MU Options History — August 2023 In August 2023, MU traded between $63.47 and $70.72. ATM implied volatility averaged 36.0%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 0.4% (HV 20d: 35.5%). Max pain ranged from $65.00 to $67.50. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.28.
Notable Days 2023-08-30 : Highest Volume — 121,199 contracts2023-08-02 : Largest IV spike — 6.1% change2023-08-28 : Highest IV Rank — 25.0%2023-08-17 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $66.41 $63.47 $70.72 $70.72 $70.02 Max Pain $65.43 $65.00 $67.50 $65.00 $65.00 ATM IV 36.0% 32.8% 38.1% 32.8% 37.8% Expected Move 9.9% 8.5% 10.9% 9.3% 8.6% HV 20d 35.5% 26.4% 41.6% 26.4% 40.1% HV 60d 34.6% 31.4% 36.5% 35.1% 32.6% IV Rank 16.6% 4.5% 25.0% 4.5% 23.9% IV Percentile 19.4% 4.4% 33.7% 4.4% 32.5% Term Structure 0.8% -1.0% 4.7% -0.6% -0.5% VWIV 34.6% 30.1% 37.4% 33.1% 30.3% Skew 25d 2.5% 1.1% 3.1% 1.1% 2.1% Skew 10d 5.6% 2.7% 6.9% 2.7% 4.0% Call IV 25d 35.1% 32.9% 38.2% 32.9% 37.1% Put IV 25d 37.5% 33.9% 40.8% 33.9% 39.2% Bid-Ask Spread % 1.98 1.46 4.24 1.97 1.92 Gamma HHI 0.06 0.05 0.09 0.06 0.07 Net GEX -6.2M -31.4M 26.3M 17.6M 26.3M Net DEX -153.3M -946.4M 415.8M -826.3M -946.4M Net VEX -10.3M -10.6M -9.8M -10.3M -10.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.54 3.38 1.12 0.56 Total Volume 60,796.304 23,917 121,199 35,435 80,634 Total OI 1,128,362.13 1,049,961 1,185,302 1,112,132 1,158,947
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 2023-08-01 $70.72 $65.00 32.8% 9.3% 26.4% 4.5% 33.1% 1.1% -0.6% 17.6M -826.3M -10.3M 1.12 1.97 N/A N/A 16,676 18,759 454,897 657,235 2023-08-02 $68.16 $65.00 34.8% 9.9% 28.8% 12.3% 35.1% 1.9% -0.6% 3.7M -387.1M -10.3M 1.49 1.98 N/A N/A 28,827 42,830 453,918 660,648 2023-08-03 $69.07 $67.50 34.8% 9.9% 27.6% 12.3% 35.6% 1.7% -0.5% 7.1M -528.7M -10.6M 0.94 1.85 N/A N/A 18,588 17,516 458,493 674,806 2023-08-04 $69.65 $67.50 35.2% 10.1% 27.5% 13.6% 35.7% 1.6% -0.6% 9.2M -623.1M -10.6M 0.85 1.91 N/A N/A 31,633 26,887 460,956 678,338 2023-08-07 $69.16 $67.50 34.2% 9.8% 27.2% 9.7% 37.3% 2.4% 0.0% 7.1M -517.5M -10.4M 1.98 1.50 N/A N/A 16,497 32,648 443,478 663,842 2023-08-08 $67.78 $67.50 34.2% 9.9% 28.1% 9.9% 35.0% 2.7% 0.6% -2.0M -272.1M -10.4M 1.69 1.70 N/A N/A 27,363 46,356 448,354 676,450 2023-08-09 $66.91 $65.00 