MU Options History — May 2022 In May 2022, MU traded between $66.84 and $74.19. ATM implied volatility averaged 51.2%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 4.1% (HV 20d: 47.1%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.93.
Notable Days 2022-05-20 : Highest Volume — 171,192 contracts2022-05-18 : Largest IV spike — 12.7% change2022-05-11 : Highest IV Rank — 76.0%2022-05-02 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $70.24 $66.84 $74.19 $69.98 $73.83 Max Pain $78.24 $75.00 $80.00 $75.00 $76.00 ATM IV 51.2% 45.2% 57.7% 53.3% 48.2% Expected Move 14.7% 12.6% 16.4% 16.4% 13.0% HV 20d 47.1% 37.2% 54.4% 38.6% 52.5% HV 60d 56.1% 51.8% 57.6% 56.3% 51.8% IV Rank 60.6% 46.2% 76.0% 65.6% 53.5% IV Percentile 84.6% 66.7% 95.6% 90.9% 75.4% Term Structure 0.4% -1.4% 4.6% -0.6% -0.8% VWIV 52.0% 44.1% 58.5% 57.2% 46.5% Skew 25d 8.0% 6.9% 8.9% 8.6% 7.8% Skew 10d 16.1% 13.3% 18.0% 16.8% 15.9% Call IV 25d 47.6% 40.2% 54.7% 49.1% 45.4% Put IV 25d 55.6% 47.6% 62.2% 57.7% 53.2% Bid-Ask Spread % 2.32 1.66 3.63 2.27 1.91 Gamma HHI 0.07 0.05 0.09 0.07 0.06 Net GEX -17.1M -31.9M 1.5M -16.0M -7.9M Net DEX 1.03B 338.9M 1.64B 1.11B 385.4M Net VEX -14.8M -16.2M -13.7M -15.7M -14.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.59 1.42 0.70 0.98 Total Volume 104,265.762 64,356 171,192 70,541 78,278 Total OI 1,412,879.619 1,281,973 1,486,159 1,408,323 1,347,334
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 2022-05-02 $69.98 $75.00 53.3% 16.4% 38.6% 65.6% 57.2% 8.6% -0.6% -16.0M 1.11B -15.7M 0.70 2.27 N/A N/A 41,505 29,036 640,101 768,222 2022-05-03 $71.09 $75.00 51.4% 15.8% 37.3% 61.0% 54.8% 8.1% -0.4% -10.3M 915.4M -15.9M 0.70 1.77 N/A N/A 42,380 29,727 651,456 776,682 2022-05-04 $73.58 $75.00 46.2% 13.9% 37.2% 48.5% 49.7% 6.9% 0.1% 190.5K 462.5M -16.2M 1.11 2.07 N/A N/A 55,290 61,502 660,392 782,209 2022-05-05 $71.02 $80.00 51.2% 14.6% 39.2% 60.6% 51.6% 7.6% -0.8% -12.0M 976.9M -15.8M 0.81 2.26 N/A N/A 35,615 28,741 661,978 796,555 2022-05-06 $70.06 $80.00 51.9% 14.8% 39.4% 62.2% 51.5% 8.1% -0.7% -18.1M 1.16B -15.5M 1.11 2.93 N/A N/A 52,226 57,803 667,089 800,850 2022-05-09 $67.93 $80.00 57.4% 16.2% 40.2% 75.2% 56.4% 8.9% -0.6% -24.1M 1.44B -14.7M 0.61 2.50 N/A N/A 56,504 34,540 633,750 772,700 2022-05-10 $69.15 $80.00 57.0% 16.0% 40.9% 74.3% 58.5% 8.3% -1.4% -17.7M 1.21B -15.0M 1.16 2.44 N/A N/A 42,726 49,373 646,232 771,530 2022-05-11 $67.14 $80.00 57.7% 16.3% 42.0% 76.0% 56.0% 7.4% -1.0% -26.1M 1.54B -14.4M 0.59 2.91 N/A N/A 51,566 30,343 649,442 785,190 2022-05-12 $66.84 $80.00 57.0% 16.2% 41.7% 74.4% 56.9% 8.4% -0.9% -31.9M 1.64B -14.2M 0.97 2.23 N/A N/A 84,684 82,501 662,870 790,381 2022-05-13 $72.26 $80.00 51.3% 14.7% 49.5% 60.8% 52.4% 7.2% -0.0% 1.5M 661.8M -15.2M 0.76 2.86 N/A N/A 85,321 64,531 680,528 805,631 2022-05-16 $70.60 $80.00 50.1% 14.4% 50.2% 57.9% 50.6% 7.2% -0.7% -21.3M 1.06B -14.4M 1.16 1.83 N/A N/A 37,353 43,480 629,844 775,903 2022-05-17 $74.19 $80.00 46.0% 13.2% 52.6% 48.2% 46.8% 6.9% -0.0% -2.0M 400.2M -14.9M 0.81 2.74 N/A N/A 57,971 47,028 637,537 787,290 2022-05-18 $71.30 $80.00 51.9% 14.9% 54.4% 62.1% 52.0% 8.7% -0.1% -17.6M 945.8M -14.7M 1.42 2.41 N/A N/A 49,673 70,303 649,627 794,225 2022-05-19 $69.90 $80.00 51.0% 14.7% 53.4% 60.1% 51.0% 8.3% -1.0% -29.5M 1.21B -14.5M 0.74 2.04 N/A N/A 45,715 33,741 654,186 803,383 2022-05-20 $68.35 $80.00 52.1% 15.0% 53.7% 62.6% 54.2% 7.9% -1.1% -23.6M 1.50B -14.1M 1.25 2.42 N/A N/A 76,145 95,047 662,497 808,699 2022-05-23 $69.13 $77.50 49.0% 14.2% 53.9% 55.4% 49.7% 8.0% 3.0% -23.4M 1.12B -14.1M 0.82 1.78 N/A N/A 48,811 40,177 548,640 733,333 2022-05-24 $66.84 $75.00 51.0% 14.9% 53.9% 60.1% 55.1% 8.7% 2.7% -29.2M 1.43B -13.7M 1.37 2.14 N/A N/A 50,663 69,529 568,717 748,689 2022-05-25 $68.05 $77.50 50.0% 14.6% 54.1% 57.6% 49.8% 8.8% 3.2% -26.2M 1.26B -14.1M 0.94 1.97 N/A N/A 57,321 54,015 576,627 773,092 2022-05-26 $70.66 $76.00 46.9% 13.3% 52.3% 50.3% 47.4% 8.2% 3.9% -11.8M 838.7M -14.6M 0.89 3.63 N/A N/A 56,839 50,548 589,095 788,630 2022-05-27 $73.18 $76.00 45.2% 12.6% 52.8% 46.2% 44.1% 7.3% 4.6% -12.3M 338.9M -14.8M 0.68 1.66 N/A N/A 66,006 45,024 594,358 794,978 2022-05-31 $73.83 $76.00 48.2% 13.0% 52.5% 53.5% 46.5% 7.8% -0.8% -7.9M 385.4M -14.6M 0.98 1.91 N/A N/A 39,548 38,730 571,258 776,076
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