thetaOwl

MU

Micron Technology, Inc.Close $731.99EOD only
Max Pain
$695.00
Next expiry May 22, 2026
Expected Move
±$50.38
6.9% from close
Price Gap
-36.99
Distance to max pain
IV Rank
57
Middle-high premium
P/C OI
1.30
Slightly put-heavy
Consensus
8.0/10
Bullish tilt
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects MU options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
MU Flow Report
Analysis based on market close March 31, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from March 31, 2026. A newer flow report is available for May 20, 2026.

View latest report

Flow Verdict

BiasBullish
Confirmation: Spot reclaims $350 and holds above $360, with continued call buying in the $350-$380 zone.
Invalidation: Spot breaks below $330 with heavy put flow accelerating, flipping net premium negative.
Confidence:
7.5 / 10
base 5; +2.5 massive net premium (+$488M) & call-dominant P/C (0.61); +1 GEX/flow aligned (trending, pro-cyclical); -1 spot below max pain & high IV (78%)

Watch next session: $360-$370 put OI build for 4/2 expiry; Call flow reaction if spot approaches $350

Flow Summary

Net premium: +$488.3M bullish

P/C volume ratio: 0.61 — extreme call-dominant volume

P/C OI ratio: 1.15 — moderate put lean in positioning

Massive, one-sided bullish premium flow is driving the narrative, with institutions aggressively buying calls. However, open interest remains skewed to puts, and spot is trading well below max pain, creating a tug-of-war between fresh bullish bets and existing defensive positioning.

Notable Prints

#1
MU 4/2 $360 Put
Vol: 17,946
OI: 2,272
Vol/OI: 7.9x
IV: 59.0%
Notional: ~$606M (17,946 * 100 * $337.84)
Intent: Hedge/Protection for near-term long exposure
Dual read: Bought (bearish hedge) or sold (bullish, selling puts for premium)

Read-through: Given the massive net bullish premium and high volume vs. OI, this is likely a large-scale purchase of protective puts by an institution with significant long stock/option exposure, hedging against a move below $360 before Friday.

#2
MU 4/2 $370 Put
Vol: 16,913
OI: 2,027
Vol/OI: 8.3x
IV: 54.3%
Notional: ~$571M
Intent: Hedge/Protection
Dual read: Bought (hedge) or sold (premium)

Read-through: Similar to the $360P, this is a large, fresh hedge. The clustering of high-volume put activity at $360, $362.50, $367.50, and $370 for the 4/2 expiry defines a clear defensive zone just above spot.

#3
MU 4/2 $367.50 Put
Vol: 5,598
OI: 328
Vol/OI: 17.1x
IV: 55.5%
Notional: ~$189M
Intent: Fresh hedge or speculative put buy
Dual read: Bought (bearish) or sold (bullish)

Read-through: Extremely high volume-to-OI ratio indicates new positioning. In the context of other large put prints, this reinforces the $367.50 level as a key short-term risk boundary for bullish participants.

#4
MU 4/17 $372.50 Call
Vol: 1,831
OI: 101
Vol/OI: 18.1x
IV: 69.3%
Notional: ~$62M
Intent: Fresh directional call buying
Dual read: Bought (bullish breakout bet) or sold (covered call)

Read-through: This is a bullish outlier in a sea of near-term put flow. Buying calls 3 weeks out at a strike ~10% above spot suggests conviction in a move higher, potentially as a hedge against short puts or a standalone directional bet.

#5
MU 4/10 $422.50 Call
Vol: 769
OI: 103
Vol/OI: 7.5x
IV: 66.8%
Notional: ~$26M
Intent: Low-delta, high-upside lottery ticket
Dual read: Bought (speculative bullish) or sold (premium)

Read-through: A call 25% OTM bought 10 days out. This is a pure, low-probability bullish speculation, aligning with the aggressive call-buying sentiment but targeting a much more explosive move.

Institutional Positioning

Call additions: Aggressive buying concentrated at $350, $360, and $400 strikes per premium flow. Longer-dated calls at $372.50 (4/17) and $422.50 (4/10) also seeing fresh interest.

Put additions: Massive, concentrated hedging at $360-$377.50 for the 4/2 expiry. This is likely institutional protection for existing long exposure.

GEX/DEX consistency: Yes — Negative GEX (-$7.4M) in a 'Trending' regime aligns with the high-vol, pro-cyclical environment and supports large directional moves, which the bullish flow is betting on.

OI clusters: Major OI clusters: $400 Call (33,960 - a distant magnet/wall), $300 Put (17,355 - major support), $200 Put (17,208). These create a wide potential range with a bullish skew in calls far OTM and a put floor at $300.

Hedging evidence: Overwhelming. The enormous volume in 4/2 puts at $360-$377.50 is clear, large-scale hedging activity, likely paired with long stock or deep ITM calls.

Max pain context: Spot ($337.84) is significantly below the aggregate max pain (~$378). This creates a strong mechanical pull higher towards $350-$380 over time, which aligns with the bullish call flow thesis.

Signal vs Noise

~The massive 4/2 put flow at $360-$377.50 is likely hedging noise, not a fresh directional bearish bet. It's protection for the substantial bullish exposure evidenced by the net premium.
~High OI at deep OTM puts ($40, $200) is legacy/noise, not indicative of current flow or sentiment.
~The $400 Call OI (33,960) is a large, sticky position that acts as a price magnet but is not necessarily from today's flow.

Key Conclusions

💰Extreme +$488M net premium is the dominant signal, showing institutional conviction in upside.
🛡️Massive near-term put buying is hedging, not directional—protecting large long positions.
🧲Spot well below max pain (~$378) creates a mechanical tailwind for a move toward $350-$380.
Negative GEX in a high-IV, trending regime supports explosive moves, fitting the bullish flow thesis.
How to Use These Reports
This flow reflects the market close on March 31, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.