MU Options History — October 2019 In October 2019, MU traded between $42.03 and $48.53. ATM implied volatility averaged 37.4%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 13.6% (HV 20d: 51.1%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.84.
Notable Days 2019-10-11 : Highest Volume — 218,495 contracts2019-10-08 : Largest IV spike — 7.8% change2019-10-02 : Highest IV Rank — 26.5%2019-10-03 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.11 $42.03 $48.53 $42.28 $47.34 Max Pain $45.11 $44.00 $46.00 $44.00 $45.50 ATM IV 37.4% 34.0% 42.9% 41.0% 34.0% Expected Move 10.8% 9.8% 12.1% 11.5% 9.9% HV 20d 51.1% 40.3% 60.6% 52.8% 40.3% HV 60d 44.6% 43.7% 45.8% 44.3% 44.2% IV Rank 8.6% 0.0% 26.5% 20.0% 0.0% IV Percentile 9.8% 0.0% 32.1% 25.0% 0.0% Term Structure -0.2% -1.4% 0.8% -0.1% 0.3% VWIV 37.9% 34.9% 42.6% 40.2% 35.9% Skew 25d 5.0% 4.0% 6.1% 5.1% 4.1% Skew 10d 9.3% 5.6% 11.7% 10.9% 8.5% Call IV 25d 35.3% 31.7% 40.4% 39.2% 32.5% Put IV 25d 40.3% 36.6% 46.0% 44.3% 36.6% Bid-Ask Spread % 1.91 1.40 4.59 1.87 1.79 Gamma HHI 0.06 0.05 0.16 0.06 0.05 Net GEX 722.1K -16.8M 29.5M -16.8M 3.8M Net DEX -130.8M -866.1M 628.6M 619.5M -506.4M Net VEX -12.8M -13.2M -12.4M -12.7M -13.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.56 1.48 0.77 1.24 Total Volume 101,619.913 39,055 218,495 116,090 87,043 Total OI 1,867,123.304 1,647,818 2,016,318 1,913,369 1,788,695
Daily Data (23 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 2019-10-01 $42.28 $44.00 41.0% 11.5% 52.8% 20.0% 40.2% 5.1% -0.1% -16.8M 619.5M -12.7M 0.77 1.87 N/A N/A 65,521 50,569 843,303 1,070,066 2019-10-02 $42.03 $44.00 42.9% 12.1% 50.3% 26.5% 42.6% 5.6% 0.0% -15.4M 628.6M -12.8M 0.91 1.84 N/A N/A 68,071 61,930 857,838 1,076,940 2019-10-03 $43.35 $46.00 41.7% 12.1% 48.9% 22.4% 41.7% 5.0% -0.3% -6.1M 271.4M -13.1M 0.60 1.64 N/A N/A 74,865 45,166 873,897 1,088,246 2019-10-04 $44.44 $45.00 39.1% 11.4% 50.1% 13.3% 39.7% 4.7% 0.1% 502.1K -41.9M -13.2M 0.69 1.57 N/A N/A 59,747 41,296 880,700 1,093,664 2019-10-07 $44.16 $45.00 39.1% 11.3% 50.0% 13.4% 38.7% 5.6% 0.4% -6.2M 84.7M -12.8M 0.79 1.48 N/A N/A 43,386 34,138 830,690 1,070,156 2019-10-08 $42.73 $45.00 42.2% 12.1% 50.9% 24.1% 41.3% 5.5% -0.1% -13.1M 449.5M -12.7M 1.06 1.52 N/A N/A 42,137 44,779 840,562 1,074,188 2019-10-09 $43.02 $45.00 40.6% 