MU Options History — June 2024 In June 2024, MU traded between $126.31 and $152.68. ATM implied volatility averaged 59.4%, placing in the 88.3% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 17.4% (HV 20d: 42.0%). Max pain ranged from $85.00 to $115.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.51.
Notable Days 2024-06-27 : Highest Volume — 902,154 contracts2024-06-27 : Largest IV drop — 40.8% change2024-06-13 : Highest IV Rank — 100.0%2024-06-26 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $137.59 $126.31 $152.68 $127.44 $131.27 Max Pain $97.11 $85.00 $115.00 $95.00 $115.00 ATM IV 59.4% 40.8% 72.2% 53.7% 40.8% Expected Move 16.3% 11.3% 22.6% 11.3% 11.4% HV 20d 42.0% 34.0% 52.6% 37.2% 50.0% HV 60d 45.3% 40.6% 49.0% 48.7% 42.6% IV Rank 88.3% 30.2% 100.0% 88.7% 30.2% IV Percentile 96.6% 74.6% 100.0% 97.6% 74.6% Term Structure -2.5% -4.9% 0.9% -2.2% 0.9% VWIV 57.8% 39.6% 78.8% 39.8% 41.7% Skew 25d -2.1% -5.2% 0.3% 0.3% -2.5% Skew 10d -4.3% -11.3% 1.2% 1.2% -5.8% Call IV 25d 60.7% 42.4% 77.4% 52.9% 42.4% Put IV 25d 58.6% 40.0% 72.3% 53.1% 40.0% Bid-Ask Spread % 14.61 2.25 32.30 2.44 17.89 Gamma HHI 0.11 0.06 0.47 0.09 0.11 Net GEX 84.7M 2.7M 197.6M 65.6M 2.7M Net DEX -5.12B -7.94B -2.72B -3.99B -2.72B Net VEX -17.6M -21.3M -14.9M -15.3M -20.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.34 0.89 0.45 0.52 Total Volume 273,635.684 57,248 902,154 104,446 494,383 Total OI 1,346,159.842 1,154,515 1,804,610 1,154,515 1,804,610
Daily Data (19 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 2024-06-03 $127.44 $95.00 53.7% 11.3% 37.2% 88.7% 39.8% 0.3% -2.2% 65.6M -3.99B -15.3M 0.45 2.44 N/A N/A 72,281 32,165 618,885 535,630 2024-06-04 $126.31 $95.00 54.4% 11.3% 34.0% 91.0% 39.6% 0.1% -0.4% 61.7M -3.81B -15.4M 0.62 2.48 N/A N/A 35,324 21,924 633,090 545,511 2024-06-05 $132.85 $95.00 53.8% 11.3% 37.8% 89.1% 39.7% -0.7% -2.5% 94.1M -4.98B -14.9M 0.50 2.25 N/A N/A 103,280 51,760 640,237 552,971 2024-06-06 $130.46 $85.00 54.7% 14.6% 38.7% 91.9% 51.3% -0.5% -2.6% 79.9M -4.44B -15.5M 0.50 24.13 N/A N/A 66,963 33,805 640,498 566,184 2024-06-07 $131.11 $87.50 54.3% 14.5% 38.0% 90.6% 51.2% -0.5% -2.9% 97.2M -4.66B -15.7M 0.60 4.27 N/A N/A 55,066 32,954 660,904 575,017 2024-06-10 $135.24 $87.50 54.3% 14.9% 38.2% 90.7% 51.9% -0.7% -1.8% 86.9M -5.14B -15.3M 0.45 16.27 N/A N/A 90,492 41,132 634,150 554,374 2024-06-11 $134.71 $90.00 54.2% 14.9% 38.1% 90.4% 52.1% 0.1% -2.0% 91.6M -5.12B -15.6M 0.89 20.18 N/A N/A 51,243 45,659 661,291 569,994 2024-06-12 $139.06 $90.00 54.0% 14.8% 39.3% 89.5% 51.8% -0.9% -2.5% 99.1M -5.86B -15.1M 0.43 32.30 N/A N/A 121,264 51,587 665,841 586,965 2024-06-13 $143.10 $90.00 58.2% 16.1% 39.4% 100.0% 57.6% -1.6% -2.5% 105.4M -6.46B -15.9M 0.34 13.78 N/A N/A 160,005 54,470 682,263 598,488 2024-06-14 $141.50 $90.00 63.8% 17.5% 39.9% 100.0% 63.2% -2.0% -4.0% 108.5M -6.36B -17.1M 0.46 25.19 N/A N/A 136,252 62,495 741,595 610,409 2024-06-17 $147.89 $95.00 66.0% 18.6% 41.0% 100.0% 65.8% -1.9% -3.4% 101.6M -7.08B -17.3M 0.42 26.36 N/A N/A 210,080 87,617 722,671 600,063 2024-06-18 $152.68 $100.00 67.2% 19.1% 41.1% 100.0% 67.2% -4.3% -3.6% 103.0M -7.94B -17.9M 0.46 29.50 N/A N/A 293,709 133,730 765,232 635,192 2024-06-20 $145.73 $100.00 71.0% 20.5% 44.7% 100.0% 74.2% -5.2% -3.4% 76.1M -6.51B -19.2M 0.46 20.47 N/A N/A 259,600 118,857 816,678 673,086 2024-06-21 $140.27 $100.00 72.2% 21.1% 47.2% 100.0% 75.2% -5.1% -3.9% 197.6M -5.49B -20.2M 0.55 11.57 N/A N/A 247,115 136,053 875,980 702,119 2024-06-24 $139.90 $105.00 69.7% 21.1% 47.2% 94.5% 75.3% -4.9% -2.6% 61.3M -4.38B -20.3M 0.49 10.20 N/A N/A 143,153 70,532 721,118 513,444 2024-06-25 $140.06 $105.00 70.8% 21.7% 46.6% 97.0% 76.6% -4.9% -4.0% 65.2M -4.51B -20.7M 0.44 9.39 N/A N/A 151,576 67,377 770,653 549,854 2024-06-26 $141.93 $110.00 72.1% 22.6% 46.2% 99.8% 78.8% -2.4% -4.9% 80.0M -5.08B -21.3M 0.48 5.31 N/A N/A 380,118 182,903 845,616 585,178 2024-06-27 $132.70 $110.00 42.7% 12.1% 52.6% 34.5% 45.0% -2.2% 0.4% 32.3M -2.74B -20.0M 0.57 3.61 N/A N/A 573,506 328,648 1,025,502 695,744 2024-06-28 $131.27 $115.00 40.8% 11.4% 50.0% 30.2% 41.7% -2.5% 0.9% 2.7M -2.72B -20.9M 0.52 17.89 N/A N/A 325,220 169,163 1,095,122 709,488
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