MU Options History — August 2018 In August 2018, MU traded between $47.05 and $53.51. ATM implied volatility averaged 40.5%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 12.1% (HV 20d: 28.4%). Max pain ranged from $51.50 to $57.50. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.50.
Notable Days 2018-08-15 : Highest Volume — 448,819 contracts2018-08-21 : Largest IV spike — 16.0% change2018-08-31 : Highest IV Rank — 51.0%2018-08-31 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $51.10 $47.05 $53.51 $52.44 $52.42 Max Pain $54.02 $51.50 $57.50 $57.50 $52.00 ATM IV 40.5% 33.9% 48.6% 39.6% 48.6% Expected Move 11.8% 10.0% 14.5% 11.4% 14.5% HV 20d 28.4% 20.9% 34.1% 27.5% 33.5% HV 60d 38.8% 34.4% 43.5% 43.4% 34.9% IV Rank 21.6% 0.0% 51.0% 14.4% 51.0% IV Percentile 26.4% 0.0% 68.3% 18.3% 68.3% Term Structure -0.4% -1.8% 2.8% -0.5% -1.7% VWIV 41.7% 35.1% 51.4% 39.7% 51.4% Skew 25d 1.0% -0.9% 2.1% 1.6% 1.9% Skew 10d 1.8% -2.0% 3.6% 3.3% 3.3% Call IV 25d 40.5% 33.5% 48.9% 39.1% 48.9% Put IV 25d 41.5% 34.5% 50.8% 40.7% 50.8% Bid-Ask Spread % 2.24 1.53 3.18 3.18 1.83 Gamma HHI 0.08 0.06 0.19 0.06 0.19 Net GEX 23.3M -22.3M 104.5M 950.9K 104.5M Net DEX -338.2M -2.09B 1.59B -58.4M -1.91B Net VEX -18.3M -21.6M -16.3M -17.2M -21.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.37 0.71 0.45 0.62 Total Volume 232,565.609 114,526 448,819 146,138 189,873 Total OI 2,589,465.739 2,355,443 2,967,560 2,355,443 2,910,660
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 2018-08-01 $52.44 $57.50 39.6% 11.4% 27.5% 14.4% 39.7% 1.6% -0.5% 950.9K -58.4M -17.2M 0.45 3.18 N/A N/A 100,960 45,178 1,259,087 1,096,356 2018-08-02 $53.43 $57.50 38.2% 10.7% 27.1% 9.2% 37.5% 1.7% -0.4% 20.2M -457.2M -17.5M 0.40 2.41 N/A N/A 145,133 57,725 1,285,900 1,108,825 2018-08-03 $52.64 $57.50 37.9% 10.6% 27.4% 8.3% 37.0% 1.3% -0.2% -15.2M -109.5M -17.2M 0.40 2.98 N/A N/A 121,911 48,398 1,306,046 1,126,638 2018-08-06 $52.69 $55.00 36.5% 10.9% 26.2% 3.0% 38.1% 1.1% 0.6% 9.9M -171.0M -17.0M 0.58 2.46 N/A N/A 109,865 63,690 1,265,834 1,096,884 2018-08-07 $53.04 $55.00 35.1% 10.4% 24.4% 0.0% 36.5% 0.8% 0.6% 19.6M -343.6M -17.1M 0.54 1.87 N/A N/A 74,300 40,226 1,307,160 1,122,992 2018-08-08 $53.51 $55.00 34.3% 10.3% 22.8% 0.0% 36.2% 1.2% 0.6% 31.7M -558.0M -17.2M 0.54 2.44 N/A N/A 75,151 40,308 1,329,752 1,136,517 2018-08-09 $52.44 $55.00 33.9% 10.1% 22.2% 