MU Options History — July 2020 In July 2020, MU traded between $49.39 and $52.67. ATM implied volatility averaged 44.1%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 6.4% (HV 20d: 37.7%). Max pain ranged from $47.50 to $50.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2020-07-23 : Highest Volume — 325,593 contracts2020-07-02 : Largest IV drop — 10.9% change2020-07-13 : Highest IV Rank — 20.9%2020-07-13 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.43 $49.39 $52.67 $50.08 $49.89 Max Pain $49.89 $47.50 $50.00 $50.00 $50.00 ATM IV 44.1% 40.6% 49.2% 45.6% 42.4% Expected Move 12.6% 10.9% 14.1% 12.6% 11.9% HV 20d 37.7% 32.6% 48.9% 48.9% 33.0% HV 60d 52.9% 48.2% 56.5% 56.5% 48.2% IV Rank 15.1% 11.1% 20.9% 16.8% 13.1% IV Percentile 43.4% 32.5% 61.5% 51.6% 34.1% Term Structure 0.3% -0.4% 1.4% 0.0% 0.5% VWIV 44.1% 39.0% 49.2% 43.9% 41.9% Skew 25d 3.9% 2.2% 5.4% 2.3% 4.0% Skew 10d 8.0% 5.1% 11.2% 5.1% 10.2% Call IV 25d 42.6% 39.6% 46.9% 44.6% 40.7% Put IV 25d 46.5% 42.3% 50.6% 46.9% 44.8% Bid-Ask Spread % 4.20 1.99 8.79 3.22 3.07 Gamma HHI 0.07 0.05 0.24 0.07 0.06 Net GEX 10.6M -19.9M 35.3M 20.0M -3.2M Net DEX -286.7M -669.1M -30.7M -277.9M -116.8M Net VEX -9.2M -9.4M -8.9M -9.3M -9.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.24 0.72 0.39 0.72 Total Volume 119,454.591 69,176 325,593 141,484 100,940 Total OI 1,186,067.409 971,441 1,334,750 1,293,723 1,149,001
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 2020-07-01 $50.08 $50.00 45.6% 12.6% 48.9% 16.8% 43.9% 2.3% 0.0% 20.0M -277.9M -9.3M 0.39 3.22 N/A N/A 101,735 39,749 625,727 667,996 2020-07-02 $50.02 $50.00 40.6% 10.9% 46.8% 11.1% 39.0% 2.8% 0.0% 35.3M -250.8M -9.2M 0.56 2.80 N/A N/A 72,597 40,634 631,304 670,068 2020-07-06 $50.88 $47.50 42.8% 12.8% 43.2% 13.6% 45.0% 3.5% 0.2% 8.6M -383.7M -9.2M 0.34 8.71 N/A N/A 69,995 23,969 558,291 632,698 2020-07-07 $49.39 $50.00 45.5% 13.1% 44.3% 16.7% 45.9% 3.1% 1.0% 1.1M -112.8M -9.0M 0.37 8.79 N/A N/A 77,369 28,677 579,854 640,313 2020-07-08 $49.53 $50.00 44.7% 12.8% 44.3% 15.7% 46.1% 3.5% 0.0% 3.1M -133.7M -9.0M 0.35 5.09 N/A N/A 69,390 24,359 597,300 652,395 2020-07-09 $50.05 $50.00 48.5% 13.7% 44.5% 20.1% 47.9% 4.3% -0.2% 13.9M -258.6M -9.2M 0.34 7.22 N/A N/A 94,288 32,156 609,225 659,053 2020-07-10 $50.50 $50.00 48.0% 13.7% 34.7% 19.5% 47.6% 2.2% 0.2% 23.6M -390.2M -9.3M 0.45 5.78 N/A N/A 65,506 29,302 628,602 671,840 2020-07-13 $49.86 $50.00 49.2% 14.1% 35.0% 20.9% 49.2% 3.7% 0.1% 4.3M -221.0M -9.1M 0.31 8.55 N/A N/A 128,532 39,303 585,795 655,149 2020-07-14 $49.49 $50.00 47.9% 13.8% 35.1% 19.5% 47.9% 4.8% 0.2% 1.5M -127.6M -9.0M 0.44 3.98 N/A N/A 51,963 22,803 615,370 673,785 2020-07-15 $50.54 $50.00 46.5% 13.7% 32.8% 17.9% 47.4% 4.8% 1.4% 13.6M -393.0M -9.1M 0.64 6.61 N/A N/A 72,936 46,326 625,994 682,813 2020-07-16 $50.17 $50.00 45.9% 13.0% 32.9% 17.1% 45.4% 5.4% -0.3% 10.2M -320.1M -9.0M 0.68 3.34 N/A N/A 50,752 34,276 635,530 684,972 2020-07-17 $49.48 $50.00 42.1% 12.0% 32.9% 12.8% 42.3% 4.4% -0.4% -19.9M -30.7M -8.9M 0.68 1.99 N/A N/A 73,553 50,230 640,067 694,683 2020-07-20 $51.19 $50.00 42.0% 12.0% 34.7% 12.6% 42.2% 3.9% 0.6% 7.6M -355.3M -9.0M 0.34 2.13 N/A N/A 96,567 32,818 426,717 544,724 2020-07-21 $51.45 $50.00 42.6% 12.2% 34.7% 13.3% 42.7% 4.7% -0.2% 15.8M -445.0M -9.2M 0.47 2.14 N/A N/A 64,026 30,410 462,521 557,851 2020-07-22 $51.59 $50.00 41.7% 11.9% 33.6% 12.3% 41.8% 3.5% 0.7% 16.9M -461.4M -9.2M 0.37 2.50 N/A N/A 50,608 18,934 470,930 567,282 2020-07-23 $52.67 $50.00 41.7% 11.9% 32.8% 12.3% 42.2% 3.6% 0.6% 25.2M -669.1M -9.3M 0.24 2.89 N/A N/A 262,945 62,648 486,057 572,813 2020-07-24 $50.01 $50.00 43.3% 12.4% 38.3% 14.2% 43.3% 4.2% 0.7% 18.3M -179.5M -9.3M 0.50 3.49 N/A N/A 101,927 50,955 520,991 583,784 2020-07-27 $51.48 $50.00 42.4% 12.0% 39.5% 13.2% 42.2% 4.5% 0.3% 12.5M -440.8M -9.4M 0.39 2.42 N/A N/A 91,641 36,098 494,216 568,928 2020-07-28 $50.25 $50.00 42.1% 12.1% 40.6% 12.8% 41.9% 4.9% 0.7% 7.4M -243.6M -9.3M 0.55 2.25 N/A N/A 74,443 40,749 519,484 579,207 2020-07-29 $50.43 $50.00 41.8% 11.9% 34.3% 12.5% 42.5% 5.0% 0.8% 7.2M -231.3M -9.4M 0.57 2.83 N/A N/A 44,099 25,077 525,097 601,969 2020-07-30 $50.58 $50.00 42.8% 12.1% 32.6% 13.6% 42.3% 3.7% 0.1% 9.3M -264.1M -9.4M 0.58 2.55 N/A N/A 64,954 37,762 531,563 611,524 2020-07-31 $49.89 $50.00 42.4% 11.9% 33.0% 13.1% 41.9% 4.0% 0.5% -3.2M -116.8M -9.3M 0.72 3.07 N/A N/A 58,528 42,412 533,526 615,475
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