MU Options History — May 2019 In May 2019, MU traded between $32.75 and $43.24. ATM implied volatility averaged 45.3%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 14.6% (HV 20d: 30.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.20.
Notable Days 2019-05-31 : Highest Volume — 201,732 contracts2019-05-28 : Largest IV spike — 17.2% change2019-05-31 : Highest IV Rank — 71.5%2019-05-20 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.31 $32.75 $43.24 $42.02 $32.75 Max Pain $43.09 $40.00 $45.00 $43.00 $40.00 ATM IV 45.3% 37.7% 55.2% 38.1% 55.2% Expected Move 12.7% 10.7% 14.1% 11.1% 13.0% HV 20d 30.6% 19.4% 39.1% 21.6% 38.2% HV 60d 39.0% 36.9% 40.5% 40.5% 38.7% IV Rank 38.2% 12.8% 71.5% 14.2% 71.5% IV Percentile 43.9% 9.9% 85.7% 11.5% 85.7% Term Structure 1.3% -2.5% 9.6% 0.4% -1.8% VWIV 44.4% 38.4% 50.6% 38.6% 44.8% Skew 25d 5.9% 4.5% 7.6% 4.9% 5.8% Skew 10d 11.6% 8.7% 14.8% 8.7% 11.7% Call IV 25d 42.6% 35.4% 53.6% 35.8% 53.6% Put IV 25d 48.5% 39.9% 59.4% 40.6% 59.4% Bid-Ask Spread % 3.13 2.35 4.16 3.39 2.53 Gamma HHI 0.09 0.07 0.13 0.07 0.08 Net GEX -32.0M -47.8M 8.0M -18.7M -34.1M Net DEX 1.32B 2.6M 1.88B 413.5M 1.78B Net VEX -12.1M -13.9M -10.3M -13.7M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.34 1.88 1.19 0.34 Total Volume 137,685 82,487 201,732 82,487 201,732 Total OI 2,025,703 1,891,247 2,163,502 1,989,191 2,163,502
Daily Data (22 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 2019-05-01 $42.02 $43.00 38.1% 11.1% 21.6% 14.2% 38.6% 4.9% 0.4% -18.7M 413.5M -13.7M 1.19 3.39 N/A N/A 37,650 44,837 798,391 1,190,800 2019-05-02 $42.48 $43.00 38.7% 11.3% 19.5% 16.2% 40.2% 4.6% 0.3% -9.9M 273.1M -13.9M 1.12 3.39 N/A N/A 44,681 49,876 805,610 1,204,466 2019-05-03 $43.24 $43.00 37.7% 10.7% 19.4% 12.8% 38.4% 4.5% -0.3% 8.0M 2.6M -13.9M 0.81 3.27 N/A N/A 46,656 37,943 812,696 1,215,033 2019-05-06 $42.14 $45.00 38.9% 11.7% 21.1% 16.8% 41.6% 5.4% 0.3% -23.3M 425.8M -13.5M 1.50 2.91 N/A N/A 51,965 77,909 761,308 1,171,783 2019-05-07 $40.05 $45.00 45.4% 13.5% 27.4% 38.5% 48.0% 7.2% -0.5% -35.4M 998.2M -13.2M 1.47 2.88 N/A N/A 61,129 89,555 774,475 1,188,340 2019-05-08 $39.97 $45.00 44.2% 13.3% 25.8% 34.6% 46.5% 7.2% -0.3% -37.6M 1.03B -13.2M 0.81 4.16 N/A N/A 65,323 52,808 785,186 1,200,569 2019-05-09 $39.31 $45.00 45.4% 13.8% 25.9% 38.7% 48.7% 7.3% 0.0% -41.5M 1.23B -13.1M 1.50 3.55 N/A N/A 71,127 106,665 798,194 1,219,699 2019-05-10 $38.84 $45.00 43.8% 12.9% 25.9% 33.4% 46.1% 6.2% -0.4% -47.8M 1.38B -12.7M 1.32 2.87 N/A N/A 69,217 91,590 822,126 1,239,587 2019-05-13 $37.32 $45.00 46.6% 13.9% 28.9% 42.6% 48.6% 7.6% 1.9% -41.5M 1.60B -11.8M 1.83 2.78 N/A N/A 67,768 123,730 762,480 1,195,312 2019-05-14 $38.48 $44.00 42.4% 12.7% 31.6% 28.5% 45.1% 6.2% 1.9% -42.0M 1.35B -12.7M 0.93 3.36 N/A N/A 51,436 47,854 800,357 1,235,534 2019-05-15 $38.42 $44.00 40.0% 12.0% 30.1% 20.6% 42.5% 5.7% 1.6% -41.5M 1.37B -12.5M 1.57 2.35 N/A N/A 33,613 52,726 823,960 1,243,330 2019-05-16 $37.36 $44.00 40.6% 12.1% 30.6% 22.5% 41.9% 5.1% 1.8% -46.2M 1.58B -12.1M 1.16 2.95 N/A N/A 83,623 97,215 831,279 1,234,177 2019-05-17 $35.93 $44.00 44.1% 13.3% 32.1% 34.3% 45.9% 5.4% 3.2% -45.4M 1.88B -11.7M 1.20 3.84 N/A N/A 71,596 85,759 865,928 1,258,125 2019-05-20 $34.64 $44.00 48.7% 14.1% 33.2% 49.7% 50.6% 7.2% 2.9% -31.9M 1.75B -11.0M 1.28 3.43 N/A N/A 67,615 86,676 743,163 1,148,084 2019-05-21 $35.61 $43.00 46.4% 13.4% 35.9% 42.1% 45.7% 6.5% 3.4% -30.6M 1.56B -11.5M 1.88 3.17 N/A N/A 41,858 78,552 772,119 1,168,773 2019-05-22 $34.88 $43.00 47.2% 13.5% 35.8% 44.6% 46.5% 6.0% 3.4% -32.6M 1.71B -11.3M 0.89 3.97 N/A N/A 78,017 69,344 788,005 1,191,686 2019-05-23 $33.60 $42.00 47.5% 13.2% 37.0% 45.8% 45.7% 5.9% 7.3% -32.8M 1.85B -10.7M 0.87 2.63 N/A N/A 82,761 72,122 822,366 1,190,403 2019-05-24 $34.03 $41.00 44.4% 11.7% 37.9% 35.2% 40.7% 5.7% 9.6% -31.7M 1.71B -11.0M 0.70 3.01 N/A N/A 67,636 47,201 863,148 1,189,992 2019-05-28 $32.97 $40.00 52.0% 12.5% 38.2% 60.8% 43.4% 5.2% -2.4% -30.0M 1.82B -10.3M 1.61 2.84 N/A N/A 60,392 96,961 856,465 1,171,176 2019-05-29 $33.38 $40.00 55.2% 12.8% 39.1% 71.3% 43.7% 5.7% -2.5% -30.2M 1.74B -11.0M 1.02 2.88 N/A N/A 78,415 79,865 882,100 1,226,640 2019-05-30 $33.35 $40.00 53.7% 12.3% 39.1% 66.5% 42.9% 5.1% -2.2% -27.6M 1.68B -11.1M 1.41 2.59 N/A N/A 43,911 61,761 924,450 1,224,649 2019-05-31 $32.75 $40.00 55.2% 13.0% 38.2% 71.5% 44.8% 5.8% -1.8% -34.1M 1.78B -10.9M 0.34 2.53 N/A N/A 150,241 51,491 936,519 1,226,983
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