MU Options History — April 2024 In April 2024, MU traded between $106.11 and $127.09. ATM implied volatility averaged 41.6%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 14.6% (HV 20d: 56.2%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2024-04-01 : Highest Volume — 488,060 contracts2024-04-19 : Largest IV spike — 9.8% change2024-04-19 : Highest IV Rank — 58.5%2024-04-19 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $118.36 $106.11 $127.09 $123.91 $113.79 Max Pain $97.84 $90.00 $100.00 $90.00 $100.00 ATM IV 41.6% 39.7% 44.7% 40.1% 42.8% Expected Move 11.7% 11.0% 12.8% 11.0% 12.4% HV 20d 56.2% 42.6% 65.3% 62.1% 42.6% HV 60d 48.6% 46.3% 51.3% 46.3% 51.0% IV Rank 48.3% 42.0% 58.5% 43.3% 52.2% IV Percentile 83.5% 76.6% 91.7% 80.2% 87.3% Term Structure -0.4% -1.6% 1.3% -0.2% -0.7% VWIV 41.5% 39.2% 45.6% 39.2% 43.5% Skew 25d -0.3% -3.5% 1.7% -3.5% 0.7% Skew 10d -0.4% -7.3% 4.0% -7.3% 1.9% Call IV 25d 42.3% 39.9% 45.9% 43.0% 42.3% Put IV 25d 42.0% 39.5% 45.7% 39.5% 43.1% Bid-Ask Spread % 4.19 2.30 10.18 6.11 3.55 Gamma HHI 0.09 0.05 0.13 0.10 0.07 Net GEX 76.0M 7.6M 158.1M 121.7M 51.3M Net DEX -4.62B -7.16B -2.13B -6.53B -2.97B Net VEX -15.5M -16.8M -14.1M -14.1M -15.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.29 0.99 0.48 0.57 Total Volume 213,871.182 74,296 488,060 488,060 96,187 Total OI 1,416,504.773 1,155,670 1,616,678 1,362,944 1,180,397
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 2024-04-01 $123.91 $90.00 40.1% 11.0% 62.1% 43.3% 39.2% -3.5% -0.2% 121.7M -6.53B -14.1M 0.48 6.11 N/A N/A 330,776 157,284 784,641 578,303 2024-04-02 $123.08 $92.50 40.5% 11.0% 62.5% 44.5% 39.5% -1.9% -0.3% 105.4M -6.07B -15.6M 0.34 4.47 N/A N/A 142,622 48,993 832,351 628,470 2024-04-03 $127.09 $92.50 43.0% 11.8% 61.4% 52.9% 42.0% -2.9% -0.7% 133.9M -7.16B -15.5M 0.35 3.86 N/A N/A 304,125 107,078 855,217 636,071 2024-04-04 $124.13 $95.00 43.9% 12.2% 62.9% 56.0% 43.6% -1.7% -0.9% 111.3M -6.33B -16.8M 0.36 7.34 N/A N/A 269,096 97,731 906,386 669,116 2024-04-05 $123.27 $95.00 41.6% 11.6% 62.8% 48.2% 41.3% -1.0% -0.7% 93.9M -6.00B -16.3M 0.42 3.84 N/A N/A 169,643 70,517 937,658 679,020 2024-04-08 $122.86 $95.00 41.8% 11.8% 62.6% 48.7% 41.8% -1.3% -0.5% 101.7M -5.84B -16.2M 0.33 4.13 N/A N/A 177,184 59,018 844,857 621,395 2024-04-09 $122.10 $97.50 40.3% 11.3% 60.5% 43.8% 40.2% -0.9% -0.6% 90.0M -5.58B -16.0M 0.37 3.58 N/A N/A 111,715 41,232 872,963 646,015 2024-04-10 $121.95 $97.50 40.2% 11.3% 60.4% 43.7% 40.1% -0.7% -0.9% 83.6M -5.46B -15.9M 0.56 6.04 N/A N/A 119,314 66,746 874,052 656,511 2024-04-11 $127.03 $97.50 39.7% 11.2% 58.8% 42.0% 39.8% -1.2% -0.8% 158.1M -6.92B -15.7M 0.38 3.21 N/A N/A 189,241 72,773 886,265 655,894 2024-04-12 $122.67 $100.00 40.6% 11.6% 59.5% 45.1% 40.9% 0.1% -0.4% 54.8M -5.57B -16.2M 0.52 3.21 N/A N/A 133,468 69,780 896,084 671,185 2024-04-15 $120.97 $100.00 40.7% 11.6% 60.3% 45.1% 41.2% 0.4% 1.0% 81.1M -5.21B -15.7M 0.29 3.45 N/A N/A 124,640 36,460 837,725 632,667 2024-04-16 $122.04 $100.00 39.7% 11.4% 60.3% 42.0% 39.8% 0.2% 1.3% 93.3M -5.46B -15.3M 0.50 2.30 N/A N/A 93,892 46,735 849,098 638,898 2024-04-17 $116.75 $100.00 40.5% 11.6% 63.5% 44.5% 41.0% 0.4% 1.2% 58.8M -4.28B -15.4M 0.50 10.18 N/A N/A 148,077 73,619 857,163 644,857 2024-04-18 $112.72 $100.00 40.7% 11.6% 65.3% 45.2% 40.8% 0.6% 0.8% 34.6M -3.52B -15.3M 0.54 2.42 N/A N/A 202,527 109,327 880,090 647,783 2024-04-19 $106.11 $100.00 44.7% 12.8% 50.6% 58.5% 45.6% 1.7% 0.5% 7.6M -2.36B -15.2M 0.99 4.57 N/A N/A 161,944 160,681 903,702 663,058 2024-04-22 $109.06 $100.00 42.0% 11.9% 51.7% 49.7% 42.4% 1.4% -1.4% 27.4M -2.13B -15.2M 0.93 3.66 N/A N/A 76,726 70,990 641,918 535,944 2024-04-23 $112.34 $100.00 41.6% 11.7% 46.5% 48.3% 41.4% 0.8% -1.1% 44.6M -2.72B -15.3M 0.41 4.06 N/A N/A 81,602 33,378 654,898 554,447 2024-04-24 $111.35 $100.00 42.7% 12.0% 46.2% 51.9% 42.0% 0.7% -1.6% 43.0M -2.58B -15.3M 0.65 2.64 N/A N/A 69,275 45,078 672,743 563,286 2024-04-25 $111.98 $100.00 43.5% 12.1% 46.3% 54.7% 42.6% 0.7% -1.6% 53.8M -2.75B -15.2M 0.59 4.78 N/A N/A 64,251 37,735 686,996 566,132 2024-04-26 $114.63 $100.00 41.9% 11.6% 47.1% 49.3% 40.9% 0.7% -1.2% 77.0M -3.20B -15.4M 0.51 2.46 N/A N/A 105,485 53,925 690,786 572,393 2024-04-29 $114.09 $100.00 42.8% 12.2% 42.6% 52.2% 42.8% 0.4% -0.8% 44.3M -2.98B -15.0M 0.40 2.41 N/A N/A 53,090 21,206 623,173 532,497 2024-04-30 $113.79 $100.00 42.8% 12.4% 42.6% 52.2% 43.5% 0.7% -0.7% 51.3M -2.97B -15.5M 0.57 3.55 N/A N/A 61,239 34,948 641,845 538,552
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