MU Options History — July 2024 In July 2024, MU traded between $102.73 and $136.18. ATM implied volatility averaged 43.0%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 2.1% (HV 20d: 45.1%). Max pain ranged from $115.00 to $130.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-07-18 : Highest Volume — 330,533 contracts2024-07-30 : Largest IV spike — 7.5% change2024-07-30 : Highest IV Rank — 49.8%2024-07-30 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $121.86 $102.73 $136.18 $130.67 $109.89 Max Pain $125.18 $115.00 $130.00 $120.00 $115.00 ATM IV 43.0% 38.8% 49.6% 40.5% 47.1% Expected Move 12.3% 10.7% 14.5% 11.3% 13.4% HV 20d 45.1% 37.5% 49.2% 49.2% 48.7% HV 60d 42.5% 41.8% 45.3% 42.3% 45.3% IV Rank 35.3% 25.8% 49.8% 29.7% 44.2% IV Percentile 78.7% 66.3% 86.9% 72.6% 85.7% Term Structure -0.1% -1.6% 2.3% -0.1% -1.3% VWIV 43.4% 38.5% 50.1% 40.6% 47.1% Skew 25d 0.1% -2.0% 3.6% -1.6% 1.5% Skew 10d 0.0% -4.4% 7.1% -4.3% 3.3% Call IV 25d 43.4% 40.5% 47.8% 42.2% 46.6% Put IV 25d 43.5% 38.7% 51.4% 40.6% 48.0% Bid-Ask Spread % 12.81 2.44 25.60 3.67 3.45 Gamma HHI 0.06 0.04 0.13 0.05 0.04 Net GEX 40.8M -23.0M 149.3M 68.7M 14.2M Net DEX -1.77B -4.53B 731.5M -3.00B -441.7M Net VEX -20.1M -21.5M -17.9M -20.8M -20.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.32 1.02 0.44 0.67 Total Volume 191,972.545 93,209 330,533 237,187 180,722 Total OI 1,462,021.409 1,279,647 1,598,905 1,483,923 1,427,166
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 2024-07-01 $130.67 $120.00 40.5% 11.3% 49.2% 29.7% 40.6% -1.6% -0.1% 68.7M -3.00B -20.8M 0.44 3.67 N/A N/A 164,872 72,315 901,836 582,087 2024-07-02 $132.08 $120.00 38.8% 10.7% 48.0% 25.8% 38.5% -1.8% 0.6% 87.2M -3.42B -20.8M 0.32 6.07 N/A N/A 127,317 41,002 925,707 601,971 2024-07-03 $135.63 $120.00 39.2% 10.7% 48.6% 26.8% 38.5% -2.0% 0.3% 149.3M -4.44B -21.5M 0.33 15.15 N/A N/A 146,337 48,095 943,214 604,272 2024-07-05 $131.97 $130.00 41.1% 11.6% 46.5% 31.0% 41.6% -1.9% -0.6% 103.5M -3.41B -21.1M 0.36 24.71 N/A N/A 231,867 83,445 957,552 609,577 2024-07-08 $130.36 $130.00 41.2% 11.7% 46.2% 31.3% 41.6% -1.6% -0.4% 68.0M -3.05B -20.8M 0.33 25.24 N/A N/A 118,899 39,167 856,565 578,702 2024-07-09 $131.00 $130.00 41.0% 11.6% 46.2% 30.8% 41.4% -1.8% -0.4% 78.8M -3.26B -21.1M 0.39 25.60 N/A N/A 136,152 52,857 879,062 592,842 2024-07-10 $136.18 $130.00 41.7% 11.8% 47.0% 32.4% 42.3% -2.0% -0.6% 138.2M -4.53B -21.4M 0.34 23.95 N/A N/A 171,452 58,011 894,897 607,286 2024-07-11 $131.13 $130.00 42.0% 11.9% 48.9% 33.1% 42.7% -1.2% -0.5% 69.5M -3.13B -21.0M 0.43 21.81 N/A N/A 147,923 64,323 899,042 611,681 2024-07-12 $133.51 $130.00 40.9% 11.7% 47.9% 30.6% 41.3% -1.2% -0.3% 122.6M -3.91B -21.2M 0.48 21.38 N/A N/A 122,716 59,261 932,214 623,835 2024-07-15 $130.38 $130.00 42.4% 12.1% 47.1% 34.0% 43.3% -1.4% -0.6% 58.7M -3.03B -20.7M 0.44 14.05 N/A N/A 113,850 50,122 856,335 590,933 2024-07-16 $127.47 $130.00 42.9% 12.3% 47.4% 35.0% 44.1% -1.0% -0.7% 31.3M -2.35B -20.6M 0.55 8.18 N/A N/A 106,357 58,828 888,926 612,697 2024-07-17 $120.16 $130.00 44.7% 12.8% 47.3% 39.1% 45.6% 0.4% -0.8% -6.0M -847.9M -19.7M 0.57 23.72 N/A N/A 158,363 90,333 912,673 629,664 2024-07-18 $117.36 $130.00 44.8% 12.9% 44.8% 39.1% 45.0% 1.6% -0.8% -3.2M -467.2M -19.3M 1.02 23.05 N/A N/A 163,404 167,129 941,521 631,566 2024-07-19 $114.43 $125.00 44.9% 12.9% 43.3% 39.3% 45.5% 1.6% -0.6% -23.0M -381.9M -19.3M 0.66 18.37 N/A N/A 97,431 64,676 972,786 626,119 2024-07-22 $115.00 $125.00 41.6% 12.0% 42.5% 32.2% 42.5% 1.1% 1.8% -4.4M -328.7M -19.0M 0.52 4.03 N/A N/A 88,400 45,594 716,641 563,006 2024-07-23 $114.23 $125.00 41.2% 11.9% 42.5% 31.2% 42.0% 0.9% 1.5% -3.3M -309.7M -19.1M 0.60 3.69 N/A N/A 58,084 35,125 743,226 574,497 2024-07-24 $110.84 $125.00 44.1% 12.8% 42.8% 37.6% 44.7% 1.5% 1.5% -14.7M 141.1M -18.8M 0.64 3.16 N/A N/A 103,131 65,880 758,644 582,319 2024-07-25 $108.33 $120.00 45.6% 13.3% 41.9% 40.9% 46.1% 2.5% 1.3% -19.5M 428.6M -18.6M 0.49 3.43 N/A N/A 182,791 89,489 783,890 592,612 2024-07-26 $109.31 $120.00 45.3% 12.9% 37.5% 40.2% 45.1% 2.3% 2.3% -3.3M -44.2M -19.5M 0.40 4.05 N/A N/A 98,524 39,219 841,311 589,929 2024-07-29 $108.18 $120.00 46.1% 13.1% 37.5% 42.1% 45.6% 2.5% -1.2% -2.5M 103.5M -18.8M 0.63 2.63 N/A N/A 58,615 36,749 772,016 579,135 2024-07-30 $102.73 $119.00 49.6% 14.5% 40.3% 49.8% 50.1% 3.6% -1.6% -11.8M 731.5M -17.9M 0.68 2.44 N/A N/A 109,756 74,813 787,455 587,062 2024-07-31 $109.89 $115.00 47.1% 13.4% 48.7% 44.2% 47.1% 1.5% -1.3% 14.2M -441.7M -20.0M 0.67 3.45 N/A N/A 108,463 72,259 818,478 608,688
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