MU Options History — May 2020 In May 2020, MU traded between $43.06 and $49.24. ATM implied volatility averaged 52.3%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 12.6% (HV 20d: 64.8%). Max pain ranged from $45.00 to $46.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.64.
Notable Days 2020-05-27 : Highest Volume — 307,926 contracts2020-05-13 : Largest IV spike — 10.2% change2020-05-01 : Highest IV Rank — 29.3%2020-05-04 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.02 $43.06 $49.24 $45.00 $47.69 Max Pain $45.95 $45.00 $46.00 $45.00 $46.00 ATM IV 52.3% 47.0% 56.5% 56.5% 51.2% Expected Move 15.0% 13.6% 16.7% 16.6% 14.0% HV 20d 64.8% 59.5% 75.4% 75.1% 62.2% HV 60d 83.3% 81.9% 85.0% 82.2% 84.5% IV Rank 24.4% 18.4% 29.3% 29.3% 23.2% IV Percentile 73.4% 61.9% 84.1% 84.1% 69.0% Term Structure 1.9% -0.3% 7.0% 1.3% 5.1% VWIV 52.6% 47.9% 58.7% 56.7% 48.2% Skew 25d 8.3% 6.0% 10.4% 9.1% 9.3% Skew 10d 17.3% 8.3% 43.7% 19.9% 43.7% Call IV 25d 48.4% 43.0% 53.4% 52.4% 47.4% Put IV 25d 56.7% 49.4% 62.3% 61.5% 56.8% Bid-Ask Spread % 3.82 2.54 7.97 2.92 7.97 Gamma HHI 0.05 0.04 0.11 0.09 0.11 Net GEX 125.6K -11.8M 18.9M 4.1M 18.9M Net DEX 34.1M -489.3M 525.4M 200.6M -287.4M Net VEX -9.3M -9.8M -8.8M -9.4M -9.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.31 1.30 0.76 0.44 Total Volume 113,753.8 60,823 307,926 121,370 137,815 Total OI 1,302,190.95 1,210,476 1,440,026 1,301,499 1,440,026
Daily Data (20 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 2020-05-01 $45.00 $45.00 56.5% 16.6% 75.1% 29.3% 56.7% 9.1% 1.3% 4.1M 200.6M -9.4M 0.76 2.92 N/A N/A 69,125 52,245 602,501 698,998 2020-05-04 $44.35 $46.00 56.5% 16.7% 75.4% 29.3% 58.7% 9.9% 0.8% -7.0M 265.6M -9.2M 1.30 5.22 N/A N/A 32,939 42,788 572,806 676,468 2020-05-05 $45.33 $46.00 52.6% 16.1% 61.3% 24.8% 56.4% 9.5% -0.3% -3.5M 117.8M -9.3M 0.42 4.78 N/A N/A 56,033 23,484 584,049 682,065 2020-05-06 $46.09 $46.00 52.5% 15.7% 61.2% 24.8% 54.2% 9.2% -0.1% -860.4K -597.5K -9.4M 0.67 3.76 N/A N/A 38,655 25,769 591,475 689,480 2020-05-07 $46.57 $46.00 50.4% 14.7% 60.7% 22.3% 54.0% 9.0% 1.0% 976.0K -48.5M -9.4M 1.21 3.60 N/A N/A 30,383 36,612 594,027 702,327 2020-05-08 $48.16 $46.00 47.0% 14.2% 59.5% 18.4% 50.3% 6.5% 0.6% 12.0M -340.0M -9.6M 0.79 3.59 N/A N/A 55,623 44,101 600,438 717,151 2020-05-11 $48.33 $46.00 47.8% 14.4% 59.5% 19.3% 50.4% 6.2% 2.4% 3.5M -317.4M -9.5M 0.40 2.61 N/A N/A 56,767 22,609 582,449 696,844 2020-05-12 $45.94 $46.00 49.7% 14.7% 61.5% 21.5% 51.5% 7.4% 1.6% -3.2M 75.2M -9.2M 0.62 2.61 N/A N/A 64,403 39,821 601,503 702,034 2020-05-13 $43.06 $46.00 54.8% 16.1% 65.1% 27.4% 54.1% 6.4% 0.5% -11.8M 525.4M -8.8M 0.67 6.56 N/A N/A 73,467 49,529 612,216 715,454 2020-05-14 $45.51 $46.00 55.7% 16.1% 67.8% 28.4% 56.1% 8.3% 0.1% -3.5M 119.4M -9.3M 0.41 3.45 N/A N/A 101,685 41,234 621,551 721,947 2020-05-15 $44.16 $46.00 56.4% 16.4% 68.5% 29.2% 56.5% 8.7% 1.4% -11.2M 326.7M -9.2M 0.59 4.80 N/A N/A 69,467 40,933 643,950 734,182 2020-05-18 $46.09 $46.00 52.0% 15.1% 67.6% 24.1% 52.3% 9.1% 2.8% -1.4M 43.8M -9.2M 0.40 2.54 N/A N/A 73,808 29,462 557,340 653,136 2020-05-19 $45.51 $46.00 52.0% 15.0% 65.5% 24.2% 51.6% 8.3% 3.0% -593.5K 94.3M -9.2M 0.69 3.03 N/A N/A 36,042 24,781 579,731 661,696 2020-05-20 $46.64 $46.00 51.2% 14.7% 62.7% 23.3% 51.5% 8.1% 4.6% 3.8M -86.0M -9.3M 0.43 2.55 N/A N/A 56,423 24,507 587,795 670,003 2020-05-21 $45.33 $46.00 51.2% 14.6% 63.6% 23.2% 50.5% 8.5% 0.4% -1.0M 155.2M -9.1M 0.63 3.35 N/A N/A 55,035 34,884 603,369 678,817 2020-05-22 $44.81 $46.00 51.1% 14.0% 63.8% 23.1% 51.1% 8.5% 7.0% -9.1M 272.3M -8.9M 1.28 2.56 N/A N/A 47,400 60,574 612,653 691,335 2020-05-26 $45.93 $46.00 51.9% 13.6% 63.9% 24.0% 47.9% 6.0% -0.3% -1.0M 82.2M -9.0M 0.50 3.48 N/A N/A 71,959 35,936 588,295 687,897 2020-05-27 $49.24 $46.00 53.7% 14.3% 68.4% 26.1% 51.2% 10.4% 0.7% 9.2M -489.3M -9.6M 0.31 3.36 N/A N/A 234,255 73,671 610,040 696,275 2020-05-28 $46.56 $46.00 50.8% 13.9% 63.5% 22.8% 48.4% 7.0% 4.7% 4.1M -27.3M -9.4M 0.34 3.66 N/A N/A 157,927 52,925 660,800 720,696 2020-05-29 $47.69 $46.00 51.2% 14.0% 62.2% 23.2% 48.2% 9.3% 5.1% 18.9M -287.4M -9.8M 0.44 7.97 N/A N/A 95,882 41,933 705,100 734,926
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