MU Options History — July 2019 In July 2019, MU traded between $39.41 and $48.10. ATM implied volatility averaged 38.5%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 8.8% (HV 20d: 47.3%). Max pain ranged from $36.00 to $44.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2019-07-19 : Highest Volume — 383,985 contracts2019-07-02 : Largest IV drop — 7.3% change2019-07-22 : Highest IV Rank — 23.3%2019-07-22 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.08 $39.41 $48.10 $40.16 $45.11 Max Pain $40.55 $36.00 $44.00 $36.00 $44.00 ATM IV 38.5% 35.3% 40.8% 38.6% 40.6% Expected Move 11.0% 9.5% 11.7% 10.7% 11.6% HV 20d 47.3% 29.8% 58.5% 58.5% 35.5% HV 60d 45.1% 43.4% 47.1% 43.7% 47.1% IV Rank 15.6% 4.8% 23.3% 15.9% 22.5% IV Percentile 17.5% 2.4% 31.3% 13.9% 31.0% Term Structure -0.2% -0.9% 0.4% -0.2% -0.9% VWIV 38.7% 33.7% 41.2% 37.6% 40.9% Skew 25d 1.9% -0.6% 4.6% 3.7% 0.6% Skew 10d 3.7% -1.5% 8.8% 7.3% 1.3% Call IV 25d 38.1% 33.9% 42.0% 37.1% 41.0% Put IV 25d 40.1% 38.0% 41.6% 40.8% 41.6% Bid-Ask Spread % 2.03 1.72 2.91 2.02 2.03 Gamma HHI 0.09 0.05 0.24 0.06 0.06 Net GEX 22.5M -1.4M 51.4M 6.8M 13.2M Net DEX -1.17B -1.95B -261.6M -552.6M -697.3M Net VEX -13.6M -14.3M -12.6M -12.9M -14.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.42 1.25 0.83 0.57 Total Volume 185,556.818 60,144 383,985 340,537 150,950 Total OI 2,062,748.409 1,896,150 2,286,161 1,990,924 1,960,923
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 2019-07-01 $40.16 $36.00 38.6% 10.7% 58.5% 15.9% 37.6% 3.7% -0.2% 6.8M -552.6M -12.9M 0.83 2.02 N/A N/A 186,154 154,383 857,697 1,133,227 2019-07-02 $39.56 $36.00 35.8% 9.5% 56.9% 6.5% 34.0% 3.7% -0.3% -1.4M -292.4M -13.0M 1.25 1.96 N/A N/A 61,307 76,522 890,028 1,167,799 2019-07-03 $39.49 $36.00 35.9% 9.6% 55.2% 6.8% 33.7% 4.2% -0.4% 340.0K -276.2M -12.9M 0.91 2.08 N/A N/A 31,430 28,714 901,084 1,177,778 2019-07-05 $39.41 $39.00 35.3% 10.3% 55.3% 4.8% 35.9% 4.1% -0.4% -705.6K -261.6M -12.6M 1.02 2.66 N/A N/A 53,655 54,667 907,120 1,183,983 2019-07-08 $40.48 $39.00 36.5% 10.5% 55.6% 8.9% 37.0% 4.0% 0.4% 5.3M -449.3M -12.6M 0.69 1.80 N/A N/A 84,570 58,473 841,767 1,115,926 2019-07-09 $41.25 $39.00 36.9% 10.6% 55.3% 10.2% 37.1% 4.6% -0.1% 9.4M -670.0M -12.8M 0.45 2.91 N/A N/A 122,692 55,713 861,238 1,129,745 2019-07-10 $42.92 $39.00 36.9% 10.4% 56.3% 10.0% 37.3% 3.6% -0.6% 23.2M -1.20B -13.1M 0.68 2.11 N/A N/A 201,109 137,682 906,358 1,144,912 2019-07-11 $43.41 $40.00 38.0% 10.9% 50.5% 13.8% 37.7% 3.2% -0.2% 30.2M -1.28B -13.4M 0.45 1.98 N/A N/A 132,513 59,202 942,359 1,194,199 2019-07-12 $44.56 $40.00 38.4% 10.9% 50.7% 15.2% 38.5% 2.5% -0.6% 17.9M -1.70B -13.6M 0.54 2.06 N/A N/A 182,283 98,581 976,107 1,211,938 2019-07-15 $44.50 $40.00 38.7% 11.1% 49.6% 16.2% 39.0% 2.1% 0.2% 25.7M -1.46B -13.7M 0.76 1.83 N/A N/A 68,494 52,355 977,742 1,189,733 2019-07-16 $43.09 $40.00 39.0% 11.2% 51.9% 17.0% 39.5% 1.9% -0.2% 15.3M -1.00B -13.6M 0.78 2.01 N/A N/A 93,748 73,147 988,532 1,202,064 2019-07-17 $43.49 $40.00 39.4% 11.3% 49.7% 18.6% 39.6% 1.7% 0.1% 22.5M -1.17B -13.9M 1.20 2.10 N/A N/A 49,390 59,058 1,026,430 1,221,124 2019-07-18 $44.62 $41.00 38.7% 11.1% 49.5% 16.1% 39.2% 1.4% -0.2% 33.5M -1.55B -13.9M 0.56 2.17 N/A N/A 102,522 57,441 1,029,047 1,238,456 2019-07-19 $45.78 $41.00 40.3% 11.6% 49.4% 21.7% 40.8% 0.3% -0.7% 51.4M -1.95B -14.0M 0.42 1.82 N/A N/A 270,238 113,747 1,034,928 1,251,233 2019-07-22 $47.20 $42.00 40.8% 11.7% 46.5% 23.3% 41.2% -0.4% -0.0% 35.0M -1.65B -14.1M 0.53 1.81 N/A N/A 183,317 97,719 909,735 986,415 2019-07-23 $46.99 $43.00 39.7% 11.4% 47.1% 19.5% 40.3% 0.5% 0.2% 35.7M -1.56B -14.2M 0.52 1.96 N/A N/A 87,071 45,218 931,605 1,015,888 2019-07-24 $48.10 $43.00 40.3% 11.6% 45.8% 21.6% 41.2% -0.6% 0.2% 33.8M -1.86B -14.0M 0.57 1.72 N/A N/A 190,603 108,453 923,698 1,020,753 2019-07-25 $47.86 $43.00 40.4% 11.6% 30.5% 21.9% 41.1% -0.3% -0.0% 41.3M -1.81B -14.3M 0.79 2.21 N/A N/A 79,650 63,062 976,643 1,050,696 2019-07-26 $47.50 $43.00 39.2% 11.4% 29.8% 17.7% 40.4% 0.4% 0.2% 37.8M -1.69B -14.3M 0.80 1.73 N/A N/A 86,320 68,809 987,543 1,054,313 2019-07-29 $46.82 $44.00 39.0% 11.3% 31.1% 17.2% 40.0% 0.8% -0.4% 26.1M -1.22B -14.1M 0.84 1.91 N/A N/A 62,897 52,804 913,875 1,001,573 2019-07-30 $47.42 $44.00 39.1% 11.2% 29.8% 17.6% 39.7% 0.8% -0.5% 33.2M -1.41B -14.0M 0.65 1.86 N/A N/A 51,718 33,869 930,039 1,014,212 2019-07-31 $45.11 $44.00 40.6% 11.6% 35.5% 22.5% 40.9% 0.6% -0.9% 13.2M -697.3M -14.0M 0.57 2.03 N/A N/A 96,314 54,636 942,829 1,018,094
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