MU Options History — August 2024 In August 2024, MU traded between $87.61 and $108.35. ATM implied volatility averaged 52.7%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 10.9% (HV 20d: 63.6%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-08-02 : Highest Volume — 331,877 contracts2024-08-02 : Largest IV spike — 18.0% change2024-08-05 : Highest IV Rank — 90.0%2024-08-05 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $98.36 $87.61 $108.35 $100.91 $95.45 Max Pain $102.73 $100.00 $115.00 $115.00 $100.00 ATM IV 52.7% 43.7% 67.7% 52.3% 58.2% Expected Move 14.4% 12.6% 18.5% 15.3% 12.6% HV 20d 63.6% 44.0% 70.4% 53.7% 44.0% HV 60d 52.8% 47.4% 54.4% 47.4% 52.4% IV Rank 56.8% 36.7% 90.0% 55.9% 69.0% IV Percentile 87.5% 75.0% 98.0% 89.7% 95.2% Term Structure 1.5% -5.3% 9.5% -1.6% -2.4% VWIV 50.2% 44.7% 61.3% 51.8% 45.3% Skew 25d 3.3% 0.3% 11.1% 3.0% 1.0% Skew 10d 6.3% 0.8% 21.3% 5.8% 1.9% Call IV 25d 51.4% 43.5% 62.0% 51.3% 58.9% Put IV 25d 54.7% 44.1% 72.0% 54.3% 59.9% Bid-Ask Spread % 4.52 1.86 11.71 2.80 7.89 Gamma HHI 0.04 0.03 0.05 0.04 0.04 Net GEX 16.3M -17.9M 58.8M -17.9M 3.0M Net DEX -87.6M -2.18B 1.75B 911.5M 357.7M Net VEX -19.6M -21.8M -16.7M -18.6M -19.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.36 0.92 0.92 0.51 Total Volume 169,649.818 77,395 331,877 202,531 122,394 Total OI 1,558,805 1,452,264 1,699,262 1,473,007 1,633,062
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 2024-08-01 $100.91 $115.00 52.3% 15.3% 53.7% 55.9% 51.8% 3.0% -1.6% -17.9M 911.5M -18.6M 0.92 2.80 N/A N/A 105,441 97,090 839,076 633,931 2024-08-02 $91.41 $115.00 61.8% 17.7% 61.4% 76.9% 61.3% 7.2% -1.8% -17.6M 1.75B -16.7M 0.69 3.83 N/A N/A 196,049 135,828 877,747 632,473 2024-08-05 $90.19 $110.00 67.7% 18.5% 61.3% 90.0% 60.8% 11.1% -2.8% -10.9M 1.41B -17.6M 0.48 11.71 N/A N/A 129,147 61,621 874,732 618,316 2024-08-06 $89.36 $110.00 57.0% 15.9% 60.8% 66.3% 54.5% 8.3% -0.8% -10.6M 1.42B -16.9M 0.58 2.60 N/A N/A 99,858 57,591 922,494 612,507 2024-08-07 $87.61 $105.00 57.4% 16.6% 56.9% 67.2% 56.5% 8.1% -0.7% -8.8M 1.38B -16.8M 0.50 2.45 N/A N/A 117,251 58,427 963,038 618,828 2024-08-08 $92.34 $100.00 53.3% 15.2% 62.3% 58.2% 50.5% 6.5% -0.5% 4.9M 694.3M -18.4M 0.64 5.13 N/A N/A 127,146 81,907 988,300 623,354 2024-08-09 $93.41 $100.00 49.6% 14.4% 61.9% 50.0% 49.4% 5.8% 0.1% 16.1M 429.9M -18.4M 0.63 6.54 N/A N/A 124,879 78,516 1,021,869 620,994 2024-08-12 $94.06 $100.00 49.4% 14.3% 62.5% 49.5% 50.1% 4.6% 0.9% 6.9M 408.4M -18.7M 0.57 1.97 N/A N/A 82,261 46,495 966,996 609,269 2024-08-13 $97.43 $100.00 47.1% 13.9% 65.0% 44.3% 49.2% 3.3% 1.3% 22.3M -134.1M -19.6M 0.45 2.33 N/A N/A 90,211 40,665 990,136 622,309 2024-08-14 $100.34 $100.00 45.7% 13.5% 64.4% 41.1% 47.3% 2.8% 1.3% 37.2M -685.5M -20.3M 0.55 3.02 N/A N/A 103,679 56,718 1,007,740 632,458 2024-08-15 $107.62 $100.00 44.2% 12.9% 69.9% 37.9% 46.2% 0.9% 1.0% 58.8M -2.16B -21.6M 0.40 2.44 N/A N/A 193,995 77,933 1,028,070 644,244 2024-08-16 $107.81 $100.00 43.7% 12.8% 69.5% 36.7% 45.8% 0.6% 1.6% 52.5M -2.18B -21.8M 0.51 2.94 N/A N/A 123,043 62,608 1,036,724 662,538 2024-08-19 $107.45 $100.00 43.9% 12.7% 69.4% 37.1% 44.7% 0.6% 8.6% 45.6M -1.62B -21.5M 0.38 2.10 N/A N/A 94,505 36,181 845,951 606,313 2024-08-20 $108.35 $100.00 45.1% 13.0% 69.5% 39.9% 46.3% 0.4% 8.9% 51.0M -1.76B -21.8M 0.36 1.86 N/A N/A 56,907 20,488 856,871 618,651 2024-08-21 $107.67 $100.00 45.3% 13.0% 68.8% 40.4% 46.0% 0.6% 9.5% 50.9M -1.63B -21.7M 0.40 2.07 N/A N/A 72,292 29,078 863,758 625,058 2024-08-22 $104.21 $100.00 49.4% 13.7% 69.3% 49.5% 48.0% 1.6% 9.2% 29.7M -986.0M -21.2M 0.38 2.24 N/A N/A 106,498 40,535 876,295 632,281 2024-08-23 $101.81 $101.00 50.6% 13.5% 69.5% 52.1% 47.9% 1.1% 9.4% 6.7M -500.9M -20.7M 0.58 3.00 N/A N/A 140,277 80,684 887,923 646,052 2024-08-26 $98.24 $102.00 58.0% 14.8% 70.4% 68.4% 52.1% 0.3% 1.4% 10.9M 3.8M -20.1M 0.51 5.77 N/A N/A 95,598 48,448 839,503 627,375 2024-08-27 $97.70 $101.00 58.1% 14.3% 68.2% 68.6% 50.2% 1.9% -1.9% 12.0M 101.5M -19.8M 0.44 7.91 N/A N/A 59,859 26,093 873,731 647,300 2024-08-28 $94.80 $101.00 62.9% 15.2% 63.6% 79.4% 53.4% 1.9% -2.4% 5.3M 497.6M -19.5M 0.55 8.55 N/A N/A 107,996 59,663 900,320 657,349 2024-08-29 $95.84 $100.00 59.7% 13.1% 56.8% 72.2% 46.3% 1.8% -5.3% 10.1M 355.5M -19.5M 0.68 10.35 N/A N/A 111,235 75,206 933,020 674,754 2024-08-30 $95.45 $100.00 58.2% 12.6% 44.0% 69.0% 45.3% 1.0% -2.4% 3.0M 357.7M -19.6M 0.51 7.89 N/A N/A 80,952 41,442 954,536 678,526
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