MU Options History — January 2024 In January 2024, MU traded between $81.88 and $89.25. ATM implied volatility averaged 30.2%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 6.7% (HV 20d: 37.0%). Max pain ranged from $72.50 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2024-01-19 : Highest Volume — 141,750 contracts2024-01-16 : Largest IV spike — 6.9% change2024-01-30 : Highest IV Rank — 20.7%2024-01-30 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $85.13 $81.88 $89.25 $81.88 $85.69 Max Pain $80.55 $72.50 $85.00 $72.50 $85.00 ATM IV 30.2% 28.5% 32.1% 29.4% 31.4% Expected Move 8.8% 8.1% 9.7% 8.1% 9.3% HV 20d 37.0% 25.7% 43.7% 43.7% 25.7% HV 60d 32.6% 32.2% 33.2% 32.4% 32.4% IV Rank 12.8% 5.5% 20.7% 9.2% 17.9% IV Percentile 6.9% 1.6% 17.9% 2.0% 13.9% Term Structure -0.1% -0.9% 0.5% 0.2% 0.5% VWIV 31.0% 28.7% 35.7% 28.9% 33.1% Skew 25d 1.3% 0.4% 2.1% 2.0% 0.9% Skew 10d 2.7% 0.8% 4.5% 3.9% 2.0% Call IV 25d 30.0% 27.9% 32.2% 28.9% 31.8% Put IV 25d 31.3% 29.5% 33.3% 30.9% 32.8% Bid-Ask Spread % 2.46 1.74 5.27 2.24 3.58 Gamma HHI 0.10 0.08 0.22 0.08 0.10 Net GEX 48.0M 29.0M 107.0M 29.0M 39.0M Net DEX -1.85B -2.84B -1.39B -1.50B -1.39B Net VEX -10.4M -10.7M -9.8M -10.4M -10.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.35 0.95 0.49 0.53 Total Volume 65,954.143 37,060 141,750 80,968 37,060 Total OI 1,068,493.857 810,962 1,227,191 1,145,059 883,558
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 2024-01-02 $81.88 $72.50 29.4% 8.1% 43.7% 9.2% 28.9% 2.0% 0.2% 29.0M -1.50B -10.4M 0.49 2.24 N/A N/A 54,248 26,720 524,782 620,277 2024-01-03 $82.10 $72.50 30.1% 8.2% 42.6% 12.3% 29.1% 1.8% -0.0% 30.9M -1.57B -10.4M 0.63 1.95 N/A N/A 29,210 18,303 529,747 627,566 2024-01-04 $82.94 $80.00 30.2% 8.7% 42.4% 12.9% 30.8% 1.7% -0.5% 37.1M -1.75B -10.7M 0.53 2.15 N/A N/A 31,704 16,836 543,322 633,364 2024-01-05 $83.23 $80.00 29.9% 8.7% 42.0% 11.6% 30.3% 1.7% -0.2% 37.9M -1.81B -10.7M 0.93 2.54 N/A N/A 33,855 31,369 553,137 639,283 2024-01-08 $84.59 $80.00 30.0% 8.6% 42.1% 11.7% 30.3% 1.7% 0.0% 45.9M -2.13B -10.2M 0.59 2.06 N/A N/A 41,106 24,055 541,275 626,398 2024-01-09 $83.07 $80.00 29.3% 8.5% 42.8% 8.9% 29.6% 1.7% 0.3% 37.0M -1.80B -10.5M 0.37 1.74 N/A N/A 34,979 12,960 551,655 639,008 2024-01-10 $82.32 $80.00 29.2% 8.4% 40.9% 8.7% 29.6% 1.6% 0.0% 35.8M -1.66B -10.4M 0.68 2.21 N/A N/A 25,705 17,538 560,985 641,761 2024-01-11 $83.13 $80.00 28.9% 8.3% 41.0% 7.4% 28.9% 1.6% 0.3% 44.8M -1.85B -10.5M 0.39 1.94 N/A N/A 28,686 11,241 569,531 643,620 2024-01-12 $82.48 $80.00 28.5% 8.2% 40.4% 5.5% 28.7% 1.6% 0.2% 45.5M -1.71B -10.3M 0.79 1.87 N/A N/A 32,185 25,544 578,571 646,157 2024-01-16 $84.34 $80.00 30.4% 8.7% 39.9% 13.7% 30.7% 1.8% -0.5% 51.6M -2.11B -10.1M 0.39 5.27 N/A N/A 53,181 20,581 549,834 630,804 2024-01-17 $83.19 $80.00 31.5% 9.0% 40.0% 18.0% 31.8% 2.1% -0.8% 48.1M -1.88B -10.3M 0.88 2.33 N/A N/A 24,963 21,890 565,055 637,518 2024-01-18 $84.72 $80.00 30.8% 8.9% 40.5% 15.1% 31.1% 1.8% -0.8% 56.5M -2.23B -10.2M 0.37 1.84 N/A N/A 66,050 24,467 567,509 642,775 2024-01-19 $87.55 $80.00 31.1% 9.0% 41.9% 16.5% 31.5% 0.6% -0.9% 107.0M -2.84B -10.0M 0.37 2.60 N/A N/A 103,713 38,037 575,446 651,745 2024-01-22 $89.25 $80.00 30.4% 8.9% 39.2% 13.6% 31.4% 0.7% -0.2% 51.8M -2.01B -9.8M 0.35 2.40 N/A N/A 79,373 27,788 412,654 398,308 2024-01-23 $87.41 $82.50 29.7% 8.7% 28.2% 10.7% 30.9% 1.1% -0.2% 50.7M -1.73B -10.4M 0.48 2.41 N/A N/A 41,305 19,857 438,617 412,333 2024-01-24 $88.06 $82.50 30.3% 9.0% 28.2% 13.2% 31.7% 0.8% -0.3% 52.8M -1.84B -10.4M 0.41 2.40 N/A N/A 49,561 20,154 448,155 420,107 2024-01-25 $89.00 $82.50 30.8% 9.1% 28.2% 15.4% 32.2% 0.4% -0.5% 62.0M -2.01B -10.5M 0.65 2.47 N/A N/A 53,639 35,021 458,952 430,434 2024-01-26 $88.16 $84.00 30.1% 8.9% 28.2% 12.4% 31.3% 0.6% 0.1% 54.2M -1.81B -10.6M 0.59 2.69 N/A N/A 43,810 26,061 470,328 440,561 2024-01-29 $88.63 $85.00 30.6% 9.2% 28.2% 14.2% 32.8% 0.5% 0.5% 50.9M -1.87B -10.4M 0.44 2.50 N/A N/A 27,195 11,966 444,102 417,407 2024-01-30 $85.97 $85.00 32.1% 9.7% 30.2% 20.7% 35.7% 1.1% 0.2% 40.1M -1.44B -10.7M 0.95 2.47 N/A N/A 32,363 30,758 449,039 422,691 2024-01-31 $85.69 $85.00 31.4% 9.3% 25.7% 17.9% 33.1% 0.9% 0.5% 39.0M -1.39B -10.5M 0.53 3.58 N/A N/A 24,167 12,893 455,208 428,350
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