MU Options History — March 2023 In March 2023, MU traded between $53.89 and $64.07. ATM implied volatility averaged 45.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 14.3% (HV 20d: 31.4%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.29.
Notable Days 2023-03-29 : Highest Volume — 371,564 contracts2023-03-29 : Largest IV drop — 18.1% change2023-03-17 : Highest IV Rank — 55.2%2023-03-24 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $57.84 $53.89 $64.07 $57.50 $60.30 Max Pain $60.22 $60.00 $62.50 $60.00 $60.00 ATM IV 45.8% 37.6% 51.3% 46.2% 38.2% Expected Move 12.7% 10.5% 14.2% 12.0% 10.6% HV 20d 31.4% 23.6% 44.9% 36.8% 44.9% HV 60d 36.6% 35.3% 39.6% 36.0% 38.7% IV Rank 36.1% 8.1% 55.2% 33.2% 10.4% IV Percentile 44.1% 4.0% 73.4% 42.9% 7.9% Term Structure -1.1% -2.8% 1.2% -1.4% 1.0% VWIV 44.4% 37.4% 50.3% 41.8% 37.4% Skew 25d 5.8% 4.3% 8.0% 5.3% 5.1% Skew 10d 11.2% 8.1% 15.3% 9.8% 9.9% Call IV 25d 43.4% 35.8% 47.5% 43.4% 35.8% Put IV 25d 49.2% 40.6% 54.9% 48.7% 40.9% Bid-Ask Spread % 2.15 1.56 2.67 2.00 1.99 Gamma HHI 0.09 0.05 0.16 0.08 0.09 Net GEX -13.5M -33.1M 15.7M -18.2M -17.7M Net DEX 453.1M -567.4M 1.01B 517.6M 381.6M Net VEX -10.2M -11.1M -9.5M -10.2M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.64 2.11 2.11 1.55 Total Volume 97,556.957 39,760 371,564 52,735 238,811 Total OI 1,173,401.478 1,015,672 1,341,168 1,139,938 1,341,168
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 2023-03-01 $57.50 $60.00 46.2% 12.0% 36.8% 33.2% 41.8% 5.3% -1.4% -18.2M 517.6M -10.2M 2.11 2.00 N/A N/A 16,943 35,792 441,133 698,805 2023-03-02 $56.61 $60.00 44.4% 11.4% 31.2% 27.8% 40.3% 5.4% -1.2% -33.1M 731.6M -9.9M 1.21 2.25 N/A N/A 60,513 73,465 447,410 714,904 2023-03-03 $56.72 $60.00 43.4% 10.9% 31.3% 24.6% 37.9% 4.8% -1.3% -32.6M 668.3M -10.0M 1.35 2.14 N/A N/A 35,235 47,464 473,023 729,231 2023-03-06 $56.69 $62.50 43.3% 11.8% 31.3% 24.1% 41.6% 4.6% -1.1% -15.7M 610.7M -9.9M 1.13 1.93 N/A N/A 24,732 27,871 456,315 713,209 2023-03-07 $55.59 $62.50 44.0% 12.2% 29.5% 26.3% 42.3% 4.6% -0.8% -22.5M 810.0M -9.8M 0.64 1.75 N/A N/A 38,312 24,442 463,960 721,020 2023-03-08 $56.81 $60.00 43.1% 11.9% 28.2% 23.7% 37.9% 4.6% -1.1% -12.2M 571.9M -10.1M 2.11 1.56 N/A N/A 25,599 54,063 477,581 728,068 2023-03-09 $55.71 $60.00 46.2% 12.8% 27.5% 35.0% 43.3% 5.0% -1.4% -20.7M 765.7M -10.0M 1.08 2.25 N/A N/A 23,080 25,041 486,758 737,624 2023-03-10 $54.72 $60.00 48.7% 13.3% 28.0% 43.2% 46.0% 6.0% -1.2% -32.4M 953.0M -9.9M 1.77 2.67 N/A N/A 28,727 50,705 491,552 743,957 2023-03-13 $54.39 $60.00 51.3% 13.8% 28.0% 51.6% 49.3% 7.2% -2.8% -26.1M 983.9M -9.7M 1.39 2.66 N/A N/A 28,144 39,189 478,729 730,888 2023-03-14 $53.89 $60.00 48.7% 13.2% 27.6% 43.4% 46.2% 6.8% -2.4% -28.4M 999.6M -9.5M 1.17 2.47 N/A N/A 19,468 22,802 485,238 727,902 2023-03-15 $53.89 $60.00 50.4% 13.7% 23.6% 48.7% 47.8% 8.0% -2.4% -29.7M 1.01B -9.5M 1.08 1.92 N/A N/A 29,244 31,690 487,598 731,330 2023-03-16 $56.59 $60.00 46.7% 13.0% 30.7% 41.2% 45.7% 6.6% -1.7% -13.0M 549.3M -9.9M 0.93 2.55 N/A N/A 39,315 36,708 491,355 730,900 2023-03-17 $56.94 $60.00 49.9% 13.8% 30.2% 55.2% 48.2% 7.2% -2.3% -192.4K 496.9M -10.2M 1.00 1.98 N/A N/A 33,546 33,541 502,890 742,305 2023-03-20 $57.64 $60.00 48.2% 13.7% 29.8% 48.8% 48.3% 7.1% -1.6% -7.2M 400.4M -10.0M 1.09 2.42 N/A N/A 19,032 20,728 398,307 617,365 2023-03-21 $58.83 $60.00 46.5% 13.3% 30.0% 42.2% 46.6% 6.8% -1.2% -3.0M 238.7M -10.1M 1.26 1.83 N/A N/A 22,157 27,813 406,842 626,112 2023-03-22 $58.97 $60.00 46.6% 13.4% 29.4% 42.6% 46.8% 5.8% -1.1% -2.1M 224.6M -10.2M 1.19 2.45 N/A N/A 30,765 36,702 413,755 634,750 2023-03-23 $61.45 $60.00 48.9% 14.1% 30.3% 51.6% 50.3% 5.8% -1.3% 1.3M -129.2M -10.7M 1.02 2.52 N/A N/A 56,188 57,305 424,649 653,804 2023-03-24 $61.09 $60.00 48.8% 14.2% 29.6% 51.1% 49.6% 5.9% -1.5% -3.8M -65.2M -10.8M 1.25 1.91 N/A N/A 28,222 35,409 441,184 675,887 2023-03-27 $60.11 $60.00 47.0% 13.8% 30.4% 44.2% 49.8% 5.7% -0.9% -4.2M 161.2M -10.4M 1.08 1.89 N/A N/A 44,395 47,752 424,697 645,965 2023-03-28 $59.14 $60.00 46.6% 13.7% 31.1% 42.7% 48.4% 5.9% -0.6% -6.3M 311.9M -10.3M 1.38 1.97 N/A N/A 74,726 102,998 444,118 671,186 2023-03-29 $64.07 $60.00 38.2% 10.9% 41.5% 10.4% 39.1% 4.3% 0.7% 15.7M -567.4M -10.6M 1.19 2.11 N/A N/A 169,984 201,580 484,581 731,128 2023-03-30 $62.77 $60.00 37.6% 10.5% 41.9% 8.1% 37.5% 4.6% 1.2% 2.1M -203.2M -11.1M 1.71 2.21 N/A N/A 45,556 78,056 513,763 805,288 2023-03-31 $60.30 $60.00 38.2% 10.6% 44.9% 10.4% 37.4% 5.1% 1.0% -17.7M 381.6M -10.9M 1.55 1.99 N/A N/A 93,626 145,185 524,061 817,107
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