MU Options History — September 2021 In September 2021, MU traded between $71.33 and $75.31. ATM implied volatility averaged 37.0%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 11.9% (HV 20d: 25.1%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2021-09-29 : Highest Volume — 306,620 contracts2021-09-29 : Largest IV drop — 15.9% change2021-09-20 : Highest IV Rank — 45.7%2021-09-20 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $73.48 $71.33 $75.31 $73.72 $71.33 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 37.0% 31.9% 42.2% 36.8% 31.9% Expected Move 10.5% 8.0% 12.5% 8.0% 8.9% HV 20d 25.1% 19.5% 36.4% 36.3% 23.8% HV 60d 33.1% 30.7% 34.6% 34.6% 30.7% IV Rank 26.6% 9.0% 45.7% 23.3% 9.0% IV Percentile 26.6% 6.0% 57.9% 21.4% 6.0% Term Structure -1.2% -3.3% 0.2% -1.4% 0.2% VWIV 37.2% 29.3% 43.0% 29.3% 30.3% Skew 25d 2.7% 1.3% 5.1% 1.3% 3.8% Skew 10d 5.8% 2.6% 10.8% 2.6% 8.2% Call IV 25d 36.5% 30.4% 40.2% 37.0% 30.4% Put IV 25d 39.3% 34.1% 45.3% 38.3% 34.1% Bid-Ask Spread % 2.26 1.89 3.05 2.78 1.94 Gamma HHI 0.09 0.06 0.14 0.08 0.14 Net GEX -42.7M -86.9M -8.9M -31.9M -86.9M Net DEX 841.6M 185.6M 1.48B 773.5M 1.48B Net VEX -20.1M -20.6M -18.9M -20.4M -19.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.41 1.15 1.08 0.57 Total Volume 127,305.286 58,867 306,620 94,722 142,860 Total OI 1,894,728.143 1,613,348 2,134,403 1,940,041 1,866,533
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 2021-09-01 $73.72 $75.00 36.8% 8.0% 36.3% 23.3% 29.3% 1.3% -1.4% -31.9M 773.5M -20.4M 1.08 2.78 N/A N/A 45,498 49,224 876,552 1,063,489 2021-09-02 $73.81 $75.00 36.6% 9.8% 36.4% 22.8% 35.1% 1.8% -3.3% -34.0M 775.1M -20.6M 0.92 1.96 N/A N/A 61,070 56,068 890,070 1,082,996 2021-09-03 $73.92 $75.00 36.2% 9.7% 36.2% 21.5% 34.3% 1.8% -1.6% -46.8M 790.4M -20.6M 0.57 1.89 N/A N/A 70,126 39,819 897,835 1,104,037 2021-09-07 $73.48 $75.00 37.0% 10.1% 35.8% 24.7% 35.9% 1.9% -1.5% -52.2M 990.2M -20.0M 0.66 2.05 N/A N/A 46,409 30,549 865,461 1,087,063 2021-09-08 $72.24 $75.00 37.1% 10.2% 30.1% 27.2% 36.4% 2.6% -1.8% -63.5M 1.46B -19.6M 1.08 2.52 N/A N/A 64,675 69,803 890,971 1,097,108 2021-09-09 $73.13 $75.00 37.4% 10.3% 30.4% 28.7% 36.6% 2.4% -2.0% -56.6M 1.14B -19.7M 0.94 2.02 N/A N/A 62,778 59,209 904,680 1,112,026 2021-09-10 $73.62 $75.00 38.0% 10.6% 19.5% 30.7% 37.2% 2.7% -1.7% -50.2M 943.2M -20.2M 0.78 2.17 N/A N/A 105,153 81,722 914,511 1,141,028 2021-09-13 $74.33 $75.00 37.4% 10.6% 19.6% 28.7% 37.9% 2.8% -1.0% -49.8M 710.7M -20.5M 0.70 2.36 N/A N/A 56,066 39,275 895,673 1,140,113 2021-09-14 $73.42 $75.00 38.4% 10.9% 20.3% 32.0% 38.1% 2.4% -1.3% -63.3M 1.05B -20.2M 1.01 2.50 N/A N/A 58,626 58,976 910,304 1,152,922 2021-09-15 $73.69 $75.00 37.2% 10.7% 20.1% 27.9% 37.5% 2.9% -1.3% -61.1M 993.1M -20.2M 1.07 1.89 N/A N/A 40,041 42,864 925,780 1,162,513 2021-09-16 $74.76 $75.00 36.8% 10.6% 20.5% 26.5% 37.3% 2.6% -0.9% -36.3M 505.8M -20.5M 0.99 1.89 N/A N/A 52,237 51,876 942,012 1,174,144 2021-09-17 $74.17 $75.00 36.9% 10.7% 20.5% 26.8% 38.1% 2.5% -1.1% -38.4M 855.7M -20.2M 1.15 2.21 N/A N/A 55,737 64,015 954,765 1,179,638 2021-09-20 $71.97 $75.00 42.2% 12.5% 23.5% 45.7% 43.0% 5.1% -1.3% -32.8M 930.2M -19.8M 0.78 2.07 N/A N/A 62,804 49,064 706,609 906,739 2021-09-21 $72.45 $75.00 39.9% 11.8% 22.4% 37.3% 41.7% 4.7% -1.2% -35.9M 895.8M -19.9M 0.61 2.99 N/A N/A 36,452 22,415 722,969 936,894 2021-09-22 $74.38 $75.00 37.7% 11.3% 24.2% 29.6% 40.5% 3.7% -0.6% -11.7M 380.0M -20.3M 0.83 2.80 N/A N/A 44,468 36,937 736,679 954,500 2021-09-23 $74.23 $75.00 36.1% 10.9% 21.5% 23.8% 38.4% 2.5% -0.9% -8.9M 408.1M -20.2M 0.98 2.26 N/A N/A 50,015 49,261 750,647 963,808 2021-09-24 $74.15 $75.00 35.8% 10.7% 20.2% 22.7% 37.4% 3.6% -0.8% -24.7M 445.0M -20.2M 0.59 2.14 N/A N/A 70,546 41,301 759,965 976,778 2021-09-27 $75.31 $75.00 36.5% 11.4% 20.3% 25.3% 40.1% 2.3% -0.2% -21.6M 185.6M -20.1M 0.41 2.02 N/A N/A 110,603 45,235 724,959 949,642 2021-09-28 $73.53 $75.00 38.7% 12.3% 21.9% 33.1% 43.0% 1.8% -0.6% -28.6M 603.5M -20.0M 0.86 3.05 N/A N/A 130,988 112,026 747,873 961,290 2021-09-29 $71.49 $75.00 32.5% 9.2% 23.8% 11.2% 32.8% 2.5% -0.2% -62.5M 1.35B -18.9M 0.86 2.00 N/A N/A 164,604 142,016 780,149 977,566 2021-09-30 $71.33 $75.00 31.9% 8.9% 23.8% 9.0% 30.3% 3.8% 0.2% -86.9M 1.48B -19.0M 0.57 1.94 N/A N/A 90,781 52,079 828,018 1,038,515
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