MU Options History — September 2024 In September 2024, MU traded between $86.00 and $110.90. ATM implied volatility averaged 58.6%, placing in the 69.8% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 7.1% (HV 20d: 51.5%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.53.
Notable Days 2024-09-26 : Highest Volume — 1,147,225 contracts2024-09-26 : Largest IV drop — 27.9% change2024-09-06 : Highest IV Rank — 82.2%2024-09-25 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.12 $86.00 $110.90 $88.62 $102.57 Max Pain $97.10 $95.00 $100.00 $100.00 $97.50 ATM IV 58.6% 43.2% 64.1% 62.7% 43.9% Expected Move 16.3% 12.3% 18.8% 15.0% 12.5% HV 20d 51.5% 43.8% 74.6% 51.5% 74.6% HV 60d 54.7% 52.7% 62.3% 54.2% 62.3% IV Rank 69.8% 35.6% 82.2% 78.9% 37.2% IV Percentile 88.8% 62.7% 96.8% 96.0% 64.3% Term Structure -1.9% -4.8% 1.5% -4.8% 1.5% VWIV 57.1% 43.9% 65.7% 52.3% 44.6% Skew 25d 2.4% -1.1% 7.1% 5.8% 0.7% Skew 10d 4.5% -2.4% 9.6% 9.6% 1.9% Call IV 25d 57.3% 43.2% 62.2% 59.9% 44.0% Put IV 25d 59.7% 43.3% 66.9% 65.7% 44.7% Bid-Ask Spread % 7.58 1.77 15.00 12.46 2.65 Gamma HHI 0.05 0.03 0.11 0.04 0.06 Net GEX 14.4M -16.7M 126.1M -13.8M 35.1M Net DEX 42.6M -4.76B 1.33B 1.22B -1.14B Net VEX -19.6M -23.4M -17.3M -17.8M -22.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.27 0.78 0.47 0.41 Total Volume 242,161 69,350 1,147,225 164,242 308,449 Total OI 1,706,120.15 1,537,823 2,038,413 1,542,684 1,792,057
Daily Data (20 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 2024-09-03 $88.62 $100.00 62.7% 15.0% 51.5% 78.9% 52.3% 5.8% -4.8% -13.8M 1.22B -17.8M 0.47 12.46 N/A N/A 112,093 52,149 889,512 653,172 2024-09-04 $89.15 $100.00 61.5% 14.2% 51.5% 76.2% 50.2% 1.5% -2.2% -11.1M 1.06B -18.1M 0.41 9.71 N/A N/A 75,970 31,336 919,913 664,558 2024-09-05 $89.11 $100.00 62.0% 16.9% 50.9% 77.4% 58.5% 4.0% -2.0% -7.7M 999.8M -18.5M 0.64 14.12 N/A N/A 42,254 27,096 947,832 668,002 2024-09-06 $86.39 $100.00 64.1% 17.2% 48.3% 82.2% 59.8% 4.7% -2.2% -16.7M 1.33B -17.7M 0.75 15.00 N/A N/A 74,623 55,801 957,391 668,960 2024-09-09 $86.00 $100.00 62.9% 17.3% 47.9% 79.5% 59.3% 4.5% -1.8% -13.2M 1.25B -17.3M 0.57 11.61 N/A N/A 66,265 37,713 918,406 658,766 2024-09-10 $86.81 $100.00 62.2% 17.1% 48.0% 77.7% 59.4% 4.7% -1.7% -8.2M 1.08B -17.8M 0.64 14.54 N/A N/A 61,453 39,567 943,071 662,685 2024-09-11 $90.31 $100.00 63.1% 17.1% 48.5% 79.8% 59.7% 3.3% -1.9% 6.4M 512.9M -19.0M 0.27 11.75 N/A N/A 101,418 27,219 964,767 674,004 2024-09-12 $86.96 $97.50 62.1% 17.2% 48.3% 77.5% 60.5% 7.1% -2.6% -940.6K 988.7M -18.2M 0.78 5.79 N/A N/A 149,595 116,481 996,182 682,848 2024-09-13 $91.12 $95.00 61.5% 17.2% 43.8% 76.2% 60.2% 2.2% -2.5% 33.3M 118.0M -19.7M 0.44 1.90 N/A N/A 161,808 71,415 1,032,668 709,944 2024-09-16 $87.30 $95.00 62.3% 17.6% 45.3% 78.2% 61.1% 2.8% -2.2% -6.2M 912.5M -18.4M 0.57 2.94 N/A N/A 108,683 62,490 992,636 700,239 2024-09-17 $88.60 $95.00 61.2% 17.4% 46.1% 75.6% 60.8% 2.3% -2.6% 4.5M 594.5M -19.1M 0.60 6.07 N/A N/A 72,205 43,240 1,041,114 726,378 2024-09-18 $87.58 $95.00 60.3% 17.3% 45.6% 73.6% 60.1% 2.4% -3.4% -1.8M 839.1M -18.8M 0.43 14.93 N/A N/A 70,062 29,939 1,046,492 742,425 2024-09-19 $89.70 $95.00 59.0% 17.0% 47.3% 70.7% 59.1% 1.3% -2.7% 9.2M 374.4M -19.4M 0.55 2.39 N/A N/A 132,382 72,236 1,065,568 744,759 2024-09-20 $90.57 $95.00 57.7% 16.7% 46.9% 67.9% 58.7% 0.8% -1.8% 6.7M 72.4M -19.7M 0.50 4.97 N/A N/A 93,356 46,501 1,092,280 755,923 2024-09-23 $93.47 $95.00 59.1% 17.7% 48.3% 71.0% 61.8% 0.8% -1.8% 21.6M -308.7M -20.3M 0.54 1.79 N/A N/A 128,939 69,474 861,597 676,226 2024-09-24 $94.28 $95.00 58.2% 17.6% 47.1% 69.1% 62.2% 0.5% -2.1% 26.7M -497.7M -20.9M 0.63 1.77 N/A N/A 116,910 73,408 909,141 706,071 2024-09-25 $95.25 $95.00 61.0% 18.8% 47.2% 75.1% 65.7% -0.9% -3.1% 30.7M -740.6M -21.7M 0.43 10.54 N/A N/A 341,519 147,751 954,862 740,278 2024-09-26 $110.90 $95.00 43.9% 12.7% 70.9% 37.3% 45.0% -1.1% 0.7% 126.1M -4.76B -23.0M 0.42 2.66 N/A N/A 806,519 340,706 1,107,364 815,899 2024-09-27 $107.75 $97.00 43.2% 12.3% 72.0% 35.6% 43.9% 0.1% 0.9% 67.8M -3.05B -23.4M 0.46 4.02 N/A N/A 324,224 149,971 1,145,122 893,291 2024-09-30 $102.57 $97.50 43.9% 12.5% 74.6% 37.2% 44.6% 0.7% 1.5% 35.1M -1.14B -22.5M 0.41 2.65 N/A N/A 218,487 89,962 1,009,152 782,905
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