MU Options History — July 2021 In July 2021, MU traded between $73.84 and $81.12. ATM implied volatility averaged 31.8%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 5.0% (HV 20d: 36.8%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2021-07-01 : Highest Volume — 575,131 contracts2021-07-20 : Largest IV drop — 8.6% change2021-07-27 : Highest IV Rank — 13.0%2021-07-08 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $77.21 $73.84 $81.12 $80.19 $77.42 Max Pain $78.81 $77.50 $80.00 $80.00 $77.50 ATM IV 31.8% 29.4% 34.2% 34.2% 31.8% Expected Move 9.0% 8.3% 9.6% 9.3% 8.7% HV 20d 36.8% 30.7% 39.1% 39.1% 30.7% HV 60d 36.1% 34.9% 37.0% 36.4% 35.5% IV Rank 2.9% 0.0% 13.0% 0.0% 7.6% IV Percentile 1.3% 0.0% 6.0% 0.0% 4.0% Term Structure 0.2% -0.4% 1.6% -0.1% 0.5% VWIV 32.1% 29.2% 34.9% 34.2% 31.2% Skew 25d 1.1% -3.1% 3.4% -3.1% 1.3% Skew 10d 2.0% -7.4% 7.1% -7.4% 1.3% Call IV 25d 32.0% 28.6% 36.8% 36.8% 31.6% Put IV 25d 33.1% 30.6% 36.0% 33.7% 32.9% Bid-Ask Spread % 2.15 1.61 3.23 2.24 2.40 Gamma HHI 0.09 0.05 0.60 0.05 0.06 Net GEX -43.3M -319.9M 38.9M -2.1M 10.1M Net DEX 417.3M -767.7M 1.60B -300.4M -25.6M Net VEX -18.9M -20.0M -18.1M -18.1M -20.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.26 1.50 0.47 0.55 Total Volume 179,835.857 77,615 575,131 575,131 138,030 Total OI 1,826,580.905 1,622,198 2,062,322 1,766,150 1,848,164
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 2021-07-01 $80.19 $80.00 34.2% 9.3% 39.1% 0.0% 34.2% -3.1% -0.1% -2.1M -300.4M -18.1M 0.47 2.24 N/A N/A 392,010 183,121 904,976 861,174 2021-07-02 $80.35 $80.00 31.9% 8.6% 38.3% 0.0% 30.7% -1.9% -0.0% 19.6M -454.9M -19.0M 0.55 2.45 N/A N/A 211,244 116,638 1,025,063 940,538 2021-07-06 $81.12 $80.00 32.2% 9.3% 38.5% 0.8% 33.0% -0.7% 0.0% 38.9M -767.7M -18.8M 0.60 1.67 N/A N/A 125,869 75,992 902,688 888,798 2021-07-07 $78.34 $80.00 33.2% 9.4% 37.0% 4.3% 33.8% -0.4% -0.3% -32.8M 304.1M -18.8M 0.40 1.67 N/A N/A 171,824 69,536 919,289 925,127 2021-07-08 $76.65 $80.00 33.6% 9.6% 37.1% 5.8% 34.9% 0.7% -0.0% -64.8M 918.8M -18.7M 0.83 1.87 N/A N/A 117,608 98,114 941,818 948,010 2021-07-09 $78.58 $80.00 31.5% 9.1% 38.2% 0.0% 32.3% 0.6% -0.4% -36.0M 185.6M -18.9M 0.49 1.85 N/A N/A 95,238 47,036 974,183 983,528 2021-07-12 $79.41 $80.00 31.6% 9.0% 38.4% 0.4% 32.7% 0.4% 0.2% -16.7M -179.5M -18.6M 0.54 1.61 N/A N/A 92,210 49,985 904,506 963,895 2021-07-13 $78.56 $80.00 32.0% 9.1% 38.5% 1.6% 32.7% 1.0% 0.3% -35.3M 166.4M -18.8M 0.59 1.78 N/A N/A 60,401 35,923 942,041 989,054 2021-07-14 $78.58 $80.00 31.5% 8.9% 37.1% 0.2% 31.9% 1.9% 0.8% -33.5M 116.7M -18.7M 0.42 1.84 N/A N/A 92,651 38,598 946,950 995,792 2021-07-15 $76.73 $80.00 31.5% 9.0% 37.6% 0.2% 32.1% 0.8% -0.0% -82.0M 929.7M -18.3M 1.07 1.91 N/A N/A 110,117 117,657 956,893 1,000,272 2021-07-16 $75.02 $80.00 31.3% 8.9% 38.3% 0.0% 31.1% 1.7% 0.0% -319.9M 1.60B -18.3M 0.78 2.08 N/A N/A 138,813 107,865 994,757 1,067,565 2021-07-19 $74.01 $77.50 33.4% 9.6% 35.0% 7.3% 33.5% 2.9% 0.0% -50.6M 1.09B -18.3M 1.50 2.41 N/A N/A 68,906 103,406 764,037 858,161 2021-07-20 $75.59 $77.50 30.6% 8.8% 36.0% 0.0% 31.0% 2.2% 1.0% -41.6M 716.3M -18.9M 0.43 2.44 N/A N/A 54,106 23,509 785,237 886,625 2021-07-21 $76.99 $77.50 30.5% 8.7% 36.4% 0.0% 31.1% 1.5% 0.5% -22.8M 278.3M -19.3M 0.50 2.26 N/A N/A 54,233 27,223 801,063 895,875 2021-07-22 $75.34 $77.50 30.0% 8.5% 36.5% 0.0% 30.9% 2.6% 1.6% -43.1M 797.6M -18.7M 1.16 2.75 N/A N/A 78,187 90,379 814,391 901,282 2021-07-23 $75.81 $77.50 29.4% 8.3% 35.7% 0.0% 29.2% 2.1% 0.9% -46.9M 705.8M -19.3M 0.72 2.19 N/A N/A 73,336 52,760 837,726 947,250 2021-07-26 $76.24 $77.50 31.8% 9.0% 35.0% 7.7% 31.5% 1.9% -0.2% -41.5M 525.3M -19.1M 0.26 2.44 N/A N/A 74,596 19,140 777,420 919,820 2021-07-27 $73.84 $77.50 33.5% 9.4% 35.5% 13.0% 33.5% 3.4% -0.2% -63.7M 1.25B -18.6M 0.70 2.12 N/A N/A 102,450 71,544 802,685 943,635 2021-07-28 $75.73 $77.50 31.8% 8.9% 37.2% 7.8% 31.5% 2.4% 0.2% -38.3M 696.4M -19.4M 0.69 3.23 N/A N/A 53,776 37,039 827,367 947,340 2021-07-29 $76.97 $77.50 30.9% 8.5% 36.1% 4.7% 31.0% 2.3% 0.3% -6.4M 207.7M -19.8M 0.59 2.04 N/A N/A 66,186 39,297 855,320 967,884 2021-07-30 $77.42 $77.50 31.8% 8.7% 30.7% 7.6% 31.2% 1.3% 0.5% 10.1M -25.6M -20.0M 0.55 2.40 N/A N/A 89,120 48,910 869,496 978,668
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