MU Options History — August 2022 In August 2022, MU traded between $56.47 and $64.92. ATM implied volatility averaged 41.5%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 0.6% (HV 20d: 40.8%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.14.
Notable Days 2022-08-09 : Highest Volume — 180,288 contracts2022-08-22 : Largest IV spike — 11.9% change2022-08-31 : Highest IV Rank — 59.9%2022-08-30 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.02 $56.47 $64.92 $62.64 $56.97 Max Pain $66.30 $60.00 $70.00 $60.00 $65.00 ATM IV 41.5% 36.9% 50.9% 40.8% 50.9% Expected Move 11.6% 10.6% 13.2% 12.1% 13.0% HV 20d 40.8% 32.0% 49.1% 37.0% 47.6% HV 60d 47.5% 46.0% 49.3% 49.1% 46.3% IV Rank 37.3% 26.3% 59.9% 35.8% 59.9% IV Percentile 42.8% 24.2% 77.0% 41.3% 77.0% Term Structure 0.8% -1.2% 4.4% -0.7% -0.9% VWIV 41.0% 36.2% 46.1% 41.9% 45.4% Skew 25d 5.9% 4.4% 8.0% 6.6% 7.3% Skew 10d 12.2% 9.7% 15.4% 13.7% 15.1% Call IV 25d 38.9% 35.0% 47.8% 38.4% 47.8% Put IV 25d 44.9% 39.3% 55.4% 45.0% 55.1% Bid-Ask Spread % 1.86 1.37 3.10 2.07 1.52 Gamma HHI 0.08 0.05 0.19 0.06 0.08 Net GEX -22.7M -34.2M 13.5M -21.9M -31.9M Net DEX 968.6M 206.2M 1.63B 724.4M 1.53B Net VEX -12.6M -13.5M -11.4M -13.3M -11.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.57 2.85 1.18 2.85 Total Volume 90,986.043 50,383 180,288 109,614 103,135 Total OI 1,401,870.391 1,323,807 1,489,700 1,361,582 1,400,490
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 2022-08-01 $62.64 $60.00 40.8% 12.1% 37.0% 35.8% 41.9% 6.6% -0.7% -21.9M 724.4M -13.3M 1.18 2.07 N/A N/A 50,328 59,286 537,765 823,817 2022-08-02 $62.49 $60.00 42.2% 12.2% 32.0% 39.0% 43.4% 6.4% -1.2% -24.7M 767.6M -13.3M 1.43 2.23 N/A N/A 29,730 42,528 548,856 840,251 2022-08-03 $64.29 $60.00 39.1% 11.3% 32.9% 31.6% 40.9% 5.7% -0.7% -9.8M 423.0M -13.4M 1.05 2.05 N/A N/A 47,332 49,567 553,184 846,631 2022-08-04 $64.66 $70.00 38.7% 11.0% 32.4% 30.6% 39.5% 5.7% -0.7% -3.5M 349.1M -13.5M 0.88 1.72 N/A N/A 40,812 35,837 563,191 853,855 2022-08-05 $62.40 $70.00 38.7% 11.1% 35.4% 30.7% 39.4% 5.7% -0.2% -21.9M 820.5M -13.1M 1.32 2.12 N/A N/A 46,880 61,905 570,207 864,334 2022-08-08 $61.43 $70.00 40.1% 11.2% 35.1% 33.9% 40.0% 6.1% -0.8% -26.0M 963.0M -12.8M 1.12 1.60 N/A N/A 37,608 42,205 550,028 827,274 2022-08-09 $59.05 $70.00 41.2% 11.6% 37.8% 36.6% 41.4% 6.0% -0.4% -34.2M 1.37B -12.2M 1.36 1.37 N/A N/A 76,439 103,849 557,549 834,050 2022-08-10 $61.38 $70.00 37.6% 10.7% 40.2% 28.1% 36.2% 5.4% -0.3% -26.5M 917.0M -12.8M 1.41 1.54 N/A N/A 51,574 72,867 569,774 851,104 2022-08-11 $62.30 $70.00 38.2% 11.0% 40.5% 29.5% 39.4% 5.0% 0.1% -20.2M 709.5M -12.8M 0.97 1.68 N/A N/A 58,941 57,360 579,436 858,672 2022-08-12 $64.92 $70.00 36.9% 10.7% 41.2% 26.4% 37.5% 4.4% 0.7% 13.5M 206.2M -13.1M 0.80 1.64 N/A N/A 75,908 60,999 584,100 864,574 2022-08-15 $64.85 $70.00 37.8% 10.9% 40.5% 28.6% 38.7% 4.8% 0.7% -9.4M 299.9M -13.0M 0.61 1.70 N/A N/A 44,382 27,146 563,722 845,050 2022-08-16 $63.92 $70.00 36.9% 10.6% 38.8% 26.3% 38.1% 4.8% 1.0% -12.5M 455.4M -12.8M 1.02 2.22 N/A N/A 24,977 25,406 576,416 852,409 2022-08-17 $61.66 $65.00 38.4% 11.0% 40.8% 29.9% 40.0% 5.2% 1.4% -27.5M 957.0M -12.6M 1.43 2.31 N/A N/A 48,460 69,262 585,551 866,735 2022-08-18 $63.14 $65.00 38.0% 10.8% 41.7% 29.0% 38.0% 5.3% 0.9% -16.9M 626.6M -13.0M 1.26 1.47 N/A N/A 35,729 44,979 592,513 878,822 2022-08-19 $60.43 $65.00 39.3% 11.2% 42.7% 32.2% 39.2% 5.1% 1.3% -31.2M 1.14B -12.4M 0.79 1.44 N/A N/A 50,846 40,308 600,151 889,549 2022-08-22 $58.00 $65.00 44.0% 12.4% 44.6% 43.3% 42.6% 6.7% 3.6% -33.3M 1.49B -11.9M 0.76 1.44 N/A N/A 31,998 24,232 525,210 798,597 2022-08-23 $57.97 $65.00 43.4% 12.1% 44.6% 42.0% 41.6% 6.3% 3.4% -33.9M 1.49B -11.8M 0.93 1.65 N/A N/A 29,681 27,703 533,869 802,869 2022-08-24 $58.49 $65.00 43.7% 12.0% 41.5% 42.7% 42.1% 6.3% 3.3% -31.3M 1.40B -12.1M 1.00 1.74 N/A N/A 31,849 31,767 544,880 809,645 2022-08-25 $61.12 $65.00 41.6% 11.3% 44.8% 37.6% 40.8% 6.0% 4.4% -20.9M 962.2M -12.5M 0.57 2.15 N/A N/A 45,650 25,925 559,599 816,460 2022-08-26 $57.70 $65.00 46.5% 12.7% 49.1% 49.2% 45.1% 6.5% 3.9% -33.8M 1.50B -11.8M 1.24 2.12 N/A N/A 41,743 51,773 567,370 820,395 2022-08-29 $57.17 $65.00 49.3% 12.9% 48.9% 56.0% 44.7% 8.0% -0.6% -31.3M 1.53B -11.6M 1.22 1.90 N/A N/A 25,981 31,723 551,959 807,209 2022-08-30 $56.47 $65.00 50.7% 13.2% 48.9% 59.4% 46.1% 7.6% -0.6% -33.3M 1.63B -11.4M 1.08 3.10 N/A N/A 36,500 39,569 560,522 814,375 2022-08-31 $56.97 $65.00 50.9% 13.0% 47.6% 59.9% 45.4% 7.3% -0.9% -31.9M 1.53B -11.7M 2.85 1.52 N/A N/A 26,816 76,319 573,093 827,397
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