MU Options History — June 2020 In June 2020, MU traded between $46.52 and $53.69. ATM implied volatility averaged 56.7%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 0.8% (HV 20d: 57.5%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.49.
Notable Days 2020-06-30 : Highest Volume — 269,466 contracts2020-06-30 : Largest IV drop — 18.3% change2020-06-12 : Highest IV Rank — 36.4%2020-06-24 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.13 $46.52 $53.69 $46.52 $51.59 Max Pain $49.45 $46.00 $50.00 $46.00 $50.00 ATM IV 56.7% 45.6% 62.7% 56.0% 45.6% Expected Move 16.1% 13.0% 18.1% 14.5% 13.0% HV 20d 57.5% 46.5% 64.3% 59.0% 50.8% HV 60d 70.5% 60.3% 84.5% 84.5% 61.4% IV Rank 29.5% 16.8% 36.4% 28.7% 16.8% IV Percentile 80.6% 52.0% 89.7% 82.5% 52.0% Term Structure -1.9% -5.8% 0.0% -5.8% 0.0% VWIV 55.7% 45.4% 62.7% 50.4% 45.4% Skew 25d 5.4% 1.1% 11.9% 6.5% 3.0% Skew 10d 11.1% 5.5% 20.0% 12.4% 7.6% Call IV 25d 54.4% 44.1% 60.8% 51.1% 44.1% Put IV 25d 59.8% 47.1% 70.1% 57.7% 47.1% Bid-Ask Spread % 4.70 2.36 11.52 2.39 2.97 Gamma HHI 0.06 0.04 0.07 0.05 0.06 Net GEX 12.8M 1.6M 32.1M 2.0M 32.1M Net DEX -564.4M -1.58B -11.0M -11.0M -686.6M Net VEX -9.7M -10.1M -9.3M -9.3M -9.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.30 0.69 0.38 0.47 Total Volume 141,567.955 72,365 269,466 96,547 269,466 Total OI 1,390,270.909 1,092,375 1,551,825 1,364,769 1,283,214
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 2020-06-01 $46.52 $46.00 56.0% 14.5% 59.0% 28.7% 50.4% 6.5% -5.8% 2.0M -11.0M -9.3M 0.38 2.39 N/A N/A 70,180 26,367 649,523 715,246 2020-06-02 $46.52 $46.00 52.3% 14.1% 58.6% 24.5% 49.4% 9.1% -0.6% 3.8M -25.4M -9.3M 0.65 2.62 N/A N/A 73,751 47,923 672,095 725,480 2020-06-03 $49.07 $46.00 56.3% 14.0% 61.1% 29.1% 49.9% 8.6% -4.1% 21.1M -594.2M -10.0M 0.50 2.36 N/A N/A 150,374 75,192 701,789 753,064 2020-06-04 $51.03 $50.00 52.8% 14.5% 62.2% 25.1% 50.3% 2.3% -3.0% 25.8M -1.02B -10.0M 0.45 2.88 N/A N/A 180,277 81,886 708,344 763,938 2020-06-05 $53.69 $50.00 50.4% 14.0% 64.3% 22.3% 48.7% 1.1% -2.2% 23.9M -1.58B -10.0M 0.40 3.68 N/A N/A 167,584 66,574 721,386 770,581 2020-06-08 $53.55 $50.00 53.9% 15.0% 63.6% 26.3% 51.8% 6.3% -0.5% 19.5M -1.27B -9.9M 0.52 2.99 N/A N/A 85,172 44,638 679,185 752,058 2020-06-09 $53.07 $50.00 53.9% 15.1% 63.8% 26.3% 51.7% 5.6% -0.9% 21.0M -1.20B -10.0M 0.45 2.95 N/A N/A 50,059 22,306 708,484 768,824 2020-06-10 $52.72 $50.00 55.6% 15.3% 60.5% 28.3% 53.4% 4.4% -1.5% 21.5M -1.14B -10.1M 0.52 2.93 N/A N/A 55,536 28,775 716,890 771,877 2020-06-11 $48.78 $50.00 62.3% 17.6% 62.7% 36.0% 59.9% 5.8% -1.4% 5.0M -260.9M -10.0M 0.57 7.88 N/A N/A 121,490 69,663 724,446 780,116 2020-06-12 $48.50 $50.00 62.7% 17.6% 60.0% 36.4% 59.8% 11.9% -2.0% 5.5M -202.1M -9.9M 0.46 11.52 N/A N/A 99,702 46,306 740,168 783,514 2020-06-15 $48.77 $50.00 61.0% 17.4% 58.7% 34.4% 60.0% 6.5% -1.4% 5.8M -290.1M -9.7M 0.36 9.67 N/A N/A 72,881 26,474 715,487 775,838 2020-06-16 $50.77 $50.00 59.7% 17.1% 58.5% 33.0% 57.3% 7.6% -2.8% 17.6M -752.2M -9.8M 0.30 6.70 N/A N/A 96,351 28,644 734,984 782,990 2020-06-17 $50.99 $50.00 59.1% 16.9% 58.2% 32.2% 58.5% 6.6% -2.4% 19.9M -782.7M -9.7M 0.48 6.24 N/A N/A 50,551 24,295 740,834 790,976 2020-06-18 $50.34 $50.00 58.6% 16.9% 58.1% 31.7% 58.4% 6.0% -1.9% 18.0M -676.9M -9.6M 0.50 6.54 N/A N/A 48,785 24,389 748,459 797,155 2020-06-19 $51.20 $50.00 58.0% 16.9% 56.9% 31.1% 58.7% 4.4% -2.6% 13.3M -918.9M -9.6M 0.43 3.85 N/A N/A 121,460 52,412 749,680 802,145 2020-06-22 $50.98 $50.00 57.5% 17.0% 56.7% 30.4% 59.3% 4.0% -0.8% 8.9M -402.9M -9.4M 0.39 5.38 N/A N/A 62,232 24,450 521,395 570,980 2020-06-23 $49.83 $50.00 56.0% 16.6% 57.2% 28.8% 57.8% 4.5% -1.5% 5.3M -239.4M -9.3M 0.54 2.86 N/A N/A 91,558 49,267 544,999 583,547 2020-06-24 $48.66 $50.00 60.3% 18.1% 52.4% 33.6% 62.7% 3.3% -1.2% 1.6M -73.5M -9.5M 0.55 2.99 N/A N/A 66,696 36,892 579,350 608,467 2020-06-25 $48.91 $50.00 59.5% 17.8% 48.1% 32.7% 61.9% 3.3% -1.7% 2.1M -115.7M -9.6M 0.50 3.72 N/A N/A 74,270 37,122 596,579 623,506 2020-06-26 $48.77 $50.00 60.1% 17.5% 47.5% 33.4% 60.8% 5.0% -1.1% 3.5M -87.4M -9.6M 0.57 6.90 N/A N/A 64,264 36,809 609,806 625,976 2020-06-29 $48.59 $50.00 55.8% 16.7% 46.5% 28.5% 58.2% 4.0% -1.3% 5.6M -84.9M -9.3M 0.69 3.34 N/A N/A 113,318 78,154 578,600 613,985 2020-06-30 $51.59 $50.00 45.6% 13.0% 50.8% 16.8% 45.4% 3.0% 0.0% 32.1M -686.6M -9.3M 0.47 2.97 N/A N/A 183,706 85,760 624,020 659,194
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