MU Options History — August 2017 In August 2017, MU traded between $27.56 and $31.95. ATM implied volatility averaged 40.1%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 2.2% (HV 20d: 37.9%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.48.
Notable Days 2017-08-16 : Highest Volume — 250,966 contracts2017-08-29 : Largest IV spike — 15.9% change2017-08-30 : Highest IV Rank — 44.5%2017-08-10 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.61 $27.56 $31.95 $28.28 $31.95 Max Pain $29.22 $28.00 $30.00 $30.00 $30.00 ATM IV 40.1% 36.5% 45.7% 38.7% 45.5% Expected Move 11.0% 9.8% 12.0% 11.3% 10.0% HV 20d 37.9% 32.9% 45.1% 36.5% 34.7% HV 60d 37.8% 35.8% 38.8% 37.1% 38.2% IV Rank 28.2% 17.9% 44.5% 24.0% 43.8% IV Percentile 47.7% 23.0% 79.0% 38.9% 77.0% Term Structure 0.5% -2.1% 3.8% -0.4% -2.1% VWIV 39.3% 34.9% 44.0% 40.5% 35.1% Skew 25d 1.1% -0.7% 3.0% 1.0% 1.7% Skew 10d 2.9% -0.7% 8.1% 2.3% 6.0% Call IV 25d 40.7% 35.7% 46.2% 39.3% 46.2% Put IV 25d 41.8% 37.0% 49.0% 40.2% 48.0% Bid-Ask Spread % 2.68 2.29 4.73 2.76 2.68 Gamma HHI 0.13 0.07 0.24 0.07 0.16 Net GEX 32.1M 8.6M 69.7M 13.4M 69.7M Net DEX -1.01B -1.84B -354.2M -527.0M -1.84B Net VEX -6.6M -6.9M -6.2M -6.2M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.21 0.88 0.39 0.74 Total Volume 116,933.739 64,585 250,966 136,290 110,397 Total OI 1,880,233.87 1,701,459 2,074,266 1,795,525 1,886,209
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 2017-08-01 $28.28 $30.00 38.7% 11.3% 36.5% 24.0% 40.5% 1.0% -0.4% 13.4M -527.0M -6.2M 0.39 2.76 N/A N/A 98,092 38,198 1,099,519 696,006 2017-08-02 $28.65 $30.00 39.8% 11.7% 32.9% 27.4% 41.4% 1.2% -0.0% 17.8M -647.0M -6.6M 0.31 4.73 N/A N/A 88,018 27,320 1,130,953 711,904 2017-08-03 $27.77 $29.00 42.3% 11.8% 34.3% 34.5% 42.0% 0.7% -1.8% 10.3M -399.3M -6.4M 0.39 2.33 N/A N/A 92,959 36,252 1,150,087 720,775 2017-08-04 $27.83 $29.00 39.5% 11.3% 34.3% 26.4% 39.5% -0.0% -0.3% 11.0M -423.5M -6.3M 0.59 2.52 N/A N/A 83,748 49,746 1,172,941 732,199 2017-08-07 $28.54 $28.00 40.5% 11.5% 35.3% 29.4% 41.7% 0.0% -0.2% 16.5M -662.2M -6.4M 0.21 2.60 N/A N/A 83,830 17,244 1,123,852 715,388 2017-08-08 $28.82 $28.00 39.5% 11.4% 34.1% 26.3% 40.7% -0.1% 0.4% 24.3M -776.3M -6.6M 0.51 2.41 N/A N/A 107,914 55,509 1,162,817 721,821 2017-08-09 $28.58 $28.00 38.7% 11.3% 34.0% 