MU Options History — June 2019 In June 2019, MU traded between $32.50 and $38.85. ATM implied volatility averaged 51.6%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 6.6% (HV 20d: 45.1%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.03.
Notable Days 2019-06-26 : Highest Volume — 530,813 contracts2019-06-26 : Largest IV drop — 21.1% change2019-06-25 : Highest IV Rank — 74.7%2019-06-25 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $34.25 $32.50 $38.85 $32.67 $38.85 Max Pain $36.60 $35.00 $38.00 $37.00 $36.00 ATM IV 51.6% 41.3% 56.2% 55.8% 41.7% Expected Move 14.2% 11.6% 16.7% 13.5% 11.9% HV 20d 45.1% 36.7% 58.7% 36.7% 58.0% HV 60d 39.8% 35.9% 43.6% 38.7% 43.3% IV Rank 59.4% 24.7% 74.7% 73.4% 26.1% IV Percentile 72.4% 29.0% 90.9% 88.9% 31.7% Term Structure -1.2% -2.6% 0.8% -2.0% 0.5% VWIV 49.8% 40.9% 57.4% 47.7% 42.6% Skew 25d 3.9% 2.1% 5.5% 5.5% 3.8% Skew 10d 8.1% 4.3% 12.3% 12.3% 7.4% Call IV 25d 50.0% 39.2% 53.8% 52.8% 40.3% Put IV 25d 53.9% 43.7% 58.7% 58.3% 44.1% Bid-Ask Spread % 2.31 1.74 2.68 2.62 2.11 Gamma HHI 0.10 0.05 0.48 0.08 0.14 Net GEX -14.2M -59.5M 15.2M -20.1M 15.2M Net DEX 1.16B -447.0M 1.76B 1.68B -447.0M Net VEX -11.3M -13.0M -10.3M -10.9M -13.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.39 1.73 0.64 0.85 Total Volume 163,263.9 64,898 530,813 64,898 251,066 Total OI 2,208,288.05 1,756,731 2,444,015 2,204,834 2,168,366
Daily Data (20 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 2019-06-03 $32.67 $37.00 55.8% 13.5% 36.7% 73.4% 47.7% 5.5% -2.0% -20.1M 1.68B -10.9M 0.64 2.62 N/A N/A 39,567 25,331 999,241 1,205,593 2019-06-04 $34.43 $37.00 52.4% 12.1% 43.3% 61.9% 42.3% 4.9% -1.7% -10.1M 1.27B -11.8M 0.52 2.17 N/A N/A 58,366 30,509 1,016,823 1,212,189 2019-06-05 $33.34 $37.00 52.9% 12.5% 41.4% 63.7% 44.3% 4.4% -1.5% -17.2M 1.56B -11.1M 0.67 2.07 N/A N/A 53,101 35,769 1,022,598 1,219,786 2019-06-06 $33.50 $38.00 52.7% 14.3% 41.7% 63.0% 49.7% 4.5% -1.8% -16.5M 1.50B -11.2M 0.63 2.22 N/A N/A 42,695 26,871 1,032,140 1,220,961 2019-06-07 $33.95 $38.00 52.1% 14.3% 42.3% 61.1% 50.5% 4.0% -1.5% -3.8M 1.36B -11.5M 1.30 2.68 N/A N/A 51,757 67,440 1,046,228 1,224,822 2019-06-10 $34.91 $38.00 51.9% 14.2% 44.0% 60.2% 49.8% 3.5% -1.8% -9.9M 1.08B -11.6M 1.03 2.58 N/A N/A 48,540 50,151 1,015,636 1,198,049 2019-06-11 $34.88 $38.00 52.0% 14.2% 42.1% 60.7% 50.7% 3.6% -2.2% -9.5M 1.11B -11.6M 1.73 2.44 N/A N/A 26,661 46,073 1,026,199 1,207,317 2019-06-12 $32.98 $38.00 53.4% 14.7% 44.0% 65.3% 52.1% 4.2% -1.9% -25.3M 1.68B -10.5M 1.70 2.29 N/A N/A 67,420 114,789 1,025,687 1,232,033 2019-06-13 $33.31 $38.00 53.3% 14.8% 44.4% 65.2% 52.1% 3.3% -1.8% -22.3M 1.58B -10.9M 1.17 2.01 N/A N/A 39,685 46,338 1,046,073 1,253,440 2019-06-14 $32.72 $38.00 53.4% 14.8% 43.9% 65.3% 52.3% 3.4% -2.6% -27.2M 1.75B -10.6M 1.10 2.52 N/A N/A 64,867 71,435 1,052,918 1,262,981 2019-06-17 $32.50 $37.00 53.6% 15.2% 42.2% 65.9% 52.4% 3.0% -1.3% -26.0M 1.76B -10.3M 0.39 2.43 N/A N/A 86,612 33,996 1,036,066 1,248,690 2019-06-18 $34.31 $35.00 53.0% 15.1% 45.4% 64.0% 52.6% 3.2% -1.0% -9.9M 1.21B -11.4M 0.83 2.20 N/A N/A 109,433 91,258 1,076,663 1,248,405 2019-06-19 $34.11 $35.00 51.4% 14.7% 44.2% 58.8% 51.4% 3.4% -0.6% -11.5M 1.35B -11.3M 1.13 2.52 N/A N/A 40,707 45,929 1,107,512 1,287,197 2019-06-20 $34.12 $35.00 52.4% 15.1% 43.7% 62.1% 53.2% 2.1% -0.8% -12.8M 1.31B -11.3M 1.07 2.12 N/A N/A 79,453 85,292 1,107,547 1,281,739 2019-06-21 $33.06 $35.00 54.4% 15.7% 43.1% 68.9% 54.7% 2.5% -0.7% -59.5M 1.64B -10.8M 1.34 2.44 N/A N/A 86,498 115,974 1,126,131 1,317,884 2019-06-24 $33.30 $36.00 54.1% 15.8% 42.9% 67.7% 54.5% 3.7% -0.8% -16.8M 988.9M -10.7M 1.16 1.74 N/A N/A 81,089 94,040 744,456 1,012,275 2019-06-25 $32.91 $35.00 56.2% 16.7% 41.5% 74.7% 57.4% 5.5% -1.2% -17.0M 1.06B -10.8M 1.36 2.59 N/A N/A 114,279 155,804 782,036 1,046,376 2019-06-26 $36.82 $35.00 44.4% 12.5% 57.6% 35.1% 44.8% 4.8% 0.2% 6.4M 103.3M -12.2M 0.94 2.47 N/A N/A 273,759 257,054 837,295 1,122,061 2019-06-27 $38.25 $36.00 41.3% 11.6% 58.7% 24.7% 40.9% 4.5% 0.8% 9.0M -261.1M -12.8M 0.94 1.93 N/A N/A 131,572 124,098 894,083 1,200,265 2019-06-28 $38.85 $36.00 41.7% 11.9% 58.0% 26.1% 42.6% 3.8% 0.5% 15.2M -447.0M -13.0M 0.85 2.11 N/A N/A 135,532 115,534 926,881 1,241,485
« May 2019 | All History | Jul 2019 » Home MU History June 2019