MU Options History — March 2019 In March 2019, MU traded between $37.80 and $44.08. ATM implied volatility averaged 47.7%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 5.6% (HV 20d: 42.1%). Max pain ranged from $39.00 to $43.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.16.
Notable Days 2019-03-21 : Highest Volume — 540,523 contracts2019-03-21 : Largest IV drop — 22.4% change2019-03-07 : Highest IV Rank — 84.9%2019-03-07 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $39.97 $37.80 $44.08 $41.66 $41.32 Max Pain $41.48 $39.00 $43.00 $39.00 $43.00 ATM IV 47.7% 37.6% 59.2% 51.9% 37.9% Expected Move 12.5% 10.8% 15.2% 11.6% 11.1% HV 20d 42.1% 31.3% 52.4% 44.9% 52.4% HV 60d 53.0% 49.0% 56.3% 56.3% 52.7% IV Rank 46.4% 12.5% 84.9% 60.2% 13.6% IV Percentile 48.0% 3.6% 94.8% 69.0% 4.8% Term Structure -1.2% -2.9% 0.8% -2.5% -0.4% VWIV 43.9% 38.6% 54.3% 40.9% 39.0% Skew 25d 7.1% 3.0% 10.2% 10.2% 3.0% Skew 10d 15.0% 6.5% 21.2% 21.0% 6.5% Call IV 25d 44.6% 35.1% 55.6% 47.8% 36.9% Put IV 25d 51.7% 39.7% 64.7% 58.1% 39.8% Bid-Ask Spread % 3.07 2.40 6.31 3.05 3.17 Gamma HHI 0.07 0.05 0.09 0.06 0.06 Net GEX -32.9M -50.3M 11.2M -23.7M -17.1M Net DEX 727.3M -601.1M 1.34B 124.5M 359.4M Net VEX -15.0M -15.9M -14.5M -15.9M -15.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.66 3.31 0.87 0.84 Total Volume 172,823.381 99,970 540,523 150,909 200,846 Total OI 2,304,172.048 2,025,768 2,485,695 2,385,659 2,257,863
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 2019-03-01 $41.66 $39.00 51.9% 11.6% 44.9% 60.2% 40.9% 10.2% -2.5% -23.7M 124.5M -15.9M 0.87 3.05 N/A N/A 80,753 70,156 903,389 1,482,270 2019-03-04 $40.99 $39.00 53.9% 12.9% 43.0% 67.0% 45.4% 9.9% -1.4% -31.2M 390.6M -15.7M 0.99 2.40 N/A N/A 50,337 49,633 865,129 1,441,424 2019-03-05 $40.14 $39.50 54.8% 13.0% 43.7% 70.1% 45.9% 9.3% -1.6% -38.8M 659.9M -15.5M 1.21 2.63 N/A N/A 56,688 68,461 876,668 1,463,269 2019-03-06 $38.01 $39.50 57.4% 14.2% 48.0% 78.7% 49.2% 9.9% -2.2% -48.6M 1.31B -14.9M 0.99 2.48 N/A N/A 106,257 105,207 887,548 1,478,334 2019-03-07 $37.80 $39.00 59.2% 15.2% 42.6% 84.9% 54.3% 9.0% -2.3% -45.6M 1.34B -14.9M 1.26 3.86 N/A N/A 60,900 76,772 911,036 1,496,697 2019-03-08 $38.67 $39.00 57.1% 13.4% 38.4% 77.7% 47.7% 9.3% -1.2% -44.2M 1.05B -15.2M 0.99 3.97 N/A N/A 88,450 87,842 922,728 1,513,842 2019-03-11 $39.07 $42.00 51.5% 13.2% 37.8% 59.0% 44.5% 8.3% -1.3% -43.6M 884.5M -14.8M 1.33 2.50 N/A N/A 66,777 89,019 891,281 1,479,793 2019-03-12 $39.28 $42.00 50.1% 12.9% 37.8% 54.4% 45.5% 8.5% -1.7% -44.5M 830.3M -14.9M 3.31 2.77 N/A N/A 36,123 119,439 911,932 1,520,138 2019-03-13 $38.88 $42.00 49.3% 12.7% 33.5% 51.6% 44.0% 8.1% -1.9% -46.3M 981.5M -14.7M 1.42 2.69 N/A N/A 48,520 68,916 919,371 1,523,167 2019-03-14 $38.58 $42.00 50.8% 13.0% 31.3% 56.7% 46.8% 7.4% -2.9% -50.3M 1.07B -14.6M 1.64 3.03 N/A N/A 54,536 89,521 925,463 1,533,687 2019-03-15 $39.52 $42.00 48.2% 12.5% 32.3% 47.9% 45.3% 7.0% -2.8% -18.3M 738.6M -14.7M 0.66 2.61 N/A N/A 90,557 60,006 941,345 1,544,350 2019-03-18 $39.62 $42.00 47.7% 12.5% 32.4% 46.2% 43.6% 7.2% -1.3% -29.0M 810.7M -14.6M 0.75 2.85 N/A N/A 67,226 50,658 753,666 1,272,102 2019-03-19 $40.30 $42.00 46.8% 12.6% 33.1% 43.3% 45.1% 7.4% -1.5% -24.9M 644.1M -14.8M 1.10 2.93 N/A N/A 75,996 83,652 781,816 1,292,927 2019-03-20 $40.16 $42.00 48.4% 12.8% 33.0% 48.8% 44.6% 7.7% -1.9% -26.2M 697.9M -15.0M 1.13 6.31 N/A N/A 133,920 151,009 806,273 1,327,969 2019-03-21 $44.08 $42.00 37.6% 10.8% 46.9% 12.5% 38.6% 4.6% 0.6% 11.2M -601.1M -15.1M 0.81 2.77 N/A N/A 298,363 242,160 858,693 1,399,316 2019-03-22 $41.68 $43.00 39.3% 11.3% 50.8% 18.1% 40.3% 4.9% 0.8% -22.3M 350.8M -15.5M 1.19 3.38 N/A N/A 112,033 133,425 902,840 1,469,008 2019-03-25 $40.72 $43.00 40.3% 11.5% 51.1% 21.4% 40.3% 4.9% -0.1% -32.2M 693.0M -15.1M 1.12 2.59 N/A N/A 57,295 63,998 830,093 1,350,210 2019-03-26 $40.19 $43.00 40.0% 11.6% 51.2% 20.6% 40.0% 4.7% 0.3% -34.3M 822.0M -14.9M 0.84 2.72 N/A N/A 55,244 46,182 844,735 1,353,834 2019-03-27 $39.25 $43.00 40.5% 11.7% 50.1% 22.2% 40.5% 4.2% 0.2% -40.9M 1.11B -14.5M 1.03 3.03 N/A N/A 61,343 63,362 855,434 1,367,082 2019-03-28 $39.43 $43.00 39.8% 11.6% 50.0% 19.7% 40.4% 4.3% -0.3% -39.3M 1.01B -14.5M 0.86 2.81 N/A N/A 57,915 49,794 864,468 1,366,423 2019-03-29 $41.32 $43.00 37.9% 11.1% 52.4% 13.6% 39.0% 3.0% -0.4% -17.1M 359.4M -15.0M 0.84 3.17 N/A N/A 109,310 91,536 881,119 1,376,744
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