MU Options History — October 2020 In October 2020, MU traded between $46.65 and $54.45. ATM implied volatility averaged 44.7%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 4.1% (HV 20d: 40.6%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2020-10-01 : Highest Volume — 143,663 contracts2020-10-15 : Largest IV spike — 9.4% change2020-10-28 : Highest IV Rank — 19.6%2020-10-28 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $50.83 $46.65 $54.45 $47.59 $50.16 Max Pain $49.55 $45.00 $50.00 $45.00 $50.00 ATM IV 44.7% 42.3% 48.1% 43.5% 46.8% Expected Move 12.8% 11.8% 14.5% 11.8% 14.1% HV 20d 40.6% 28.0% 49.0% 49.0% 28.0% HV 60d 39.2% 37.9% 40.1% 39.6% 38.1% IV Rank 15.7% 13.0% 19.6% 14.4% 18.2% IV Percentile 46.0% 36.9% 56.7% 44.4% 52.8% Term Structure -0.4% -9.3% 2.4% 1.8% -0.4% VWIV 45.1% 41.4% 51.0% 41.4% 51.0% Skew 25d 2.9% -0.1% 5.9% 0.8% 4.9% Skew 10d 8.5% 2.2% 21.8% 3.3% 10.8% Call IV 25d 42.9% 38.8% 46.7% 42.7% 44.5% Put IV 25d 45.8% 42.7% 50.4% 43.5% 49.3% Bid-Ask Spread % 2.67 1.56 6.41 2.32 2.61 Gamma HHI 0.09 0.06 0.29 0.06 0.07 Net GEX 16.4M -27.1M 52.9M -16.8M 7.4M Net DEX -620.6M -1.20B 275.2M -1.3M -182.9M Net VEX -11.0M -11.7M -10.3M -10.5M -11.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.33 1.25 1.25 0.86 Total Volume 88,136.091 39,146 143,663 143,663 52,826 Total OI 1,501,678.773 1,332,896 1,687,070 1,663,527 1,435,567
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 2020-10-01 $47.59 $45.00 43.5% 11.8% 49.0% 14.4% 41.4% 0.8% 1.8% -16.8M -1.3M -10.5M 1.25 2.32 N/A N/A 63,832 79,831 774,036 889,491 2020-10-02 $46.65 $45.00 44.0% 12.1% 47.4% 15.0% 42.5% 1.1% 1.3% -27.1M 275.2M -10.5M 1.05 2.59 N/A N/A 53,265 55,881 778,434 908,636 2020-10-05 $47.49 $50.00 45.2% 13.2% 47.7% 16.3% 45.9% 2.7% -1.0% -2.7M -37.4M -10.3M 0.67 2.28 N/A N/A 40,776 27,190 673,651 814,266 2020-10-06 $47.44 $50.00 45.2% 13.2% 45.9% 16.3% 46.1% 1.1% 0.5% -1.5M -46.2M -10.3M 0.64 2.40 N/A N/A 75,549 48,320 689,096 820,964 2020-10-07 $48.40 $50.00 45.6% 13.1% 46.3% 16.8% 45.8% 3.1% -0.1% 9.2M -299.9M -10.5M 0.75 1.56 N/A N/A 30,666 23,139 707,831 837,301 2020-10-08 $49.73 $50.00 45.9% 13.1% 47.0% 17.1% 45.7% 2.2% 0.2% 25.4M -648.6M -10.7M 0.46 2.40 N/A N/A 85,472 39,528 713,601 848,422 2020-10-09 $49.91 $50.00 42.3% 12.2% 46.4% 13.0% 42.4% 4.2% 2.4% 52.9M -755.2M -10.7M 0.69 2.60 N/A N/A 45,552 31,230 739,004 849,839 2020-10-12 $50.69 $50.00 44.0% 12.4% 40.7% 14.9% 44.2% 3.7% -0.7% 23.0M -841.0M -10.5M 0.58 1.61 N/A N/A 37,221 21,469 700,661 831,398 2020-10-13 $52.11 $50.00 44.3% 12.2% 41.6% 15.3% 42.8% 2.4% -2.3% 32.5M -1.15B -10.5M 0.39 2.55 N/A N/A 87,057 34,348 707,930 837,509 2020-10-14 $51.67 $50.00 43.0% 12.3% 40.4% 13.9% 43.1% 2.5% 0.6% 33.1M -1.07B -10.5M 0.78 1.88 N/A N/A 59,949 46,706 716,385 844,073 2020-10-15 $51.81 $50.00 47.1% 12.4% 40.4% 18.5% 43.6% 4.3% -9.3% 37.5M -1.10B -11.0M 0.69 2.28 N/A N/A 30,031 20,650 752,727 882,605 2020-10-16 $51.89 $50.00 42.8% 12.0% 40.4% 13.6% 42.4% -0.1% 1.3% 39.8M -1.10B -11.0M 0.57 2.49 N/A N/A 68,634 39,311 759,084 891,120 2020-10-19 $52.76 $50.00 45.1% 13.0% 38.1% 16.2% 45.7% 1.7% 0.4% 14.3M -790.8M -11.3M 0.33 2.63 N/A N/A 97,826 32,108 584,321 748,575 2020-10-20 $53.90 $50.00 43.8% 12.6% 38.5% 14.7% 48.6% 5.9% -2.5% 25.5M -1.03B -11.4M 0.68 6.41 N/A N/A 68,681 46,431 613,335 761,898 2020-10-21 $53.52 $50.00 44.6% 12.8% 38.7% 15.7% 44.9% 3.3% -0.5% 24.2M -991.9M -11.7M 0.54 2.28 N/A N/A 32,447 17,653 636,110 767,103 2020-10-22 $54.45 $50.00 43.7% 12.6% 38.4% 14.6% 44.1% 3.6% -0.8% 33.9M -1.20B -11.7M 0.36 2.01 N/A N/A 59,005 21,125 646,723 773,261 2020-10-23 $52.83 $50.00 42.9% 12.4% 40.2% 13.7% 42.9% 2.8% -0.5% 16.1M -830.1M -11.6M 0.39 3.17 N/A N/A 102,613 39,560 659,286 778,038 2020-10-26 $52.00 $50.00 45.5% 13.3% 40.7% 16.6% 47.5% 2.8% 0.2% 10.8M -633.9M -11.5M 1.00 2.45 N/A N/A 19,553 19,593 632,676 765,363 2020-10-27 $52.14 $50.00 44.1% 13.0% 39.7% 15.1% 45.0% 3.2% -0.3% 10.9M -653.0M -11.4M 0.69 2.55 N/A N/A 26,935 18,571 637,586 772,280 2020-10-28 $50.34 $50.00 48.1% 14.5% 29.1% 19.6% 50.6% 3.8% 0.4% 2.9M -260.8M -11.5M 0.54 5.15 N/A N/A 59,366 32,287 644,301 780,546 2020-10-29 $50.68 $50.00 45.2% 13.5% 28.9% 16.3% 46.7% 4.2% -0.4% 9.1M -304.8M -11.3M 0.39 2.50 N/A N/A 33,682 13,125 645,154 786,746 2020-10-30 $50.16 $50.00 46.8% 14.1% 28.0% 18.2% 51.0% 4.9% -0.4% 7.4M -182.9M -11.3M 0.86 2.61 N/A N/A 28,453 24,373 644,054 791,513
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