MU Options History — May 2024 In May 2024, MU traded between $111.08 and $132.18. ATM implied volatility averaged 42.0%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 4.2% (HV 20d: 37.8%). 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 10 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2024-05-23 : Highest Volume — 163,487 contracts2024-05-28 : Largest IV spike — 18.6% change2024-05-30 : Highest IV Rank — 90.0%2024-05-20 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $123.37 $111.08 $132.18 $111.08 $123.32 Max Pain $92.84 $90.00 $100.00 $100.00 $95.00 ATM IV 42.0% 37.8% 54.1% 40.6% 53.5% Expected Move 11.6% 11.0% 12.1% 11.6% 11.4% HV 20d 37.8% 30.4% 45.8% 41.0% 36.5% HV 60d 49.8% 47.7% 51.6% 51.3% 48.8% IV Rank 49.7% 35.4% 90.0% 45.1% 87.9% IV Percentile 77.2% 63.5% 98.4% 76.6% 97.6% Term Structure 1.8% -5.0% 10.0% -0.6% -5.0% VWIV 40.8% 38.4% 42.9% 40.9% 39.7% Skew 25d -0.1% -0.8% 0.8% 0.8% 0.8% Skew 10d 0.4% -1.3% 2.5% 1.9% 2.3% Call IV 25d 42.4% 38.1% 55.2% 40.4% 54.6% Put IV 25d 42.3% 37.8% 55.3% 41.2% 55.3% Bid-Ask Spread % 4.54 2.70 11.14 3.65 2.97 Gamma HHI 0.09 0.06 0.15 0.06 0.09 Net GEX 68.8M 15.8M 109.1M 34.5M 15.8M Net DEX -3.97B -5.10B -2.48B -2.48B -3.20B Net VEX -15.0M -15.4M -14.6M -15.3M -15.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.43 0.72 0.64 0.52 Total Volume 101,613.5 57,868 163,487 94,087 151,801 Total OI 1,185,798.273 1,081,849 1,253,438 1,203,961 1,191,355
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 2024-05-01 $111.08 $100.00 40.6% 11.6% 41.0% 45.1% 40.9% 0.8% -0.6% 34.5M -2.48B -15.3M 0.64 3.65 N/A N/A 57,296 36,791 652,006 551,955 2024-05-02 $111.81 $100.00 39.9% 11.5% 40.7% 42.5% 40.4% 0.7% 0.0% 37.9M -2.62B -15.2M 0.72 3.15 N/A N/A 42,619 30,508 658,810 552,518 2024-05-03 $114.53 $100.00 38.9% 11.0% 42.0% 39.1% 38.4% 0.6% -0.3% 57.8M -3.09B -15.4M 0.46 3.04 N/A N/A 71,465 32,696 670,643 559,830 2024-05-06 $120.10 $90.00 39.4% 11.7% 45.8% 41.0% 41.4% 0.1% -0.3% 69.1M -3.89B -14.9M 0.48 4.41 N/A N/A 106,760 51,674 622,835 533,048 2024-05-07 $119.45 $90.00 38.4% 11.5% 45.8% 37.7% 40.6% 0.0% -0.1% 70.0M -3.78B -15.0M 0.66 3.29 N/A N/A 47,719 31,321 643,246 549,558 2024-05-08 $119.17 $90.00 38.2% 11.5% 45.8% 37.0% 40.2% 0.1% -0.3% 67.9M -3.70B -15.2M 0.69 8.66 N/A N/A 37,345 25,689 644,654 557,290 2024-05-09 $117.53 $90.00 38.1% 11.5% 43.2% 36.6% 40.4% -0.5% -0.2% 60.5M -3.42B -15.1M 0.54 3.30 N/A N/A 40,068 21,481 652,994 562,692 2024-05-10 $120.97 $90.00 38.4% 11.5% 43.0% 37.5% 40.6% -0.5% -0.3% 94.3M -4.17B -14.6M 0.52 5.65 N/A N/A 81,685 42,161 660,288 567,266 2024-05-13 $122.97 $90.00 38.4% 11.6% 43.1% 37.7% 40.7% 0.1% 2.1% 81.2M -4.31B -14.9M 0.48 11.14 N/A N/A 67,143 32,040 644,862 545,325 2024-05-14 $124.36 $90.00 38.1% 11.5% 43.2% 36.6% 41.4% -0.3% 2.4% 88.7M -4.53B -14.8M 0.56 2.77 N/A N/A 37,098 20,770 653,595 553,238 2024-05-15 $127.73 $90.00 37.8% 11.5% 40.6% 35.4% 40.5% -0.3% 2.3% 100.6M -5.10B -14.7M 0.44 2.70 N/A N/A 84,569 36,939 656,672 557,845 2024-05-16 $127.91 $90.00 38.7% 11.6% 37.8% 38.5% 40.9% -0.6% 2.0% 109.1M -5.10B -14.7M 0.50 2.94 N/A N/A 70,397 35,429 668,281 567,553 2024-05-17 $125.39 $90.00 39.1% 11.6% 30.4% 40.1% 41.0% -0.8% 1.9% 86.1M -4.57B -14.7M 0.53 3.09 N/A N/A 74,764 39,679 675,240 578,198 2024-05-20 $129.33 $92.50 41.7% 12.1% 30.7% 48.6% 42.9% -0.8% 7.4% 64.4M -4.30B -14.8M 0.43 8.45 N/A N/A 90,273 39,078 570,747 511,102 2024-05-21 $127.19 $92.50 40.8% 11.8% 30.8% 45.7% 41.8% -0.6% 7.7% 62.6M -4.01B -15.0M 0.60 3.11 N/A N/A 56,921 34,241 593,025 525,777 2024-05-22 $126.00 $92.50 41.9% 12.0% 30.9% 49.3% 42.7% -0.6% 8.1% 59.3M -3.84B -15.3M 0.64 6.38 N/A N/A 36,681 23,620 610,554 539,774 2024-05-23 $125.88 $92.50 41.9% 11.5% 31.0% 49.4% 40.8% 0.3% 9.0% 58.0M -3.78B -15.3M 0.57 4.83 N/A N/A 104,412 59,075 621,847 548,619 2024-05-24 $129.13 $92.50 42.7% 11.2% 31.2% 51.9% 39.6% 0.2% 10.0% 81.8M -4.35B -15.2M 0.51 2.81 N/A N/A 74,097 37,676 625,520 556,422 2024-05-28 $132.18 $95.00 50.6% 11.8% 31.5% 78.4% 41.9% -0.3% -1.6% 76.9M -4.69B -14.8M 0.51 3.92 N/A N/A 73,406 37,352 597,400 528,603 2024-05-29 $132.01 $95.00 53.1% 11.2% 31.4% 86.7% 39.8% -0.2% -2.9% 84.0M -4.70B -15.0M 0.55 5.36 N/A N/A 44,638 24,391 614,898 539,406 2024-05-30 $126.13 $95.00 54.1% 11.5% 35.0% 90.0% 40.7% -0.2% -3.1% 53.0M -3.70B -15.3M 0.57 4.19 N/A N/A 58,528 33,201 624,992 547,079 2024-05-31 $123.32 $95.00 53.5% 11.4% 36.5% 87.9% 39.7% 0.8% -5.0% 15.8M -3.20B -15.2M 0.52 2.97 N/A N/A 100,189 51,612 635,953 555,402
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