MU Options History — December 2019 In December 2019, MU traded between $45.11 and $55.41. ATM implied volatility averaged 40.1%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 5.0% (HV 20d: 35.2%). Max pain ranged from $45.00 to $48.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.92.
Notable Days 2019-12-19 : Highest Volume — 394,679 contracts2019-12-19 : Largest IV drop — 28.0% change2019-12-03 : Highest IV Rank — 46.4%2019-12-03 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $51.10 $45.11 $55.41 $46.66 $53.75 Max Pain $46.31 $45.00 $48.00 $47.00 $48.00 ATM IV 40.1% 30.9% 46.8% 45.0% 33.8% Expected Move 11.6% 8.8% 15.7% 15.2% 9.5% HV 20d 35.2% 30.7% 38.8% 30.7% 33.8% HV 60d 40.7% 35.0% 44.1% 40.8% 35.0% IV Rank 26.7% 0.0% 46.4% 40.5% 10.2% IV Percentile 31.2% 0.0% 60.3% 48.4% 3.2% Term Structure -0.7% -2.9% 1.2% -1.1% 0.0% VWIV 41.0% 31.4% 54.5% 52.9% 33.4% Skew 25d 3.6% 1.7% 5.5% 4.3% 2.6% Skew 10d 7.0% 2.9% 11.5% 9.2% 5.9% Call IV 25d 38.5% 30.1% 44.8% 42.5% 33.0% Put IV 25d 42.2% 32.5% 50.1% 46.8% 35.6% Bid-Ask Spread % 1.48 1.12 2.26 2.26 1.61 Gamma HHI 0.10 0.05 0.49 0.05 0.09 Net GEX 18.7M -16.9M 98.1M -5.9M 12.4M Net DEX -1.23B -2.52B 296.1M -145.8M -1.41B Net VEX -11.7M -12.6M -10.5M -12.4M -11.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.54 1.45 1.14 0.67 Total Volume 155,437.857 57,596 394,679 75,427 73,727 Total OI 1,978,212.095 1,845,021 2,251,946 1,845,021 1,924,358
Daily Data (21 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 2019-12-02 $46.66 $47.00 45.0% 15.2% 30.7% 40.5% 52.9% 4.3% -1.1% -5.9M -145.8M -12.4M 1.14 2.26 N/A N/A 35,301 40,126 798,509 1,046,512 2019-12-03 $45.11 $47.00 46.8% 15.7% 30.9% 46.4% 54.5% 4.8% -1.1% -16.9M 296.1M -12.3M 1.29 1.61 N/A N/A 59,955 77,199 811,333 1,066,511 2019-12-04 $46.50 $46.50 45.4% 15.6% 33.0% 41.8% 53.9% 5.3% -1.2% -10.4M -111.5M -12.6M 0.92 1.71 N/A N/A 41,481 38,003 835,609 1,092,960 2019-12-05 $46.59 $45.00 44.0% 12.1% 32.2% 37.5% 43.0% 4.8% -1.0% -11.4M -153.1M -12.4M 1.26 1.32 N/A N/A 30,092 37,909 848,732 1,102,311 2019-12-06 $48.10 $45.00 43.7% 12.0% 34.0% 36.5% 43.0% 5.1% -1.0% 24.4M -663.0M -12.5M 1.00 1.29 N/A N/A 58,203 58,006 855,145 1,112,678 2019-12-09 $46.59 $45.00 44.3% 12.1% 34.4% 38.3% 43.9% 5.2% -1.5% -7.0M -115.9M -12.2M 1.12 1.26 N/A N/A 43,964 49,389 824,838 1,092,837 2019-12-10 $47.41 $45.00 45.6% 12.6% 34.7% 42.4% 43.8% 5.5% -1.5% -1.8M -359.1M -12.3M 1.02 1.48 N/A N/A 41,558 42,424 836,110 1,102,192 2019-12-11 $49.18 $45.00 45.8% 12.6% 36.8% 43.2% 45.3% 5.4% -1.8% 15.2M -907.5M -12.2M 1.30 1.40 N/A N/A 61,045 79,614 847,449 1,115,907 2019-12-12 $50.78 $45.00 46.7% 13.0% 37.8% 45.8% 44.9% 5.4% -1.6% 23.6M -1.38B -12.2M 0.58 1.34 N/A N/A 132,650 77,456 859,512 1,143,794 2019-12-13 $51.27 $45.00 43.8% 12.0% 37.7% 36.7% 42.4% 4.4% -2.9% 23.9M -1.51B -12.2M 0.58 1.51 N/A N/A 108,143 62,498 881,669 1,174,123 2019-12-16 $52.92 $46.00 44.4% 12.6% 38.8% 38.7% 43.9% 3.4% -1.8% 20.0M -1.82B -11.5M 0.63 1.40 N/A N/A 171,894 108,817 844,815 1,149,973 2019-12-17 $52.97 $46.00 43.1% 12.3% 38.8% 34.6% 42.8% 2.4% -1.6% 26.3M -1.88B -11.7M 0.90 1.19 N/A N/A 88,226 79,334 886,753 1,163,453 2019-12-18 $53.00 $46.00 44.9% 12.9% 37.3% 40.3% 45.3% 1.7% -1.2% 25.0M -1.88B -11.8M 0.94 1.44 N/A N/A 203,058 190,489 911,657 1,178,389 2019-12-19 $54.57 $47.00 32.3% 9.3% 36.1% 0.5% 32.9% 2.0% 0.4% 71.0M -2.52B -11.0M 0.70 1.13 N/A N/A 232,550 162,129 982,638 1,251,242 2019-12-20 $54.85 $47.00 30.9% 8.8% 36.1% 0.0% 31.4% 2.4% 0.6% 98.1M -2.49B -10.8M 0.54 1.12 N/A N/A 153,746 83,045 986,358 1,265,588 2019-12-23 $55.41 $47.00 31.6% 8.9% 36.0% 2.0% 31.6% 2.0% 0.7% 33.5M -2.04B -10.5M 0.59 1.53 N/A N/A 85,804 50,515 789,792 1,084,711 2019-12-24 $55.27 $47.00 31.3% 9.0% 35.1% 1.1% 32.3% 2.1% 1.2% 36.7M -1.99B -10.7M 0.61 1.64 N/A N/A 35,861 21,735 810,909 1,098,828 2019-12-26 $55.06 $47.00 32.6% 9.3% 34.4% 5.8% 32.9% 2.3% 1.0% 34.8M -1.94B -10.6M 1.45 1.66 N/A N/A 47,215 68,315 821,613 1,100,885 2019-12-27 $54.00 $48.00 33.3% 9.4% 34.8% 8.3% 33.1% 2.2% 1.0% -4.4M -1.53B -11.0M 1.02 1.70 N/A N/A 59,630 60,706 823,856 1,131,127 2019-12-30 $53.17 $48.00 33.6% 9.4% 34.9% 9.2% 33.3% 2.6% 0.1% 5.9M -1.26B -11.1M 1.05 1.58 N/A N/A 54,726 57,657 785,370 1,101,408 2019-12-31 $53.75 $48.00 33.8% 9.5% 33.8% 10.2% 33.4% 2.6% 0.0% 12.4M -1.41B -11.3M 0.67 1.61 N/A N/A 44,193 29,534 798,820 1,125,538
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