MU Options History — November 2023 In November 2023, MU traded between $69.44 and $78.75. ATM implied volatility averaged 31.9%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 4.2% (HV 20d: 27.7%). Max pain ranged from $67.50 to $72.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.75.
Notable Days 2023-11-09 : Highest Volume — 110,304 contracts2023-11-20 : Largest IV spike — 6.0% change2023-11-27 : Highest IV Rank — 25.6%2023-11-01 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $75.10 $69.44 $78.75 $69.44 $75.22 Max Pain $69.17 $67.50 $72.50 $67.50 $72.50 ATM IV 31.9% 29.6% 35.2% 33.3% 33.4% Expected Move 8.7% 7.9% 9.9% 9.9% 8.4% HV 20d 27.7% 25.4% 30.7% 25.6% 26.4% HV 60d 27.3% 25.5% 31.0% 30.9% 26.2% IV Rank 8.6% 0.0% 25.6% 8.4% 17.4% IV Percentile 7.5% 0.0% 27.8% 9.1% 15.9% Term Structure 0.9% -1.5% 4.9% 0.2% -0.8% VWIV 30.9% 27.8% 34.8% 34.8% 29.4% Skew 25d 2.6% 1.9% 3.9% 3.9% 2.5% Skew 10d 5.9% 4.3% 8.3% 8.3% 5.2% Call IV 25d 30.7% 28.3% 33.9% 31.2% 32.3% Put IV 25d 33.3% 30.3% 36.3% 35.1% 34.8% Bid-Ask Spread % 2.32 1.58 5.17 2.15 2.16 Gamma HHI 0.14 0.06 0.74 0.06 0.10 Net GEX 51.4M 13.9M 315.4M 13.9M 15.5M Net DEX -1.21B -1.75B -451.4M -451.4M -965.4M Net VEX -9.4M -10.1M -8.6M -10.1M -9.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.41 1.14 0.93 0.88 Total Volume 58,868.714 28,064 110,304 65,543 39,571 Total OI 1,079,630.333 968,077 1,154,417 1,065,815 1,102,151
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 2023-11-01 $69.44 $67.50 33.3% 9.9% 25.6% 8.4% 34.8% 3.9% 0.2% 13.9M -451.4M -10.1M 0.93 2.15 N/A N/A 34,041 31,502 439,848 625,967 2023-11-02 $70.44 $67.50 31.4% 9.4% 25.4% 0.0% 32.7% 3.4% 0.5% 26.6M -676.8M -9.8M 1.01 1.78 N/A N/A 27,520 27,683 455,221 633,384 2023-11-03 $72.63 $67.50 30.2% 9.1% 27.3% 0.0% 32.4% 3.0% 0.7% 36.7M -1.06B -9.8M 0.41 1.73 N/A N/A 56,712 22,995 460,259 639,006 2023-11-06 $72.72 $67.50 30.3% 9.0% 26.8% 0.2% 31.6% 3.0% 0.7% 34.7M -950.3M -9.6M 1.04 1.73 N/A N/A 20,275 21,137 446,688 622,954 2023-11-07 $73.02 $67.50 30.2% 8.9% 26.7% 0.0% 33.1% 3.0% 0.9% 39.8M -1.01B -9.4M 0.69 1.82 N/A N/A 21,565 14,891 452,326 630,416 2023-11-08 $72.09 $67.50 30.4% 8.9% 27.1% 1.0% 32.2% 2.9% 0.6% 34.1M -837.2M -9.4M 0.60 1.85 N/A N/A 22,409 13,504 455,509 632,313 2023-11-09 $73.65 $67.50 31.4% 9.3% 27.9% 5.8% 32.5% 2.8% 1.0% 48.4M -1.15B -9.3M 0.59 1.58 N/A N/A 69,447 40,857 462,097 636,851 2023-11-10 $75.57 $67.50 30.7% 9.0% 28.7% 2.3% 31.5% 2.3% 1.1% 56.8M -1.54B -9.2M 0.66 1.77 N/A N/A 46,647 30,965 478,620 649,123 2023-11-13 $74.97 $67.50 30.9% 8.9% 29.0% 3.6% 31.9% 2.5% 3.7% 47.0M -1.27B -9.3M 0.86 1.61 N/A N/A 17,739 15,187 461,346 637,302 2023-11-14 $77.13 $67.50 30.2% 8.7% 30.0% 0.0% 30.6% 2.3% 3.9% 60.9M -1.69B -8.9M 0.52 2.12 N/A N/A 54,515 28,195 465,196 641,633 2023-11-15 $76.98 $70.00 29.6% 8.5% 30.1% 0.0% 30.3% 2.1% 4.2% 70.1M -1.68B -8.9M 0.68 1.73 N/A N/A 21,934 14,927 479,473 655,327 2023-11-16 $76.90 $70.00 30.4% 8.5% 28.3% 3.7% 30.2% 1.9% 4.3% 83.6M -1.64B -8.9M 0.52 2.03 N/A N/A 29,213 15,319 484,078 660,591 2023-11-17 $77.43 $70.00 30.6% 8.3% 28.2% 4.7% 29.4% 2.0% 4.9% 315.4M -1.75B -8.9M 0.45 1.62 N/A N/A 47,049 21,196 487,921 666,496 2023-11-20 $78.75 $70.00 32.5% 8.1% 28.0% 13.2% 28.7% 2.6% -0.9% 32.9M -1.44B -8.6M 0.63 2.45 N/A N/A 38,446 24,363 399,104 568,973 2023-11-21 $76.47 $70.00 34.3% 8.4% 30.7% 21.6% 31.2% 2.4% -1.0% 25.9M -1.14B -9.3M 1.14 2.23 N/A N/A 21,928 24,980 418,085 580,064 2023-11-22 $77.18 $70.00 34.1% 8.0% 28.4% 20.8% 28.0% 2.5% -1.5% 33.8M -1.31B -9.2M 0.60 3.01 N/A N/A 26,459 15,748 431,490 591,040 2023-11-24 $76.73 $70.00 33.4% 7.9% 25.8% 17.3% 27.8% 2.4% -1.4% 23.6M -1.23B -9.6M 0.56 5.17 N/A N/A 17,990 10,074 442,015 597,953 2023-11-27 $77.52 $70.00 35.2% 8.9% 25.7% 25.6% 31.8% 2.6% -1.4% 31.3M -1.35B -9.5M 0.77 4.94 N/A N/A 52,008 40,205 432,722 588,361 2023-11-28 $75.81 $72.50 33.4% 8.2% 27.9% 17.3% 29.2% 2.5% -0.9% 20.0M -1.08B -9.8M 1.09 2.00 N/A N/A 39,588 43,099 457,782 610,484 2023-11-29 $76.45 $72.50 33.5% 8.3% 27.9% 17.8% 29.4% 2.3% -1.1% 29.2M -1.19B -10.0M 1.13 3.19 N/A N/A 34,833 39,527 469,106 622,962 2023-11-30 $75.22 $72.50 33.4% 8.4% 26.4% 17.4% 29.4% 2.5% -0.8% 15.5M -965.4M -9.9M 0.88 2.16 N/A N/A 21,032 18,539 477,630 624,521
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