MU Options History — April 2023 In April 2023, MU traded between $56.80 and $64.28. ATM implied volatility averaged 37.0%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 13.9% (HV 20d: 50.9%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.24.
Notable Days 2023-04-10 : Highest Volume — 248,855 contracts2023-04-25 : Largest IV spike — 6.8% change2023-04-10 : Highest IV Rank — 18.1%2023-04-10 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $60.98 $56.80 $64.28 $59.41 $64.28 Max Pain $64.08 $60.00 $70.00 $60.00 $62.50 ATM IV 37.0% 34.3% 40.2% 38.0% 34.3% Expected Move 10.6% 9.8% 11.4% 10.5% 9.8% HV 20d 50.9% 45.3% 54.3% 45.3% 47.4% HV 60d 41.2% 38.6% 42.7% 38.6% 40.6% IV Rank 7.3% 0.0% 18.1% 9.5% 0.0% IV Percentile 6.2% 0.0% 17.9% 6.3% 0.0% Term Structure 0.0% -0.7% 0.9% 0.0% 0.1% VWIV 37.2% 33.8% 40.5% 37.4% 34.8% Skew 25d 4.9% 3.5% 6.1% 5.8% 4.5% Skew 10d 9.2% 6.4% 11.9% 11.2% 8.5% Call IV 25d 35.1% 32.4% 38.8% 35.5% 32.4% Put IV 25d 39.9% 36.5% 43.4% 41.2% 36.9% Bid-Ask Spread % 2.06 1.49 2.79 2.54 2.50 Gamma HHI 0.07 0.05 0.12 0.06 0.07 Net GEX -2.1M -20.3M 11.2M -11.4M 10.4M Net DEX 183.0M -445.2M 948.3M 494.3M -445.2M Net VEX -10.9M -11.5M -10.2M -10.6M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.70 2.44 0.92 1.23 Total Volume 108,524.421 47,909 248,855 108,936 98,942 Total OI 1,280,945.895 1,111,428 1,411,458 1,217,751 1,207,080
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 2023-04-03 $59.41 $60.00 38.0% 10.5% 45.3% 9.5% 37.4% 5.8% 0.0% -11.4M 494.3M -10.6M 0.92 2.54 N/A N/A 56,879 52,057 483,657 734,094 2023-04-04 $57.03 $60.00 39.8% 11.2% 47.3% 16.6% 38.8% 6.0% 0.0% -16.4M 887.4M -10.3M 1.30 2.04 N/A N/A 43,291 56,245 499,458 741,251 2023-04-05 $56.80 $60.00 38.9% 10.7% 46.7% 13.3% 38.8% 6.1% 0.1% -19.2M 948.3M -10.3M 1.15 2.09 N/A N/A 44,144 50,569 512,945 757,376 2023-04-06 $58.55 $70.00 38.6% 11.3% 47.3% 12.0% 38.5% 5.3% 0.1% -6.3M 570.1M -10.7M 0.70 1.69 N/A N/A 118,061 82,104 516,471 765,868 2023-04-10 $63.20 $70.00 40.2% 11.4% 53.3% 18.1% 40.0% 3.5% -0.3% 6.2M -323.5M -11.3M 0.71 1.99 N/A N/A 145,190 103,665 496,740 763,252 2023-04-11 $63.67 $70.00 38.8% 11.3% 53.1% 12.6% 40.5% 4.1% 0.8% 11.2M -408.3M -11.5M 0.82 1.91 N/A N/A 68,841 56,714 538,185 798,076 2023-04-12 $62.00 $65.00 38.9% 11.0% 54.2% 13.1% 38.5% 5.0% -0.5% 471.9K -20.2M -11.5M 1.58 1.85 N/A N/A 41,604 65,884 555,085 819,147 2023-04-13 $63.28 $65.00 38.0% 10.8% 54.3% 9.6% 38.0% 4.5% -0.3% 8.9M -333.2M -11.5M 1.21 1.59 N/A N/A 47,972 58,146 563,939 827,754 2023-04-14 $62.66 $65.00 36.2% 10.4% 52.4% 2.6% 36.6% 4.3% 0.4% 4.0M -165.1M -11.4M 1.29 2.12 N/A N/A 36,886 47,557 570,008 841,450 2023-04-17 $62.41 $65.00 35.8% 10.2% 52.5% 1.3% 35.8% 4.7% 0.7% 6.3M -74.1M -11.1M 1.24 2.00 N/A N/A 24,983 30,905 525,680 802,445 2023-04-18 $62.00 $65.00 35.3% 10.1% 52.6% 0.0% 35.8% 4.9% 0.6% 3.1M 49.0M -11.0M 0.86 2.30 N/A N/A 25,713 22,196 526,338 812,489 2023-04-19 $60.61 $65.00 35.7% 10.2% 53.0% 1.3% 36.5% 4.9% -0.7% -5.8M 364.2M -10.8M 2.44 1.94 N/A N/A 45,955 112,199 531,394 818,043 2023-04-20 $61.27 $62.50 35.6% 10.2% 53.1% 1.0% 36.0% 3.9% 0.9% -2.0M 184.1M -10.9M 2.11 1.62 N/A N/A 33,377 70,584 536,522 822,278 2023-04-21 $61.03 $62.50 34.5% 9.9% 51.1% 0.0% 33.8% 4.0% -0.4% 6.4M 152.7M -10.7M 0.98 1.49 N/A N/A 30,699 30,039 544,173 820,777 2023-04-24 $59.42 $62.50 34.7% 9.9% 51.9% 0.9% 34.6% 4.8% -0.5% -14.2M 555.0M -10.3M 1.42 2.30 N/A N/A 30,214 42,794 431,500 679,928 2023-04-25 $58.33 $62.50 37.1% 10.6% 52.0% 9.7% 37.1% 5.6% 0.0% -20.3M 736.7M -10.2M 1.01 2.79 N/A N/A 43,075 43,369 440,475 693,429 2023-04-26 $60.89 $62.50 37.7% 10.9% 54.0% 12.0% 38.5% 5.7% -0.3% -4.7M 244.3M -10.9M 1.09 2.06 N/A N/A 56,110 61,370 456,814 703,149 2023-04-27 $61.80 $62.50 35.7% 10.2% 45.7% 4.4% 36.9% 5.3% -0.0% 3.6M 60.6M -11.0M 1.59 2.37 N/A N/A 32,338 51,293 475,694 725,008 2023-04-28 $64.28 $62.50 34.3% 9.8% 47.4% 0.0% 34.8% 4.5% 0.1% 10.4M -445.2M -11.1M 1.23 2.50 N/A N/A 44,383 54,559 478,781 728,299
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