MU Options History — September 2023 In September 2023, MU traded between $65.44 and $71.93. ATM implied volatility averaged 37.7%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 8.5% (HV 20d: 29.2%). Max pain ranged from $65.00 to $67.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.02.
Notable Days 2023-09-28 : Highest Volume — 306,941 contracts2023-09-28 : Largest IV drop — 13.1% change2023-09-26 : Highest IV Rank — 39.2%2023-09-26 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $69.51 $65.44 $71.93 $70.06 $68.10 Max Pain $65.85 $65.00 $67.50 $65.00 $67.00 ATM IV 37.7% 33.5% 41.8% 36.8% 33.5% Expected Move 10.6% 7.9% 12.4% 7.9% 9.5% HV 20d 29.2% 21.7% 40.0% 40.0% 27.2% HV 60d 31.4% 30.6% 32.5% 32.5% 32.1% IV Rank 23.3% 7.3% 39.2% 19.8% 7.3% IV Percentile 32.3% 7.9% 55.6% 23.8% 7.9% Term Structure -0.6% -1.2% 0.4% -0.3% 0.4% VWIV 37.4% 27.9% 43.0% 27.9% 33.6% Skew 25d 2.5% 1.9% 3.3% 2.1% 3.3% Skew 10d 4.9% 3.6% 6.6% 3.7% 6.6% Call IV 25d 36.5% 31.7% 40.0% 36.1% 31.7% Put IV 25d 39.0% 34.9% 42.8% 38.1% 34.9% Bid-Ask Spread % 1.76 1.39 3.84 1.88 1.98 Gamma HHI 0.07 0.05 0.21 0.21 0.05 Net GEX 14.6M -34.6M 46.2M 46.2M 16.8M Net DEX -610.6M -1.16B 331.2M -968.6M -406.0M Net VEX -10.1M -10.4M -9.8M -10.2M -10.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.67 1.79 0.91 1.16 Total Volume 79,760.5 34,984 306,941 53,258 202,369 Total OI 1,124,699.3 985,296 1,233,960 1,180,089 1,233,170
Daily Data (20 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 2023-09-01 $70.06 $65.00 36.8% 7.9% 40.0% 19.8% 27.9% 2.1% -0.3% 46.2M -968.6M -10.2M 0.91 1.88 N/A N/A 27,908 25,350 472,421 707,668 2023-09-05 $70.60 $65.00 37.7% 10.6% 40.0% 23.3% 37.0% 2.2% -0.4% 21.9M -906.3M -10.1M 0.74 1.65 N/A N/A 34,546 25,737 450,442 693,313 2023-09-06 $70.31 $65.00 38.1% 10.6% 39.3% 24.8% 37.3% 2.2% -0.7% 20.6M -865.0M -10.1M 1.47 1.66 N/A N/A 14,137 20,847 458,616 701,557 2023-09-07 $70.00 $65.00 38.6% 10.7% 38.9% 26.6% 37.3% 2.6% -0.9% 14.8M -800.0M -10.2M 1.47 1.58 N/A N/A 18,474 27,207 461,631 707,855 2023-09-08 $69.95 $65.00 37.6% 10.5% 37.7% 23.1% 37.5% 1.9% -0.9% 6.4M -798.1M -10.1M 0.77 1.89 N/A N/A 46,060 35,266 464,446 715,355 2023-09-11 $70.03 $65.00 37.1% 10.4% 37.0% 21.2% 40.3% 2.0% -0.8% 19.2M -792.9M -10.1M 1.79 1.48 N/A N/A 23,522 42,023 466,959 713,269 2023-09-12 $70.60 $65.00 36.8% 10.4% 29.8% 19.8% 37.0% 2.0% -0.4% 23.9M -923.8M -10.0M 0.80 1.71 N/A N/A 23,047 18,486 472,799 708,734 2023-09-13 $70.59 $65.00 36.6% 10.4% 24.4% 19.0% 36.5% 2.1% -0.4% 23.9M -929.5M -10.0M 0.81 1.61 N/A N/A 28,378 22,906 480,264 714,820 2023-09-14 $71.93 $65.00 35.9% 10.0% 23.8% 16.4% 35.1% 1.9% -1.2% 36.9M -1.16B -10.0M 0.67 1.39 N/A N/A 36,139 24,213 487,904 722,866 2023-09-15 $69.97 $65.00 36.2% 10.2% 25.7% 17.4% 36.1% 2.1% -0.9% 23.6M -778.7M -10.0M 0.95 1.59 N/A N/A 29,852 28,300 500,830 733,130 2023-09-18 $70.31 $65.00 37.2% 10.6% 25.7% 21.4% 37.3% 2.1% -0.8% 13.2M -584.4M -9.8M 0.67 1.61 N/A N/A 33,878 22,613 397,502 587,794 2023-09-19 $70.66 $65.00 37.5% 10.7% 25.7% 22.5% 38.1% 2.7% -1.0% 15.0M -631.0M -10.1M 1.52 1.54 N/A N/A 14,250 21,592 408,918 597,830 2023-09-20 $70.03 $65.00 38.8% 11.1% 25.6% 27.6% 38.6% 2.5% -0.9% 12.5M -553.0M -9.9M 0.79 1.68 N/A N/A 26,395 20,761 414,536 602,359 2023-09-21 $68.12 $67.50 40.3% 11.6% 26.3% 33.3% 40.3% 2.9% -0.8% 1.5M -227.3M -10.2M 0.85 1.46 N/A N/A 27,781 23,645 428,279 609,422 2023-09-22 $69.13 $67.50 39.4% 11.4% 23.6% 29.9% 39.7% 2.5% -0.7% 8.8M -393.4M -10.2M 0.75 1.52 N/A N/A 32,914 24,603 434,545 614,663 2023-09-25 $68.41 $67.50 40.5% 12.0% 24.2% 34.2% 41.8% 3.1% -0.9% 9.9M -340.8M -10.0M 1.18 1.48 N/A N/A 24,459 28,755 429,804 599,161 2023-09-26 $67.91 $67.50 41.8% 12.4% 23.5% 39.2% 43.0% 2.8% -1.0% 5.9M -234.8M -10.2M 0.92 3.84 N/A N/A 41,896 38,458 433,174 614,507 2023-09-27 $68.00 $67.50 39.4% 11.7% 21.7% 29.8% 40.7% 2.9% -0.3% 5.9M -251.4M -10.1M 1.34 1.92 N/A N/A 64,773 86,729 450,069 637,408 2023-09-28 $65.44 $67.50 34.2% 9.6% 24.6% 9.9% 33.4% 3.3% 0.1% -34.6M 331.2M -9.9M 0.83 1.82 N/A N/A 167,550 139,391 477,157 688,809 2023-09-29 $68.10 $67.00 33.5% 9.5% 27.2% 7.3% 33.6% 3.3% 0.4% 16.8M -406.0M -10.4M 1.16 1.98 N/A N/A 93,775 108,594 534,213 698,957
« Aug 2023 | All History | Oct 2023 » Home MU History September 2023