MU Options History — June 2017 In June 2017, MU traded between $29.92 and $32.53. ATM implied volatility averaged 53.9%, placing in the 62.6% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 18.3% (HV 20d: 35.6%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2017-06-30 : Highest Volume — 568,226 contracts2017-06-30 : Largest IV drop — 32.8% change2017-06-29 : Highest IV Rank — 100.0%2017-06-29 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $31.35 $29.92 $32.53 $30.74 $29.92 Max Pain $25.36 $24.00 $28.00 $28.00 $26.00 ATM IV 53.9% 43.5% 64.8% 53.4% 43.5% Expected Move 14.6% 10.2% 20.1% 11.3% 12.3% HV 20d 35.6% 31.7% 41.8% 32.1% 41.8% HV 60d 32.6% 31.0% 34.8% 31.4% 34.2% IV Rank 62.6% 38.1% 100.0% 60.2% 38.1% IV Percentile 93.1% 68.3% 100.0% 94.0% 68.3% Term Structure -2.8% -4.2% -0.0% -3.7% -0.0% VWIV 51.4% 36.7% 68.9% 39.8% 43.5% Skew 25d 2.3% 0.1% 7.8% 0.9% 2.2% Skew 10d 5.3% 0.7% 14.2% 5.5% 2.9% Call IV 25d 53.5% 43.2% 64.0% 55.5% 43.2% Put IV 25d 55.8% 45.3% 67.1% 56.4% 45.3% Bid-Ask Spread % 4.08 2.36 13.29 6.17 7.57 Gamma HHI 0.12 0.08 0.21 0.13 0.18 Net GEX 41.6M 24.0M 55.3M 42.6M 49.7M Net DEX -1.98B -2.32B -1.48B -1.95B -1.48B Net VEX -5.5M -6.4M -4.6M -5.2M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.25 0.90 0.56 0.47 Total Volume 171,706.727 82,859 568,226 100,584 568,226 Total OI 1,718,322.091 1,517,609 2,155,770 1,577,715 2,155,770
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 2017-06-01 $30.74 $28.00 53.4% 11.3% 32.1% 60.2% 39.8% 0.9% -3.7% 42.6M -1.95B -5.2M 0.56 6.17 N/A N/A 64,407 36,177 1,027,177 550,538 2017-06-02 $31.10 $28.00 52.5% 10.2% 31.9% 57.9% 36.7% 0.3% -4.2% 54.4M -2.08B -5.0M 0.45 4.87 N/A N/A 101,357 45,503 1,036,631 568,364 2017-06-05 $31.23 $24.00 52.9% 13.3% 31.9% 58.9% 47.4% 0.1% -2.4% 41.0M -1.93B -4.9M 0.59 2.41 N/A N/A 89,635 52,460 973,184 544,425 2017-06-06 $31.50 $24.00 51.9% 13.0% 31.7% 56.2% 45.7% 0.6% -3.3% 44.4M -2.01B -4.8M 0.28 2.85 N/A N/A 116,568 32,511 985,739 565,158 2017-06-07 $32.53 $24.00 50.6% 12.8% 32.5% 52.8% 45.2% 1.1% -2.8% 44.9M -2.32B -4.6M 0.29 2.83 N/A N/A 127,081 37,196 995,969 573,595 2017-06-08 $32.39 $24.00 50.6% 13.0% 32.2% 53.0% 45.4% 1.0% -3.9% 55.3M -2.31B -4.7M 0.32 2.56 N/A N/A 106,575 33,887 1,022,520 588,767 2017-06-09 $30.54 $24.00 63.4% 16.2% 39.1% 86.4% 56.6% 2.7% -3.3% 24.0M -1.59B -5.3M 0.39 13.29 N/A N/A 182,245 71,726 1,033,331 601,914 2017-06-12 $31.01 $25.00 55.6% 14.8% 39.3% 66.1% 51.3% 4.2% -2.7% 36.7M -1.80B -5.2M 0.40 2.87 N/A N/A 118,824 47,649 1,010,235 582,486 2017-06-13 $31.55 $25.00 53.3% 14.3% 39.5% 60.0% 50.1% 3.0% -3.2% 40.4M -1.99B -5.2M 0.31 2.36 N/A N/A 111,428 34,682 1,044,522 600,089 2017-06-14 $31.00 $25.00 55.5% 15.1% 40.3% 65.8% 52.6% 4.1% -2.6% 41.9M -1.83B -5.6M 0.28 3.12 N/A N/A 81,765 23,076 1,086,256 612,915 2017-06-15 $30.47 $25.00 57.4% 15.7% 31.9% 70.6% 55.3% 7.8% -2.8% 34.3M -1.66B -5.6M 0.66 3.43 N/A N/A 104,961 68,983 1,098,204 619,469 2017-06-16 $29.96 $25.00 55.1% 15.2% 32.8% 64.8% 53.2% 2.8% -3.2% 40.9M -1.57B -5.8M 0.90 3.02 N/A N/A 89,832 80,525 1,159,990 654,240 2017-06-19 $31.19 $25.00 49.0% 13.8% 35.1% 48.7% 48.5% 2.2% -1.1% 37.9M -1.92B -5.7M 0.38 2.81 N/A N/A 74,569 28,699 1,069,297 601,739 2017-06-20 $30.84 $25.00 52.4% 14.9% 35.7% 57.5% 52.3% 2.3% -2.4% 36.1M -1.82B -5.9M 0.25 2.85 N/A N/A 90,457 22,413 1,083,275 610,397 2017-06-21 $31.90 $25.00 49.5% 14.2% 37.1% 49.9% 50.0% 1.3% -2.5% 45.6M -2.22B -5.8M 0.51 2.63 N/A N/A 84,944 43,463 1,142,303 619,387 2017-06-22 $31.97 $26.00 50.1% 14.5% 36.2% 51.6% 50.8% 1.2% -2.8% 44.9M -2.22B -5.8M 0.59 2.74 N/A N/A 52,067 30,792 1,153,031 639,708 2017-06-23 $31.90 $26.00 51.2% 14.9% 36.0% 54.5% 52.8% 1.6% -3.0% 50.5M -2.19B -5.9M 0.47 3.88 N/A N/A 75,445 35,193 1,166,603 646,625 2017-06-26 $32.48 $26.00 52.8% 15.8% 36.3% 58.6% 56.5% 1.8% -2.3% 37.4M -2.28B -5.8M 0.31 2.65 N/A N/A 117,255 36,475 1,130,066 625,866 2017-06-27 $31.75 $26.00 60.2% 18.2% 36.2% 78.0% 63.6% 3.4% -2.6% 35.2M -2.05B -6.1M 0.39 4.55 N/A N/A 107,885 42,144 1,150,666 639,548 2017-06-28 $32.16 $26.00 59.3% 18.4% 36.4% 87.6% 65.3% 3.0% -3.4% 39.5M -2.27B -6.2M 0.42 3.13 N/A N/A 100,793 42,119 1,225,404 663,798 2017-06-29 $31.61 $26.00 64.8% 20.1% 37.0% 100.0% 68.9% 4.2% -3.7% 38.0M -2.07B -6.4M 0.54 7.26 N/A N/A 237,235 128,321 1,258,959 684,926 2017-06-30 $29.92 $26.00 43.5% 12.3% 41.8% 38.1% 43.5% 2.2% -0.0% 49.7M -1.48B -6.2M 0.47 7.57 N/A N/A 386,686 181,540 1,382,310 773,460
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