MU Options History — January 2023 In January 2023, MU traded between $50.48 and $64.09. ATM implied volatility averaged 40.0%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 2.9% (HV 20d: 37.0%). Max pain ranged from $52.50 to $57.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.78.
Notable Days 2023-01-18 : Highest Volume — 232,988 contracts2023-01-30 : Largest IV spike — 7.2% change2023-01-03 : Highest IV Rank — 31.5%2023-01-03 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $58.08 $50.48 $64.09 $50.48 $59.95 Max Pain $53.92 $52.50 $57.50 $57.50 $56.00 ATM IV 40.0% 36.1% 45.7% 45.7% 38.3% Expected Move 11.6% 10.8% 13.0% 13.0% 11.7% HV 20d 37.0% 29.1% 39.7% 29.1% 39.2% HV 60d 42.6% 41.2% 44.1% 42.6% 42.5% IV Rank 11.1% 0.0% 31.5% 31.5% 6.8% IV Percentile 9.9% 0.0% 33.7% 33.7% 5.6% Term Structure -0.3% -1.2% 0.5% -0.5% -0.1% VWIV 41.2% 38.3% 45.2% 44.8% 41.8% Skew 25d 4.8% 4.2% 5.8% 5.8% 4.9% Skew 10d 8.8% 7.1% 10.8% 10.8% 9.2% Call IV 25d 37.8% 34.2% 42.6% 42.6% 36.2% Put IV 25d 42.5% 38.4% 48.5% 48.5% 41.1% Bid-Ask Spread % 1.92 1.58 2.32 1.76 2.32 Gamma HHI 0.08 0.06 0.16 0.09 0.06 Net GEX -4.2M -26.8M 14.7M -21.2M -4.2M Net DEX -41.6M -796.2M 1.14B 1.14B 4.1M Net VEX -9.3M -10.2M -8.5M -8.5M -10.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.78 0.88 6.34 1.80 1.02 Total Volume 106,740.15 41,314 232,988 87,102 106,014 Total OI 1,292,108.45 928,538 1,496,358 1,361,387 1,046,499
Daily Data (20 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 2023-01-03 $50.48 $57.50 45.7% 13.0% 29.1% 31.5% 44.8% 5.8% -0.5% -21.2M 1.14B -8.5M 1.80 1.76 N/A N/A 31,085 56,017 579,621 781,766 2023-01-04 $53.70 $57.50 44.4% 12.7% 37.0% 25.8% 45.2% 4.8% -0.3% -13.8M 490.6M -9.1M 1.96 1.82 N/A N/A 75,158 147,423 592,614 784,250 2023-01-05 $54.89 $52.50 44.3% 12.7% 37.8% 25.1% 43.9% 4.7% -0.3% -9.3M 232.9M -9.4M 1.80 1.93 N/A N/A 48,011 86,255 633,239 813,481 2023-01-06 $56.89 $52.50 42.7% 12.2% 39.7% 19.8% 44.5% 4.2% -0.2% -2.9M -148.4M -9.7M 2.31 1.96 N/A N/A 45,884 105,850 649,085 834,444 2023-01-09 $56.50 $52.50 44.0% 12.4% 39.0% 24.2% 43.9% 5.2% -0.8% -5.4M 122.4M -9.5M 1.65 2.26 N/A N/A 36,197 59,828 616,083 806,486 2023-01-10 $56.75 $52.50 42.6% 12.2% 39.0% 19.5% 44.8% 5.0% 0.0% -4.6M 80.3M -9.5M 0.88 1.63 N/A N/A 22,032 19,282 625,513 820,678 2023-01-11 $57.77 $52.50 42.2% 12.2% 39.4% 18.2% 42.9% 4.9% 0.3% -506.1K -123.6M -9.6M 3.56 2.29 N/A N/A 33,904 120,729 628,149 828,224 2023-01-12 $57.14 $52.50 40.3% 11.6% 39.7% 12.2% 40.4% 4.7% 0.1% -2.6M -2.6M -9.3M 1.54 1.79 N/A N/A 37,932 58,413 637,431 839,036 2023-01-13 $56.69 $52.50 37.8% 10.9% 39.4% 4.1% 38.9% 4.2% 0.5% -10.7M 129.4M -9.1M 2.34 1.58 N/A N/A 21,830 51,186 643,978 852,380 2023-01-17 $56.84 $52.50 38.6% 11.1% 35.6% 5.8% 39.8% 4.7% -0.4% -16.3M 137.8M -8.8M 1.34 1.60 N/A N/A 22,672 30,369 622,665 826,526 2023-01-18 $56.73 $52.50 38.1% 10.9% 35.7% 3.9% 38.3% 5.0% -0.4% -19.1M 172.8M -8.8M 6.34 1.63 N/A N/A 31,760 201,228 629,332 834,297 2023-01-19 $56.58 $52.50 38.3% 11.0% 35.0% 4.5% 39.6% 5.1% -0.4% -26.8M 164.7M -8.8M 1.24 1.84 N/A N/A 26,480 32,804 638,397 838,690 2023-01-20 $58.28 $52.50 38.4% 11.1% 35.8% 5.0% 39.1% 4.7% -1.2% 3.1M -236.7M -8.9M 1.09 1.69 N/A N/A 55,329 60,499 646,020 850,068 2023-01-23 $61.45 $55.00 37.8% 11.1% 39.3% 3.1% 40.1% 4.7% -0.4% 6.9M -425.0M -9.1M 0.95 2.03 N/A N/A 64,890 61,791 362,452 566,086 2023-01-24 $61.03 $55.00 37.6% 11.1% 36.0% 2.4% 38.5% 4.6% -0.4% 8.0M -403.5M -9.4M 0.91 1.97 N/A N/A 32,732 29,701 387,382 583,307 2023-01-25 $61.34 $55.00 37.2% 11.1% 36.0% 1.1% 38.9% 4.3% -0.9% 6.6M -426.2M -9.4M 1.49 2.24 N/A N/A 30,240 45,080 389,050 597,957 2023-01-26 $62.52 $55.00 36.3% 10.9% 36.0% 0.0% 38.7% 4.3% -0.3% 9.3M -591.7M -9.5M 1.04 2.04 N/A N/A 29,160 30,430 398,951 615,098 2023-01-27 $64.09 $55.00 36.1% 10.8% 34.3% 0.0% 38.6% 4.2% -0.1% 14.7M -796.2M -9.8M 1.06 1.79 N/A N/A 50,554 53,568 407,052 629,361 2023-01-30 $62.05 $55.00 38.7% 11.8% 37.2% 8.2% 41.7% 5.1% -0.5% 4.2M -354.6M -10.1M 1.28 2.29 N/A N/A 36,208 46,278 394,408 612,113 2023-01-31 $59.95 $56.00 38.3% 11.7% 39.2% 6.8% 41.8% 4.9% -0.1% -4.2M 4.1M -10.2M 1.02 2.32 N/A N/A 52,574 53,440 406,558 639,941
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