USMV Options History — February 2019 In February 2019, USMV traded between $55.49 and $57.51. ATM implied volatility averaged 9.9%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 2.1% (HV 20d: 7.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 2.13.
Notable Days 2019-02-28 : Highest Volume — 921 contracts2019-02-28 : Largest IV drop — 40.1% change2019-02-01 : Highest IV Rank — 31.9%2019-02-04 : Largest Expected Move — 3.5%Monthly Statistics Metric Avg Min Max Open Close Price $56.65 $55.49 $57.51 $55.49 $57.51 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 9.9% 5.6% 12.0% 12.0% 5.6% Expected Move 2.9% 1.6% 3.5% 3.5% 1.6% HV 20d 7.8% 5.3% 10.4% 10.4% 5.3% HV 60d 15.6% 15.0% 16.3% 16.3% 15.0% IV Rank 23.7% 5.1% 31.9% 31.9% 5.1% IV Percentile 36.1% 1.2% 48.8% 48.8% 1.2% Term Structure 1.3% -0.0% 4.2% 0.9% 4.2% VWIV 9.6% 6.6% 12.7% 12.7% 7.0% Skew 25d 3.6% 0.1% 6.7% 2.4% 3.0% Skew 10d 2.7% -1.4% 7.9% 3.8% -1.4% Call IV 25d 7.9% 5.2% 11.5% 11.5% 6.7% Put IV 25d 11.5% 8.6% 14.2% 13.9% 9.7% Bid-Ask Spread % 107.59 98.87 113.22 110.40 106.74 Gamma HHI 0.18 0.16 0.22 0.16 0.19 Net GEX 14.4K -45.3K 83.4K 44.0K 83.4K Net DEX -5.6M -6.4M -4.7M -5.2M -6.1M Net VEX -13.6K -16.2K -11.1K -12.3K -16.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.13 0.00 9.57 9.57 0.05 Total Volume 146.474 1 921 391 921 Total OI 2,447.053 2,196 2,678 2,196 2,678
Daily Data (19 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 2019-02-01 $55.49 $50.00 12.0% 3.5% 10.4% 31.9% 12.7% 2.4% 0.9% 44.0K -5.2M -12.3K 9.57 110.40 N/A N/A 37 354 1,537 659 2019-02-04 $55.75 $50.00 9.9% 3.5% 9.0% 23.0% 12.1% 2.8% 0.4% -4.9K -4.7M -14.5K 1.00 104.83 N/A N/A 1 1 1,534 829 2019-02-05 $56.01 $50.00 9.4% 3.1% 8.9% 21.0% 10.8% 3.4% 1.2% -41.5K -5.2M -13.2K 1.00 110.39 N/A N/A 1 1 1,535 830 2019-02-06 $55.92 $50.00 10.2% 2.9% 9.0% 24.4% 0.0% 3.7% 2.1% -45.3K -5.1M -13.5K 0.00 108.38 N/A N/A 1 0 1,535 830 2019-02-07 $55.80 $50.00 11.4% 3.3% 9.1% 30.3% 0.0% 6.3% 0.2% -41.6K -4.8M -14.4K 0.00 110.71 N/A N/A 13 0 1,535 830 2019-02-08 $55.94 $50.00 11.4% 3.3% 8.9% 30.4% 0.0% 5.9% 0.3% -36.8K -4.9M -13.7K 0.00 105.56 N/A N/A 23 0 1,524 830 2019-02-11 $56.09 $50.00 10.3% 3.0% 8.9% 25.8% 10.1% 2.6% 1.6% -22.4K -5.2M -12.8K 0.00 112.53 N/A N/A 7 0 1,534 830 2019-02-12 $56.44 $50.00 11.1% 3.2% 8.4% 29.3% 10.7% 3.3% 0.3% -7.6K -5.4M -12.7K 5.00 109.83 N/A N/A 12 60 1,534 830 2019-02-13 $56.64 $50.00 8.7% 2.5% 8.1% 18.8% 9.1% 3.1% 2.5% -24.9K -5.5M -12.3K 5.00 112.93 N/A N/A 12 60 1,539 860 2019-02-14 $56.59 $50.00 9.7% 2.8% 8.1% 23.0% 10.8% 2.6% 3.2% -24.0K -5.5M -11.7K 5.33 111.58 N/A N/A 12 64 1,539 860 2019-02-15 $57.01 $50.00 9.7% 2.8% 8.3% 23.2% 10.1% 4.8% 2.1% 11.0K -5.8M -11.1K 0.23 107.78 N/A N/A 189 44 1,539 864 2019-02-19 $57.22 $50.00 9.6% 2.8% 7.8% 22.8% 6.6% 3.4% 2.1% 51.0K -6.0M -14.1K 5.00 98.87 N/A N/A 2 10 1,661 771 2019-02-20 $57.19 $50.00 9.6% 2.8% 6.6% 22.7% 9.4% 2.7% 0.6% 39.5K -6.0M -13.5K 0.10 99.89 N/A N/A 96 10 1,663 781 2019-02-21 $57.12 $50.00 10.2% 2.9% 6.4% 25.3% 8.9% 6.7% 0.1% 64.2K -6.0M -13.8K 0.18 103.23 N/A N/A 125 22 1,711 791 2019-02-22 $57.49 $50.00 10.3% 3.0% 6.1% 25.7% 9.9% 2.2% -0.0% 70.8K -6.4M -13.6K 0.37 106.82 N/A N/A 170 63 1,741 806 2019-02-25 $57.40 $50.00 9.3% 2.7% 6.3% 21.4% 9.5% 0.1% 1.1% 73.9K -6.3M -14.6K 5.00 107.16 N/A N/A 4 20 1,786 844 2019-02-26 $57.41 $50.00 10.2% 2.9% 5.9% 25.3% 7.2% 3.0% 0.1% 46.7K -6.1M -14.5K 2.50 103.39 N/A N/A 12 30 1,788 864 2019-02-27 $57.32 $50.00 9.3% 2.7% 6.1% 21.4% 8.6% 5.9% 2.2% 39.0K -6.1M -15.1K 0.11 113.22 N/A N/A 366 40 1,798 874 2019-02-28 $57.51 $50.00 5.6% 1.6% 5.3% 5.1% 7.0% 3.0% 4.2% 83.4K -6.1M -16.2K 0.05 106.74 N/A N/A 881 40 1,804 874
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