MU Options History — August 2019 In August 2019, MU traded between $41.76 and $45.24. ATM implied volatility averaged 46.6%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 4.9% (HV 20d: 41.8%). Max pain ranged from $41.00 to $44.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2019-08-13 : Highest Volume — 196,718 contracts2019-08-05 : Largest IV spike — 14.3% change2019-08-27 : Highest IV Rank — 59.3%2019-08-14 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.33 $41.76 $45.24 $43.78 $45.24 Max Pain $42.23 $41.00 $44.50 $44.00 $43.00 ATM IV 46.6% 42.1% 52.2% 42.5% 50.3% Expected Move 12.8% 11.6% 14.2% 12.3% 11.6% HV 20d 41.8% 37.6% 45.1% 37.7% 43.2% HV 60d 46.2% 45.4% 47.4% 46.3% 45.4% IV Rank 41.2% 23.8% 59.3% 28.8% 52.7% IV Percentile 49.9% 30.2% 73.0% 36.9% 63.9% Term Structure 0.9% -1.4% 7.4% -0.8% -1.4% VWIV 45.0% 40.4% 49.4% 43.9% 40.4% Skew 25d 6.0% 2.7% 7.3% 2.7% 6.3% Skew 10d 11.0% 6.5% 14.8% 6.5% 12.7% Call IV 25d 44.1% 40.0% 49.9% 41.6% 47.5% Put IV 25d 50.1% 44.3% 57.2% 44.3% 53.9% Bid-Ask Spread % 2.37 1.64 6.38 3.28 2.07 Gamma HHI 0.05 0.04 0.09 0.05 0.07 Net GEX 5.3M -15.3M 26.3M 1.2M 24.9M Net DEX -274.9M -846.6M 197.2M -271.9M -846.6M Net VEX -13.6M -14.0M -13.3M -14.0M -13.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.41 1.52 0.95 0.93 Total Volume 115,468.5 34,464 196,718 187,146 148,718 Total OI 1,913,205.364 1,756,665 2,020,329 1,994,712 1,942,331
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 2019-08-01 $43.78 $44.00 42.5% 12.3% 37.7% 28.8% 43.9% 2.7% -0.8% 1.2M -271.9M -14.0M 0.95 3.28 N/A N/A 96,156 90,990 962,695 1,032,017 2019-08-02 $44.10 $44.50 43.3% 12.6% 37.6% 31.6% 44.6% 5.2% -1.0% -1.4M -345.4M -14.0M 1.50 2.31 N/A N/A 60,132 90,053 966,950 1,039,872 2019-08-05 $41.92 $42.00 49.5% 13.9% 41.7% 52.3% 48.9% 6.8% -0.5% -6.1M 155.8M -13.6M 0.91 2.38 N/A N/A 90,104 82,379 878,475 998,261 2019-08-06 $42.48 $42.00 46.3% 13.2% 41.4% 41.6% 46.3% 7.0% -0.0% -2.7M 4.6M -13.6M 0.83 1.87 N/A N/A 46,448 38,353 908,324 1,009,683 2019-08-07 $41.82 $42.00 48.3% 13.4% 39.2% 48.2% 46.4% 6.1% -1.4% -7.3M 191.2M -13.5M 1.52 2.34 N/A N/A 75,476 114,825 920,059 1,021,249 2019-08-08 $42.61 $42.00 45.5% 12.8% 39.6% 38.8% 45.0% 4.7% -0.4% -2.8M -73.4M -13.6M 0.89 2.23 N/A N/A 45,198 40,063 948,346 1,033,747 2019-08-09 $41.76 $42.00 45.1% 13.4% 38.8% 37.4% 46.7% 5.5% 0.2% -15.3M 197.2M -13.4M 0.70 2.51 N/A N/A 66,909 47,058 957,683 1,045,116 2019-08-12 $42.34 $41.00 46.2% 13.7% 39.3% 41.2% 48.9% 6.2% 1.7% -1.1M -31.0M -13.5M 0.65 2.05 N/A N/A 49,032 31,861 921,598 1,004,945 2019-08-13 $44.05 $41.00 44.7% 13.0% 40.4% 35.9% 46.1% 5.6% 0.5% 10.0M -520.9M -13.6M 0.45 1.64 N/A N/A 135,215 61,503 933,239 1,012,958 2019-08-14 $42.12 $41.00 48.4% 14.2% 43.4% 48.6% 49.1% 6.3% 0.9% -3.2M 52.8M -13.4M 1.00 2.07 N/A N/A 47,528 47,434 957,983 1,026,551 2019-08-15 $42.30 $41.00 48.6% 14.0% 42.2% 46.8% 49.4% 6.4% 0.2% -3.6M 13.4M -13.3M 0.56 2.01 N/A N/A 60,396 33,965 961,324 1,030,597 2019-08-16 $43.75 $41.00 44.1% 12.6% 43.0% 30.9% 46.0% 6.2% -0.5% 26.3M -477.7M -13.4M 0.41 1.94 N/A N/A 97,123 39,708 980,073 1,040,256 2019-08-19 $45.08 $42.00 42.1% 12.2% 43.0% 23.8% 43.4% 5.5% 5.0% 16.9M -755.6M -13.4M 0.72 1.87 N/A N/A 64,587 46,475 830,689 925,976 2019-08-20 $44.36 $42.00 43.0% 12.4% 43.2% 27.1% 43.2% 6.0% 4.6% 15.7M -569.9M -13.4M 0.48 2.12 N/A N/A 50,367 23,969 850,444 945,477 2019-08-21 $44.14 $42.00 42.6% 12.2% 42.1% 25.6% 42.7% 4.5% 4.9% 14.9M -539.0M -13.6M 0.69 2.27 N/A N/A 39,487 27,201 873,836 951,785 2019-08-22 $44.91 $42.00 43.3% 12.2% 42.8% 28.0% 43.4% 6.0% 4.8% 25.8M -766.6M -13.8M 1.11 6.38 N/A N/A 51,340 56,814 890,406 962,507 2019-08-23 $43.01 $42.50 46.6% 12.6% 45.1% 39.6% 43.4% 6.8% 7.4% -2.8M -187.6M -13.7M 1.06 3.04 N/A N/A 61,724 65,503 905,641 986,778 2019-08-26 $43.24 $43.00 50.4% 12.5% 45.1% 53.2% 43.7% 7.3% -1.3% 3.6M -265.8M -13.6M 0.67 1.83 N/A N/A 20,672 13,792 856,271 968,805 2019-08-27 $42.47 $43.00 52.2% 12.5% 44.9% 59.3% 44.6% 7.3% -1.2% -461.5K -73.6M -13.3M 1.03 2.08 N/A N/A 38,813 39,823 868,633 980,126 2019-08-28 $43.10 $43.00 52.1% 12.1% 42.2% 59.0% 43.5% 7.2% -1.0% 4.6M -239.7M -13.4M 1.31 2.03 N/A N/A 35,138 46,187 878,771 988,556 2019-08-29 $44.73 $43.00 50.9% 11.8% 43.1% 54.9% 41.3% 6.8% -1.4% 20.3M -698.2M -13.6M 1.14 1.90 N/A N/A 56,853 64,935 891,401 1,000,084 2019-08-30 $45.24 $43.00 50.3% 11.6% 43.2% 52.7% 40.4% 6.3% -1.4% 24.9M -846.6M -13.8M 0.93 2.07 N/A N/A 77,063 71,655 908,436 1,033,895
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