USMV Options History — August 2024

In August 2024, USMV traded between $84.78 and $91.15. ATM implied volatility averaged 12.1%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 0.2% (HV 20d: 12.0%). Max pain ranged from $83.00 to $86.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 19.86.

Notable Days

  • 2024-08-27: Highest Volume — 376 contracts
  • 2024-08-05: Largest IV spike — 99.3% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$88.37$84.78$91.15$86.95$91.15
Max Pain$84.14$83.00$86.00$83.00$84.00
ATM IV12.1%7.3%24.5%13.3%9.6%
Expected Move3.3%2.1%5.8%3.8%2.8%
HV 20d12.0%7.8%13.1%7.8%11.8%
HV 60d9.0%7.2%9.6%7.3%8.8%
IV Rank39.5%12.4%100.0%73.2%24.0%
IV Percentile70.5%15.1%100.0%96.4%59.5%
Term Structure0.4%-3.4%6.8%-1.2%0.6%
VWIV12.2%5.4%20.3%8.7%13.2%
Skew 25d1.8%-3.2%7.5%1.4%-1.0%
Skew 10d2.3%-2.4%16.3%2.5%3.2%
Call IV 25d8.6%5.1%15.4%9.2%10.3%
Put IV 25d10.4%6.4%15.2%10.6%9.3%
Bid-Ask Spread %89.7366.42101.0288.7666.42
Gamma HHI0.190.120.350.180.14
Net GEX-224.6K-645.5K38.8K-195.7K-74.4K
Net DEX-1.2M-2.9M2.6M-790.5K-2.2M
Net VEX-15.9K-25.0K-10.5K-15.2K-14.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.860.00124.330.000.00
Total Volume109.63603761028
Total OI2,878.4092,2153,4582,8652,785

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$86.95$83.0013.3%3.8%7.8%73.2%8.7%1.4%-1.2%-195.7K-790.5K-15.2K0.0088.76N/AN/A1004042,461
2024-08-02$86.72$83.0012.3%3.5%8.0%64.4%0.0%-2.0%5.6%-314.8K-96.8K-18.5K55.0091.64N/AN/A42204142,461
2024-08-05$84.78$83.0024.5%5.8%11.7%100.0%12.5%-0.2%-3.4%-639.5K2.6M-25.0K54.6082.71N/AN/A52734162,534
2024-08-06$86.06$83.0017.0%4.6%12.8%61.9%0.0%6.8%-1.1%-580.9K831.1K-19.1K0.00101.02N/AN/A1204192,671
2024-08-07$85.72$83.0019.4%4.4%12.8%74.0%15.6%7.5%-0.8%-645.5K1.5M-20.9K0.2982.83N/AN/A41124312,671
2024-08-08$86.53$83.0015.7%4.0%13.1%55.0%8.5%1.8%0.6%-443.9K-84.6K-17.2K0.0099.03N/AN/A3204652,683
2024-08-09$86.80$83.0011.2%3.7%12.6%32.1%0.0%2.2%0.3%-377.1K-594.4K-16.1K0.0096.07N/AN/A0144822,683
2024-08-12$86.55$83.0012.7%3.8%12.7%39.7%0.0%0.4%-0.4%-379.3K-627.3K-15.0K0.0095.93N/AN/A6604822,696
2024-08-13$87.31$83.0015.3%3.4%12.7%53.0%5.4%4.8%0.3%-263.8K-1.5M-14.1K0.0096.56N/AN/A1705482,696
2024-08-14$87.95$83.0011.9%3.4%12.9%35.7%0.0%6.3%-0.9%-107.7K-2.2M-13.0K0.0094.02N/AN/A005652,696
2024-08-15$88.60$83.007.3%2.1%12.8%12.4%0.0%6.0%6.8%38.8K-2.9M-10.5K32.3399.92N/AN/A61945652,696
2024-08-16$88.84$83.007.5%2.1%12.4%13.1%10.5%4.5%-0.2%9.9K-2.7M-12.8K1.03100.76N/AN/A34355682,890
2024-08-19$89.32$85.008.5%2.4%12.4%18.1%9.9%1.9%4.0%-16.4K-2.5M-12.4K5.3590.46N/AN/A522785271,688
2024-08-20$89.43$86.0011.4%3.3%12.3%33.1%9.1%2.6%-0.8%-89.5K-2.2M-13.2K6.1585.71N/AN/A412525031,766
2024-08-21$89.84$86.0010.0%2.9%12.1%25.8%13.0%-2.9%-0.3%-96.1K-2.4M-15.8K1.0095.12N/AN/A70705471,964
2024-08-22$89.70$86.0010.4%3.0%12.2%28.3%15.3%-0.4%-0.4%-141.1K-1.6M-16.5K53.5097.22N/AN/A21074772,034
2024-08-23$90.12$86.009.9%2.8%12.0%25.5%16.2%2.4%0.3%-136.0K-1.9M-15.5K4.0083.97N/AN/A284772,138
2024-08-26$90.31$86.0010.8%3.1%12.0%30.2%15.0%-1.2%-0.1%-140.0K-1.5M-17.4K0.0080.19N/AN/A0484782,139
2024-08-27$90.41$86.008.4%2.4%12.0%17.6%20.3%2.8%0.3%-110.3K-1.8M-16.2K124.3376.04N/AN/A33734782,099
2024-08-28$90.38$86.0010.9%3.1%12.0%30.8%9.1%-1.2%-0.3%-145.7K-1.7M-16.9K0.0087.41N/AN/A0944782,376
2024-08-29$90.63$84.009.0%2.6%11.9%20.8%0.0%-3.2%0.4%-91.5K-2.0M-15.1K0.0082.32N/AN/A094782,296
2024-08-30$91.15$84.009.6%2.8%11.8%24.0%13.2%-1.0%0.6%-74.4K-2.2M-14.0K0.0066.42N/AN/A2804782,307