MU Options History — October 2017 In October 2017, MU traded between $39.34 and $44.31. ATM implied volatility averaged 38.7%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 0.0% (HV 20d: 38.7%). Max pain ranged from $32.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2017-10-31 : Highest Volume — 517,057 contracts2017-10-12 : Largest IV spike — 7.3% change2017-10-02 : Highest IV Rank — 33.9%2017-10-02 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.00 $39.34 $44.31 $40.00 $44.31 Max Pain $36.18 $32.00 $38.00 $32.00 $38.00 ATM IV 38.7% 35.7% 42.0% 42.0% 38.5% Expected Move 11.2% 10.7% 12.2% 12.2% 11.7% HV 20d 38.7% 27.8% 44.7% 39.4% 35.3% HV 60d 36.6% 34.2% 38.8% 37.1% 36.0% IV Rank 24.0% 15.4% 33.9% 33.9% 23.4% IV Percentile 41.2% 18.7% 65.1% 65.1% 39.7% Term Structure -0.1% -2.2% 1.2% -0.1% -0.4% VWIV 39.8% 37.2% 43.9% 43.4% 42.0% Skew 25d 0.9% -0.5% 2.5% -0.5% 2.5% Skew 10d 3.0% -0.2% 7.1% 1.6% 7.1% Call IV 25d 39.0% 35.0% 43.5% 43.5% 38.1% Put IV 25d 39.9% 36.5% 43.0% 43.0% 40.6% Bid-Ask Spread % 2.58 1.80 5.46 2.49 3.45 Gamma HHI 0.15 0.10 0.20 0.18 0.12 Net GEX 86.1M 49.2M 121.1M 92.7M 72.0M Net DEX -3.93B -4.82B -2.62B -4.29B -4.24B Net VEX -7.8M -8.9M -6.6M -7.3M -8.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.27 0.90 0.49 0.30 Total Volume 226,990.773 123,428 517,057 311,016 517,057 Total OI 2,478,728.727 2,142,796 3,028,117 2,374,426 2,288,404
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 2017-10-02 $40.00 $32.00 42.0% 12.2% 39.4% 33.9% 43.4% -0.5% -0.1% 92.7M -4.29B -7.3M 0.49 2.49 N/A N/A 208,419 102,597 1,495,262 879,164 2017-10-03 $40.32 $32.00 41.8% 11.0% 38.0% 33.2% 43.9% -0.3% -0.4% 101.7M -4.47B -7.3M 0.34 5.46 N/A N/A 168,630 57,427 1,551,544 932,220 2017-10-04 $39.55 $32.00 39.7% 11.5% 39.5% 27.0% 40.8% 0.3% -0.0% 109.3M -3.97B -7.4M 0.65 3.17 N/A N/A 105,480 68,457 1,543,526 943,682 2017-10-05 $39.34 $35.00 37.9% 10.8% 39.8% 21.9% 38.5% 0.1% 0.3% 121.1M -3.88B -7.4M 0.78 1.96 N/A N/A 74,091 57,918 1,564,001 970,854 2017-10-06 $39.62 $35.00 37.2% 10.7% 39.2% 19.7% 37.8% 1.0% -0.1% 83.5M -4.00B -7.3M 0.72 2.65 N/A N/A 92,977 67,077 1,568,213 988,858 2017-10-09 $40.92 $35.00 38.7% 11.1% 39.4% 24.2% 39.4% 0.4% -0.0% 85.5M -4.30B -6.9M 0.56 1.80 N/A N/A 101,079 56,954 1,437,978 933,307 2017-10-10 $41.93 $35.00 39.4% 11.4% 39.4% 26.2% 40.7% 0.4% 0.3% 81.9M -4.74B -6.6M 0.70 1.80 N/A N/A 155,197 108,139 1,456,078 948,129 2017-10-11 $41.64 $37.00 38.0% 11.0% 39.8% 22.1% 39.4% 0.7% 0.3% 83.2M -4.62B -7.0M 0.59 1.89 N/A N/A 164,484 96,677 1,501,514 1,005,851 2017-10-12 $40.56 $37.00 40.8% 11.5% 41.6% 30.2% 41.0% 1.7% -0.7% 82.4M -4.04B -7.5M 0.90 2.25 N/A N/A 138,769 125,343 1,537,059 1,054,873 2017-10-13 $40.35 $37.00 39.1% 11.2% 41.9% 25.3% 39.4% 2.0% -0.2% 102.1M -3.99B -7.9M 0.81 2.13 N/A N/A 96,755 77,987 1,588,568 1,088,160 2017-10-16 $41.46 $37.00 39.3% 11.3% 42.0% 26.0% 40.2% 0.8% -1.5% 101.9M -4.62B -7.3M 0.27 2.05 N/A N/A 200,175 53,438 1,562,213 1,035,297 2017-10-17 $40.42 $37.00 39.1% 11.2% 43.6% 25.4% 39.9% 0.1% -1.0% 107.8M -4.05B -7.4M 0.80 2.31 N/A N/A 95,253 75,959 1,584,693 1,056,900 2017-10-18 $41.67 $37.00 39.9% 11.4% 44.4% 27.6% 40.3% -0.1% -1.0% 107.6M -4.77B -7.5M 0.52 2.37 N/A N/A 141,222 73,721 1,620,756 1,089,145 2017-10-19 $41.27 $37.00 38.3% 11.0% 44.7% 22.9% 38.6% -0.1% -1.2% 109.2M -4.49B -7.8M 0.69 2.44 N/A N/A 232,820 161,575 1,642,752 1,135,834 2017-10-20 $41.49 $37.00 38.4% 11.2% 44.7% 23.2% 39.0% 0.8% -2.2% 101.7M -4.82B -8.4M 0.86 3.50 N/A N/A 185,075 159,867 1,771,554 1,256,563 2017-10-23 $41.54 $37.00 38.2% 11.4% 41.9% 22.6% 39.9% 1.2% 0.8% 59.4M -2.98B -8.4M 0.71 2.36 N/A N/A 84,735 60,064 1,257,504 885,292 2017-10-24 $41.53 $37.00 37.3% 11.2% 40.6% 19.9% 39.5% 1.4% 1.1% 63.6M -3.00B -8.5M 0.80 2.44 N/A N/A 68,567 54,861 1,287,889 906,846 2017-10-25 $41.00 $38.00 37.0% 11.2% 30.4% 19.3% 39.0% 2.1% 1.2% 54.7M -2.75B -8.5M 0.57 2.25 N/A N/A 124,367 70,955 1,297,442 927,367 2017-10-26 $40.60 $38.00 35.7% 10.7% 29.8% 15.4% 37.2% 1.5% 1.1% 49.2M -2.62B -8.7M 0.55 2.73 N/A N/A 87,790 48,085 1,357,911 964,944 2017-10-27 $40.80 $38.00 36.8% 10.7% 27.8% 18.5% 37.6% 2.0% 0.9% 56.5M -2.73B -8.8M 0.66 2.96 N/A N/A 137,060 89,895 1,388,443 983,522 2017-10-30 $41.65 $38.00 37.7% 11.2% 28.2% 21.3% 39.0% 1.9% 0.4% 67.3M -3.11B -8.9M 0.55 2.18 N/A N/A 95,013 51,786 1,320,376 921,544 2017-10-31 $44.31 $38.00 38.5% 11.7% 35.3% 23.4% 42.0% 2.5% -0.4% 72.0M -4.24B -8.4M 0.30 3.45 N/A N/A 396,720 120,337 1,349,976 938,428
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