MU Options History — October 2014 In October 2014, MU traded between $27.03 and $33.94. ATM implied volatility averaged 44.3%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 9.8% (HV 20d: 54.0%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.48.
Notable Days 2014-10-10 : Highest Volume — 483,469 contracts2014-10-10 : Largest IV spike — 24.2% change2014-10-13 : Highest IV Rank — 78.8%2014-10-13 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.93 $27.03 $33.94 $33.50 $33.10 Max Pain $30.87 $30.00 $32.00 $32.00 $30.00 ATM IV 44.3% 35.0% 63.2% 39.6% 35.0% Expected Move 12.3% 11.0% 14.2% 11.3% 11.3% HV 20d 54.0% 45.1% 60.7% 46.0% 56.5% HV 60d 42.1% 37.2% 44.9% 37.2% 43.4% IV Rank 33.4% 11.2% 78.8% 22.3% 11.2% IV Percentile 53.8% 10.7% 99.6% 40.1% 10.7% Term Structure -1.0% -7.3% 0.8% -1.0% 0.5% VWIV 42.8% 39.5% 49.1% 41.9% 40.2% Skew 25d 5.5% 1.4% 13.0% 3.3% 2.7% Skew 10d 9.8% 2.1% 33.3% 6.9% 6.8% Call IV 25d 42.5% 33.2% 59.2% 38.3% 33.2% Put IV 25d 48.0% 35.9% 70.0% 41.6% 35.9% Bid-Ask Spread % 7.72 5.30 19.51 5.39 5.30 Gamma HHI 0.10 0.06 0.20 0.10 0.09 Net GEX 31.3M 8.3M 55.5M 38.1M 39.0M Net DEX -2.34B -3.31B -987.6M -3.08B -3.31B Net VEX -9.3M -10.2M -7.7M -7.7M -9.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.26 0.89 0.56 0.45 Total Volume 146,281.087 62,603 483,469 132,710 146,800 Total OI 2,688,494.826 2,521,565 3,041,162 2,521,565 2,679,692
Daily Data (23 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 2014-10-01 $33.50 $32.00 39.6% 11.3% 46.0% 22.3% 41.9% 3.3% -1.0% 38.1M -3.08B -7.7M 0.56 5.39 N/A N/A 84,822 47,888 1,499,452 1,022,113 2014-10-02 $33.81 $32.00 39.6% 11.3% 45.9% 22.3% 40.7% 4.6% -0.1% 41.0M -3.23B -8.3M 0.36 5.82 N/A N/A 62,431 22,577 1,525,003 1,045,128 2014-10-03 $33.94 $32.00 36.5% 11.0% 45.1% 14.9% 39.5% 3.7% 0.1% 55.5M -3.31B -8.1M 0.30 5.94 N/A N/A 76,895 23,199 1,537,420 1,050,358 2014-10-06 $32.57 $32.00 39.7% 11.4% 47.6% 22.5% 40.1% 4.6% 0.1% 31.7M -2.72B -8.2M 0.40 6.99 N/A N/A 152,805 60,771 1,498,969 1,023,961 2014-10-07 $31.87 $32.00 40.4% 11.3% 46.5% 24.1% 39.8% 1.4% -1.0% 29.5M -2.50B -8.4M 0.52 6.26 N/A N/A 84,127 43,926 1,549,453 1,046,860 2014-10-08 $32.32 $32.00 39.4% 11.3% 46.7% 21.7% 40.4% 5.7% 0.0% 33.0M -2.64B -8.7M 0.54 6.30 N/A N/A 137,672 73,956 1,559,848 1,072,083 2014-10-09 $30.64 $32.00 45.7% 12.0% 50.5% 36.9% 42.3% 