MU Options History — February 2015 In February 2015, MU traded between $28.39 and $32.31. ATM implied volatility averaged 35.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 8.0% (HV 20d: 43.0%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.82.
Notable Days 2015-02-24 : Highest Volume — 215,145 contracts2015-02-05 : Largest IV drop — 8.6% change2015-02-02 : Highest IV Rank — 26.1%2015-02-02 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.60 $28.39 $32.31 $28.44 $30.64 Max Pain $30.68 $30.00 $32.00 $32.00 $31.00 ATM IV 35.0% 32.3% 38.2% 38.2% 35.5% Expected Move 9.9% 9.2% 11.1% 11.1% 9.3% HV 20d 43.0% 37.0% 47.3% 41.1% 41.1% HV 60d 35.2% 31.0% 37.5% 31.0% 36.2% IV Rank 16.4% 8.3% 26.1% 26.1% 18.0% IV Percentile 23.6% 9.9% 41.7% 41.7% 30.6% Term Structure 0.7% -1.0% 2.6% 0.2% 2.5% VWIV 34.9% 32.5% 38.4% 38.4% 32.7% Skew 25d 3.6% 1.1% 6.0% 6.0% 2.3% Skew 10d 8.1% 3.8% 13.3% 7.6% 4.0% Call IV 25d 34.0% 30.9% 36.9% 36.9% 33.3% Put IV 25d 37.6% 34.1% 42.8% 42.8% 35.7% Bid-Ask Spread % 7.72 5.31 11.08 8.21 7.87 Gamma HHI 0.08 0.06 0.10 0.07 0.08 Net GEX 14.7M 3.6M 26.3M 3.6M 11.8M Net DEX -535.0M -1.05B 62.5M 62.5M -468.9M Net VEX -8.4M -9.1M -7.5M -7.5M -8.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.34 1.18 0.53 1.05 Total Volume 96,420.895 39,128 215,145 107,906 63,830 Total OI 1,634,867.947 1,486,593 1,781,453 1,486,593 1,619,830
Daily Data (19 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 2015-02-02 $28.44 $32.00 38.2% 11.1% 41.1% 26.1% 38.4% 6.0% 0.2% 3.6M 62.5M -7.5M 0.53 8.21 N/A N/A 70,734 37,172 843,176 643,417 2015-02-03 $28.93 $31.00 35.7% 10.3% 41.5% 18.5% 35.6% 5.7% -0.5% 7.2M -53.9M -7.8M 0.66 7.22 N/A N/A 51,187 33,809 872,973 660,544 2015-02-04 $28.99 $31.00 37.1% 10.5% 41.0% 22.8% 36.2% 4.2% 0.1% 7.8M -88.4M -8.0M 0.57 7.81 N/A N/A 57,525 32,802 897,062 673,720 2015-02-05 $29.47 $30.00 33.9% 9.9% 41.2% 13.3% 33.8% 4.9% -0.1% 15.3M -214.6M -8.1M 0.34 7.28 N/A N/A 42,545 14,526 923,860 689,182 2015-02-06 $28.90 $30.00 35.1% 9.9% 37.0% 16.7% 35.4% 2.6% 0.6% 11.8M -70.4M -8.0M 0.89 9.10 N/A N/A 39,514 35,033 938,510 690,585 2015-02-09 $28.39 $30.00 36.0% 10.3% 37.1% 19.3% 36.1% 3.8% 0.6% 8.2M 56.5M -7.6M 0.90 5.35 N/A N/A 36,927 33,193 915,712 675,283 2015-02-10 $31.10 $30.00 36.0% 10.6% 47.3% 19.4% 38.0% 3.8% 0.8% 22.1M -774.3M -8.6M 0.65 11.07 N/A N/A 124,390 80,734 930,038 692,754 2015-02-11 $31.02 $30.00 36.2% 10.4% 46.1% 20.1% 35.9% 4.3% -0.1% 25.4M -767.5M -8.8M 0.91 9.66 N/A N/A 74,907 68,365 966,020 725,877 2015-02-12 $31.96 $30.00 35.5% 10.2% 46.4% 18.0% 35.9% 3.5% -0.3% 26.3M -1.05B -9.1M 0.67 7.19 N/A N/A 87,209 58,257 978,334 760,353 2015-02-13 $31.84 $30.00 34.4% 9.8% 45.3% 14.7% 35.0% 1.1% -0.9% 21.7M -1.05B -8.9M 1.13 7.10 N/A N/A 59,263 66,814 999,533 781,920 2015-02-17 $32.31 $31.00 35.3% 10.2% 45.0% 17.3% 35.4% 3.9% -1.0% 22.9M -1.01B -8.8M 0.94 6.42 N/A N/A 42,769 40,416 942,110 770,657 2015-02-18 $32.17 $31.00 34.0% 9.8% 44.6% 13.6% 34.6% 3.6% 0.6% 21.1M -959.5M -8.8M 0.89 5.31 N/A N/A 34,252 30,319 950,688 780,157 2015-02-19 $31.81 $31.00 33.8% 9.7% 44.1% 12.9% 33.9% 3.1% 0.2% 15.9M -842.7M -8.6M 0.78 6.22 N/A N/A 22,012 17,116 954,333 782,807 2015-02-20 $32.03 $31.00 32.3% 9.2% 44.0% 8.3% 32.5% 3.2% 1.1% 10.1M -923.3M -8.5M 0.76 7.56 N/A N/A 37,036 28,223 956,261 786,525 2015-02-23 $31.39 $31.00 32.3% 9.2% 44.7% 8.4% 32.5% 3.6% 2.5% 15.1M -637.4M -8.3M 0.94 7.12 N/A N/A 31,141 29,328 828,022 680,282 2015-02-24 $30.79 $31.00 34.4% 9.7% 45.2% 14.7% 34.0% 2.5% 2.3% 11.3M -474.8M -8.3M 0.89 11.08 N/A N/A 113,813 101,332 837,029 697,745 2015-02-25 $30.51 $31.00 34.5% 9.6% 42.2% 14.8% 33.7% 2.7% 1.1% 9.9M -428.3M -8.4M 0.88 7.28 N/A N/A 41,278 36,368 872,983 737,669 2015-02-26 $30.65 $31.00 34.6% 9.3% 41.6% 15.4% 33.1% 3.3% 2.6% 12.3M -466.6M -8.4M 1.18 7.76 N/A N/A 26,523 31,335 876,132 730,408 2015-02-27 $30.64 $31.00 35.5% 9.3% 41.1% 18.0% 32.7% 2.3% 2.5% 11.8M -468.9M -8.3M 1.05 7.87 N/A N/A 31,099 32,731 882,526 737,304
« Jan 2015 | All History | Mar 2015 » Home MU History February 2015