MU Options History — March 2024 In March 2024, MU traded between $91.23 and $119.30. ATM implied volatility averaged 48.1%, placing in the 74.1% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 2.6% (HV 20d: 50.7%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.45.
Notable Days 2024-03-21 : Highest Volume — 831,955 contracts2024-03-21 : Largest IV drop — 33.9% change2024-03-05 : Highest IV Rank — 100.0%2024-03-18 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $101.30 $91.23 $119.30 $95.19 $117.57 Max Pain $84.75 $80.00 $90.00 $80.00 $90.00 ATM IV 48.1% 34.0% 57.1% 47.9% 36.9% Expected Move 13.0% 9.6% 16.0% 10.9% 10.0% HV 20d 50.7% 43.5% 63.4% 44.5% 62.4% HV 60d 40.7% 35.7% 46.4% 38.0% 45.4% IV Rank 74.1% 22.7% 100.0% 86.0% 32.7% IV Percentile 88.4% 33.3% 100.0% 96.4% 63.9% Term Structure -1.9% -4.3% 0.9% -3.3% 0.6% VWIV 46.4% 34.9% 57.2% 39.0% 35.9% Skew 25d -4.4% -6.8% -1.8% -3.4% -1.8% Skew 10d -9.0% -13.7% -4.0% -7.3% -4.0% Call IV 25d 51.3% 35.2% 62.2% 52.4% 38.6% Put IV 25d 46.9% 32.9% 56.0% 49.0% 36.7% Bid-Ask Spread % 9.64 2.97 29.77 3.47 5.88 Gamma HHI 0.11 0.07 0.51 0.16 0.10 Net GEX 86.9M 38.6M 241.7M 95.1M 97.3M Net DEX -3.76B -6.18B -2.12B -3.45B -5.17B Net VEX -13.2M -14.8M -11.7M -12.2M -14.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.31 0.67 0.36 0.40 Total Volume 246,632.2 68,971 831,955 215,976 209,479 Total OI 1,246,618.55 1,060,514 1,517,118 1,129,439 1,507,992
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 2024-03-01 $95.19 $80.00 47.9% 10.9% 44.5% 86.0% 39.0% -3.4% -3.3% 95.1M -3.45B -12.2M 0.36 3.47 N/A N/A 159,030 56,946 626,820 502,619 2024-03-04 $96.37 $82.50 50.8% 13.1% 44.6% 98.0% 46.5% -4.3% -2.4% 71.6M -3.28B -12.7M 0.33 18.96 N/A N/A 101,424 33,259 606,379 493,434 2024-03-05 $94.19 $82.50 52.7% 13.0% 45.7% 100.0% 46.2% -4.7% -2.4% 71.3M -2.93B -12.8M 0.48 4.43 N/A N/A 57,920 27,995 624,982 506,736 2024-03-06 $95.37 $82.50 51.6% 13.4% 43.5% 96.0% 48.1% -3.7% -2.7% 79.1M -3.18B -12.9M 0.50 2.97 N/A N/A 46,028 22,943 638,921 515,738 2024-03-07 $98.80 $82.50 56.2% 14.6% 44.6% 100.0% 52.2% -6.7% -3.3% 78.9M -3.80B -12.8M 0.34 12.79 N/A N/A 186,372 64,213 647,021 522,831 2024-03-08 $97.95 $82.50 53.8% 14.1% 44.8% 91.9% 51.0% -6.8% -3.2% 83.3M -3.61B -13.1M 0.44 29.77 N/A N/A 142,881 62,721 680,808 555,983 2024-03-11 $94.52 $82.50 47.9% 13.0% 47.4% 71.5% 46.5% -3.7% -1.6% 63.8M -2.80B -13.0M 0.58 16.71 N/A N/A 63,695 37,098 648,062 534,005 2024-03-12 $97.07 $82.50 51.7% 13.9% 48.0% 84.7% 49.8% -4.7% -2.6% 70.0M -3.30B -12.9M 0.45 10.52 N/A N/A 59,340 26,893 664,660 549,008 2024-03-13 $93.88 $82.50 51.6% 13.9% 45.1% 84.2% 49.2% -4.0% -3.4% 66.5M -2.70B -13.2M 0.64 8.50 N/A N/A 61,315 39,435 683,152 557,896 2024-03-14 $91.23 $85.00 49.9% 13.5% 46.9% 78.2% 49.1% -3.9% -3.2% 59.4M -2.12B -13.2M 0.53 9.72 N/A N/A 60,008 31,978 694,673 570,304 2024-03-15 $93.34 $85.00 56.3% 15.3% 47.2% 100.0% 54.7% -4.6% -4.3% 38.6M -2.70B -13.4M 0.40 5.17 N/A N/A 111,688 44,152 707,601 576,219 2024-03-18 $93.99 $85.00 57.1% 16.0% 45.5% 100.0% 57.2% -4.8% -2.9% 43.0M -2.18B -13.3M 0.47 7.20 N/A N/A 95,982 44,799 592,934 467,580 2024-03-19 $94.00 $85.00 52.1% 14.8% 45.6% 83.1% 52.6% -3.8% -2.6% 49.1M -2.23B -13.6M 0.67 7.01 N/A N/A 82,425 54,809 631,815 491,396 2024-03-20 $96.42 $85.00 54.3% 15.6% 46.0% 90.5% 55.0% -6.0% -3.0% 55.6M -2.71B -13.4M 0.48 18.76 N/A N/A 233,516 112,686 653,648 506,499 2024-03-21 $110.09 $85.00 35.9% 10.3% 61.4% 29.2% 36.4% -4.5% 0.4% 125.3M -5.72B -11.7M 0.41 7.24 N/A N/A 591,989 239,966 756,415 576,290 2024-03-22 $110.04 $87.50 34.0% 9.6% 61.3% 22.7% 34.9% -2.3% 0.9% 241.7M -5.04B -12.8M 0.44 6.91 N/A N/A 267,519 118,278 806,051 644,110 2024-03-25 $117.77 $87.50 42.4% 12.2% 63.4% 51.0% 43.7% -6.0% -0.4% 100.8M -5.96B -13.0M 0.32 9.21 N/A N/A 507,889 163,742 723,745 534,846 2024-03-26 $119.30 $90.00 41.1% 11.7% 63.2% 46.6% 42.2% -5.3% 0.3% 115.0M -6.18B -14.4M 0.31 3.62 N/A N/A 339,497 106,695 822,993 591,087 2024-03-27 $118.91 $90.00 37.5% 10.3% 61.9% 34.7% 37.0% -3.2% 0.8% 131.9M -6.05B -14.7M 0.35 3.88 N/A N/A 197,089 68,950 885,054 632,064 2024-03-28 $117.57 $90.00 36.9% 10.0% 62.4% 32.7% 35.9% -1.8% 0.6% 97.3M -5.17B -14.8M 0.40 5.88 N/A N/A 149,743 59,736 859,695 648,297
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