34.5% 9.9% 28.7% 10.9% 34.7% 2.6% -0.0% -7.8M -124.9M -10.5M 1.14 1.48 N/A N/A 11,171 12,746 454,183 688,471 2023-08-10 $65.31 $65.00 34.9% 10.1% 29.9% 12.6% 35.7% 2.4% 0.5% -18.2M 153.9M -10.4M 1.42 1.67 N/A N/A 26,719 37,877 455,298 687,056 2023-08-11 $64.25 $65.00 34.4% 9.9% 30.4% 10.4% 35.3% 2.9% 0.4% -21.4M 337.6M -10.2M 1.25 1.50 N/A N/A 33,790 42,363 464,418 694,316 2023-08-14 $68.45 $65.00 35.0% 10.1% 37.4% 12.9% 35.8% 3.1% 0.2% 6.7M -456.0M -10.1M 1.21 1.49 N/A N/A 42,975 52,027 445,996 682,138 2023-08-15 $65.47 $65.00 36.4% 10.4% 40.9% 18.5% 36.8% 2.8% 0.5% -17.8M 95.6M -10.3M 0.97 1.85 N/A N/A 26,222 25,566 458,636 703,529 2023-08-16 $64.44 $65.00 36.4% 10.4% 41.4% 18.4% 31.3% 2.8% 0.4% -24.1M 265.1M -10.3M 3.38 1.46 N/A N/A 15,569 52,691 462,530 706,000 2023-08-17 $63.55 $65.00 37.8% 10.9% 41.6% 23.7% 33.3% 2.6% -0.4% -31.4M 415.8M -10.3M 1.99 1.65 N/A N/A 16,907 33,715 466,823 707,751 2023-08-18 $63.78 $65.00 36.6% 10.4% 41.2% 18.9% 37.4% 2.6% 1.0% -22.2M 353.9M -10.1M 1.31 1.65 N/A N/A 29,659 38,764 471,932 713,370 2023-08-21 $64.06 $65.00 36.4% 10.3% 41.2% 18.2% 34.6% 2.9% 4.3% -16.7M 207.7M -10.2M 1.21 3.91 N/A N/A 19,527 23,582 388,898 661,063 2023-08-22 $63.47 $65.00 37.5% 10.6% 41.3% 22.5% 36.6% 3.0% 3.7% -18.8M 234.9M -10.2M 0.54 4.24 N/A N/A 48,017 26,061 399,057 661,450 2023-08-23 $65.43 $65.00 36.8% 10.4% 41.6% 20.0% 36.6% 2.6% 3.8% -5.3M -110.8M -10.3M 0.71 1.88 N/A N/A 29,015 20,651 434,935 672,883 2023-08-24 $63.47 $65.00 37.4% 10.3% 38.2% 22.2% 36.1% 2.6% 4.6% -20.3M 219.0M -10.3M 1.19 2.09 N/A N/A 24,073 28,533 449,668 674,901 2023-08-25 $63.86 $65.00 36.0% 9.5% 38.3% 16.7% 33.8% 2.5% 4.7% -27.5M 153.7M -10.1M 1.36 1.89 N/A N/A 20,488 27,789 455,019 685,324 2023-08-28 $65.23 $65.00 38.1% 9.5% 39.3% 25.0% 33.5% 2.6% -0.8% -6.5M -103.6M -10.1M 1.08 1.92 N/A N/A 18,855 20,328 427,296 660,392 2023-08-29 $66.97 $65.00 37.3% 9.0% 40.7% 21.8% 32.2% 2.6% -0.2% 4.4M -400.6M -10.0M 1.17 1.93 N/A N/A 30,552 35,670 436,011 665,875 2023-08-30 $68.31 $65.00 37.8% 8.5% 39.4% 23.7% 30.1% 2.3% -1.0% 15.0M -666.0M -9.8M 0.84 2.00 N/A N/A 65,970 55,229 446,456 680,292 2023-08-31 $70.02 $65.00 37.8% 8.6% 40.1% 23.9% 30.3% 2.1% -0.5% 26.3M -946.4M -10.1M 0.56 1.92 N/A N/A 51,792 28,842 460,497 698,450
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