Micron Technology, Inc. (MU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:40 UTC · Figures derived from the full chain (11.4K contracts, 26 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.5% (range 766.18–985.78) by Nov 20, 2026. ATM straddle: 109.80 @ strike 880 · ATM IV: 51.1%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 788.38 | -10% | 73.3% | 26.7% |
| 832.18 | -5% | 60.4% | 39.6% |
| 875.98 | +0% | 47.0% | 53.0% |
| 919.78 | +5% | 34.5% | 65.5% |
| 963.58 | +10% | 24.0% | 76.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±3.4% | 46.9% | 50.5K |
| Oct 21, 2026 | 2 | ±5.3% | 56.1% | 29.2K |
| Oct 23, 2026 | 4 | ±6.4% | 57.3% | 131.5K |
| Oct 26, 2026 | 7 | ±7.1% | 52.4% | 5,859 |
| Oct 28, 2026 | 9 | ±7.8% | 52.8% | 3,318 |
| Oct 30, 2026 | 11 | ±8.8% | 55.3% | 118.4K |
| Nov 02, 2026 | 14 | — | — | 0 |
| Nov 06, 2026 | 18 | ±10.4% | 54.0% | 37.5K |
| Nov 13, 2026 | 25 | ±11.6% | 52.1% | 25.7K |
| Nov 20, 2026 | 32 | ±12.5% | 51.1% | 345.1K |
| Nov 27, 2026 | 39 | ±13.7% | 50.5% | 14.6K |
| Dec 18, 2026 | 60 | ±17.3% | 51.5% | 458.9K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 1,000 C · 23.1K900 P · 20.2K800 P · 19.9K1,200 C · 19.7K1,100 C · 18.8K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 180 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.6% of the time.
Past earnings reactions
Avg |reaction| 6.7% · median 4.2% (21 reports). Two-session close-to-close window; definition
About Micron Technology, Inc.
Micron Technology, Inc. is a global leader specializing in the development, manufacture, and sale of advanced semiconductor memory and storage solutions. Its operations are structured across four primary business segments: Compute and Networking, Mobile, Storage, and Embedded. The company's product portfolio encompasses a range of memory and data storage technologies. These include high-speed, low-latency Dynamic Random Access Memory (DRAM) components for rapid data retrieval; non-volatile, re-programmable NAND flash storage devices; and fast-read, non-volatile, re-writable NOR memory chips. These innovative solutions are offered under its well-known Micron and Crucial brands, as well as through private label partnerships. Micron's extensive offerings cater to a diverse array of markets and applications. This includes critical infrastructure like cloud servers and enterprise data centers, personal computing (client and graphics), mobile devices such as smartphones, networking equipment, automotive systems, industrial applications, and various consumer electronics. The company utilizes a multi-faceted approach to market its products, employing a direct sales force, independent sales
Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep
Related securities · Technology
NVDA · IV 38.8%AAPL · IV 27.2%INTC · IV 66.0%PLTR · IV 62.9%MSTR · IV 72.1%AMD · IV 58.8%