11.6% 49.9% 18.5% 40.4% 6.1% -0.1% -11.3M 384.1M -12.6M 0.57 4.59 N/A N/A 24,898 14,157 852,152 1,087,419 2019-10-10 $43.32 $45.00 39.6% 11.5% 50.1% 15.2% 39.5% 5.2% 0.4% -8.0M 264.2M -12.6M 0.64 1.69 N/A N/A 49,369 31,397 860,343 1,083,261 2019-10-11 $45.44 $45.00 39.1% 11.2% 53.8% 13.2% 38.7% 5.5% 0.4% 14.9M -390.5M -12.9M 0.63 3.50 N/A N/A 134,292 84,203 872,561 1,092,849 2019-10-14 $44.84 $45.00 36.7% 10.6% 53.8% 4.9% 37.9% 4.5% 0.5% 1.8M -127.7M -12.6M 0.67 1.50 N/A N/A 53,045 35,452 851,044 1,078,087 2019-10-15 $46.47 $45.00 35.1% 10.1% 55.4% 0.0% 36.1% 4.7% -0.4% 11.2M -647.1M -12.8M 0.59 1.66 N/A N/A 75,826 44,563 871,390 1,085,057 2019-10-16 $45.25 $45.00 35.8% 10.3% 55.9% 2.5% 36.0% 4.4% 0.0% 6.8M -275.9M -12.7M 0.87 1.40 N/A N/A 39,072 33,809 889,232 1,094,432 2019-10-17 $45.38 $45.00 35.0% 10.1% 56.0% 0.0% 34.9% 4.0% -0.6% 10.8M -322.4M -12.6M 0.56 1.53 N/A N/A 44,720 25,117 895,266 1,102,148 2019-10-18 $43.64 $45.00 36.6% 10.4% 57.2% 5.5% 36.1% 4.7% 0.8% -13.7M 267.1M -12.4M 0.98 1.49 N/A N/A 65,465 64,481 905,179 1,111,139 2019-10-21 $45.14 $45.00 35.6% 10.1% 58.6% 2.3% 35.4% 5.5% -1.2% -2.4M -78.3M -12.6M 0.72 1.86 N/A N/A 59,122 42,515 738,550 909,268 2019-10-22 $44.66 $45.00 37.1% 10.7% 58.1% 7.4% 36.9% 5.0% -1.3% -2.6M 20.3M -12.6M 1.30 1.68 N/A N/A 39,224 50,932 757,652 920,327 2019-10-23 $44.60 $45.50 37.4% 10.6% 57.3% 8.4% 37.4% 5.6% -1.4% -4.4M 54.2M -12.6M 1.48 1.83 N/A N/A 44,259 65,337 768,836 941,266 2019-10-24 $47.01 $45.50 35.1% 10.2% 60.6% 0.3% 36.2% 5.2% -1.2% 11.4M -583.0M -13.0M 0.59 1.79 N/A N/A 91,052 53,780 780,059 966,204 2019-10-25 $48.00 $45.50 34.1% 9.8% 41.3% 0.0% 35.5% 4.7% -1.0% 29.5M -866.1M -13.0M 0.74 1.71 N/A N/A 90,712 67,393 795,066 985,058 2019-10-28 $48.53 $45.50 34.1% 10.1% 41.1% 0.0% 36.6% 4.8% 0.1% 10.5M -832.8M -13.0M 0.93 2.28 N/A N/A 37,730 35,187 762,053 973,018 2019-10-29 $48.11 $45.50 34.3% 10.1% 40.9% 0.6% 36.8% 4.3% 0.0% 8.7M -726.2M -13.0M 1.07 1.84 N/A N/A 30,560 32,793 770,066 983,893 2019-10-30 $47.86 $45.50 34.1% 10.1% 40.9% 0.1% 36.9% 4.2% 0.4% 6.8M -653.3M -13.0M 1.03 1.83 N/A N/A 28,608 29,540 777,459 994,557 2019-10-31 $47.34 $45.50 34.0% 9.9% 40.3% 0.0% 35.9% 4.1% 0.3% 3.8M -506.4M -13.0M 1.24 1.79 N/A N/A 38,825 48,218 786,671 1,002,024
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