24.2% 39.8% 0.6% 0.6% 18.8M -680.0M -6.6M 0.42 3.28 N/A N/A 45,472 19,113 1,201,840 743,436 2017-08-10 $27.56 $28.00 41.9% 12.0% 35.7% 33.5% 42.3% 1.7% -0.3% 8.6M -354.2M -6.4M 0.67 2.42 N/A N/A 72,426 48,795 1,213,046 749,102 2017-08-11 $27.90 $28.00 40.7% 11.8% 34.7% 30.1% 44.0% 1.2% 0.5% 18.4M -433.1M -6.6M 0.44 2.53 N/A N/A 101,066 44,840 1,233,146 778,479 2017-08-14 $29.15 $29.00 36.6% 10.6% 39.1% 17.9% 37.3% -0.3% -0.4% 26.9M -874.3M -6.7M 0.44 2.35 N/A N/A 73,083 32,159 1,207,719 759,530 2017-08-15 $29.71 $29.00 37.3% 10.7% 39.9% 20.1% 38.0% 0.3% -0.1% 38.8M -1.08B -6.7M 0.34 2.46 N/A N/A 60,839 20,907 1,217,964 767,186 2017-08-16 $30.65 $29.00 39.6% 11.4% 41.8% 26.8% 41.3% -0.7% 0.0% 45.6M -1.49B -6.6M 0.37 2.89 N/A N/A 183,508 67,458 1,227,660 770,381 2017-08-17 $29.83 $29.00 39.8% 11.4% 42.6% 27.3% 40.8% 1.1% 0.1% 41.2M -1.07B -6.9M 0.39 2.29 N/A N/A 84,123 32,473 1,264,918 800,839 2017-08-18 $30.56 $29.00 38.0% 10.9% 43.7% 22.1% 38.4% 1.3% 0.3% 56.9M -1.42B -6.7M 0.60 2.45 N/A N/A 96,380 57,915 1,272,030 802,236 2017-08-21 $29.54 $30.00 40.6% 11.5% 45.1% 29.7% 40.8% 2.0% 2.0% 24.4M -954.1M -6.7M 0.54 2.86 N/A N/A 61,037 32,872 1,017,889 683,570 2017-08-22 $30.49 $29.00 39.0% 11.1% 40.9% 25.1% 39.4% 1.9% 2.9% 33.8M -1.24B -6.8M 0.42 2.62 N/A N/A 61,492 25,967 1,036,088 694,646 2017-08-23 $30.50 $30.00 38.7% 10.9% 40.9% 24.1% 38.9% 2.0% 2.8% 37.3M -1.24B -6.8M 0.43 2.91 N/A N/A 57,988 24,757 1,047,031 704,673 2017-08-24 $30.26 $30.00 38.0% 10.7% 40.7% 22.2% 38.2% 1.4% 3.2% 35.3M -1.18B -6.8M 0.56 2.61 N/A N/A 42,012 23,605 1,069,498 716,399 2017-08-25 $30.29 $30.00 36.5% 9.9% 39.3% 17.9% 35.4% 1.3% 3.8% 35.4M -1.19B -6.8M 0.66 2.33 N/A N/A 44,660 29,626 1,083,173 724,979 2017-08-28 $31.09 $30.00 39.4% 10.5% 37.2% 26.1% 37.8% 1.8% 3.0% 39.4M -1.43B -6.5M 0.31 2.78 N/A N/A 120,477 37,701 1,032,723 706,220 2017-08-29 $31.47 $30.00 45.6% 10.2% 37.3% 44.2% 36.6% 3.0% -1.6% 53.1M -1.63B -6.6M 0.41 2.31 N/A N/A 73,728 30,560 1,110,068 715,124 2017-08-30 $31.55 $30.00 45.7% 9.8% 37.2% 44.5% 34.9% 2.8% -1.6% 60.6M -1.68B -6.8M 0.88 2.62 N/A N/A 49,567 43,643 1,145,957 723,358 2017-08-31 $31.95 $30.00 45.5% 10.0% 34.7% 43.8% 35.1% 1.7% -2.1% 69.7M -1.84B -6.7M 0.74 2.68 N/A N/A 63,298 47,099 1,155,071 731,138
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