A N/A 15,008 4,672 604,658 405,200 2013-05-22 $10.92 $10.00 47.8% 13.7% 30.2% 36.4% 49.9% 5.0% -2.2% 4.9M -276.4M -2.2M 0.22 7.36 N/A N/A 85,277 19,159 609,258 405,305 2013-05-23 $11.39 $10.00 48.3% 13.9% 32.6% 37.4% 48.2% 4.9% -2.1% 5.6M -369.9M -2.3M 0.21 8.71 N/A N/A 98,106 20,740 671,368 416,239 2013-05-24 $11.59 $10.00 46.3% 13.3% 31.9% 33.5% 47.3% 3.8% -1.1% 6.9M -432.6M -2.5M 0.80 5.62 N/A N/A 23,429 18,767 723,688 427,044 2013-05-28 $11.78 $10.00 49.3% 14.1% 31.1% 39.2% 50.3% 3.7% -3.5% 7.3M -461.7M -2.4M 0.16 4.54 N/A N/A 70,037 10,898 727,164 431,525 2013-05-29 $11.83 $10.00 50.0% 14.3% 31.2% 40.7% 51.2% 1.7% -3.4% 7.6M -486.8M -2.6M 0.38 3.55 N/A N/A 21,041 8,081 770,766 438,071 2013-05-30 $11.89 $10.00 50.9% 14.6% 28.5% 42.4% 53.0% 1.9% -2.5% 7.8M -498.7M -2.6M 0.29 3.86 N/A N/A 43,345 12,605 784,114 440,623 2013-05-31 $11.68 $10.00 45.7% 14.9% 30.5% 32.3% 53.5% 3.9% -3.5% 7.6M -455.4M -2.6M 0.43 5.03 N/A N/A 27,103 11,624 789,009 446,398
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