MU Options History — May 2016 In May 2016, MU traded between $9.57 and $12.76. ATM implied volatility averaged 53.1%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 0.2% (HV 20d: 53.2%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2016-05-20 : Highest Volume — 197,907 contracts2016-05-12 : Largest IV spike — 7.8% change2016-05-05 : Highest IV Rank — 50.9%2016-05-05 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.56 $9.57 $12.76 $10.62 $12.76 Max Pain $10.57 $10.00 $11.00 $11.00 $11.00 ATM IV 53.1% 49.6% 56.5% 52.8% 53.8% Expected Move 14.7% 12.1% 16.7% 15.2% 12.5% HV 20d 53.2% 43.1% 58.8% 57.9% 43.5% HV 60d 52.1% 49.7% 55.5% 55.4% 52.0% IV Rank 43.1% 32.0% 50.9% 44.6% 40.3% IV Percentile 54.2% 35.7% 65.1% 57.9% 55.6% Term Structure 2.4% -2.6% 8.6% -0.2% -2.6% VWIV 51.9% 41.9% 58.0% 52.9% 44.0% Skew 25d 4.1% 1.3% 6.4% 5.7% 3.3% Skew 10d 9.5% 2.6% 18.1% 14.5% 7.9% Call IV 25d 52.0% 48.2% 56.7% 50.6% 51.6% Put IV 25d 56.1% 51.5% 59.2% 56.3% 54.9% Bid-Ask Spread % 11.58 7.08 26.73 7.22 13.16 Gamma HHI 0.14 0.11 0.21 0.12 0.17 Net GEX 2.0M -1.7M 9.1M 1.6M 9.1M Net DEX 42.6M -291.2M 166.4M 113.2M -291.2M Net VEX -2.4M -3.2M -2.1M -2.2M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.16 1.39 0.48 0.19 Total Volume 74,765.714 34,028 197,907 36,965 169,076 Total OI 1,413,272.048 1,275,373 1,518,999 1,275,373 1,493,779
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 2016-05-02 $10.62 $11.00 52.8% 15.2% 57.9% 44.6% 52.9% 5.7% -0.2% 1.6M 113.2M -2.2M 0.48 7.22 N/A N/A 24,926 12,039 737,238 538,135 2016-05-03 $10.33 $11.00 52.9% 15.2% 57.4% 44.7% 53.6% 6.4% 0.1% 797.4K 140.7M -2.1M 0.64 9.86 N/A N/A 20,695 13,333 745,422 542,923 2016-05-04 $10.01 $11.00 55.8% 16.6% 58.4% 49.5% 57.8% 5.7% 0.2% 43.5K 156.9M -2.1M 0.31 17.72 N/A N/A 70,361 21,653 756,133 549,419 2016-05-05 $10.01 $11.00 56.5% 16.7% 58.4% 50.9% 58.0% 4.5% 1.0% 192.8K 142.7M -2.2M 0.30 7.49 N/A N/A 39,641 11,917 801,868 559,319 2016-05-06 $9.99 $11.00 54.2% 16.0% 57.7% 46.8% 55.8% 3.5% 1.8% -1.7M 150.0M -2.2M 0.60 7.86 N/A N/A 26,073 15,625 812,289 560,915 2016-05-09 $9.91 $11.00 53.9% 16.1% 57.2% 46.2% 56.0% 4.0% 2.3% -192.8K 153.2M -2.1M 0.94 7.92 N/A N/A 33,055 31,017 784,404 553,910 2016-05-10 $10.10 $11.00 53.2% 15.4% 56.9% 44.9% 53.0% 4.4% 0.0% 492.5K 137.2M -2.2M 1.39 7.08 N/A N/A 21,160 29,474 803,964 566,678 2016-05-11 $10.09 $11.00 50.7% 15.2% 51.3% 40.5% 52.1% 3.8% 2.3% 567.5K 135.4M -2.2M 0.47 8.89 N/A N/A 29,522 13,852 811,770 569,761 2016-05-12 $9.62 $11.00 54.7% 15.4% 52.0% 47.6% 55.9% 4.4% -1.6% -869.4K 166.4M -2.1M 0.31 13.67 N/A N/A 74,956 23,537 825,302 570,578 2016-05-13 $9.57 $10.00 55.3% 15.7% 50.5% 48.7% 55.7% 5.7% -0.5% -785.6K 154.4M -2.2M 0.60 15.67 N/A N/A 25,482 15,259 872,291 573,771 2016-05-16 $9.64 $10.00 53.8% 15.4% 49.8% 46.1% 54.7% 4.6% 7.0% -863.2K 148.5M -2.2M 0.36 7.60 N/A N/A 40,031 14,341 858,237 563,790 2016-05-17 $9.60 $10.00 53.8% 15.4% 49.5% 46.0% 56.5% 4.8% 4.6% -522.5K 141.6M -2.2M 0.53 8.56 N/A N/A 26,193 13,838 876,893 563,889 2016-05-18 $10.02 $10.00 52.4% 15.0% 52.3% 43.5% 52.4% 5.7% 3.6% 17.5K 104.3M -2.3M 0.27 18.29 N/A N/A 64,979 17,544 879,263 562,965 2016-05-19 $10.09 $10.00 53.8% 15.1% 52.4% 45.6% 55.0% 3.4% 6.6% -332.4K 76.4M -2.4M 0.98 8.97 N/A N/A 33,468 32,780 914,487 566,851 2016-05-20 $10.79 $10.00 50.9% 13.9% 58.0% 39.7% 51.4% 4.9% 8.6% 3.3M -8.1M -2.6M 0.61 8.54 N/A N/A 122,644 75,263 936,844 582,155 2016-05-23 $11.13 $10.00 53.6% 13.7% 58.8% 44.6% 47.7% 1.4% 1.7% 4.7M -52.6M -2.7M 0.35 8.10 N/A N/A 51,898 18,247 873,399 538,093 2016-05-24 $11.49 $10.00 52.4% 13.2% 50.4% 37.6% 46.0% 2.5% 2.8% 6.2M -99.1M -2.8M 0.16 13.60 N/A N/A 75,214 12,377 891,236 545,581 2016-05-25 $11.64 $10.00 49.6% 12.9% 50.7% 32.0% 45.5% 3.2% 4.1% 7.3M -143.8M -2.9M 0.82 7.91 N/A N/A 36,574 29,929 933,911 548,826 2016-05-26 $11.95 $11.00 49.9% 12.7% 51.4% 32.7% 44.8% 2.2% 4.8% 6.3M -180.2M -3.0M 0.64 18.38 N/A N/A 36,582 23,477 933,029 566,718 2016-05-27 $12.33 $11.00 50.2% 12.1% 43.1% 33.2% 41.9% 1.3% 3.4% 7.7M -251.5M -3.2M 0.19 26.73 N/A N/A 102,812 19,236 943,315 569,362 2016-05-31 $12.76 $11.00 53.8% 12.5% 43.5% 40.3% 44.0% 3.3% -2.6% 9.1M -291.2M -3.2M 0.19 13.16 N/A N/A 142,348 26,728 939,139 554,640
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