MU Options History — April 2019 In April 2019, MU traded between $41.75 and $43.69. ATM implied volatility averaged 37.7%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 3.5% (HV 20d: 41.3%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.02.
Notable Days 2019-04-03 : Highest Volume — 250,390 contracts2019-04-26 : Largest IV spike — 4.5% change2019-04-29 : Highest IV Rank — 21.5%2019-04-29 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.62 $41.75 $43.69 $42.07 $42.09 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 37.7% 35.9% 40.3% 36.1% 39.6% Expected Move 10.9% 10.3% 12.0% 10.6% 11.6% HV 20d 41.3% 22.0% 52.4% 52.4% 22.0% HV 60d 46.5% 40.5% 51.5% 51.5% 40.5% IV Rank 12.9% 6.7% 21.5% 7.4% 19.2% IV Percentile 7.7% 2.4% 22.2% 2.4% 18.3% Term Structure -0.0% -0.9% 0.8% 0.5% -0.3% VWIV 38.2% 36.5% 42.2% 37.5% 40.3% Skew 25d 4.1% 3.1% 5.6% 3.1% 4.8% Skew 10d 7.7% 5.8% 10.8% 5.8% 8.9% Call IV 25d 35.8% 34.6% 37.2% 35.1% 37.1% Put IV 25d 39.9% 38.1% 42.5% 38.1% 41.9% Bid-Ask Spread % 2.78 2.05 3.84 2.44 2.85 Gamma HHI 0.08 0.05 0.25 0.06 0.07 Net GEX -15.9M -50.9M 1.0M -15.1M -15.8M Net DEX 115.8M -399.5M 478.0M 160.7M 361.0M Net VEX -14.4M -15.2M -13.7M -14.9M -13.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.59 1.75 0.59 1.11 Total Volume 122,292.333 73,683 250,390 119,334 79,324 Total OI 2,161,051.476 1,860,225 2,348,947 2,174,102 1,970,265
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 2019-04-01 $42.07 $43.00 36.1% 10.6% 52.4% 7.4% 37.5% 3.1% 0.5% -15.1M 160.7M -14.9M 0.59 2.44 N/A N/A 75,112 44,222 847,757 1,326,345 2019-04-02 $42.52 $43.00 35.9% 10.3% 51.9% 6.7% 36.5% 3.5% 0.3% -9.5M 7.9M -15.0M 1.31 2.25 N/A N/A 42,234 55,331 871,551 1,339,627 2019-04-03 $43.69 $43.00 37.1% 10.7% 47.8% 10.8% 37.8% 4.0% 0.2% 1.0M -399.5M -15.1M 0.85 2.58 N/A N/A 135,394 114,996 885,614 1,357,027 2019-04-04 $42.84 $43.00 38.5% 11.1% 48.6% 15.4% 38.5% 3.8% 0.1% -11.2M -34.6M -15.2M 1.27 2.28 N/A N/A 77,935 98,691 905,319 1,381,719 2019-04-05 $43.32 $43.00 37.1% 10.9% 48.2% 10.7% 37.5% 3.9% 0.3% -10.8M -218.1M -15.1M 1.17 2.22 N/A N/A 59,679 69,939 920,904 1,402,878 2019-04-08 $42.94 $43.00 37.6% 10.9% 48.4% 12.5% 38.5% 4.4% 0.4% -14.5M -17.9M -14.8M 1.50 2.05 N/A N/A 33,861 50,634 881,402 1,364,748 2019-04-09 $41.75 $43.00 38.8% 11.1% 49.8% 16.5% 39.4% 4.5% -0.1% -25.7M 403.7M -14.5M 1.50 2.29 N/A N/A 56,201 84,125 889,338 1,370,698 2019-04-10 $42.16 $43.00 37.5% 10.9% 49.6% 12.3% 37.7% 4.1% 0.3% -21.6M 275.4M -14.6M 0.99 2.88 N/A N/A 52,769 52,238 896,805 1,394,887 2019-04-11 $42.25 $43.00 37.0% 10.6% 49.4% 10.7% 37.1% 4.1% 0.1% -22.5M 233.8M -14.5M 1.75 2.46 N/A N/A 29,887 52,167 910,217 1,406,403 2019-04-12 $42.00 $43.00 37.1% 10.7% 49.0% 10.9% 37.5% 3.1% 0.0% -30.1M 339.6M -14.3M 0.99 3.12 N/A N/A 59,737 59,363 914,825 1,409,817 2019-04-15 $41.75 $43.00 37.1% 10.6% 49.1% 10.8% 37.5% 4.0% 0.5% -22.2M 400.7M -13.9M 0.88 2.58 N/A N/A 48,254 42,690 885,231 1,362,735 2019-04-16 $42.69 $43.00 37.0% 10.6% 49.3% 10.4% 37.1% 4.3% 0.8% -11.5M 74.8M -14.2M 1.06 3.30 N/A N/A 52,858 55,928 903,083 1,379,943 2019-04-17 $43.10 $43.00 38.6% 11.1% 49.3% 15.9% 38.6% 4.3% -0.9% -5.6M -85.5M -14.2M 0.84 2.61 N/A N/A 89,995 75,739 919,818 1,398,642 2019-04-18 $43.41 $43.00 37.6% 10.8% 36.4% 12.5% 37.4% 3.5% -0.3% -25.5M -169.3M -14.1M 0.68 2.35 N/A N/A 69,244 46,988 935,693 1,413,254 2019-04-22 $43.48 $43.00 37.5% 10.7% 29.9% 12.0% 37.5% 4.2% -0.6% -4.3M -34.3M -13.9M 0.61 3.84 N/A N/A 55,796 33,960 745,809 1,114,416 2019-04-23 $42.91 $43.00 37.2% 10.7% 29.0% 11.2% 38.0% 3.5% -0.6% -6.7M 112.2M -13.8M 0.82 3.19 N/A N/A 41,782 34,270 766,771 1,127,472 2019-04-24 $43.09 $43.00 37.3% 10.8% 28.4% 11.6% 37.3% 4.1% -0.6% -4.5M 51.6M -13.9M 0.91 3.24 N/A N/A 38,604 35,079 781,354 1,142,099 2019-04-25 $42.77 $43.00 37.7% 10.8% 26.9% 12.9% 37.6% 4.3% -0.8% -10.1M 161.2M -13.9M 0.65 2.91 N/A N/A 105,676 69,174 793,290 1,150,211 2019-04-26 $42.00 $43.00 39.4% 11.5% 28.1% 18.6% 40.1% 5.6% -0.4% -50.9M 478.0M -13.9M 1.32 3.70 N/A N/A 84,200 111,384 808,889 1,171,771 2019-04-29 $42.18 $43.00 40.3% 12.0% 22.9% 21.5% 42.2% 5.1% 0.5% -16.5M 331.0M -13.9M 0.62 3.34 N/A N/A 57,203 35,476 772,281 1,161,173 2019-04-30 $42.09 $43.00 39.6% 11.6% 22.0% 19.2% 40.3% 4.8% -0.3% -15.8M 361.0M -13.7M 1.11 2.85 N/A N/A 37,661 41,663 793,859 1,176,406
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