MU Options History — July 2013 In July 2013, MU traded between $12.47 and $14.31. ATM implied volatility averaged 51.6%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 10.7% (HV 20d: 40.9%). Max pain ranged from $12.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.31.
Notable Days 2013-07-09 : Highest Volume — 266,800 contracts2013-07-08 : Largest IV spike — 13.8% change2013-07-11 : Highest IV Rank — 56.7%2013-07-11 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.38 $12.47 $14.31 $14.27 $13.24 Max Pain $13.33 $12.00 $15.00 $14.50 $13.50 ATM IV 51.6% 42.3% 59.1% 44.0% 54.6% Expected Move 14.8% 12.1% 17.1% 12.7% 15.7% HV 20d 40.9% 35.7% 46.4% 36.2% 46.4% HV 60d 36.0% 34.0% 38.7% 35.2% 38.7% IV Rank 42.7% 25.0% 56.7% 28.2% 48.3% IV Percentile 81.5% 40.1% 98.4% 50.8% 92.9% Term Structure -0.8% -3.9% 2.2% 2.1% -2.6% VWIV 52.6% 42.5% 62.0% 45.1% 55.6% Skew 25d 0.4% -3.0% 2.6% 2.1% -0.6% Skew 10d 0.9% -5.6% 7.0% 2.9% -1.6% Call IV 25d 53.4% 42.6% 62.4% 44.9% 56.8% Put IV 25d 53.8% 44.3% 61.7% 47.1% 56.2% Bid-Ask Spread % 5.09 3.40 7.18 5.54 5.00 Gamma HHI 0.19 0.16 0.21 0.20 0.19 Net GEX 20.6M 14.3M 26.7M 16.5M 25.6M Net DEX -922.1M -1.20B -632.0M -1.03B -947.8M Net VEX -5.0M -6.1M -4.2M -4.2M -6.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.11 0.69 0.58 0.20 Total Volume 130,842.864 62,971 266,800 101,282 77,597 Total OI 2,194,880.636 1,885,878 2,448,852 1,885,878 2,448,852
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 2013-07-01 $14.27 $14.50 44.0% 12.7% 36.2% 28.2% 45.1% 2.1% 2.1% 16.5M -1.03B -4.2M 0.58 5.54 N/A N/A 64,014 37,268 1,326,217 559,661 2013-07-02 $14.31 $14.50 43.4% 12.5% 36.1% 27.0% 43.7% 1.8% 2.2% 15.0M -1.03B -4.2M 0.33 5.66 N/A N/A 99,279 33,095 1,348,699 580,676 2013-07-03 $14.14 $14.50 44.0% 12.6% 36.4% 28.1% 45.5% 2.6% 1.6% 14.3M -992.0M -4.5M 0.14 5.41 N/A N/A 78,363 10,690 1,418,287 603,468 2013-07-05 $14.31 $13.50 42.3% 12.1% 35.7% 25.0% 42.5% 1.7% 1.9% 19.2M -1.05B -4.4M 0.35 5.05 N/A N/A 66,591 23,355 1,430,626 605,885 2013-07-08 $14.03 $13.50 48.2% 13.8% 36.4% 36.1% 48.9% 1.7% 0.6% 16.3M -981.1M -4.3M 0.29 4.40 N/A N/A 120,793 34,619 1,394,333 583,518 2013-07-09 $13.14 $13.00 51.8% 14.8% 43.5% 43.0% 52.4% 1.4% 0.3% 15.8M -753.3M -4.4M 0.20 5.81 N/A N/A 223,171 43,629 1,468,578 601,893 2013-07-10 $12.55 $13.00 54.2% 15.5% 46.4% 47.4% 55.4% 1.8% 0.0% 16.7M -632.0M -4.5M 0.27 5.40 N/A N/A 198,881 53,398 1,579,905 616,170 2013-07-11 $12.70 $0.00 59.1% 17.1% 45.7% 56.7% 62.0% -0.7% -3.6% 18.7M -727.7M -4.7M 0.60 5.41 N/A N/A 73,327 44,125 1,663,392 625,706 2013-07-12 $12.69 $13.00 57.4% 16.8% 44.1% 53.7% 58.4% -0.2% -3.9% 20.5M -736.1M -4.7M 0.29 7.18 N/A N/A 48,701 14,270 1,701,286 615,473 2013-07-15 $13.07 $12.00 55.7% 15.8% 45.1% 50.5% 57.4% -2.1% -2.7% 23.4M -922.5M -4.8M 0.31 3.62 N/A N/A 67,009 20,995 1,700,776 577,903 2013-07-16 $13.38 $12.00 57.0% 16.2% 44.0% 52.8% 58.0% -3.0% -2.9% 25.0M -1.04B -5.0M 0.12 4.08 N/A N/A 104,678 12,074 1,719,017 587,786 2013-07-17 $13.59 $12.00 55.1% 15.7% 42.1% 49.3% 56.0% -0.0% -2.3% 26.7M -1.15B -5.3M 0.20 4.00 N/A N/A 104,890 21,337 1,779,643 592,770 2013-07-18 $13.69 $12.00 54.3% 15.6% 41.8% 47.6% 54.9% 0.2% 0.3% 25.6M -1.19B -5.3M 0.11 3.88 N/A N/A 95,033 10,460 1,800,240 592,218 2013-07-19 $13.73 $12.00 52.4% 15.0% 40.3% 44.1% 53.3% 0.0% 0.9% 22.2M -1.20B -5.4M 0.16 3.40 N/A N/A 100,970 16,230 1,837,881 594,768 2013-07-22 $13.83 $13.50 48.5% 13.9% 39.2% 36.8% 49.2% 1.0% -1.6% 23.8M -993.4M -5.3M 0.27 5.27 N/A N/A 143,870 39,078 1,515,289 467,428 2013-07-23 $13.64 $13.50 49.5% 14.2% 37.7% 38.5% 50.4% 0.4% -1.6% 24.4M -997.8M -5.7M 0.22 5.82 N/A N/A 63,898 14,181 1,621,580 487,633 2013-07-24 $13.11 $13.50 52.5% 15.0% 39.5% 44.3% 52.8% 1.5% -3.1% 20.6M -835.4M -5.5M 0.19 5.54 N/A N/A 120,103 23,147 1,635,761 487,623 2013-07-25 $13.29 $13.50 50.6% 14.5% 38.0% 40.7% 51.3% 0.6% 0.6% 24.2M -917.7M -5.6M 0.35 5.63 N/A N/A 73,423 25,371 1,708,224 497,502 2013-07-26 $12.59 $13.50 52.9% 15.2% 41.6% 45.1% 53.5% 1.5% -0.1% 20.0M -710.8M -5.4M 0.49 5.53 N/A N/A 111,500 54,438 1,746,881 509,725 2013-07-29 $12.47 $15.00 53.4% 15.3% 41.6% 46.1% 54.4% -1.0% -1.7% 19.6M -705.6M -5.5M 0.38 5.59 N/A N/A 78,942 30,169 1,786,087 529,080 2013-07-30 $12.60 $14.50 55.1% 15.8% 42.0% 49.3% 56.1% -1.2% -2.5% 20.1M -741.1M -5.5M 0.69 4.78 N/A N/A 119,388 82,193 1,795,651 543,283 2013-07-31 $13.24 $13.50 54.6% 15.7% 46.4% 48.3% 55.6% -0.6% -2.6% 25.6M -947.8M -6.1M 0.20 5.00 N/A N/A 64,462 13,135 1,839,837 609,015
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