0.0% 35.5% 1.0% 0.5% 9.3M -43.1M -16.8M 0.49 2.01 N/A N/A 145,147 71,362 1,352,721 1,153,798 2018-08-10 $51.40 $55.00 34.8% 10.5% 21.8% 3.2% 36.9% 1.1% 0.3% -22.3M 328.9M -17.1M 0.55 2.30 N/A N/A 156,533 86,330 1,401,739 1,179,185 2018-08-13 $51.45 $55.00 34.1% 10.2% 21.8% 0.9% 35.5% 1.1% 1.1% 6.2M 218.4M -16.9M 0.61 1.53 N/A N/A 117,785 72,289 1,368,968 1,158,354 2018-08-14 $50.59 $55.00 34.0% 10.0% 20.9% 0.3% 35.1% 0.8% 0.7% -2.5M 615.6M -16.7M 0.67 2.47 N/A N/A 205,124 137,290 1,422,565 1,192,064 2018-08-15 $47.55 $55.00 39.3% 11.2% 28.2% 18.9% 39.9% 2.1% 0.1% -14.1M 1.52B -16.3M 0.71 2.06 N/A N/A 262,792 186,027 1,505,987 1,247,180 2018-08-16 $47.05 $55.00 38.9% 11.2% 27.8% 17.3% 39.5% 1.7% 0.1% -12.0M 1.59B -16.9M 0.38 2.00 N/A N/A 221,005 84,822 1,606,860 1,313,358 2018-08-17 $47.23 $52.50 37.8% 10.8% 27.8% 13.5% 38.2% 2.0% -0.3% -18.9M 1.47B -17.2M 0.64 2.21 N/A N/A 169,813 108,512 1,636,637 1,330,923 2018-08-20 $48.16 $52.50 37.5% 10.8% 29.2% 12.7% 38.4% 0.9% 2.8% 9.4M 125.9M -18.0M 0.37 2.24 N/A N/A 173,644 64,860 1,269,517 1,112,479 2018-08-21 $49.90 $52.50 43.6% 12.7% 32.0% 33.5% 44.6% 1.1% -1.3% 30.4M -651.9M -19.0M 0.38 2.16 N/A N/A 207,662 79,671 1,327,359 1,133,191 2018-08-22 $50.28 $52.50 45.1% 12.9% 32.2% 38.7% 45.7% 0.1% -1.7% 41.6M -822.6M -19.4M 0.41 2.04 N/A N/A 149,559 61,229 1,355,746 1,151,526 2018-08-23 $49.69 $52.50 45.5% 13.1% 31.8% 40.2% 46.9% 0.0% -1.7% 36.9M -586.6M -19.3M 0.49 2.13 N/A N/A 149,815 73,422 1,385,716 1,169,253 2018-08-24 $50.66 $52.50 45.2% 13.1% 32.8% 39.2% 46.4% -0.9% -1.5% 61.2M -1.11B -19.8M 0.41 2.10 N/A N/A 139,433 57,168 1,446,197 1,197,901 2018-08-27 $51.97 $52.50 47.4% 14.0% 34.0% 46.8% 49.9% -0.0% -1.5% 42.9M -1.47B -20.2M 0.39 2.03 N/A N/A 221,683 87,133 1,380,639 1,183,207 2018-08-28 $52.20 $52.50 47.7% 14.1% 34.1% 47.9% 50.1% -0.0% -1.8% 59.4M -1.71B -20.3M 0.41 2.21 N/A N/A 130,430 53,220 1,458,253 1,194,452 2018-08-29 $51.84 $51.50 47.9% 14.1% 33.9% 48.3% 49.8% 1.5% -1.6% 57.3M -1.56B -20.6M 0.58 2.48 N/A N/A 163,610 95,040 1,499,869 1,218,723 2018-08-30 $52.74 $51.50 48.4% 14.4% 33.8% 50.3% 50.8% 1.6% -1.6% 78.7M -2.09B -21.4M 0.47 2.45 N/A N/A 206,837 97,044 1,569,323 1,281,371 2018-08-31 $52.42 $52.00 48.6% 14.5% 33.5% 51.0% 51.4% 1.9% -1.7% 104.5M -1.91B -21.6M 0.62 1.83 N/A N/A 117,553 72,320 1,596,413 1,314,247
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