MU Options History — February 2019 In February 2019, MU traded between $38.48 and $43.05. ATM implied volatility averaged 48.2%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded below realized volatility by 6.6% (HV 20d: 54.8%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.04.
Notable Days 2019-02-06 : Highest Volume — 250,719 contracts2019-02-14 : Largest IV spike — 11.8% change2019-02-28 : Highest IV Rank — 64.3%2019-02-08 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $41.02 $38.48 $43.05 $39.59 $40.84 Max Pain $37.63 $36.00 $39.00 $36.00 $39.00 ATM IV 48.2% 42.4% 53.1% 44.9% 53.1% Expected Move 12.6% 11.3% 13.9% 12.8% 12.2% HV 20d 54.8% 42.7% 60.8% 58.6% 44.9% HV 60d 57.5% 56.3% 59.1% 57.1% 56.9% IV Rank 47.9% 28.7% 64.3% 36.9% 64.3% IV Percentile 49.7% 19.8% 75.8% 28.2% 75.8% Term Structure 1.3% -2.2% 8.4% -0.1% -2.2% VWIV 45.6% 42.9% 48.9% 45.2% 43.1% Skew 25d 7.2% 4.5% 10.2% 4.6% 10.2% Skew 10d 15.3% 5.6% 20.8% 5.6% 20.8% Call IV 25d 45.1% 40.3% 49.1% 43.4% 49.1% Put IV 25d 52.2% 45.3% 59.3% 48.0% 59.3% Bid-Ask Spread % 3.27 2.17 4.43 2.88 2.71 Gamma HHI 0.07 0.05 0.21 0.06 0.07 Net GEX -12.4M -38.8M 16.5M -9.6M -38.8M Net DEX -1.5M -559.6M 602.8M 37.9M 441.9M Net VEX -15.9M -16.3M -15.4M -15.7M -15.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.60 1.91 0.81 0.78 Total Volume 156,702.105 85,678 250,719 199,887 126,427 Total OI 2,256,559.632 2,104,872 2,446,269 2,176,203 2,359,563
Daily Data (19 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 2019-02-01 $39.59 $36.00 44.9% 12.8% 58.6% 36.9% 45.2% 4.6% -0.1% -9.6M 37.9M -15.7M 0.81 2.88 N/A N/A 110,147 89,740 833,005 1,343,198 2019-02-04 $39.38 $36.00 44.4% 13.0% 57.1% 35.4% 46.7% 4.5% 1.3% -16.5M 243.9M -15.5M 1.91 3.25 N/A N/A 35,110 66,994 793,261 1,311,611 2019-02-05 $39.41 $36.00 42.4% 12.4% 55.7% 28.7% 44.0% 4.7% 0.7% -16.5M 222.2M -15.4M 0.92 3.11 N/A N/A 44,700 40,978 802,809 1,339,338 2019-02-06 $41.73 $36.00 44.3% 12.8% 57.7% 34.8% 46.9% 5.6% 0.6% -6.9M -366.2M -15.9M 1.03 3.18 N/A N/A 123,245 127,474 813,731 1,350,723 2019-02-07 $39.31 $37.00 47.3% 13.8% 59.9% 45.0% 47.5% 5.8% 0.9% -22.1M 363.3M -15.9M 0.86 3.56 N/A N/A 98,400 85,011 835,618 1,402,098 2019-02-08 $38.48 $37.00 48.4% 13.9% 60.6% 48.6% 48.6% 6.8% 0.1% -29.7M 602.8M -15.6M 0.87 3.37 N/A N/A 108,157 94,510 868,823 1,417,427 2019-02-11 $38.50 $37.00 47.8% 13.8% 60.6% 46.7% 48.8% 6.7% 4.8% -21.6M 559.0M -15.4M 1.03 2.80 N/A N/A 53,755 55,231 852,203 1,391,888 2019-02-12 $40.41 $37.00 44.7% 12.8% 60.8% 36.2% 45.7% 6.3% 7.1% -8.3M -27.6M -15.6M 0.60 3.23 N/A N/A 125,511 75,206 860,237 1,404,503 2019-02-13 $41.65 $37.00 42.5% 12.2% 60.0% 28.9% 44.8% 6.6% 5.5% 1.4M -437.7M -15.9M 0.85 3.28 N/A N/A 122,155 104,193 894,601 1,429,402 2019-02-14 $42.23 $37.00 47.5% 13.3% 59.6% 45.6% 48.9% 8.2% 5.3% 1.4M -559.6M -16.2M 1.12 3.41 N/A N/A 105,378 118,131 910,526 1,465,178 2019-02-15 $42.00 $38.00 45.9% 12.3% 59.8% 40.3% 45.3% 6.4% 8.4% 15.2M -480.1M -16.3M 0.85 2.58 N/A N/A 121,254 103,407 934,182 1,512,087 2019-02-19 $42.10 $38.00 51.0% 12.8% 57.8% 57.3% 46.5% 7.5% -0.6% -11.8M -117.7M -16.1M 1.32 3.66 N/A N/A 51,968 68,800 823,001 1,325,590 2019-02-20 $42.26 $39.00 51.7% 12.5% 53.4% 59.8% 45.6% 7.2% -0.2% -10.3M -147.2M -16.2M 1.19 3.93 N/A N/A 64,611 77,034 842,770 1,363,009 2019-02-21 $41.57 $39.00 52.8% 12.3% 54.3% 63.2% 45.4% 9.5% -1.0% -19.1M 108.2M -16.2M 0.96 3.94 N/A N/A 52,913 50,635 857,655 1,396,985 2019-02-22 $42.42 $39.00 51.1% 11.3% 48.6% 57.7% 42.9% 8.8% -1.2% 16.5M -204.8M -16.1M 0.94 4.43 N/A N/A 63,276 59,755 875,752 1,405,621 2019-02-25 $42.95 $39.00 51.6% 12.0% 44.1% 59.3% 44.4% 8.6% -1.4% -14.3M -249.4M -16.1M 0.95 3.16 N/A N/A 65,030 61,714 846,725 1,392,472 2019-02-26 $43.05 $39.00 51.5% 11.7% 42.7% 59.1% 44.0% 8.6% -2.0% -12.3M -289.9M -16.1M 1.75 3.49 N/A N/A 35,811 62,617 862,997 1,427,221 2019-02-27 $41.41 $39.00 52.5% 12.3% 44.9% 62.4% 43.1% 9.7% -1.9% -33.1M 272.6M -16.0M 1.07 2.17 N/A N/A 61,916 66,146 874,042 1,454,781 2019-02-28 $40.84 $39.00 53.1% 12.2% 44.9% 64.3% 43.1% 10.2% -2.2% -38.8M 441.9M -15.8M 0.78 2.71 N/A N/A 71,115 55,312 890,169 1,469,394
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