MU Options History — February 2021 In February 2021, MU traded between $79.24 and $92.71. ATM implied volatility averaged 46.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 0.8% (HV 20d: 46.9%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.39.
Notable Days 2021-02-19 : Highest Volume — 256,559 contracts2021-02-25 : Largest IV spike — 15.9% change2021-02-25 : Highest IV Rank — 25.4%2021-02-25 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $85.72 $79.24 $92.71 $80.53 $92.71 Max Pain $79.61 $77.50 $80.00 $77.50 $80.00 ATM IV 46.1% 40.7% 57.5% 47.8% 52.9% Expected Move 13.1% 11.7% 15.9% 13.5% 15.3% HV 20d 46.9% 44.7% 50.8% 45.7% 44.7% HV 60d 38.2% 36.9% 41.2% 37.8% 41.2% IV Rank 11.4% 4.7% 25.4% 13.5% 19.8% IV Percentile 39.5% 12.3% 79.8% 47.2% 67.1% Term Structure 1.3% -1.1% 5.0% -0.1% 4.9% VWIV 46.6% 41.4% 59.4% 47.2% 53.8% Skew 25d 0.6% -1.8% 3.9% 1.7% 3.9% Skew 10d 1.3% -4.2% 4.2% 2.4% 2.8% Call IV 25d 46.4% 40.7% 56.7% 48.0% 51.9% Put IV 25d 47.1% 41.4% 57.7% 49.7% 55.9% Bid-Ask Spread % 11.27 2.43 27.68 3.09 7.69 Gamma HHI 0.10 0.07 0.16 0.08 0.09 Net GEX 69.4M 40.1M 104.4M 42.7M 48.1M Net DEX -2.96B -4.02B -1.98B -2.11B -3.69B Net VEX -11.3M -11.9M -10.8M -11.3M -11.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.21 0.84 0.21 0.33 Total Volume 108,429.211 51,525 256,559 103,013 150,627 Total OI 1,190,331.158 1,103,062 1,263,583 1,103,062 1,243,590
Daily Data (19 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 2021-02-01 $80.53 $77.50 47.8% 13.5% 45.7% 13.5% 47.2% 1.7% -0.1% 42.7M -2.11B -11.3M 0.21 3.09 N/A N/A 85,219 17,794 602,417 500,645 2021-02-02 $81.51 $77.50 43.7% 11.8% 45.3% 8.4% 41.7% 0.3% 0.4% 61.6M -2.34B -11.3M 0.23 2.89 N/A N/A 56,452 13,242 633,235 505,626 2021-02-03 $79.24 $77.50 42.8% 11.7% 45.1% 7.3% 41.4% 1.2% 0.8% 50.6M -1.98B -11.3M 0.42 2.53 N/A N/A 55,549 23,393 654,755 511,931 2021-02-04 $80.80 $80.00 41.5% 12.2% 45.5% 5.7% 42.9% -0.0% 0.8% 75.3M -2.32B -11.5M 0.56 27.68 N/A N/A 39,759 22,444 675,796 522,955 2021-02-05 $81.16 $80.00 40.7% 12.1% 44.8% 4.7% 42.3% 0.7% 1.2% 82.3M -2.39B -11.9M 0.39 24.77 N/A N/A 37,069 14,456 683,362 529,425 2021-02-08 $83.99 $80.00 41.7% 12.0% 45.5% 6.0% 42.7% 0.4% -0.0% 80.6M -2.89B -11.1M 0.37 2.43 N/A N/A 65,690 24,589 658,053 511,997 2021-02-09 $83.62 $80.00 41.9% 12.0% 45.5% 6.2% 42.6% -0.0% 0.2% 87.3M -2.84B -11.1M 0.24 6.95 N/A N/A 82,189 19,911 674,326 519,452 2021-02-10 $82.19 $80.00 42.4% 12.2% 46.1% 6.9% 43.2% -0.4% 0.0% 73.9M -2.53B -11.2M 0.55 3.69 N/A N/A 46,516 25,523 674,674 527,401 2021-02-11 $86.33 $80.00 45.0% 13.0% 48.9% 10.1% 45.5% -0.5% 0.2% 89.6M -3.36B -11.3M 0.32 4.02 N/A N/A 132,093 42,236 676,092 538,920 2021-02-12 $87.52 $80.00 44.2% 12.8% 48.8% 9.0% 45.2% -1.8% 0.4% 104.4M -3.68B -11.1M 0.34 12.67 N/A N/A 94,392 32,150 692,248 551,539 2021-02-16 $87.95 $80.00 45.9% 13.2% 48.5% 11.2% 46.7% -0.3% 0.7% 85.6M -3.47B -10.8M 0.54 15.75 N/A N/A 42,870 23,247 661,127 530,576 2021-02-17 $86.13 $80.00 45.6% 13.1% 45.3% 10.8% 46.1% 0.6% 1.3% 89.3M -3.09B -11.0M 0.84 16.73 N/A N/A 31,595 26,558 669,173 542,115 2021-02-18 $88.58 $80.00 46.1% 13.2% 45.9% 11.4% 46.8% 0.7% 1.0% 81.3M -3.61B -10.8M 0.37 22.68 N/A N/A 99,123 37,026 673,127 554,489 2021-02-19 $91.00 $80.00 47.6% 13.6% 46.7% 13.2% 48.2% 1.3% 0.7% 54.1M -4.02B -11.3M 0.22 17.09 N/A N/A 209,485 47,074 688,758 574,825 2021-02-22 $86.15 $80.00 49.1% 13.8% 50.3% 15.0% 48.9% 1.8% 4.5% 40.1M -2.52B -11.4M 0.38 19.88 N/A N/A 67,424 25,722 597,969 521,928 2021-02-23 $88.85 $80.00 49.4% 14.0% 50.8% 15.5% 49.5% 0.6% 4.7% 53.4M -2.96B -11.5M 0.38 9.85 N/A N/A 67,867 26,067 614,395 536,131 2021-02-24 $91.81 $80.00 49.6% 14.2% 50.7% 15.7% 50.5% 0.8% 5.0% 68.3M -3.51B -11.3M 0.31 7.17 N/A N/A 93,295 28,472 624,404 542,967 2021-02-25 $88.62 $80.00 57.5% 15.9% 46.3% 25.4% 59.4% 1.0% -1.1% 50.7M -2.92B -11.8M 0.36 6.67 N/A N/A 112,433 40,604 640,965 554,904 2021-02-26 $92.71 $80.00 52.9% 15.3% 44.7% 19.8% 53.8% 3.9% 4.9% 48.1M -3.69B -11.4M 0.33 7.69 N/A N/A 113,571 37,056 672,558 571,032
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