MU Options History — February 2020 In February 2020, MU traded between $51.18 and $59.98. ATM implied volatility averaged 45.7%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 5.9% (HV 20d: 39.8%). Max pain ranged from $53.00 to $57.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.53.
Notable Days 2020-02-12 : Highest Volume — 297,040 contracts2020-02-24 : Largest IV spike — 17.9% change2020-02-25 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $56.25 $51.18 $59.98 $53.89 $51.25 Max Pain $55.50 $53.00 $57.50 $57.50 $53.00 ATM IV 45.7% 37.6% 74.5% 38.4% 74.5% Expected Move 12.7% 10.7% 20.8% 10.7% 20.8% HV 20d 39.8% 34.4% 45.2% 44.7% 42.6% HV 60d 38.3% 36.7% 40.7% 36.7% 40.2% IV Rank 47.6% 23.4% 100.0% 26.4% 100.0% IV Percentile 54.6% 27.0% 100.0% 30.6% 100.0% Term Structure 0.6% -5.3% 8.7% -0.2% -5.3% VWIV 44.5% 37.5% 71.3% 38.4% 71.3% Skew 25d 4.7% 2.4% 14.5% 4.5% 14.5% Skew 10d 9.1% 4.8% 19.1% 9.4% 19.1% Call IV 25d 43.9% 36.9% 68.8% 37.1% 68.8% Put IV 25d 48.6% 39.6% 83.3% 41.6% 83.3% Bid-Ask Spread % 2.41 1.54 4.20 1.87 4.20 Gamma HHI 0.10 0.05 0.16 0.07 0.06 Net GEX 33.5M -431.5K 64.8M 12.6M 2.3M Net DEX -1.15B -2.06B -44.2M -655.9M -123.1M Net VEX -12.5M -13.4M -12.1M -12.7M -13.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.31 0.76 0.64 0.61 Total Volume 157,856.895 90,200 297,040 90,200 189,082 Total OI 1,592,933.526 1,509,710 1,684,345 1,509,710 1,684,345
Daily Data (19 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 2020-02-03 $53.89 $57.50 38.4% 10.7% 44.7% 26.4% 38.4% 4.5% -0.2% 12.6M -655.9M -12.7M 0.64 1.87 N/A N/A 55,058 35,142 754,900 754,810 2020-02-04 $55.50 $57.50 38.9% 10.8% 45.2% 28.2% 38.0% 3.8% -0.3% 26.9M -1.05B -12.6M 0.50 2.46 N/A N/A 60,409 30,373 767,163 761,723 2020-02-05 $56.85 $57.50 38.6% 10.7% 34.4% 27.0% 38.1% 3.8% -0.5% 39.2M -1.39B -12.5M 0.76 2.22 N/A N/A 56,643 42,968 775,697 769,649 2020-02-06 $58.69 $55.00 39.0% 12.9% 36.2% 28.4% 44.8% 3.0% 0.1% 57.4M -1.88B -12.5M 0.31 3.71 N/A N/A 193,472 60,844 784,802 778,443 2020-02-07 $56.97 $55.00 39.9% 12.4% 37.7% 31.8% 43.3% 3.2% -0.2% 39.5M -1.29B -12.6M 0.73 3.36 N/A N/A 72,883 53,308 794,475 798,760 2020-02-10 $57.17 $55.00 39.9% 11.4% 37.5% 31.6% 39.8% 3.2% 0.0% 33.8M -1.32B -12.4M 0.54 1.58 N/A N/A 67,425 36,696 750,004 786,427 2020-02-11 $57.15 $55.00 39.9% 11.3% 37.3% 31.5% 38.8% 3.6% -0.7% 37.2M -1.32B -12.4M 0.35 2.05 N/A N/A 134,661 47,212 766,288 797,764 2020-02-12 $59.47 $55.00 39.3% 11.0% 39.9% 29.6% 38.7% 2.4% -0.8% 60.2M -2.00B -12.4M 0.39 3.30 N/A N/A 213,202 83,838 796,904 808,309 2020-02-13 $59.20 $55.00 38.6% 10.9% 38.2% 26.9% 38.8% 2.7% -0.5% 64.3M -1.89B -12.5M 0.57 2.25 N/A N/A 71,162 40,766 827,764 828,445 2020-02-14 $58.41 $55.00 37.6% 10.8% 37.0% 23.4% 37.5% 2.7% -0.1% 52.5M -1.62B -12.4M 0.45 1.76 N/A N/A 91,551 41,053 832,719 837,656 2020-02-18 $57.81 $55.00 38.9% 11.1% 37.2% 28.0% 39.2% 2.6% 6.9% 38.9M -1.39B -12.2M 0.74 1.94 N/A N/A 58,448 43,107 781,081 810,292 2020-02-19 $59.98 $55.00 38.1% 10.9% 38.5% 25.4% 38.7% 2.4% 8.4% 64.8M -2.06B -12.1M 0.38 1.54 N/A N/A 104,524 39,640 795,001 822,846 2020-02-20 $58.94 $57.50 40.9% 11.3% 39.0% 35.1% 40.0% 2.9% 8.7% 56.5M -1.74B -12.2M 0.56 2.25 N/A N/A 78,111 43,992 805,246 834,928 2020-02-21 $56.88 $57.50 45.5% 12.3% 40.9% 51.4% 43.1% 3.8% 7.3% 32.2M -1.06B -12.3M 0.56 2.44 N/A N/A 120,545 67,666 808,487 844,133 2020-02-24 $55.09 $55.00 53.6% 13.9% 41.3% 80.1% 48.4% 5.4% -2.1% 14.3M -739.2M -12.6M 0.38 1.65 N/A N/A 142,690 53,658 727,455 785,719 2020-02-25 $52.16 $55.00 60.8% 15.9% 43.7% 100.0% 53.7% 8.0% -3.0% 2.0M -189.7M -12.6M 0.62 2.85 N/A N/A 128,207 79,251 752,541 808,645 2020-02-26 $52.17 $55.00 60.9% 15.6% 42.8% 100.0% 53.8% 7.5% -2.4% -431.5K -166.4M -12.7M 0.53 1.64 N/A N/A 102,125 54,211 737,412 827,101 2020-02-27 $51.18 $54.00 65.6% 17.3% 42.7% 100.0% 60.2% 8.9% -4.3% 1.5M -44.2M -13.0M 0.48 2.70 N/A N/A 138,577 66,781 820,719 847,084 2020-02-28 $51.25 $53.00 74.5% 20.8% 42.6% 100.0% 71.3% 14.5% -5.3% 2.3M -123.1M -13.4M 0.61 4.20 N/A N/A 117,263 71,819 828,540 855,805
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