MU Options History — May 2018 In May 2018, MU traded between $45.96 and $62.80. ATM implied volatility averaged 48.4%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 2.3% (HV 20d: 50.7%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2018-05-31 : Highest Volume — 681,680 contracts2018-05-23 : Largest IV spike — 7.5% change2018-05-31 : Highest IV Rank — 69.8%2018-05-18 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $54.17 $45.96 $62.80 $46.63 $57.71 Max Pain $51.82 $50.00 $52.50 $50.00 $52.50 ATM IV 48.4% 45.1% 55.9% 47.8% 55.9% Expected Move 12.9% 11.6% 13.6% 13.5% 13.5% HV 20d 50.7% 43.0% 56.9% 56.9% 54.6% HV 60d 53.5% 51.2% 56.5% 56.5% 56.0% IV Rank 49.2% 35.6% 69.8% 50.5% 69.8% IV Percentile 66.8% 52.4% 93.7% 64.7% 93.7% Term Structure -0.1% -3.4% 3.1% -0.4% -3.4% VWIV 45.4% 40.8% 47.8% 46.9% 47.7% Skew 25d 0.7% -0.9% 2.3% 2.3% -0.5% Skew 10d 1.4% -1.7% 5.4% 5.4% -0.9% Call IV 25d 48.6% 45.3% 57.0% 47.0% 57.0% Put IV 25d 49.3% 45.5% 56.5% 49.3% 56.5% Bid-Ask Spread % 2.84 1.84 5.56 2.09 2.30 Gamma HHI 0.09 0.06 0.13 0.06 0.09 Net GEX 56.5M 6.4M 98.7M 10.9M 50.4M Net DEX -2.56B -5.20B 291.6M 82.2M -2.59B Net VEX -14.7M -16.0M -13.8M -14.2M -16.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.35 0.72 0.51 0.44 Total Volume 312,009.318 113,008 681,680 146,316 681,680 Total OI 2,365,248.727 2,172,681 2,636,723 2,224,728 2,507,765
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 2018-05-01 $46.63 $50.00 47.8% 13.5% 56.9% 50.5% 46.9% 2.3% -0.4% 10.9M 82.2M -14.2M 0.51 2.09 N/A N/A 96,963 49,353 1,236,161 988,567 2018-05-02 $45.96 $50.00 46.4% 12.8% 54.7% 46.5% 45.2% 1.9% -0.4% 6.4M 291.6M -13.8M 0.59 2.14 N/A N/A 94,726 56,064 1,269,961 999,290 2018-05-03 $46.68 $52.50 47.1% 13.1% 50.0% 48.6% 46.0% 2.3% -1.1% 16.2M 45.0M -14.2M 0.61 2.98 N/A N/A 79,566 48,743 1,289,931 1,021,406 2018-05-04 $47.53 $52.50 45.9% 12.8% 49.9% 45.2% 44.9% 1.7% -0.8% 35.1M -283.9M -14.4M 0.46 2.54 N/A N/A 126,960 57,977 1,297,653 1,026,182 2018-05-07 $48.49 $50.00 47.3% 13.3% 50.4% 49.2% 46.6% 2.1% -1.1% 21.3M -591.7M -14.5M 0.38 2.95 N/A N/A 114,929 43,337 1,239,686 1,003,472 2018-05-08 $48.34 $50.00 47.1% 13.3% 47.4% 48.6% 46.8% 1.7% -0.4% 23.6M -546.0M -14.5M 0.36 2.90 N/A N/A 83,245 29,763 1,272,883 1,014,905 2018-05-09 $50.82 $50.00 46.4% 13.4% 50.9% 46.6% 47.1% 1.4% 0.3% 53.5M -1.70B -14.8M 0.59 2.84 N/A N/A 153,974 91,109 1,303,208 1,016,514 2018-05-10 $52.53 $50.00 47.4% 13.3% 50.0% 49.4% 46.7% 1.0% -0.6% 62.2M -2.44B -14.9M 0.51 2.46 N/A N/A 242,605 123,479 1,315,933 1,030,074 2018-05-11 $51.97 $52.50 45.7% 13.0% 50.1% 44.4% 46.0% 0.9% -0.6% 50.9M -2.16B -15.0M 0.72 2.58 N/A N/A 106,400 76,921 1,349,553 1,059,932 2018-05-14 $53.06 $52.50 45.1% 13.0% 50.5% 42.8% 45.3% 0.2% 1.7% 62.8M -2.40B -14.5M 0.42 3.35 N/A N/A 131,269 54,829 1,294,128 1,024,834 2018-05-15 $53.75 $52.50 46.0% 13.2% 50.6% 45.3% 46.0% 1.2% 2.8% 72.4M -2.73B -14.6M 0.46 5.56 N/A N/A 152,254 70,790 1,329,244 1,039,404 2018-05-16 $56.84 $52.50 46.5% 13.3% 53.2% 46.9% 47.0% 0.9% 3.1% 92.0M -4.07B -14.4M 0.45 3.87 N/A N/A 281,867 128,094 1,358,007 1,064,430 2018-05-17 $54.90 $52.50 47.5% 13.5% 52.1% 41.3% 47.4% 0.9% 2.9% 76.3M -3.12B -15.0M 0.51 3.93 N/A N/A 214,240 108,696 1,399,786 1,146,063 2018-05-18 $53.57 $52.50 48.4% 13.6% 52.4% 44.3% 47.8% 0.0% 2.9% 41.7M -2.49B -15.4M 0.52 2.44 N/A N/A 200,580 103,780 1,457,774 1,178,949 2018-05-21 $55.40 $52.50 45.9% 12.2% 51.7% 35.6% 42.8% -0.5% 2.2% 55.9M -2.73B -15.0M 0.35 2.77 N/A N/A 213,141 74,455 1,183,157 989,524 2018-05-22 $59.71 $52.50 46.4% 12.2% 53.7% 37.2% 42.9% 1.3% 1.6% 82.1M -4.53B -14.3M 0.42 3.20 N/A N/A 473,004 198,667 1,243,466 1,012,171 2018-05-23 $59.69 $52.50 49.8% 11.6% 53.9% 49.1% 40.8% 0.6% -1.3% 82.9M -4.36B -14.7M 0.46 3.30 N/A N/A 205,059 95,166 1,299,862 1,077,884 2018-05-24 $61.43 $52.50 51.4% 12.0% 51.6% 54.5% 42.5% -0.6% -1.9% 98.7M -5.20B -14.6M 0.41 1.84 N/A N/A 339,478 137,774 1,353,880 1,112,567 2018-05-25 $61.32 $52.50 51.9% 11.9% 45.2% 56.0% 41.7% -0.9% -1.8% 88.2M -5.13B -14.8M 0.51 2.17 N/A N/A 235,725 120,065 1,390,022 1,147,704 2018-05-29 $62.80 $52.50 55.2% 13.1% 43.0% 67.3% 46.2% -0.9% -3.0% 76.5M -4.88B -14.6M 0.41 1.86 N/A N/A 317,823 131,047 1,256,538 1,033,258 2018-05-30 $62.64 $52.50 53.8% 12.6% 43.4% 62.6% 44.5% -0.7% -2.9% 83.9M -4.81B -14.9M 0.41 2.34 N/A N/A 367,189 151,419 1,320,864 1,078,880 2018-05-31 $57.71 $52.50 55.9% 13.5% 54.6% 69.8% 47.7% -0.5% -3.4% 50.4M -2.59B -16.0M 0.44 2.30 N/A N/A 473,479 208,201 1,378,061 1,129,704
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