MU Options History — March 2021 In March 2021, MU traded between $83.40 and $94.83. ATM implied volatility averaged 51.4%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 8.1% (HV 20d: 59.5%). Max pain ranged from $72.50 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.49.
Notable Days 2021-03-23 : Highest Volume — 231,761 contracts2021-03-19 : Largest IV drop — 8.7% change2021-03-29 : Highest IV Rank — 30.5%2021-03-08 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $88.54 $83.40 $94.83 $94.83 $88.68 Max Pain $76.09 $72.50 $80.00 $80.00 $80.00 ATM IV 51.4% 44.5% 57.2% 52.9% 44.5% Expected Move 14.6% 13.5% 15.7% 13.9% 13.7% HV 20d 59.5% 44.7% 65.6% 44.7% 61.4% HV 60d 47.5% 40.6% 52.0% 40.6% 51.2% IV Rank 21.4% 16.3% 30.5% 19.7% 19.5% IV Percentile 61.6% 32.5% 81.3% 66.7% 32.5% Term Structure -1.3% -11.0% 5.3% -1.5% -1.3% VWIV 51.5% 47.7% 55.8% 49.8% 47.7% Skew 25d 0.9% -1.8% 3.7% 1.8% -0.0% Skew 10d 2.8% -1.3% 6.1% 4.8% 1.7% Call IV 25d 51.7% 45.0% 57.0% 54.6% 45.0% Put IV 25d 52.7% 45.0% 60.3% 56.4% 45.0% Bid-Ask Spread % 4.57 2.51 7.89 3.47 3.53 Gamma HHI 0.08 0.05 0.14 0.10 0.06 Net GEX 46.5M 11.7M 87.6M 61.4M 50.9M Net DEX -2.64B -3.92B -1.45B -3.90B -2.56B Net VEX -11.8M -12.6M -11.1M -11.1M -12.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.25 0.77 0.37 0.57 Total Volume 126,934.087 56,583 231,761 137,810 166,654 Total OI 1,299,729.348 1,142,986 1,429,463 1,191,941 1,362,923
Daily Data (23 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 2021-03-01 $94.83 $80.00 52.9% 13.9% 44.7% 19.7% 49.8% 1.8% -1.5% 61.4M -3.90B -11.1M 0.37 3.47 N/A N/A 100,890 36,920 643,927 548,014 2021-03-02 $91.78 $80.00 53.0% 13.5% 46.7% 19.8% 47.7% 0.1% -1.8% 62.1M -3.41B -11.2M 0.59 4.12 N/A N/A 69,196 40,770 676,593 562,681 2021-03-03 $90.16 $80.00 53.9% 14.0% 47.4% 20.9% 49.7% 3.1% -1.8% 51.9M -3.04B -11.5M 0.66 4.47 N/A N/A 89,478 59,425 682,118 579,816 2021-03-04 $83.94 $72.50 56.6% 15.4% 53.6% 24.4% 54.4% 3.7% -0.4% 17.6M -1.75B -11.8M 0.58 7.89 N/A N/A 78,607 45,868 689,937 617,683 2021-03-05 $88.98 $72.50 55.4% 15.0% 56.8% 22.9% 53.7% 1.9% -2.9% 11.7M -2.75B -11.9M 0.34 7.77 N/A N/A 136,453 46,184 699,934 627,241 2021-03-08 $85.81 $72.50 57.2% 15.7% 58.7% 25.0% 55.8% 2.4% -1.7% 36.9M -2.32B -12.0M 0.52 7.46 N/A N/A 52,505 27,351 675,797 584,180 2021-03-09 $89.42 $72.50 53.7% 14.8% 59.2% 20.7% 53.9% 1.4% -1.9% 55.0M -2.98B -11.5M 0.51 6.89 N/A N/A 45,588 23,325 685,228 596,127 2021-03-10 $85.58 $72.50 54.4% 15.0% 61.5% 21.6% 53.2% 1.0% -2.0% 36.2M -2.22B -12.1M 0.49 6.08 N/A N/A 59,503 28,880 691,589 602,484 2021-03-11 $89.48 $72.50 53.7% 14.8% 62.9% 20.7% 52.7% 0.7% -2.7% 67.1M -3.07B -11.5M 0.36 3.99 N/A N/A 109,007 38,760 708,226 617,305 2021-03-12 $87.94 $72.50 53.2% 14.9% 61.0% 20.2% 52.4% 1.4% -1.6% 51.7M -2.63B -11.8M 0.62 4.95 N/A N/A 53,508 33,018 714,997 633,256 2021-03-15 $88.65 $75.00 52.3% 14.9% 60.9% 19.0% 52.4% 1.0% -0.1% 58.5M -2.81B -11.7M 0.77 2.65 N/A N/A 40,063 30,813 694,848 609,425 2021-03-16 $91.44 $75.00 50.1% 14.3% 61.9% 16.3% 50.4% 0.4% -0.5% 75.8M -3.36B -11.7M 0.34 4.88 N/A N/A 159,762 53,989 705,697 627,760 2021-03-17 $94.55 $75.00 51.5% 14.8% 62.2% 18.0% 52.1% 0.3% 5.3% 87.6M -3.92B -11.3M 0.33 7.29 N/A N/A 118,056 38,740 716,838 643,508 2021-03-18 $89.69 $75.00 54.8% 15.6% 64.7% 22.1% 54.8% 0.2% 3.8% 61.3M -2.87B -11.7M 0.32 3.84 N/A N/A 120,615 38,077 727,520 653,693 2021-03-19 $91.18 $77.50 50.1% 14.4% 64.3% 19.0% 51.2% 0.4% -0.8% 61.9M -3.24B -11.8M 0.25 2.91 N/A N/A 102,187 25,428 761,565 667,898 2021-03-22 $91.42 $77.50 47.4% 13.9% 60.9% 17.6% 49.1% 1.0% -0.4% 45.0M -2.76B -11.2M 0.31 2.51 N/A N/A 57,891 17,761 595,102 547,884 2021-03-23 $84.99 $77.50 48.3% 14.3% 65.6% 21.4% 49.9% -0.4% -1.2% 22.9M -1.72B -11.4M 0.46 3.23 N/A N/A 159,228 72,533 611,964 555,871 2021-03-24 $83.40 $77.50 48.1% 14.1% 64.5% 21.0% 49.4% 0.2% -2.6% 18.9M -1.45B -11.7M 0.57 3.35 N/A N/A 88,669 50,164 672,814 606,409 2021-03-25 $84.22 $77.50 47.7% 14.3% 63.6% 20.3% 50.6% 0.9% 0.5% 18.3M -1.54B -12.1M 0.40 3.46 N/A N/A 75,501 30,173 671,512 642,626 2021-03-26 $87.12 $77.50 47.6% 14.3% 62.6% 26.3% 50.7% 1.1% -1.2% 45.8M -2.17B -12.6M 0.53 3.44 N/A N/A 87,927 46,833 693,415 653,379 2021-03-29 $86.35 $77.50 49.4% 15.0% 61.9% 30.5% 52.4% -1.8% -11.0% 32.5M -2.04B -12.4M 0.57 3.90 N/A N/A 68,006 38,595 648,238 642,298 2021-03-30 $86.74 $80.00 47.0% 14.2% 61.1% 25.8% 50.7% 0.7% -2.2% 39.3M -2.13B -12.5M 0.76 3.03 N/A N/A 32,098 24,485 678,589 664,866 2021-03-31 $88.68 $80.00 44.5% 13.7% 61.4% 19.5% 47.7% -0.0% -1.3% 50.9M -2.56B -12.1M 0.57 3.53 N/A N/A 106,244 60,410 687,540 675,383
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