USMV Options History — June 2024 In June 2024, USMV traded between $82.45 and $84.72. ATM implied volatility averaged 7.0%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded below realized volatility by 0.6% (HV 20d: 7.6%). Max pain ranged from $79.00 to $83.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 6.80.
Notable Days 2024-06-28 : Highest Volume — 812 contracts2024-06-17 : Largest IV spike — 43.4% change2024-06-10 : Highest IV Rank — 47.8%2024-06-04 : Largest Expected Move — 2.7%Monthly Statistics Metric Avg Min Max Open Close Price $83.43 $82.45 $84.72 $82.45 $83.85 Max Pain $81.63 $79.00 $83.00 $79.00 $83.00 ATM IV 7.0% 4.9% 10.7% 7.6% 5.2% Expected Move 1.9% 1.4% 2.7% 2.2% 1.5% HV 20d 7.6% 6.4% 8.2% 8.0% 6.5% HV 60d 7.7% 7.5% 7.7% 7.6% 7.6% IV Rank 15.9% 0.0% 47.8% 20.3% 2.6% IV Percentile 13.0% 0.0% 73.0% 6.7% 0.8% Term Structure 1.9% -5.5% 5.1% -2.7% 4.0% VWIV 12.6% 4.8% 31.5% 31.5% 13.1% Skew 25d 1.2% -1.8% 4.8% 0.4% 1.2% Skew 10d 3.1% -2.3% 31.1% 31.1% 2.2% Call IV 25d 5.7% 4.6% 8.9% 6.7% 4.6% Put IV 25d 7.0% 5.3% 11.3% 7.1% 5.8% Bid-Ask Spread % 115.72 92.45 124.46 112.99 98.56 Gamma HHI 0.19 0.17 0.22 0.20 0.17 Net GEX 10.0K -186.1K 170.0K -23.6K -186.1K Net DEX -1.1M -1.7M -498.8K -1.1M -681.2K Net VEX -11.3K -13.1K -8.6K -12.5K -10.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.80 0.00 80.20 0.00 80.20 Total Volume 79.579 0 812 4 812 Total OI 3,049.158 1,220 3,683 3,661 1,511
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 2024-06-03 $82.45 $79.00 7.6% 2.2% 8.0% 20.3% 31.5% 0.4% -2.7% -23.6K -1.1M -12.5K 0.00 112.99 N/A N/A 4 0 468 3,193 2024-06-04 $82.97 $79.00 9.3% 2.7% 8.2% 35.0% 0.0% -1.8% -5.5% 5.9K -1.4M -12.3K 0.88 113.00 N/A N/A 8 7 468 3,193 2024-06-05 $83.07 $79.00 9.0% 2.6% 7.8% 32.5% 20.3% 3.0% -1.1% 25.7K -1.6M -11.4K 0.25 114.39 N/A N/A 4 1 472 3,200 2024-06-06 $83.22 $82.00 9.1% 2.4% 7.8% 33.4% 8.9% 0.8% 0.5% 6.8K -1.7M -11.7K 0.05 117.72 N/A N/A 22 1 475 3,201 2024-06-07 $83.13 $82.00 8.2% 1.6% 7.7% 25.6% 0.0% 1.0% 3.4% -31.1K -1.6M -11.9K 0.00 122.16 N/A N/A 17 0 482 3,201 2024-06-10 $83.19 $82.00 10.7% 1.6% 7.5% 47.8% 8.5% 2.9% 5.1% 25.5K -1.6M -11.5K 0.03 118.63 N/A N/A 229 7 482 3,201 2024-06-11 $82.82 $82.00 7.0% 1.5% 7.7% 14.7% 0.0% 0.9% 4.1% -5.5K -498.8K -13.1K 0.00 116.47 N/A N/A 20 0 384 3,208 2024-06-12 $82.70 $82.00 5.6% 1.6% 7.7% 1.5% 0.0% -0.3% 2.9% -1.7K -646.4K -12.7K 0.00 122.33 N/A N/A 0 3 404 3,209 2024-06-13 $82.84 $82.00 5.2% 1.5% 7.4% 0.0% 0.0% 1.2% 3.1% 49.9K -936.7K -11.3K 0.00 124.46 N/A N/A 0 2 404 3,211 2024-06-14 $82.81 $82.00 5.3% 1.5% 7.2% 0.7% 4.8% -0.3% 3.2% 20.9K -738.8K -11.9K 0.00 121.98 N/A N/A 2 0 404 3,211 2024-06-17 $83.52 $82.00 7.5% 2.2% 7.8% 21.1% 0.0% 2.5% 1.2% 131.2K -1.2M -10.3K 0.00 118.12 N/A N/A 0 0 404 3,211 2024-06-18 $83.66 $82.00 8.5% 2.4% 7.8% 29.8% 0.0% 4.8% 1.0% 144.1K -1.2M -11.0K 0.00 118.09 N/A N/A 2 0 404 3,211 2024-06-20 $84.09 $82.00 5.7% 1.6% 8.0% 4.5% 0.0% 0.5% 3.5% 170.0K -1.4M -10.9K 0.00 122.63 N/A N/A 33 0 406 3,211 2024-06-21 $84.09 $82.00 5.5% 1.6% 8.0% 3.0% 0.0% 1.0% 2.9% 159.9K -1.3M -10.7K 0.14 122.82 N/A N/A 7 1 397 3,211 2024-06-24 $84.72 $82.00 5.4% 1.6% 7.3% 2.2% 7.2% 3.7% 3.1% 4.9K -1.3M -8.6K 0.00 119.57 N/A N/A 0 180 298 922 2024-06-25 $84.23 $82.00 6.7% 1.9% 7.7% 13.3% 0.0% -0.9% 1.6% -71.5K -869.8K -10.9K 0.00 116.73 N/A N/A 0 0 298 1,102 2024-06-26 $83.85 $82.00 6.8% 2.0% 7.0% 15.0% 9.3% 1.0% 0.1% -81.6K -913.8K -10.0K 0.00 105.51 N/A N/A 0 78 298 1,102 2024-06-27 $83.98 $83.00 4.9% 1.4% 6.4% 0.0% 10.1% 1.9% 5.0% -152.9K -765.8K -10.7K 0.00 92.45 N/A N/A 0 72 298 1,179 2024-06-28 $83.85 $83.00 5.2% 1.5% 6.5% 2.6% 13.1% 1.2% 4.0% -186.1K -681.2K -10.5K 80.20 98.56 N/A N/A 10 802 298 1,213
« May 2024 | All History | Jul 2024 » Home USMV History June 2024