MU Options History — April 2014 In April 2014, MU traded between $21.13 and $26.25. ATM implied volatility averaged 42.3%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 8.6% (HV 20d: 50.9%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2014-04-04 : Highest Volume — 494,831 contracts2014-04-04 : Largest IV drop — 22.2% change2014-04-01 : Highest IV Rank — 39.3%2014-04-07 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.82 $21.13 $26.25 $24.44 $26.12 Max Pain $19.10 $15.00 $20.00 $15.00 $20.00 ATM IV 42.3% 37.6% 52.5% 52.5% 39.8% Expected Move 11.4% 10.9% 11.9% 11.3% 11.2% HV 20d 50.9% 39.2% 59.6% 39.3% 54.4% HV 60d 37.1% 33.7% 40.2% 38.0% 40.2% IV Rank 18.2% 8.4% 39.3% 39.3% 12.9% IV Percentile 29.8% 9.5% 71.4% 71.4% 20.2% Term Structure -0.8% -3.2% 0.7% -2.9% -0.1% VWIV 39.7% 37.9% 43.0% 39.3% 39.4% Skew 25d 3.1% 1.7% 4.2% 3.3% 2.4% Skew 10d 6.1% 3.4% 9.5% 7.1% 7.9% Call IV 25d 41.6% 36.7% 52.7% 50.8% 39.7% Put IV 25d 44.7% 39.3% 55.1% 54.1% 42.1% Bid-Ask Spread % 13.47 9.24 33.00 13.24 11.41 Gamma HHI 0.13 0.09 0.62 0.12 0.09 Net GEX 23.1M 9.5M 72.1M 30.2M 29.6M Net DEX -1.35B -1.98B -418.1M -1.94B -1.98B Net VEX -7.3M -7.9M -6.7M -7.7M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.20 1.53 0.98 0.36 Total Volume 187,970.381 92,419 494,831 203,587 95,349 Total OI 2,431,269.905 1,734,589 2,962,067 2,754,942 2,053,478
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 2014-04-01 $24.44 $15.00 52.5% 11.3% 39.3% 39.3% 39.3% 3.3% -2.9% 30.2M -1.94B -7.7M 0.98 13.24 N/A N/A 102,768 100,819 1,633,289 1,121,653 2014-04-02 $24.35 $15.00 52.1% 11.2% 39.2% 38.4% 39.6% 3.8% -3.2% 28.6M -1.87B -7.7M 1.53 10.80 N/A N/A 71,571 109,419 1,655,534 1,164,828 2014-04-03 $24.00 $17.00 52.0% 11.6% 39.5% 38.3% 39.9% 2.4% -2.6% 26.6M -1.69B -7.7M 0.59 33.00 N/A N/A 178,020 105,090 1,673,852 1,212,770 2014-04-04 $22.58 $17.00 40.5% 11.6% 44.6% 14.4% 39.3% 3.1% 0.2% 18.8M -905.9M -7.0M 0.61 13.58 N/A N/A 308,076 186,755 1,717,693 1,244,374 2014-04-07 $21.71 $17.00 47.5% 11.9% 45.5% 28.9% 42.2% 3.9% -2.1% 14.7M -580.3M -7.1M 0.85 10.70 N/A N/A 171,696 146,074 1,516,077 1,093,035 2014-04-08 $22.21 $20.00 42.9% 11.7% 46.7% 19.3% 41.3% 4.0% -1.1% 19.7M -789.8M -7.4M 0.46 12.25 N/A N/A 88,417 40,442 1,565,856 1,132,827 2014-04-09 $22.60 $20.00 40.5% 11.6% 47.2% 14.5% 39.8% 3.9% -0.6% 25.2M -997.0M -7.4M 0.68 12.76 N/A N/A 72,098 49,372 1,591,385 1,134,353 2014-04-10 $21.68 $20.00 43.4% 11.7% 48.2% 20.5% 39.6% 4.2% -1.0% 17.2M -624.5M -7.2M 0.39 10.45 N/A N/A 69,133 26,669 1,607,127 1,120,510 2014-04-11 $21.13 $20.00 43.9% 11.8% 48.8% 21.4% 39.9% 3.4% -1.1% 9.5M -418.1M -7.1M 0.49 10.00 N/A N/A 88,407 43,589 1,618,308 1,124,457 2014-04-14 $21.90 $20.00 41.2% 11.8% 51.0% 16.0% 39.8% 4.1% 0.6% 13.4M -727.9M -7.1M 0.74 10.23 N/A N/A 69,629 51,220 1,520,319 1,100,842 2014-04-15 $22.17 $20.00 39.3% 11.6% 50.4% 12.0% 40.3% 4.0% 0.3% 13.8M -844.0M -7.1M 0.41 9.24 N/A N/A 74,210 30,134 1,544,954 1,108,493 2014-04-16 $22.48 $20.00 39.1% 11.4% 50.4% 11.5% 43.0% 2.8% -0.2% 18.3M -980.7M -6.9M 0.46 9.29 N/A N/A 106,033 48,750 1,546,511 1,103,787 2014-04-17 $23.91 $20.00 37.6% 10.9% 55.4% 8.5% 39.3% 2.9% 0.7% 72.1M -1.65B -6.8M 0.40 11.39 N/A N/A 216,239 85,701 1,571,574 1,112,107 2014-04-21 $25.32 $20.00 38.1% 10.9% 58.7% 9.5% 38.8% 2.9% -0.6% 18.2M -1.67B -6.7M 0.41 12.59 N/A N/A 170,239 69,716 1,034,909 699,680 2014-04-22 $26.18 $20.00 37.6% 10.9% 59.5% 8.4% 37.9% 1.8% -0.7% 21.4M -1.95B -7.1M 0.64 19.13 N/A N/A 103,187 65,656 1,114,088 726,476 2014-04-23 $26.25 $20.00 38.0% 11.0% 59.5% 9.2% 38.2% 2.4% -0.9% 20.5M -1.96B -7.2M 0.46 11.59 N/A N/A 76,418 35,164 1,138,752 766,884 2014-04-24 $26.16 $20.00 38.9% 11.0% 58.1% 11.0% 38.4% 1.9% -0.9% 19.3M -1.96B -7.2M 0.34 11.91 N/A N/A 189,394 64,423 1,168,512 780,591 2014-04-25 $25.26 $20.00 40.6% 11.3% 58.9% 14.6% 39.2% 1.7% -0.9% 19.9M -1.71B -7.7M 0.20 25.69 N/A N/A 200,655 40,272 1,245,399 792,304 2014-04-28 $24.58 $20.00 42.7% 11.7% 59.6% 19.0% 39.5% 2.8% 0.0% 22.4M -1.47B -7.9M 0.61 9.50 N/A N/A 64,694 39,461 1,235,412 745,698 2014-04-29 $25.10 $20.00 40.6% 11.4% 53.8% 14.7% 39.8% 3.0% -0.2% 25.2M -1.63B -7.9M 0.46 14.05 N/A N/A 63,407 29,012 1,254,939 763,031 2014-04-30 $26.12 $20.00 39.8% 11.2% 54.4% 12.9% 39.4% 2.4% -0.1% 29.6M -1.98B -7.9M 0.36 11.41 N/A N/A 70,258 25,091 1,281,967 771,511
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