5.1% -1.5% 18.5M -2.01B -8.7M 0.89 6.08 N/A N/A 81,198 72,530 1,582,422 1,086,890 2014-10-10 $27.79 $32.00 56.7% 14.1% 60.7% 63.3% 48.4% 10.2% -7.3% 8.3M -1.06B -8.7M 0.71 19.51 N/A N/A 282,903 200,566 1,597,015 1,110,511 2014-10-13 $27.03 $31.00 63.2% 14.2% 59.2% 78.8% 49.1% 5.2% 0.4% 9.8M -987.6M -9.4M 0.46 14.23 N/A N/A 119,406 55,219 1,707,685 1,156,626 2014-10-14 $27.96 $31.00 60.4% 14.1% 57.8% 72.0% 48.8% 9.4% -2.8% 13.3M -1.27B -9.9M 0.26 13.01 N/A N/A 123,394 31,839 1,734,212 1,167,061 2014-10-15 $27.61 $31.00 61.1% 14.0% 57.3% 73.8% 47.4% 13.0% -4.9% 14.2M -1.16B -9.9M 0.37 8.75 N/A N/A 159,916 58,481 1,789,215 1,177,532 2014-10-16 $28.30 $31.00 57.4% 13.6% 57.8% 65.0% 45.6% 7.5% -3.5% 20.4M -1.49B -10.0M 0.37 8.79 N/A N/A 98,625 36,941 1,847,898 1,166,416 2014-10-17 $28.77 $30.00 48.9% 13.0% 57.9% 44.6% 45.4% 6.8% -1.3% 33.9M -1.65B -9.9M 0.53 8.27 N/A N/A 84,142 44,684 1,863,641 1,177,521 2014-10-20 $29.69 $30.00 45.8% 12.6% 58.3% 37.0% 44.0% 6.0% 0.5% 23.9M -1.95B -9.9M 0.32 7.37 N/A N/A 89,771 28,590 1,534,803 993,953 2014-10-21 $30.93 $30.00 41.7% 12.3% 59.8% 27.4% 42.5% 4.7% -0.2% 32.9M -2.44B -10.2M 0.42 5.92 N/A N/A 94,135 39,534 1,582,913 999,629 2014-10-22 $30.56 $30.00 42.9% 12.4% 58.6% 30.2% 43.1% 4.4% -2.2% 32.1M -2.34B -10.1M 0.75 5.68 N/A N/A 67,205 50,704 1,596,706 1,011,711 2014-10-23 $30.85 $30.00 40.1% 12.1% 58.5% 23.4% 41.5% 4.2% 0.2% 33.8M -2.44B -10.2M 0.47 6.31 N/A N/A 42,452 20,151 1,618,313 1,039,105 2014-10-24 $31.04 $30.00 38.0% 12.0% 53.2% 18.4% 41.0% 4.0% 0.8% 50.5M -2.50B -10.0M 0.64 6.46 N/A N/A 38,533 24,528 1,621,996 1,042,823 2014-10-27 $32.30 $30.00 37.0% 11.8% 54.8% 16.0% 41.8% 4.1% 0.5% 39.0M -2.92B -9.8M 0.50 5.74 N/A N/A 67,308 33,339 1,585,048 1,010,808 2014-10-28 $32.61 $30.00 35.7% 11.5% 55.0% 13.0% 40.7% 3.6% 0.5% 41.3M -3.07B -9.6M 0.32 5.84 N/A N/A 78,772 25,166 1,600,836 1,023,893 2014-10-29 $32.32 $30.00 36.0% 11.7% 54.5% 13.8% 40.4% 5.1% 0.8% 40.6M -2.93B -9.8M 0.43 7.61 N/A N/A 68,872 29,935 1,607,077 1,030,629 2014-10-30 $31.85 $30.00 37.2% 11.8% 54.6% 16.6% 40.7% 6.3% -0.4% 40.1M -2.77B -9.8M 0.54 6.06 N/A N/A 63,684 34,073 1,621,693 1,038,460 2014-10-31 $33.10 $30.00 35.0% 11.3% 56.5% 11.2% 40.2% 2.7% 0.5% 39.0M -3.31B -9.5M 0.45 5.30 N/A N/A 101,083 45,717 1,631,399 1,048,293
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