MU Options History — February 2024 In February 2024, MU traded between $79.43 and $92.19. ATM implied volatility averaged 38.2%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 6.6% (HV 20d: 31.6%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2024-02-26 : Highest Volume — 307,854 contracts2024-02-21 : Largest IV spike — 19.1% change2024-02-26 : Highest IV Rank — 82.4%2024-02-26 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $85.16 $79.43 $92.19 $85.81 $90.00 Max Pain $77.88 $75.00 $80.00 $75.00 $80.00 ATM IV 38.2% 30.8% 47.0% 31.2% 46.0% Expected Move 10.0% 8.9% 10.9% 9.0% 10.3% HV 20d 31.6% 25.6% 40.8% 25.7% 40.3% HV 60d 33.8% 31.6% 36.8% 31.9% 36.8% IV Rank 46.0% 15.2% 82.4% 16.8% 78.3% IV Percentile 58.2% 12.3% 96.0% 13.5% 92.5% Term Structure -0.0% -3.0% 6.1% 0.6% -2.8% VWIV 35.6% 31.6% 38.7% 32.3% 36.4% Skew 25d 0.4% -2.0% 1.5% 1.1% -2.0% Skew 10d 1.0% -4.1% 3.1% 2.8% -3.8% Call IV 25d 38.8% 30.6% 48.8% 31.2% 48.8% Put IV 25d 39.3% 31.6% 46.8% 32.3% 46.8% Bid-Ask Spread % 3.52 2.40 13.03 2.63 2.70 Gamma HHI 0.09 0.06 0.12 0.10 0.10 Net GEX 43.3M 12.5M 83.9M 43.0M 83.9M Net DEX -1.44B -2.72B -497.3M -1.42B -2.37B Net VEX -11.1M -12.3M -10.5M -10.5M -12.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.22 0.97 0.61 0.33 Total Volume 89,660.7 36,581 307,854 36,581 95,132 Total OI 949,464.8 868,579 1,111,960 894,182 1,111,960
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 2024-02-01 $85.81 $75.00 31.2% 9.0% 25.7% 16.8% 32.3% 1.1% 0.6% 43.0M -1.42B -10.5M 0.61 2.63 N/A N/A 22,676 13,905 463,611 430,571 2024-02-02 $86.32 $75.00 30.8% 8.9% 25.6% 15.2% 31.6% 0.9% 0.1% 52.8M -1.54B -10.6M 0.41 2.45 N/A N/A 35,892 14,756 471,271 433,464 2024-02-05 $86.77 $75.00 32.0% 9.2% 25.6% 20.0% 32.4% 1.0% 0.1% 44.9M -1.58B -10.5M 0.97 2.41 N/A N/A 22,263 21,527 446,934 421,645 2024-02-06 $83.87 $75.00 32.4% 9.3% 28.0% 21.9% 32.8% 1.2% 0.1% 30.1M -1.11B -10.7M 0.91 2.40 N/A N/A 25,907 23,686 452,396 430,219 2024-02-07 $85.19 $75.00 32.2% 9.3% 27.7% 21.1% 32.7% 1.2% 0.1% 39.0M -1.34B -10.5M 0.62 2.75 N/A N/A 36,651 22,775 457,995 434,325 2024-02-08 $84.94 $75.00 33.9% 9.7% 27.5% 28.1% 33.9% 0.9% 0.1% 36.8M -1.29B -10.8M 0.30 2.93 N/A N/A 41,758 12,427 464,097 439,958 2024-02-09 $85.43 $75.00 34.7% 10.0% 27.4% 31.4% 35.3% 0.6% 0.8% 42.9M -1.38B -10.9M 0.22 3.22 N/A N/A 101,337 21,900 476,663 443,835 2024-02-12 $85.66 $75.00 35.9% 10.3% 27.2% 36.5% 36.6% 0.3% 0.3% 43.3M -1.47B -11.0M 0.34 2.61 N/A N/A 50,777 17,030 479,638 436,045 2024-02-13 $81.22 $77.50 37.8% 10.8% 32.4% 44.1% 38.0% 1.5% 6.1% 20.1M -767.5M -10.9M 0.62 2.89 N/A N/A 58,052 36,053 493,277 443,830 2024-02-14 $81.59 $80.00 35.4% 10.2% 32.1% 34.4% 35.9% 1.3% 0.9% 22.7M -808.1M -11.1M 0.46 2.99 N/A N/A 48,173 22,387 507,163 454,902 2024-02-15 $81.60 $80.00 36.1% 10.3% 31.3% 37.4% 37.4% 1.1% 1.3% 22.3M -843.3M -11.2M 0.80 3.08 N/A N/A 29,006 23,292 518,343 458,169 2024-02-16 $79.43 $80.00 36.1% 10.2% 29.7% 37.3% 36.6% 0.9% 1.3% 12.5M -497.3M -10.9M 0.52 3.00 N/A N/A 77,536 40,015 526,037 465,123 2024-02-20 $80.60 $80.00 38.0% 10.7% 29.2% 45.1% 38.7% 1.0% 3.7% 23.4M -788.8M -11.0M 0.53 2.64 N/A N/A 46,478 24,858 469,120 429,679 2024-02-21 $81.06 $80.00 45.3% 10.7% 28.9% 75.2% 38.0% 1.1% -1.7% 28.9M -887.9M -11.2M 0.38 13.03 N/A N/A 33,666 12,691 487,410 442,134 2024-02-22 $86.06 $80.00 44.3% 10.1% 36.5% 71.1% 35.9% 0.3% -2.0% 54.7M -1.72B -11.3M 0.44 2.61 N/A N/A 88,804 39,351 498,805 445,116 2024-02-23 $85.80 $80.00 43.5% 9.6% 36.3% 67.8% 34.0% 1.2% -1.3% 55.5M -1.68B -11.4M 0.64 7.30 N/A N/A 36,579 23,237 519,732 461,796 2024-02-26 $89.83 $80.00 47.0% 10.9% 39.9% 82.4% 38.6% -1.7% -2.4% 58.0M -2.22B -11.2M 0.28 2.97 N/A N/A 241,359 66,495 496,755 450,334 2024-02-27 $92.19 $80.00 46.1% 10.6% 40.8% 78.6% 37.5% -1.8% -2.4% 76.4M -2.72B -11.6M 0.27 2.80 N/A N/A 133,722 36,683 563,295 473,258 2024-02-28 $89.88 $80.00 45.9% 10.4% 40.3% 77.8% 37.5% -1.4% -3.0% 74.0M -2.32B -12.1M 0.35 2.89 N/A N/A 70,139 24,239 603,806 486,585 2024-02-29 $90.00 $80.00 46.0% 10.3% 40.3% 78.3% 36.4% -2.0% -2.8% 83.9M -2.37B -12.3M 0.33 2.70 N/A N/A 71,363 23,769 616,520 495,440
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