MU Options History — May 2023 In May 2023, MU traded between $60.03 and $74.07. ATM implied volatility averaged 37.8%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 2.1% (HV 20d: 39.9%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.91.
Notable Days 2023-05-26 : Highest Volume — 284,787 contracts2023-05-30 : Largest IV spike — 12.1% change2023-05-30 : Highest IV Rank — 52.2%2023-05-30 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $64.71 $60.03 $74.07 $62.53 $68.60 Max Pain $63.64 $62.50 $65.00 $62.50 $65.00 ATM IV 37.8% 34.4% 48.5% 34.6% 47.4% Expected Move 10.8% 9.9% 12.9% 9.9% 12.0% HV 20d 39.9% 31.5% 48.1% 46.1% 48.1% HV 60d 41.2% 39.4% 45.7% 41.0% 45.7% IV Rank 12.8% 0.1% 52.2% 0.9% 48.1% IV Percentile 15.6% 0.4% 73.0% 0.8% 65.5% Term Structure 1.2% -2.2% 5.1% 0.1% -1.8% VWIV 37.9% 33.1% 45.5% 35.3% 43.1% Skew 25d 4.0% 1.1% 5.3% 4.8% 2.3% Skew 10d 7.7% 3.0% 10.4% 9.2% 4.4% Call IV 25d 36.3% 32.1% 48.7% 32.8% 47.2% Put IV 25d 40.3% 36.6% 50.8% 37.5% 49.4% Bid-Ask Spread % 1.76 1.26 2.73 2.62 1.91 Gamma HHI 0.06 0.04 0.09 0.06 0.06 Net GEX 1.3M -20.1M 22.7M -487.7K 310.3K Net DEX -270.2M -1.86B 562.0M 45.1M -604.4M Net VEX -10.8M -11.3M -10.5M -11.0M -11.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.38 1.38 0.89 1.03 Total Volume 106,041.455 33,110 284,787 63,331 106,679 Total OI 1,233,653.818 1,170,584 1,332,948 1,170,584 1,280,289
Daily Data (22 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 2023-05-01 $62.53 $62.50 34.6% 9.9% 46.1% 0.9% 35.3% 4.8% 0.1% -487.7K 45.1M -11.0M 0.89 2.62 N/A N/A 33,576 29,755 461,639 708,945 2023-05-02 $61.97 $62.50 35.8% 10.2% 45.9% 5.3% 35.5% 4.8% 0.7% -1.9M 135.8M -11.0M 1.36 1.99 N/A N/A 24,073 32,781 471,268 714,688 2023-05-03 $60.97 $62.50 36.5% 10.7% 43.6% 8.0% 36.9% 5.1% 0.5% -8.0M 325.2M -10.9M 0.78 2.73 N/A N/A 24,747 19,192 477,702 720,537 2023-05-04 $60.38 $65.00 38.0% 11.1% 43.7% 13.5% 38.0% 5.3% 0.3% -12.9M 448.4M -11.0M 0.85 1.64 N/A N/A 26,364 22,378 483,040 725,184 2023-05-05 $61.36 $65.00 34.4% 10.0% 42.9% 0.1% 36.3% 4.5% 0.8% -6.0M 273.8M -10.8M 1.38 1.43 N/A N/A 22,175 30,674 486,338 736,126 2023-05-08 $60.86 $65.00 34.6% 10.4% 32.8% 1.1% 35.8% 5.1% 1.4% -8.3M 365.0M -10.6M 1.17 1.31 N/A N/A 21,781 25,558 463,327 719,631 2023-05-09 $60.72 $65.00 35.1% 10.5% 32.6% 2.7% 35.7% 4.9% 1.6% -11.7M 383.2M -10.6M 0.95 1.51 N/A N/A 40,197 38,338 468,382 732,679 2023-05-10 $60.03 $65.00 34.7% 10.1% 31.5% 1.2% 33.1% 4.8% 0.6% -20.1M 562.0M -10.5M 1.35 1.43 N/A N/A 27,255 36,804 477,348 748,098 2023-05-11 $61.41 $65.00 35.3% 10.2% 31.8% 3.6% 36.2% 4.6% 0.3% -6.1M 257.6M -10.6M 0.86 1.85 N/A N/A 50,076 43,122 481,750 743,717 2023-05-12 $60.75 $65.00 35.7% 10.5% 31.8% 5.0% 35.4% 4.6% 1.6% -14.3M 410.6M -10.5M 0.82 1.52 N/A N/A 36,810 30,174 492,694 754,350 2023-05-15 $64.78 $65.00 36.7% 10.6% 39.4% 8.7% 38.8% 4.4% -0.2% 8.2M -364.4M -10.6M 0.65 1.46 N/A N/A 83,895 54,930 475,177 730,186 2023-05-16 $63.93 $62.50 36.7% 10.5% 39.7% 8.8% 37.1% 4.2% 1.0% 6.7M -215.0M -10.7M 0.65 1.26 N/A N/A 47,161 30,656 497,171 752,814 2023-05-17 $65.07 $62.50 37.4% 10.7% 39.0% 11.2% 37.3% 4.4% 0.1% 13.7M -456.3M -10.6M 0.42 1.51 N/A N/A 88,101 37,166 504,359 758,898 2023-05-18 $67.66 $62.50 37.0% 10.6% 40.9% 9.8% 37.8% 2.9% 0.0% 21.5M -1.01B -10.7M 0.38 1.48 N/A N/A 196,556 75,058 521,680 765,679 2023-05-19 $68.16 $62.50 37.1% 10.7% 40.8% 10.1% 37.8% 3.4% -0.1% 15.2M -1.05B -10.8M 0.95 1.59 N/A N/A 77,171 73,568 538,748 794,200 2023-05-22 $66.16 $62.50 37.5% 10.7% 41.1% 11.7% 38.2% 4.2% 4.4% 1.3M -379.3M -11.0M 1.37 1.66 N/A N/A 83,080 113,811 470,583 714,223 2023-05-23 $66.20 $62.50 37.1% 10.7% 40.2% 10.3% 37.3% 3.8% 3.9% 1.1M -384.8M -11.1M 1.03 1.71 N/A N/A 37,245 38,191 489,180 741,624 2023-05-24 $66.32 $62.50 38.1% 11.1% 37.8% 13.8% 38.7% 3.6% 4.3% 3.0M -431.5M -11.1M 0.91 1.67 N/A N/A 17,372 15,738 498,758 747,567 2023-05-25 $69.57 $62.50 40.4% 11.4% 40.7% 22.4% 40.7% 3.0% 4.1% 22.7M -1.14B -11.0M 0.68 1.72 N/A N/A 90,883 61,857 509,440 754,498 2023-05-26 $74.07 $62.50 43.3% 11.9% 44.0% 33.0% 43.5% 1.1% 5.1% 15.9M -1.86B -10.8M 0.64 2.49 N/A N/A 173,972 110,815 512,432 768,370 2023-05-30 $72.06 $65.00 48.5% 12.9% 44.0% 52.2% 45.5% 2.0% -2.2% 9.7M -1.25B -11.1M 0.81 2.33 N/A N/A 56,974 46,203 498,869 748,196 2023-05-31 $68.60 $65.00 47.4% 12.0% 48.1% 48.1% 43.1% 2.3% -1.8% 310.3K -604.4M -11.3M 1.03 1.91 N/A N/A 52,505 54,174 514,732 765,557
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