MU Options History — October 2023 In October 2023, MU traded between $64.60 and $70.19. ATM implied volatility averaged 34.9%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.7% (HV 20d: 26.1%). Max pain ranged from $67.00 to $67.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.96.
Notable Days 2023-10-10 : Highest Volume — 92,061 contracts2023-10-03 : Largest IV spike — 7.4% change2023-10-26 : Highest IV Rank — 28.0%2023-10-26 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $68.05 $64.60 $70.19 $67.69 $66.84 Max Pain $67.43 $67.00 $67.50 $67.00 $67.50 ATM IV 34.9% 32.1% 37.1% 34.3% 35.0% Expected Move 10.1% 9.2% 11.1% 10.0% 10.5% HV 20d 26.1% 21.2% 28.9% 27.2% 21.8% HV 60d 31.1% 29.8% 32.1% 32.1% 30.1% IV Rank 15.1% 1.8% 28.0% 10.4% 16.9% IV Percentile 17.8% 2.8% 36.5% 10.7% 19.8% Term Structure -0.3% -1.3% 0.4% -0.1% 0.1% VWIV 35.3% 32.1% 39.0% 34.5% 35.8% Skew 25d 4.1% 3.3% 5.0% 3.4% 4.5% Skew 10d 8.2% 6.6% 10.0% 7.0% 9.0% Call IV 25d 32.9% 30.5% 35.0% 32.8% 32.8% Put IV 25d 37.0% 34.0% 40.0% 36.2% 37.3% Bid-Ask Spread % 1.64 1.26 1.91 1.83 1.84 Gamma HHI 0.06 0.05 0.17 0.05 0.07 Net GEX 6.4M -20.3M 48.1M 5.2M -6.8M Net DEX -243.5M -759.1M 382.8M -202.7M 1.9M Net VEX -10.2M -10.6M -10.0M -10.5M -10.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.51 1.55 1.04 0.90 Total Volume 47,528.273 23,754 92,061 52,094 31,192 Total OI 1,115,372.591 991,901 1,184,441 1,124,812 1,059,964
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 2023-10-02 $67.69 $67.00 34.3% 10.0% 27.2% 10.4% 34.5% 3.4% -0.1% 5.2M -202.7M -10.5M 1.04 1.83 N/A N/A 25,520 26,574 457,574 667,238 2023-10-03 $67.59 $67.00 36.8% 10.8% 27.0% 21.8% 37.5% 3.5% -0.4% 3.4M -190.8M -10.6M 0.69 1.69 N/A N/A 32,037 22,063 462,797 676,633 2023-10-04 $68.16 $67.00 36.0% 10.4% 27.3% 18.6% 37.2% 3.3% -0.6% 9.5M -293.5M -10.6M 1.30 1.85 N/A N/A 14,784 19,167 469,768 680,060 2023-10-05 $69.38 $67.50 35.2% 9.9% 28.1% 15.0% 34.2% 3.4% -0.3% 21.6M -520.1M -10.5M 0.55 1.40 N/A N/A 43,008 23,695 474,482 684,966 2023-10-06 $70.19 $67.50 33.6% 9.6% 28.4% 8.2% 32.5% 3.3% -0.1% 48.1M -759.1M -10.2M 0.69 1.51 N/A N/A 37,257 25,605 479,477 688,916 2023-10-09 $69.34 $67.50 34.6% 9.7% 28.7% 12.6% 34.2% 3.8% -0.8% 19.8M -516.3M -10.3M 0.85 1.26 N/A N/A 12,872 10,970 457,534 663,672 2023-10-10 $69.25 $67.50 33.6% 9.5% 28.5% 8.2% 33.1% 3.6% -0.4% 21.9M -527.6M -10.0M 0.74 1.30 N/A N/A 52,958 39,103 462,242 666,502 2023-10-11 $70.06 $67.50 32.4% 9.3% 28.9% 3.2% 32.1% 3.5% -0.1% 28.8M -683.3M -10.2M 0.51 1.31 N/A N/A 24,381 12,396 473,195 682,040 2023-10-12 $69.84 $67.50 32.1% 9.2% 28.0% 1.8% 33.4% 3.5% 0.1% 28.8M -645.2M -10.1M 1.13 1.30 N/A N/A 20,622 23,228 476,217 684,516 2023-10-13 $69.22 $67.50 34.2% 9.7% 26.4% 10.7% 33.9% 4.2% -0.4% 11.4M -482.6M -10.3M 1.26 1.66 N/A N/A 17,249 21,744 480,055 693,825 2023-10-16 $69.25 $67.50 33.3% 9.5% 26.3% 7.5% 33.4% 4.0% -0.6% 15.2M -415.6M -10.1M 0.57 1.42 N/A N/A 21,434 12,287 457,525 680,866 2023-10-17 $68.85 $67.50 32.8% 9.4% 26.3% 5.2% 34.2% 4.3% -0.4% 11.9M -331.0M -10.1M 1.55 1.38 N/A N/A 12,919 19,965 466,039 685,810 2023-10-18 $68.93 $67.50 34.5% 9.9% 26.2% 13.5% 34.6% 4.3% -0.7% 11.9M -348.5M -10.3M 0.58 1.61 N/A N/A 23,643 13,788 471,144 695,039 2023-10-19 $67.40 $67.50 36.3% 10.5% 25.5% 22.1% 36.5% 4.4% -1.3% -10.3M -41.5M -10.1M 0.86 1.67 N/A N/A 26,905 23,079 475,375 699,909 2023-10-20 $67.28 $67.50 35.9% 10.4% 24.9% 20.4% 36.4% 4.6% -1.1% -13.3M -524.0K -10.2M 1.26 1.73 N/A N/A 26,599 33,558 481,332 703,109 2023-10-23 $66.90 $67.50 35.6% 10.5% 24.7% 20.1% 37.0% 4.5% 0.1% -7.6M 29.8M -10.1M 0.89 1.91 N/A N/A 31,055 27,674 404,133 587,768 2023-10-24 $68.09 $67.50 34.3% 10.1% 25.4% 13.4% 35.0% 4.2% -0.0% 1.3M -193.4M -10.1M 1.05 1.87 N/A N/A 11,600 12,154 422,856 600,159 2023-10-25 $66.37 $67.50 36.5% 10.8% 27.0% 24.7% 36.5% 4.8% -0.2% -10.9M 97.1M -10.2M 1.14 1.90 N/A N/A 22,666 25,758 429,684 604,147 2023-10-26 $64.60 $67.50 37.1% 11.1% 25.2% 28.0% 39.0% 5.0% 0.4% -20.3M 382.8M -10.1M 0.92 1.83 N/A N/A 39,294 36,125 437,050 608,162 2023-10-27 $65.63 $67.50 36.5% 10.9% 21.2% 24.6% 38.5% 4.7% 0.1% -18.9M 210.1M -10.2M 1.40 1.83 N/A N/A 16,321 22,875 443,605 617,294 2023-10-30 $66.31 $67.50 36.6% 11.0% 21.6% 25.4% 38.3% 4.6% -0.1% -9.1M 72.5M -10.0M 1.21 1.89 N/A N/A 22,425 27,073 421,222 604,296 2023-10-31 $66.84 $67.50 35.0% 10.5% 21.8% 16.9% 35.8% 4.5% 0.1% -6.8M 1.9M -10.1M 0.90 1.84 N/A N/A 16,409 14,783 435,680 624,284
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