MU Options History — February 2023 In February 2023, MU traded between $56.91 and $63.09. ATM implied volatility averaged 39.6%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 1.1% (HV 20d: 40.7%). Max pain ranged from $57.00 to $60.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.05.
Notable Days 2023-02-02 : Highest Volume — 104,748 contracts2023-02-21 : Largest IV spike — 5.8% change2023-02-28 : Highest IV Rank — 27.8%2023-02-21 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $60.04 $56.91 $63.09 $63.09 $58.08 Max Pain $59.58 $57.00 $60.00 $57.00 $60.00 ATM IV 39.6% 35.5% 44.4% 35.5% 44.4% Expected Move 11.3% 10.7% 11.8% 10.8% 11.5% HV 20d 40.7% 37.7% 43.7% 41.9% 38.5% HV 60d 40.0% 36.5% 43.7% 43.7% 36.5% IV Rank 12.9% 0.0% 27.8% 0.0% 27.8% IV Percentile 12.7% 0.0% 32.1% 0.0% 32.1% Term Structure 1.1% -1.2% 3.9% 0.2% -1.2% VWIV 39.7% 37.5% 42.3% 39.1% 40.2% Skew 25d 4.7% 3.9% 5.6% 4.5% 5.1% Skew 10d 8.8% 7.5% 10.4% 9.1% 9.3% Call IV 25d 37.6% 33.4% 42.5% 33.4% 42.5% Put IV 25d 42.3% 38.0% 48.1% 38.0% 47.6% Bid-Ask Spread % 2.10 1.64 6.46 2.33 1.73 Gamma HHI 0.07 0.06 0.11 0.07 0.08 Net GEX -8.1M -22.8M 6.5M 6.5M -14.6M Net DEX 75.4M -447.5M 603.2M -447.5M 416.1M Net VEX -10.4M -10.7M -10.0M -10.2M -10.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.62 1.57 0.98 1.19 Total Volume 62,575.684 32,411 104,748 68,390 51,641 Total OI 1,114,616.211 1,048,377 1,170,868 1,072,904 1,122,362
Daily Data (19 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 2023-02-01 $63.09 $57.00 35.5% 10.8% 41.9% 0.0% 39.1% 4.5% 0.2% 6.5M -447.5M -10.2M 0.98 2.33 N/A N/A 34,572 33,818 410,868 662,036 2023-02-02 $62.53 $57.50 37.1% 10.7% 37.9% 5.1% 38.8% 4.6% 0.2% 3.4M -365.4M -10.4M 1.01 1.84 N/A N/A 52,164 52,584 416,765 666,873 2023-02-03 $62.36 $57.50 37.3% 10.8% 37.7% 5.5% 38.1% 4.4% 0.5% -903.2K -306.0M -10.6M 1.18 1.86 N/A N/A 36,811 43,449 430,615 686,346 2023-02-06 $60.09 $60.00 38.6% 11.2% 39.0% 9.6% 39.7% 4.8% 0.6% -7.0M 61.9M -10.5M 1.09 1.80 N/A N/A 28,962 31,688 417,731 667,485 2023-02-07 $62.00 $60.00 37.2% 10.7% 40.1% 5.3% 38.6% 4.3% -0.0% 1.3M -237.0M -10.6M 0.84 1.86 N/A N/A 28,610 24,137 427,112 677,763 2023-02-08 $60.38 $60.00 38.8% 11.2% 41.6% 10.3% 39.6% 4.6% 0.0% -6.1M 14.8M -10.6M 1.57 1.81 N/A N/A 18,494 29,068 437,624 685,060 2023-02-09 $60.05 $60.00 40.1% 11.6% 41.3% 14.5% 40.6% 4.7% 0.5% -8.9M 79.8M -10.7M 0.62 1.83 N/A N/A 39,208 24,286 442,946 693,477 2023-02-10 $59.75 $60.00 39.8% 11.5% 41.1% 13.4% 40.7% 4.8% 0.6% -13.4M 134.3M -10.5M 0.93 1.70 N/A N/A 34,010 31,711 451,111 701,619 2023-02-13 $60.20 $60.00 40.7% 11.7% 41.0% 16.3% 42.3% 5.5% 0.6% -7.2M 36.5M -10.5M 0.95 1.70 N/A N/A 16,610 15,801 432,147 690,726 2023-02-14 $62.25 $60.00 38.5% 11.1% 42.4% 9.5% 39.2% 4.5% 1.1% 3.1M -320.2M -10.6M 0.83 1.68 N/A N/A 30,900 25,789 437,442 694,809 2023-02-15 $61.39 $60.00 37.4% 10.7% 42.8% 6.1% 37.5% 3.9% 1.5% -1.5M -180.6M -10.6M 0.93 1.64 N/A N/A 23,467 21,935 444,671 705,211 2023-02-16 $60.11 $60.00 38.8% 11.1% 43.7% 10.1% 37.9% 4.4% 0.9% -8.9M 44.5M -10.4M 1.06 6.46 N/A N/A 24,898 26,376 451,189 708,207 2023-02-17 $58.80 $60.00 39.0% 11.1% 43.4% 10.9% 39.0% 4.4% 1.0% -22.8M 299.1M -10.3M 1.19 1.86 N/A N/A 33,210 39,558 453,659 717,209 2023-02-21 $57.72 $60.00 41.3% 11.8% 39.1% 17.9% 40.8% 5.0% 3.5% -16.9M 473.3M -10.0M 1.33 2.50 N/A N/A 31,503 41,832 397,154 651,223 2023-02-22 $56.91 $60.00 41.4% 11.8% 39.3% 18.3% 41.4% 4.7% 3.7% -20.3M 603.2M -10.0M 0.77 1.67 N/A N/A 32,374 24,955 410,959 665,946 2023-02-23 $58.97 $60.00 40.8% 11.3% 41.6% 16.4% 39.3% 5.0% 3.9% -8.9M 274.3M -10.2M 1.03 2.00 N/A N/A 48,986 50,639 419,046 672,286 2023-02-24 $57.97 $60.00 42.2% 11.6% 41.1% 20.9% 40.2% 4.9% 3.6% -18.4M 437.0M -10.3M 1.01 1.97 N/A N/A 26,276 26,425 437,215 689,956 2023-02-27 $58.03 $60.00 44.2% 11.7% 39.8% 27.0% 40.7% 5.6% -1.1% -13.4M 413.8M -10.2M 1.47 1.71 N/A N/A 21,146 31,045 425,929 674,931 2023-02-28 $58.08 $60.00 44.4% 11.5% 38.5% 27.8% 40.2% 5.1% -1.2% -14.6M 416.1M -10.3M 1.19 1.73 N/A N/A 23,591 28,050 433,376 688,986
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