MU Options History — October 2024 In October 2024, MU traded between $99.95 and $112.28. ATM implied volatility averaged 45.8%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 14.4% (HV 20d: 60.2%). Max pain ranged from $98.00 to $105.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.43.
Notable Days 2024-10-10 : Highest Volume — 307,350 contracts2024-10-07 : Largest IV spike — 8.7% change2024-10-07 : Highest IV Rank — 47.5%2024-10-31 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $105.32 $99.95 $112.28 $99.95 $100.09 Max Pain $101.00 $98.00 $105.00 $98.00 $104.00 ATM IV 45.8% 43.9% 48.5% 45.1% 47.4% Expected Move 13.3% 12.6% 14.6% 13.1% 14.6% HV 20d 60.2% 36.2% 69.7% 69.7% 42.1% HV 60d 60.0% 53.5% 62.5% 62.5% 54.7% IV Rank 41.5% 37.2% 47.5% 39.9% 45.1% IV Percentile 67.7% 59.1% 73.8% 68.3% 72.6% Term Structure -0.2% -1.9% 1.7% 1.6% -0.0% VWIV 46.7% 44.1% 51.4% 46.4% 51.4% Skew 25d 2.0% 1.4% 2.8% 2.1% 2.1% Skew 10d 4.6% 3.4% 6.2% 4.4% 4.9% Call IV 25d 45.1% 43.1% 47.9% 44.5% 46.7% Put IV 25d 47.1% 45.0% 50.5% 46.5% 48.8% Bid-Ask Spread % 2.48 1.48 5.54 2.73 2.94 Gamma HHI 0.06 0.04 0.12 0.05 0.05 Net GEX 48.8M -10.3M 117.2M 25.8M -10.3M Net DEX -1.55B -3.55B -50.9M -533.2M -50.9M Net VEX -22.4M -23.1M -20.7M -22.3M -20.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.29 0.67 0.48 0.61 Total Volume 164,406.87 65,400 307,350 284,687 145,709 Total OI 1,760,137.826 1,506,026 1,985,572 1,868,648 1,565,476
Daily Data (23 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 2024-10-01 $99.95 $98.00 45.1% 13.1% 69.7% 39.9% 46.4% 2.1% 1.6% 25.8M -533.2M -22.3M 0.48 2.73 N/A N/A 192,470 92,217 1,060,340 808,308 2024-10-02 $100.22 $99.00 44.7% 12.8% 69.7% 39.1% 45.0% 1.9% 1.7% 30.6M -582.6M -22.9M 0.30 2.29 N/A N/A 159,496 48,351 1,091,565 837,336 2024-10-03 $101.44 $100.00 46.9% 13.6% 69.7% 43.9% 47.7% 1.8% 1.3% 47.9M -967.3M -23.1M 0.31 4.36 N/A N/A 141,191 44,433 1,122,739 845,628 2024-10-04 $101.87 $100.00 44.7% 13.0% 68.3% 39.0% 45.5% 1.7% 1.4% 75.6M -1.07B -22.7M 0.30 5.54 N/A N/A 187,868 57,154 1,137,135 848,437 2024-10-07 $102.22 $100.00 48.5% 13.8% 68.2% 47.5% 49.0% 2.6% -0.8% 41.9M -1.14B -22.8M 0.46 1.88 N/A N/A 141,432 64,877 1,014,031 799,891 2024-10-08 $102.77 $100.00 47.0% 13.3% 68.2% 44.1% 47.1% 2.6% -0.7% 39.1M -1.24B -22.8M 0.33 3.02 N/A N/A 97,781 32,191 1,037,853 838,898 2024-10-09 $101.40 $100.00 46.2% 13.1% 67.6% 42.4% 45.6% 2.3% -0.6% 29.3M -938.8M -22.4M 0.32 2.02 N/A N/A 99,525 32,219 1,050,875 842,601 2024-10-10 $105.72 $100.00 46.2% 13.1% 66.7% 42.3% 45.9% 1.8% -0.7% 94.3M -2.22B -22.9M 0.39 3.43 N/A N/A 221,062 86,288 1,070,401 852,960 2024-10-11 $106.62 $100.00 44.4% 12.7% 65.2% 38.3% 44.1% 1.8% -0.3% 78.5M -2.43B -22.9M 0.36 1.63 N/A N/A 134,595 48,677 1,077,803 857,078 2024-10-14 $108.62 $100.00 44.0% 12.6% 62.5% 37.4% 44.4% 1.7% -0.2% 68.6M -2.51B -22.5M 0.29 2.63 N/A N/A 107,583 31,143 1,003,267 808,668 2024-10-15 $103.89 $100.00 46.1% 13.2% 65.5% 42.2% 45.9% 2.8% 0.1% 37.6M -1.35B -21.9M 0.54 2.55 N/A N/A 121,238 64,889 1,022,877 813,543 2024-10-16 $109.06 $100.00 46.0% 13.2% 66.5% 41.8% 46.4% 1.7% 0.1% 83.0M -2.68B -22.8M 0.39 2.07 N/A N/A 151,501 59,698 1,034,668 837,209 2024-10-17 $112.28 $100.00 46.1% 13.2% 66.7% 42.2% 46.3% 1.7% -0.3% 117.2M -3.55B -22.7M 0.38 2.44 N/A N/A 196,208 75,460 1,051,986 850,701 2024-10-18 $110.94 $100.00 43.9% 12.6% 67.2% 37.2% 44.1% 1.9% 0.2% 88.6M -3.07B -22.7M 0.45 1.95 N/A N/A 118,830 52,949 1,049,673 858,048 2024-10-21 $108.53 $100.00 45.3% 13.0% 67.6% 40.3% 45.8% 1.8% -1.4% 40.9M -1.72B -22.1M 0.46 2.00 N/A N/A 73,755 33,931 795,962 710,064 2024-10-22 $107.69 $100.00 46.3% 13.3% 67.9% 42.5% 46.9% 2.1% -1.7% 41.3M -1.58B -22.3M 0.44 2.26 N/A N/A 83,741 36,659 817,493 723,668 2024-10-23 $104.75 $100.00 47.1% 13.6% 68.9% 44.4% 47.8% 2.5% -1.6% 21.8M -1.00B -22.1M 0.56 2.46 N/A N/A 74,356 41,582 826,162 738,476 2024-10-24 $106.57 $104.00 46.1% 13.3% 42.1% 42.1% 47.0% 1.7% -1.9% 37.4M -1.39B -22.3M 0.52 2.22 N/A N/A 52,465 27,293 842,305 751,301 2024-10-25 $108.21 $104.00 45.2% 13.1% 41.2% 40.0% 46.5% 1.8% -1.6% 46.1M -1.78B -22.3M 0.49 1.48 N/A N/A 75,663 37,018 847,927 754,408 2024-10-28 $106.70 $104.00 45.4% 13.7% 37.3% 40.5% 47.9% 1.7% 0.2% 29.8M -1.34B -21.7M 0.67 1.68 N/A N/A 41,027 27,570 788,638 718,991 2024-10-29 $108.55 $105.00 45.3% 13.8% 36.2% 40.2% 48.3% 1.4% 0.0% 41.7M -1.72B -22.0M 0.30 1.65 N/A N/A 50,405 14,995 798,520 731,471 2024-10-30 $104.25 $105.00 45.9% 14.1% 39.5% 41.8% 49.5% 1.6% 0.1% 15.0M -865.9M -21.4M 0.43 1.82 N/A N/A 72,516 31,347 811,888 735,901 2024-10-31 $100.09 $104.00 47.4% 14.6% 42.1% 45.1% 51.4% 2.1% -0.0% -10.3M -50.9M -20.7M 0.61 2.94 N/A N/A 90,627 55,082 821,643 743,833
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