MU Options History — June 2023 In June 2023, MU traded between $63.28 and $69.15. ATM implied volatility averaged 41.1%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 0.4% (HV 20d: 41.5%). Max pain ranged from $65.00 to $67.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2023-06-29 : Highest Volume — 476,226 contracts2023-06-29 : Largest IV drop — 21.6% change2023-06-27 : Highest IV Rank — 39.9%2023-06-27 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $66.81 $63.28 $69.15 $69.12 $63.28 Max Pain $67.17 $65.00 $67.50 $65.00 $66.50 ATM IV 41.1% 31.9% 43.9% 43.9% 31.9% Expected Move 11.5% 8.7% 12.9% 11.0% 8.7% HV 20d 41.5% 26.4% 49.4% 47.4% 26.6% HV 60d 44.0% 40.1% 45.6% 45.4% 40.2% IV Rank 27.0% 0.0% 39.9% 34.9% 0.0% IV Percentile 35.6% 0.0% 49.6% 44.0% 0.0% Term Structure -1.0% -2.2% 0.5% -1.0% 0.5% VWIV 40.8% 31.0% 46.1% 39.3% 31.0% Skew 25d 0.3% -1.9% 1.7% 1.4% 0.6% Skew 10d 0.7% -2.6% 3.5% 2.4% 2.3% Call IV 25d 41.6% 32.1% 45.1% 44.1% 32.1% Put IV 25d 41.9% 32.6% 45.4% 45.4% 32.6% Bid-Ask Spread % 1.81 1.52 2.20 1.83 1.93 Gamma HHI 0.07 0.04 0.21 0.05 0.09 Net GEX -5.9M -36.7M 10.8M 2.3M -36.7M Net DEX -265.6M -897.1M 587.5M -746.0M 587.5M Net VEX -10.7M -11.3M -10.2M -11.2M -10.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.44 1.66 0.60 0.54 Total Volume 120,042.238 50,603 476,226 92,850 222,807 Total OI 1,266,392.524 1,035,962 1,419,390 1,302,526 1,399,131
Daily Data (21 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 2023-06-01 $69.12 $65.00 43.9% 11.0% 47.4% 34.9% 39.3% 1.4% -1.0% 2.3M -746.0M -11.2M 0.60 1.83 N/A N/A 57,899 34,951 528,661 773,865 2023-06-02 $69.03 $65.00 42.5% 10.5% 47.1% 30.0% 37.3% 1.5% -1.6% -4.6M -753.6M -11.3M 0.75 1.88 N/A N/A 42,768 31,865 547,909 787,592 2023-06-05 $67.75 $67.50 41.9% 11.5% 47.8% 27.6% 41.2% 1.7% -0.8% 2.0M -496.3M -11.0M 1.66 1.65 N/A N/A 25,942 43,069 521,781 763,615 2023-06-06 $67.48 $67.50 40.6% 11.1% 47.7% 22.8% 39.1% 1.5% -0.5% -10.8M -382.5M -10.9M 0.99 1.74 N/A N/A 32,540 32,377 529,750 786,161 2023-06-07 $67.05 $67.50 40.6% 11.1% 47.8% 22.9% 39.7% 1.6% -0.9% -13.8M -266.8M -10.8M 0.94 1.69 N/A N/A 26,024 24,579 538,737 797,712 2023-06-08 $65.03 $67.50 41.6% 11.4% 49.1% 26.5% 40.2% 1.7% -1.3% -13.4M 203.5M -10.7M 0.89 1.66 N/A N/A 49,080 43,775 545,152 811,790 2023-06-09 $65.25 $67.50 42.2% 11.5% 48.6% 29.0% 41.1% 0.8% -1.4% -17.0M 140.4M -10.9M 0.58 1.84 N/A N/A 41,634 24,173 572,696 846,694 2023-06-12 $67.36 $67.50 43.0% 11.8% 49.4% 31.6% 41.6% 0.4% -1.2% 2.1M -479.0M -10.9M 0.55 1.52 N/A N/A 62,933 34,326 541,826 810,719 2023-06-13 $67.82 $67.50 41.3% 11.6% 44.2% 25.5% 40.9% 0.3% -0.6% 5.2M -589.5M -10.7M 1.03 1.83 N/A N/A 46,991 48,520 553,529 821,312 2023-06-14 $68.69 $67.50 41.6% 11.7% 43.9% 26.6% 41.7% 0.2% -0.5% 357.0K -787.0M -10.6M 0.55 2.20 N/A N/A 49,638 27,479 558,483 836,419 2023-06-15 $69.15 $67.50 42.2% 11.7% 43.6% 29.5% 43.3% -0.1% -1.5% -95.3K -897.1M -10.7M 0.71 1.73 N/A N/A 43,851 31,154 565,781 840,173 2023-06-16 $67.94 $67.50 41.9% 11.8% 42.0% 28.2% 41.7% -0.5% -1.3% -23.0M -569.6M -10.7M 0.96 1.85 N/A N/A 91,400 87,914 573,308 842,418 2023-06-20 $66.85 $67.50 42.2% 12.0% 42.3% 29.5% 43.0% -0.4% -0.6% 2.2M -195.2M -10.5M 0.86 1.89 N/A N/A 36,608 31,318 421,128 614,834 2023-06-21 $66.03 $67.50 42.3% 12.1% 41.2% 33.2% 43.3% -0.9% -0.7% -915.0K -65.8M -10.6M 0.93 1.69 N/A N/A 33,518 31,121 434,633 627,570 2023-06-22 $66.16 $67.50 41.3% 11.9% 41.2% 30.1% 42.0% -0.5% -0.6% 500.2K -92.0M -10.5M 0.55 1.83 N/A N/A 36,708 20,273 444,094 633,852 2023-06-23 $65.38 $67.50 40.7% 11.8% 41.4% 27.5% 41.7% -0.7% -0.9% -7.6M 42.9M -10.5M 0.85 1.60 N/A N/A 46,302 39,191 451,949 640,637 2023-06-26 $65.68 $67.50 43.1% 12.7% 37.3% 37.8% 44.6% -0.3% -1.5% -1.9M -36.9M -10.6M 0.74 1.91 N/A N/A 50,357 37,401 436,282 633,859 2023-06-27 $66.48 $67.50 43.6% 12.9% 28.9% 39.9% 46.1% -1.9% -2.2% 2.3M -182.9M -10.7M 0.44 2.01 N/A N/A 99,175 43,855 455,270 648,644 2023-06-28 $67.09 $67.00 42.1% 12.6% 28.1% 33.5% 44.3% -1.1% -1.6% 10.8M -329.9M -10.8M 0.67 1.90 N/A N/A 167,916 113,229 496,059 668,571 2023-06-29 $64.41 $67.00 33.0% 9.2% 26.4% 0.0% 33.4% 0.7% 0.3% -21.8M 318.3M -10.2M 0.49 1.91 N/A N/A 319,617 156,609 567,960 723,687 2023-06-30 $63.28 $66.50 31.9% 8.7% 26.6% 0.0% 31.0% 0.6% 0.5% -36.7M 587.5M -10.2M 0.54 1.93 N/A N/A 144,565 78,242 650,629 748,502
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