MU Options History — January 2019 In January 2019, MU traded between $31.05 and $39.09. ATM implied volatility averaged 48.3%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 12.1% (HV 20d: 60.4%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.95.
Notable Days 2019-01-25 : Highest Volume — 349,832 contracts2019-01-22 : Largest IV spike — 10.8% change2019-01-03 : Highest IV Rank — 73.2%2019-01-03 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $35.20 $31.05 $39.09 $32.67 $37.91 Max Pain $35.38 $35.00 $38.00 $38.00 $36.00 ATM IV 48.3% 42.5% 55.8% 51.2% 47.4% Expected Move 13.9% 12.2% 15.7% 15.0% 13.5% HV 20d 60.4% 53.2% 63.3% 59.8% 61.4% HV 60d 56.5% 52.6% 59.0% 52.6% 56.4% IV Rank 48.2% 28.8% 73.2% 58.0% 45.4% IV Percentile 49.7% 21.4% 86.1% 67.9% 44.4% Term Structure -0.2% -1.1% 1.3% -0.1% -0.5% VWIV 49.6% 43.2% 54.9% 52.5% 46.4% Skew 25d 4.9% 3.1% 7.8% 7.2% 4.6% Skew 10d 10.0% 6.6% 15.8% 14.7% 7.1% Call IV 25d 46.8% 42.3% 52.6% 48.0% 45.9% Put IV 25d 51.7% 45.6% 60.3% 55.2% 50.4% Bid-Ask Spread % 3.64 2.70 5.42 4.10 3.80 Gamma HHI 0.07 0.05 0.14 0.08 0.06 Net GEX -17.2M -24.0M -6.4M -17.3M -21.0M Net DEX 1.17B -9.8M 2.06B 1.79B 536.4M Net VEX -13.3M -15.4M -10.7M -11.5M -15.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.53 1.51 1.22 0.88 Total Volume 154,726.952 33,426 349,832 126,062 130,267 Total OI 2,482,035.476 1,852,749 2,993,887 2,610,883 2,142,969
Daily Data (21 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 2019-01-02 $32.67 $38.00 51.2% 15.0% 59.8% 58.0% 52.5% 7.2% -0.1% -17.3M 1.79B -11.5M 1.22 4.10 N/A N/A 56,762 69,300 1,269,286 1,341,597 2019-01-03 $31.05 $35.00 55.8% 15.7% 56.1% 73.2% 54.9% 7.8% -1.1% -19.5M 2.06B -10.7M 0.77 3.84 N/A N/A 61,152 46,780 1,287,983 1,360,105 2019-01-04 $32.66 $35.00 50.8% 14.3% 59.9% 56.8% 50.4% 7.0% -0.0% -20.4M 1.74B -11.6M 0.76 3.77 N/A N/A 73,524 55,984 1,307,671 1,362,651 2019-01-07 $34.12 $35.00 52.3% 14.8% 61.8% 61.8% 52.2% 6.5% -0.7% -17.2M 1.47B -12.5M 1.10 4.10 N/A N/A 19,102 20,941 1,284,133 1,331,705 2019-01-08 $33.60 $35.00 50.5% 14.3% 60.6% 55.6% 51.0% 5.3% -0.6% -18.7M 1.62B -12.3M 0.97 3.65 N/A N/A 50,706 49,235 1,308,596 1,377,069 2019-01-09 $35.64 $35.00 50.2% 14.5% 63.3% 54.7% 51.7% 3.9% 0.4% -15.3M 1.05B -13.5M 0.94 3.69 N/A N/A 142,596 134,229 1,323,563 1,391,030 2019-01-10 $35.91 $35.00 49.5% 14.2% 63.3% 52.4% 50.6% 4.5% -0.1% -14.4M 1.03B -13.8M 0.89 3.68 N/A N/A 70,104 62,363 1,360,802 1,451,138 2019-01-11 $36.09 $35.00 46.3% 13.2% 62.6% 41.6% 48.3% 3.8% -0.1% -7.4M 972.9M -13.6M 1.35 4.63 N/A N/A 78,627 106,101 1,377,245 1,462,823 2019-01-14 $34.81 $35.00 49.0% 14.0% 62.8% 50.8% 50.7% 4.7% -0.6% -22.3M 1.47B -13.0M 0.88 3.14 N/A N/A 71,389 62,943 1,349,413 1,448,845 2019-01-15 $33.94 $35.00 48.3% 13.8% 62.8% 48.2% 49.1% 5.1% -1.0% -22.0M 1.70B -12.7M 0.56 3.55 N/A N/A 63,171 35,553 1,380,846 1,472,713 2019-01-16 $33.64 $35.00 45.9% 13.2% 62.7% 40.3% 46.4% 6.2% -0.2% -24.0M 1.81B -12.4M 0.86 2.85 N/A N/A 52,220 44,685 1,395,429 1,481,192 2019-01-17 $33.80 $35.00 45.1% 12.9% 62.0% 37.5% 45.7% 5.5% -0.2% -23.7M 1.65B -12.4M 0.99 3.73 N/A N/A 130,407 128,753 1,410,716 1,454,892 2019-01-18 $35.61 $35.00 42.5% 12.2% 53.2% 28.8% 43.2% 3.3% -0.5% -6.8M 1.08B -13.7M 0.53 2.70 N/A N/A 180,229 94,627 1,472,256 1,521,631 2019-01-22 $33.83 $35.00 47.0% 14.0% 57.1% 44.1% 50.6% 4.2% 0.1% -20.0M 1.29B -12.8M 1.21 3.97 N/A N/A 72,385 87,251 712,452 1,140,297 2019-01-23 $34.03 $35.00 46.7% 13.8% 55.3% 42.8% 49.2% 4.0% 1.1% -20.4M 1.26B -12.9M 0.88 2.92 N/A N/A 55,250 48,394 731,702 1,177,896 2019-01-24 $36.73 $35.00 45.9% 13.5% 58.5% 40.3% 48.8% 3.3% 1.3% -8.3M 570.9M -14.3M 0.81 3.10 N/A N/A 156,388 126,850 758,913 1,197,017 2019-01-25 $39.09 $35.00 45.5% 13.4% 60.5% 39.1% 48.2% 3.1% 0.7% -6.4M -9.8M -15.2M 0.88 3.19 N/A N/A 185,820 164,012 794,709 1,242,746 2019-01-28 $38.12 $36.00 47.6% 14.1% 61.0% 46.0% 51.8% 3.6% -0.2% -17.3M 449.2M -15.2M 1.16 5.42 N/A N/A 15,493 17,933 778,622 1,257,343 2019-01-29 $37.50 $36.50 49.1% 14.5% 61.3% 51.1% 51.4% 4.3% -0.4% -21.5M 629.4M -15.1M 1.51 3.15 N/A N/A 44,440 67,201 797,032 1,288,081 2019-01-30 $38.36 $36.50 47.0% 13.8% 61.5% 44.0% 48.9% 4.8% -0.7% -17.1M 412.4M -15.4M 0.72 3.44 N/A N/A 67,449 48,650 806,764 1,310,872 2019-01-31 $37.91 $36.00 47.4% 13.5% 61.4% 45.4% 46.4% 4.6% -0.5% -21.0M 536.4M -15.3M 0.88 3.80 N/A N/A 69,388 60,879 820,560 1,322,409
« Dec 2018 | All History | Feb 2019 » Home MU History January 2019