MU Options History — November 2024 In November 2024, MU traded between $95.84 and $113.43. ATM implied volatility averaged 48.0%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 1.1% (HV 20d: 46.9%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.53.
Notable Days 2024-11-06 : Highest Volume — 216,629 contracts2024-11-18 : Largest IV spike — 8.4% change2024-11-22 : Highest IV Rank — 63.3%2024-11-29 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $102.60 $95.84 $113.43 $99.84 $97.53 Max Pain $103.10 $100.00 $105.00 $102.00 $100.00 ATM IV 48.0% 39.3% 55.7% 45.7% 55.2% Expected Move 15.4% 13.9% 17.8% 13.9% 17.8% HV 20d 46.9% 42.0% 49.8% 42.0% 46.9% HV 60d 54.3% 53.2% 55.4% 53.7% 53.6% IV Rank 46.4% 26.9% 63.3% 41.3% 62.2% IV Percentile 65.8% 34.1% 84.9% 65.1% 84.5% Term Structure 1.4% -4.2% 9.2% -0.5% -3.0% VWIV 54.1% 49.1% 62.3% 49.1% 62.3% Skew 25d 0.2% -1.2% 2.1% 2.1% -1.2% Skew 10d 1.1% -1.5% 4.9% 4.9% -1.5% Call IV 25d 48.2% 39.4% 57.9% 45.1% 56.9% Put IV 25d 48.4% 39.9% 57.1% 47.1% 55.7% Bid-Ask Spread % 2.34 1.56 4.35 2.65 1.85 Gamma HHI 0.06 0.04 0.22 0.09 0.04 Net GEX 19.3M -60.7M 155.8M -20.7M -11.0M Net DEX -686.8M -2.98B 800.8M -42.7M 199.9M Net VEX -21.0M -21.9M -19.9M -20.8M -20.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.31 0.86 0.86 0.44 Total Volume 133,228.65 68,027 216,629 94,487 128,727 Total OI 1,609,768.3 1,502,278 1,736,571 1,585,655 1,706,512
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 2024-11-01 $99.84 $102.00 45.7% 13.9% 42.0% 41.3% 49.1% 2.1% -0.5% -20.7M -42.7M -20.8M 0.86 2.65 N/A N/A 50,906 43,581 835,104 750,551 2024-11-04 $101.90 $105.00 46.0% 15.4% 42.7% 41.9% 53.0% 1.7% 0.1% 6.4M -469.2M -21.2M 0.51 2.03 N/A N/A 60,889 30,940 790,443 726,567 2024-11-05 $104.94 $105.00 44.6% 15.1% 43.9% 38.9% 52.6% 1.6% 0.1% 27.8M -1.04B -21.6M 0.60 4.35 N/A N/A 47,677 28,756 808,341 739,429 2024-11-06 $112.29 $105.00 43.0% 14.9% 49.5% 35.1% 52.3% 1.1% -0.1% 77.9M -2.66B -21.9M 0.37 2.01 N/A N/A 157,615 59,014 820,267 748,062 2024-11-07 $113.43 $105.00 40.7% 14.2% 47.6% 30.0% 50.2% 0.7% -0.2% 108.8M -2.98B -21.9M 0.49 3.74 N/A N/A 76,993 37,653 861,890 757,632 2024-11-08 $111.87 $105.00 39.3% 14.0% 48.0% 26.9% 49.2% 0.6% 0.3% 155.8M -2.54B -21.5M 0.51 2.12 N/A N/A 86,674 44,609 875,266 765,334 2024-11-11 $108.32 $105.00 41.1% 14.4% 49.1% 31.1% 50.5% 0.5% 9.0% 47.8M -1.52B -20.9M 0.63 3.45 N/A N/A 70,806 44,641 834,775 751,639 2024-11-12 $104.29 $105.00 42.8% 14.9% 48.3% 34.8% 52.3% 0.5% 9.2% 9.6M -647.4M -20.8M 0.70 1.98 N/A N/A 103,763 72,678 857,467 767,786 2024-11-13 $100.31 $105.00 42.6% 14.8% 46.7% 34.4% 52.4% 0.3% 9.0% -20.1M 140.5M -20.4M 0.45 1.71 N/A N/A 112,750 50,628 883,983 794,431 2024-11-14 $98.96 $105.00 43.8% 14.7% 45.1% 37.1% 52.0% 0.2% 9.0% -26.5M 357.6M -20.4M 0.57 1.56 N/A N/A 85,439 48,834 911,978 807,563 2024-11-15 $95.84 $105.00 46.3% 14.9% 45.9% 42.6% 53.2% 0.9% 8.7% -60.7M 800.8M -19.9M 0.52 1.62 N/A N/A 133,259 69,836 926,527 810,044 2024-11-18 $97.51 $105.00 50.2% 15.0% 46.4% 51.3% 53.1% -0.4% -0.1% -9.2M 148.8M -20.5M 0.41 1.62 N/A N/A 66,930 27,752 774,002 728,276 2024-11-19 $97.80 $105.00 52.3% 15.3% 46.5% 56.0% 53.9% -0.3% -1.1% -1.4M 34.1M -20.8M 0.39 1.84 N/A N/A 48,767 19,260 806,525 736,749 2024-11-20 $98.11 $100.00 54.8% 15.7% 45.8% 61.4% 55.2% -0.4% -1.1% 3.9M -73.9M -21.0M 0.85 2.29 N/A N/A 43,125 36,533 823,162 742,568 2024-11-21 $102.52 $100.00 52.2% 15.0% 48.3% 55.6% 53.4% -0.3% -0.7% 32.1M -931.1M -21.7M 0.31 3.05 N/A N/A 140,036 43,764 839,445 758,971 2024-11-22 $102.62 $100.00 55.7% 16.3% 47.8% 63.3% 58.2% -0.7% -4.2% 39.9M -989.8M -21.7M 0.61 2.91 N/A N/A 76,075 46,687 866,598 766,967 2024-11-25 $104.97 $100.00 54.8% 16.7% 48.5% 61.4% 58.8% -0.7% -2.3% 35.8M -1.28B -21.4M 0.42 1.88 N/A N/A 91,753 38,360 820,881 746,285 2024-11-26 $100.94 $100.00 54.7% 17.0% 49.8% 61.2% 59.4% -0.5% -2.4% 2.9M -394.0M -20.9M 0.52 1.92 N/A N/A 95,763 49,937 836,765 754,575 2024-11-27 $97.92 $100.00 54.4% 17.1% 48.9% 60.6% 60.8% -0.8% -2.7% -13.0M 158.4M -20.7M 0.48 2.21 N/A N/A 130,100 63,063 887,832 774,174 2024-11-29 $97.53 $100.00 55.2% 17.8% 46.9% 62.2% 62.3% -1.2% -3.0% -11.0M 199.9M -20.8M 0.44 1.85 N/A N/A 89,520 39,207 909,128 797,384
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