MU Options History — August 2020 In August 2020, MU traded between $42.48 and $51.19. ATM implied volatility averaged 41.9%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 8.1% (HV 20d: 33.8%). Max pain ranged from $47.50 to $52.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2020-08-13 : Highest Volume — 250,867 contracts2020-08-12 : Largest IV drop — 7.2% change2020-08-31 : Highest IV Rank — 19.9%2020-08-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $46.48 $42.48 $51.19 $50.36 $45.58 Max Pain $49.40 $47.50 $52.50 $50.00 $47.50 ATM IV 41.9% 38.4% 48.3% 42.8% 48.3% Expected Move 11.7% 11.0% 12.8% 12.0% 12.8% HV 20d 33.8% 29.5% 38.2% 32.6% 33.4% HV 60d 42.8% 36.2% 48.2% 48.2% 36.2% IV Rank 12.5% 8.5% 19.9% 13.6% 19.9% IV Percentile 34.6% 20.6% 62.3% 37.3% 62.3% Term Structure 1.2% -2.1% 5.5% -0.7% 2.6% VWIV 41.1% 38.6% 44.7% 42.0% 44.7% Skew 25d 2.4% 0.1% 3.7% 3.5% 0.1% Skew 10d 6.0% 1.0% 9.4% 9.4% 7.7% Call IV 25d 41.2% 38.4% 48.4% 42.0% 48.4% Put IV 25d 43.6% 40.8% 48.5% 45.5% 48.5% Bid-Ask Spread % 3.17 2.11 7.46 3.18 2.23 Gamma HHI 0.08 0.05 0.33 0.06 0.06 Net GEX -6.8M -46.0M 19.3M 2.1M 1.6M Net DEX 282.7M -376.1M 971.4M -219.4M 164.8M Net VEX -9.4M -10.2M -8.7M -9.4M -10.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.24 0.86 0.46 0.29 Total Volume 130,722.905 81,809 250,867 89,251 83,251 Total OI 1,287,053.143 1,084,174 1,482,816 1,084,174 1,323,798
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 2020-08-03 $50.36 $50.00 42.8% 12.0% 32.6% 13.6% 42.0% 3.5% -0.7% 2.1M -219.4M -9.4M 0.46 3.18 N/A N/A 60,946 28,305 489,738 594,436 2020-08-04 $51.19 $50.00 42.3% 11.8% 31.2% 13.0% 41.4% 3.7% -0.3% 12.7M -376.1M -9.5M 0.31 2.98 N/A N/A 72,287 22,590 514,271 603,638 2020-08-05 $50.86 $50.00 42.0% 11.6% 31.3% 12.7% 41.0% 3.4% -2.1% 13.4M -329.0M -9.6M 0.42 2.78 N/A N/A 60,102 25,184 530,365 611,322 2020-08-06 $48.74 $52.50 41.5% 12.0% 34.7% 12.1% 41.7% 2.0% -0.9% -9.5M 85.2M -9.3M 0.45 4.95 N/A N/A 159,637 71,536 551,793 623,100 2020-08-07 $48.59 $52.50 41.2% 11.9% 34.5% 11.7% 42.9% 3.2% -0.2% -12.1M 95.3M -9.5M 0.81 4.08 N/A N/A 58,556 47,441 590,456 644,436 2020-08-10 $49.09 $52.50 41.8% 11.9% 34.5% 12.4% 42.4% 2.7% -0.2% -1.6M -52.3M -9.5M 0.24 3.54 N/A N/A 111,917 27,101 549,079 630,797 2020-08-11 $48.01 $50.00 42.4% 12.2% 35.3% 13.1% 42.8% 1.6% 0.5% -3.5M 130.3M -9.4M 0.46 4.84 N/A N/A 68,399 31,425 577,401 640,069 2020-08-12 $48.51 $50.00 39.3% 11.8% 34.6% 9.6% 41.0% 3.6% 1.8% -683.5K 45.6M -9.4M 0.58 7.46 N/A N/A 72,018 41,847 588,876 652,812 2020-08-13 $46.25 $50.00 41.3% 12.0% 38.2% 11.9% 41.4% 2.8% 0.9% -18.5M 478.3M -9.1M 0.57 4.17 N/A N/A 160,013 90,854 604,413 659,480 2020-08-14 $45.61 $50.00 40.4% 11.7% 38.2% 10.8% 40.8% 2.9% 0.6% -19.1M 596.0M -9.1M 0.80 2.38 N/A N/A 67,990 54,580 658,076 687,253 2020-08-17 $45.14 $50.00 40.1% 11.5% 35.5% 10.5% 40.4% 1.6% -0.1% -18.0M 566.8M -8.9M 0.35 2.42 N/A N/A 101,885 35,703 603,031 664,222 2020-08-18 $44.39 $50.00 38.4% 11.0% 35.4% 8.5% 39.7% 2.4% 1.8% -19.1M 696.1M -8.8M 0.48 2.11 N/A N/A 102,637 49,448 639,913 678,376 2020-08-19 $43.99 $50.00 38.9% 11.1% 35.2% 9.1% 39.2% 1.9% 2.1% -18.1M 759.8M -8.7M 0.80 2.18 N/A N/A 90,057 71,880 655,223 695,531 2020-08-20 $43.09 $47.50 39.6% 11.3% 33.8% 9.9% 39.8% 1.9% 2.8% -19.8M 919.6M -9.1M 0.57 2.48 N/A N/A 104,978 60,091 701,132 737,996 2020-08-21 $42.48 $47.50 40.4% 11.3% 30.0% 10.8% 40.5% 1.8% 2.7% -46.0M 971.4M -9.1M 0.79 2.82 N/A N/A 60,135 47,747 729,743 753,073 2020-08-24 $43.58 $47.50 41.8% 11.1% 29.5% 12.4% 39.1% 3.1% 5.5% -9.6M 538.4M -9.5M 0.53 2.11 N/A N/A 75,097 39,623 629,383 688,024 2020-08-25 $45.16 $47.50 41.7% 11.0% 32.7% 12.3% 38.6% 2.9% 3.8% 2.4M 218.7M -10.0M 0.31 2.24 N/A N/A 118,712 36,888 653,045 697,500 2020-08-26 $44.98 $47.50 42.4% 11.5% 32.5% 13.1% 40.4% 0.9% 3.8% 3.1M 253.5M -10.0M 0.47 2.89 N/A N/A 55,690 26,119 671,354 707,740 2020-08-27 $44.69 $47.50 45.4% 11.7% 32.4% 16.6% 41.1% 2.1% 1.2% -1.1M 331.9M -9.9M 0.86 2.57 N/A N/A 45,231 38,869 675,005 713,763 2020-08-28 $45.69 $47.50 47.1% 12.2% 33.7% 18.5% 42.7% 1.7% 0.7% 19.3M 62.8M -10.2M 0.34 2.18 N/A N/A 125,837 42,575 684,597 723,856 2020-08-31 $45.58 $47.50 48.3% 12.8% 33.4% 19.9% 44.7% 0.1% 2.6% 1.6M 164.8M -10.1M 0.29 2.23 N/A N/A 64,378 18,873 621,652 702,146
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