MU Options History — March 2020 In March 2020, MU traded between $34.01 and $54.90. ATM implied volatility averaged 85.8%, placing in the 78.4% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 4.7% (HV 20d: 81.1%). Max pain ranged from $46.00 to $53.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2020-03-25 : Highest Volume — 241,847 contracts2020-03-16 : Largest IV spike — 25.7% change2020-03-06 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 33.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.78 $34.01 $54.90 $53.98 $42.25 Max Pain $48.59 $46.00 $53.00 $53.00 $47.00 ATM IV 85.8% 60.0% 118.2% 62.6% 68.0% Expected Move 24.4% 15.0% 33.9% 16.5% 20.3% HV 20d 81.1% 45.4% 113.3% 45.4% 111.8% HV 60d 58.3% 40.8% 73.6% 40.8% 73.6% IV Rank 78.4% 42.5% 100.0% 72.7% 42.5% IV Percentile 98.0% 92.5% 100.0% 99.2% 92.5% Term Structure -2.8% -9.6% 11.0% -2.7% -2.6% VWIV 83.3% 55.0% 116.7% 57.3% 69.3% Skew 25d 18.1% 8.9% 31.5% 10.6% 12.7% Skew 10d 34.8% 18.1% 60.8% 20.8% 23.2% Call IV 25d 77.5% 55.2% 102.6% 56.9% 60.8% Put IV 25d 95.6% 65.3% 134.1% 67.5% 73.4% Bid-Ask Spread % 4.08 2.37 6.87 3.36 4.45 Gamma HHI 0.06 0.05 0.07 0.07 0.05 Net GEX -699.8K -9.2M 24.6M 16.7M -8.8M Net DEX 437.9M -951.5M 1.21B -722.7M 595.3M Net VEX -10.8M -13.7M -8.0M -13.2M -9.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.37 1.88 0.59 0.77 Total Volume 139,044.864 82,832 241,847 123,618 93,856 Total OI 1,634,483.318 1,426,607 1,764,789 1,632,897 1,536,142
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 2020-03-02 $53.98 $53.00 62.6% 16.5% 45.4% 72.7% 57.3% 10.6% -2.7% 16.7M -722.7M -13.2M 0.59 3.36 N/A N/A 77,925 45,693 795,015 837,882 2020-03-03 $52.20 $53.00 64.1% 17.7% 46.5% 76.3% 58.9% 14.5% -2.1% 9.5M -319.1M -13.1M 0.60 3.70 N/A N/A 75,863 45,871 806,340 845,275 2020-03-04 $54.90 $53.00 60.0% 15.0% 48.9% 66.7% 55.0% 10.1% -2.0% 24.6M -951.5M -13.2M 0.66 5.23 N/A N/A 82,925 54,534 819,637 856,391 2020-03-05 $53.47 $50.00 70.1% 18.6% 48.8% 89.9% 62.1% 10.7% -3.0% 17.2M -644.9M -13.7M 0.71 2.93 N/A N/A 86,398 61,329 846,073 876,504 2020-03-06 $50.96 $50.00 75.5% 20.0% 49.5% 100.0% 68.0% 14.3% -3.8% -4.6M -47.9M -13.7M 0.80 6.87 N/A N/A 71,455 57,473 879,127 885,662 2020-03-09 $46.42 $50.00 85.6% 23.2% 57.8% 100.0% 78.2% 14.5% -3.7% -6.3M 567.2M -12.6M 1.00 4.25 N/A N/A 80,748 80,708 841,081 850,265 2020-03-10 $47.05 $50.00 79.9% 21.8% 58.2% 89.4% 72.9% 16.9% -3.3% -4.4M 478.4M -12.3M 0.70 3.31 N/A N/A 117,545 82,344 852,964 830,483 2020-03-11 $43.80 $49.00 88.2% 24.4% 62.1% 100.0% 82.4% 22.7% -3.8% -5.0M 744.4M -11.4M 0.92 3.98 N/A N/A 79,141 72,968 887,653 802,186 2020-03-12 $39.61 $49.00 104.5% 29.0% 66.0% 100.0% 97.1% 24.9% -3.8% -6.3M 1.10B -10.3M 1.51 3.99 N/A N/A 60,278 90,789 921,688 820,702 2020-03-13 $41.35 $49.00 92.2% 26.3% 69.6% 83.4% 87.0% 23.4% 11.0% -6.3M 995.5M -10.6M 0.79 6.00 N/A N/A 102,815 80,755 934,410 812,438 2020-03-16 $35.47 $47.00 116.0% 32.6% 84.5% 100.0% 105.9% 28.6% -9.6% -5.9M 1.21B -8.7M 1.88 3.26 N/A N/A 37,138 69,962 882,635 788,435 2020-03-17 $37.31 $47.00 110.6% 31.5% 88.6% 93.7% 109.9% 27.9% -6.5% -5.7M 1.09B -8.9M 1.30 3.37 N/A N/A 40,336 52,363 891,435 772,511 2020-03-18 $34.01 $47.00 118.2% 33.9% 89.1% 100.0% 116.7% 31.5% -1.3% -5.6M 1.18B -8.0M 1.40 4.97 N/A N/A 38,776 54,286 896,773 777,008 2020-03-19 $37.07 $47.00 106.3% 30.8% 97.9% 86.4% 108.9% 30.4% -7.4% -6.0M 1.06B -8.8M 0.75 4.57 N/A N/A 51,729 38,934 905,718 777,923 2020-03-20 $36.78 $47.00 97.1% 28.5% 98.0% 75.9% 96.0% 21.2% -7.5% -9.2M 1.08B -8.5M 0.68 4.75 N/A N/A 69,392 47,136 909,098 772,456 2020-03-23 $37.45 $47.00 90.4% 27.0% 98.9% 68.2% 94.5% 16.7% -2.9% -5.5M 863.6M -8.4M 0.49 3.69 N/A N/A 101,607 49,345 732,235 694,372 2020-03-24 $43.08 $47.00 82.3% 25.2% 112.8% 58.9% 88.9% 15.5% -2.4% -560.5K 322.5M -10.0M 0.89 4.35 N/A N/A 70,894 62,859 742,677 706,712 2020-03-25 $43.17 $47.00 90.3% 26.9% 112.8% 68.0% 91.6% 17.4% -3.3% -1.1M 322.5M -10.2M 0.37 3.68 N/A N/A 176,399 65,448 750,384 737,499 2020-03-26 $44.09 $47.00 75.3% 22.5% 113.3% 50.8% 78.0% 8.9% -0.8% 468.4K 258.2M -10.4M 0.43 2.37 N/A N/A 160,383 68,472 801,076 764,725 2020-03-27 $44.30 $47.00 78.0% 23.4% 113.3% 53.9% 81.3% 13.6% 0.8% 524.4K 184.5M -10.7M 0.69 3.84 N/A N/A 70,488 48,795 823,217 780,072 2020-03-30 $44.39 $46.00 72.9% 21.2% 111.2% 48.1% 72.9% 11.4% -1.8% -3.1M 257.2M -10.3M 0.73 2.78 N/A N/A 47,877 34,955 773,449 740,305 2020-03-31 $42.25 $47.00 68.0% 20.3% 111.8% 42.5% 69.3% 12.7% -2.6% -8.8M 595.3M -9.6M 0.77 4.45 N/A N/A 52,965 40,891 784,628 751,514
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