MU Options History — April 2020 In April 2020, MU traded between $39.64 and $49.99. ATM implied volatility averaged 58.9%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 31.3% (HV 20d: 90.2%). Max pain ranged from $40.00 to $46.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2020-04-29 : Highest Volume — 162,079 contracts2020-04-06 : Largest IV drop — 16.9% change2020-04-01 : Highest IV Rank — 52.0%2020-04-01 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.09 $39.64 $49.99 $39.64 $47.75 Max Pain $42.48 $40.00 $46.00 $46.00 $43.50 ATM IV 58.9% 47.0% 76.3% 76.3% 52.0% Expected Move 17.1% 14.0% 23.1% 23.1% 15.4% HV 20d 90.2% 69.2% 116.6% 110.9% 71.4% HV 60d 77.9% 72.5% 81.6% 74.5% 81.6% IV Rank 32.0% 18.4% 52.0% 52.0% 24.2% IV Percentile 84.7% 65.1% 94.4% 94.4% 74.6% Term Structure -0.6% -2.0% 1.1% -1.9% -0.3% VWIV 60.2% 50.8% 79.7% 79.7% 52.8% Skew 25d 12.0% 7.0% 17.8% 13.8% 8.7% Skew 10d 22.7% 15.0% 28.6% 25.5% 16.8% Call IV 25d 53.4% 44.0% 69.9% 69.9% 47.7% Put IV 25d 65.5% 51.0% 83.8% 83.8% 56.4% Bid-Ask Spread % 4.11 2.75 8.44 5.35 3.43 Gamma HHI 0.06 0.04 0.18 0.06 0.05 Net GEX -2.6M -13.0M 11.3M -12.1M 3.7M Net DEX 134.4M -656.5M 905.3M 905.3M -282.4M Net VEX -9.5M -10.3M -8.8M -8.9M -9.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.45 1.32 0.58 0.76 Total Volume 104,486.667 56,590 162,079 96,249 154,467 Total OI 1,422,472 1,139,190 1,618,830 1,559,751 1,263,124
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 2020-04-01 $39.64 $46.00 76.3% 23.1% 110.9% 52.0% 79.7% 13.8% -1.9% -12.1M 905.3M -8.9M 0.58 5.35 N/A N/A 61,019 35,230 795,164 764,587 2020-04-02 $40.73 $40.00 72.1% 20.1% 111.9% 47.1% 70.0% 17.8% -0.0% -11.5M 798.2M -9.1M 0.76 3.29 N/A N/A 47,936 36,668 806,959 770,050 2020-04-03 $40.86 $40.00 68.6% 19.6% 111.3% 43.1% 68.1% 12.5% -1.0% -13.0M 798.6M -9.1M 0.99 2.75 N/A N/A 49,693 49,349 812,203 774,870 2020-04-06 $46.24 $42.50 57.0% 16.6% 116.5% 29.8% 57.2% 10.1% 0.6% -3.0M 15.4M -10.0M 0.61 4.40 N/A N/A 82,376 50,449 770,526 751,686 2020-04-07 $47.14 $42.50 58.7% 16.6% 116.6% 31.8% 60.5% 17.1% -1.5% 213.4K -159.6M -10.2M 0.96 8.44 N/A N/A 55,417 53,271 779,076 764,205 2020-04-08 $48.27 $42.50 55.6% 16.2% 113.7% 28.3% 56.5% 12.6% 0.6% 3.4M -365.2M -10.3M 1.02 4.28 N/A N/A 42,694 43,356 788,880 772,041 2020-04-09 $46.09 $42.50 60.5% 17.2% 108.6% 33.9% 60.6% 14.0% -0.8% -6.1M 57.4M -10.0M 1.32 5.84 N/A N/A 59,274 78,096 798,108 783,030 2020-04-13 $46.24 $42.50 59.9% 17.2% 107.8% 33.2% 60.4% 12.4% -0.8% -5.4M 56.6M -9.7M 1.03 5.87 N/A N/A 38,793 40,091 784,448 760,352 2020-04-14 $47.59 $42.50 55.4% 15.9% 90.1% 28.0% 57.9% 12.3% 0.3% -1.1M -195.3M -9.9M 0.56 4.87 N/A N/A 56,672 31,973 795,020 773,067 2020-04-15 $46.58 $42.50 57.3% 16.4% 89.9% 30.2% 61.4% 13.7% -2.0% -5.0M 11.1M -9.8M 0.97 4.90 N/A N/A 28,739 27,851 808,747 785,594 2020-04-16 $45.38 $42.50 60.5% 17.4% 82.5% 33.9% 61.5% 12.2% -1.4% -10.4M 239.5M -9.5M 0.60 3.74 N/A N/A 57,550 34,262 812,728 789,628 2020-04-17 $45.82 $42.50 58.6% 17.0% 78.0% 31.7% 58.4% 12.6% -1.8% 11.3M 135.6M -9.5M 0.88 4.00 N/A N/A 44,250 38,888 822,709 796,121 2020-04-20 $43.50 $42.50 62.5% 18.5% 80.9% 36.1% 64.6% 11.1% -0.4% -5.4M 304.4M -9.1M 0.81 3.46 N/A N/A 48,597 39,525 519,475 619,715 2020-04-21 $41.59 $42.50 65.7% 19.5% 83.0% 39.9% 65.7% 13.7% -1.8% -7.7M 505.1M -8.8M 0.92 3.34 N/A N/A 69,611 63,743 535,025 634,781 2020-04-22 $44.15 $42.50 59.0% 17.1% 69.5% 32.2% 62.2% 11.0% -0.9% -2.8M 196.1M -9.5M 1.24 3.08 N/A N/A 56,443 69,837 564,650 669,554 2020-04-23 $43.98 $42.50 58.5% 16.9% 69.5% 31.6% 59.5% 11.8% -1.1% -2.3M 233.6M -9.3M 0.45 2.95 N/A N/A 92,117 41,370 577,642 680,955 2020-04-24 $44.30 $42.50 52.9% 14.9% 69.2% 25.2% 53.3% 9.8% -0.8% 4.3M 170.2M -9.3M 0.94 2.82 N/A N/A 50,358 47,150 595,470 686,207 2020-04-27 $45.32 $42.50 49.7% 14.2% 69.6% 21.5% 51.1% 9.8% 0.6% -1.2M 66.0M -9.3M 0.51 2.92 N/A N/A 40,084 20,293 551,364 651,634 2020-04-28 $45.72 $42.50 49.1% 14.7% 69.7% 20.9% 50.8% 9.1% 0.7% 2.1M -10.6M -9.3M 0.83 3.25 N/A N/A 51,713 42,936 564,880 657,338 2020-04-29 $49.99 $42.50 47.0% 14.0% 73.5% 18.4% 51.3% 7.0% 1.1% 8.0M -656.5M -9.7M 0.69 3.31 N/A N/A 95,754 66,325 571,404 668,895 2020-04-30 $47.75 $43.50 52.0% 15.4% 71.4% 24.2% 52.8% 8.7% -0.3% 3.7M -282.4M -9.7M 0.76 3.43 N/A N/A 87,935 66,532 580,698 682,426
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