MU Options History — December 2020 In December 2020, MU traded between $67.05 and $75.24. ATM implied volatility averaged 47.6%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 14.2% (HV 20d: 33.5%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2020-12-04 : Highest Volume — 315,404 contracts2020-12-07 : Largest IV spike — 8.0% change2020-12-10 : Highest IV Rank — 22.2%2020-12-29 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $71.37 $67.05 $75.24 $67.05 $75.24 Max Pain $52.05 $50.00 $55.00 $52.50 $52.50 ATM IV 47.6% 41.1% 50.6% 41.2% 50.6% Expected Move 14.2% 11.8% 16.2% 12.2% 16.0% HV 20d 33.5% 27.8% 38.0% 35.0% 30.4% HV 60d 36.0% 31.4% 38.9% 38.6% 32.4% IV Rank 18.7% 11.6% 22.2% 11.7% 21.0% IV Percentile 51.0% 25.8% 59.9% 25.8% 59.9% Term Structure 0.1% -7.9% 7.7% 6.6% -1.3% VWIV 50.2% 41.3% 56.9% 42.6% 56.8% Skew 25d 0.4% -2.0% 2.3% -0.1% 1.3% Skew 10d 0.9% -6.9% 5.5% 1.2% -0.2% Call IV 25d 48.1% 40.1% 52.6% 41.3% 50.9% Put IV 25d 48.5% 40.3% 52.2% 41.2% 52.2% Bid-Ask Spread % 5.43 1.59 14.58 2.77 2.03 Gamma HHI 0.11 0.07 0.21 0.12 0.11 Net GEX 46.6M 28.2M 60.1M 51.6M 53.2M Net DEX -3.54B -4.38B -2.72B -3.18B -3.85B Net VEX -9.8M -10.2M -9.1M -9.5M -9.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.23 0.87 0.23 0.35 Total Volume 106,315.182 32,411 315,404 282,472 183,050 Total OI 1,618,417.273 1,480,994 1,768,873 1,525,762 1,574,959
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 2020-12-01 $67.05 $52.50 41.2% 12.2% 35.0% 11.7% 42.6% -0.1% 6.6% 51.6M -3.18B -9.5M 0.23 2.77 N/A N/A 230,583 51,889 726,920 798,842 2020-12-02 $69.19 $55.00 41.1% 11.8% 34.7% 11.6% 41.3% -0.8% 7.3% 60.1M -3.70B -9.5M 0.31 1.94 N/A N/A 134,625 42,311 776,215 820,513 2020-12-03 $69.77 $50.00 41.7% 13.3% 34.8% 12.4% 47.0% 0.2% 6.2% 58.2M -3.76B -9.4M 0.35 11.04 N/A N/A 87,339 30,198 778,018 833,243 2020-12-04 $73.19 $50.00 44.9% 13.9% 35.3% 16.0% 49.3% -2.0% 7.7% 44.3M -4.38B -9.1M 0.35 5.44 N/A N/A 233,701 81,703 786,303 842,381 2020-12-07 $72.37 $50.00 48.5% 14.1% 36.5% 20.1% 50.1% -0.9% -1.0% 47.3M -4.00B -9.7M 0.54 2.70 N/A N/A 51,992 28,151 798,015 830,046 2020-12-08 $73.01 $50.00 49.8% 14.2% 36.3% 21.6% 49.9% -2.0% -0.9% 50.3M -4.13B -9.6M 0.44 5.93 N/A N/A 53,252 23,550 807,503 839,950 2020-12-09 $71.42 $50.00 49.6% 14.0% 36.6% 21.3% 50.3% -0.1% -1.3% 50.5M -3.82B -10.0M 0.50 14.58 N/A N/A 74,810 37,563 824,684 845,426 2020-12-10 $71.88 $52.50 50.3% 14.3% 36.7% 22.2% 50.2% -0.1% -0.7% 52.5M -3.91B -10.1M 0.37 2.17 N/A N/A 44,956 16,578 835,792 857,033 2020-12-11 $70.49 $52.50 49.5% 14.1% 38.0% 21.3% 49.5% -0.1% -0.6% 56.7M -3.61B -10.2M 0.66 9.62 N/A N/A 65,451 43,052 842,932 859,788 2020-12-14 $71.55 $52.50 49.5% 14.1% 37.5% 21.3% 50.4% 2.3% -1.3% 48.1M -3.79B -10.0M 0.87 11.84 N/A N/A 40,145 34,841 823,175 860,638 2020-12-15 $73.02 $52.50 48.9% 14.0% 32.2% 20.6% 49.3% 1.5% -1.4% 55.0M -4.12B -9.8M 0.43 5.15 N/A N/A 42,699 18,387 836,340 875,144 2020-12-16 $73.20 $52.50 49.2% 14.1% 32.2% 20.9% 49.7% 0.3% -1.4% 57.3M -4.14B -10.0M 0.58 11.43 N/A N/A 49,495 28,623 842,205 882,127 2020-12-17 $72.01 $52.50 47.9% 13.8% 32.4% 19.5% 49.1% 1.3% -1.6% 47.9M -3.87B -10.2M 0.36 11.76 N/A N/A 41,635 14,959 860,100 898,474 2020-12-18 $71.84 $52.50 48.4% 14.0% 32.5% 20.0% 50.3% 0.6% -1.6% 35.3M -3.81B -10.2M 0.43 6.19 N/A N/A 53,887 22,969 864,205 904,668 2020-12-21 $71.31 $52.50 48.3% 14.2% 32.9% 19.9% 50.0% 0.6% -0.9% 33.9M -2.94B -9.7M 0.57 4.23 N/A N/A 35,524 20,363 707,622 773,372 2020-12-22 $70.26 $52.50 48.0% 14.5% 31.1% 19.2% 51.7% 1.9% -0.8% 28.2M -2.72B -10.0M 0.26 1.81 N/A N/A 67,185 17,557 717,338 784,077 2020-12-23 $70.31 $52.50 46.7% 14.0% 30.8% 17.7% 49.7% 1.6% -0.2% 34.8M -2.72B -10.0M 0.23 1.67 N/A N/A 56,497 12,892 745,130 790,841 2020-12-24 $70.24 $52.50 47.7% 14.3% 30.8% 17.7% 51.3% 0.5% -0.7% 36.2M -2.78B -9.9M 0.52 1.84 N/A N/A 21,311 11,100 762,346 794,450 2020-12-28 $70.66 $52.50 48.1% 15.2% 30.8% 18.1% 53.9% 0.6% -0.4% 37.7M -2.80B -9.8M 0.55 1.60 N/A N/A 39,652 21,784 734,205 778,998 2020-12-29 $70.40 $52.50 49.5% 16.2% 30.9% 19.7% 56.9% 1.6% -7.9% 36.8M -2.77B -9.6M 0.31 2.11 N/A N/A 67,187 20,797 744,635 790,891 2020-12-30 $71.74 $52.50 48.6% 15.9% 27.8% 18.7% 55.4% 1.5% -1.0% 49.9M -3.06B -9.7M 0.39 1.59 N/A N/A 60,877 23,814 754,922 800,714 2020-12-31 $75.24 $52.50 50.6% 16.0% 30.4% 21.0% 56.8% 1.3% -1.3% 53.2M -3.85B -9.4M 0.35 2.03 N/A N/A 135,395 47,655 768,670 806,289
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