USMV Options History — June 2025

In June 2025, USMV traded between $91.63 and $93.75. ATM implied volatility averaged 10.0%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 0.9% (HV 20d: 9.0%). Max pain ranged from $92.00 to $93.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 5.36.

Notable Days

  • 2025-06-16: Highest Volume — 65 contracts
  • 2025-06-17: Largest IV spike — 79.0% change
  • 2025-06-18: Highest IV Rank — 18.6%
  • 2025-06-18: Largest Expected Move — 3.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.97$91.63$93.75$93.56$93.75
Max Pain$92.95$92.00$93.00$93.00$93.00
ATM IV10.0%6.9%12.6%11.3%9.8%
Expected Move3.0%2.0%3.6%3.2%2.8%
HV 20d9.0%7.2%10.2%10.2%8.9%
HV 60d21.5%21.3%22.0%22.0%21.4%
IV Rank12.4%4.8%18.6%15.7%12.0%
IV Percentile43.9%12.3%73.0%59.1%40.5%
Term Structure1.5%-0.3%5.3%-0.3%1.3%
VWIV11.6%5.9%16.8%11.0%8.2%
Skew 25d4.4%-1.9%8.7%-0.7%5.9%
Skew 10d4.8%-1.4%12.3%4.8%2.0%
Call IV 25d7.4%5.3%9.8%9.2%5.3%
Put IV 25d11.8%7.0%15.2%8.6%11.2%
Bid-Ask Spread %97.5285.84112.29101.08102.23
Gamma HHI0.260.170.420.200.18
Net GEX-664.2K-1.3M-319.0K-512.2K-319.0K
Net DEX2.4M1.1M5.4M1.8M1.5M
Net VEX-31.0K-34.5K-27.5K-34.5K-27.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.360.0039.000.671.00
Total Volume17.30651032
Total OI2,502.11,8872,7942,6921,952

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$93.56$93.0011.3%3.2%10.2%15.7%11.0%-0.7%-0.3%-512.2K1.8M-34.5K0.67101.08N/AN/A647371,955
2025-06-03$93.69$93.007.9%2.3%10.2%7.3%16.2%-1.9%1.4%-540.7K1.3M-33.0K0.00103.21N/AN/A1207401,959
2025-06-04$93.44$93.008.2%2.3%10.2%7.9%0.0%1.0%2.8%-603.7K1.3M-32.5K1.33106.71N/AN/A12167501,959
2025-06-05$93.28$93.0011.1%3.4%10.1%15.2%5.9%7.7%1.5%-630.3K1.9M-33.4K39.0099.50N/AN/A1397551,975
2025-06-06$93.75$93.008.8%3.1%10.2%9.4%10.5%7.3%1.5%-666.3K1.2M-32.8K0.5093.49N/AN/A1477562,016
2025-06-09$93.30$92.008.7%3.4%10.1%9.3%11.9%5.4%0.5%-695.4K1.8M-32.8K0.0785.84N/AN/A1417612,023
2025-06-10$93.13$93.008.1%3.3%10.0%7.7%0.0%4.3%0.8%-1.0M2.1M-32.3K0.0093.44N/AN/A007692,024
2025-06-11$92.92$93.0010.6%3.0%10.0%13.9%0.0%4.0%1.5%-808.6K2.3M-32.6K0.0092.87N/AN/A007692,024
2025-06-12$93.65$93.0010.9%3.1%9.6%14.6%0.0%6.2%0.8%-951.4K1.1M-31.4K1.00102.36N/AN/A117692,024
2025-06-13$92.88$93.0012.4%3.6%8.7%18.3%0.0%8.0%0.9%-940.9K2.4M-32.1K0.0092.43N/AN/A207702,024
2025-06-16$92.69$93.006.9%2.0%8.0%4.8%0.0%1.8%5.3%-1.3M3.2M-30.4K0.00112.29N/AN/A0656862,024
2025-06-17$92.18$93.0012.3%3.5%7.9%18.1%16.8%-0.1%0.9%-1.1M4.5M-31.5K0.00103.45N/AN/A0236862,063
2025-06-18$91.91$93.0012.6%3.6%7.9%18.6%0.0%8.0%0.9%-780.1K5.1M-30.7K0.0090.39N/AN/A606862,084
2025-06-20$91.63$93.0012.0%3.5%7.2%17.4%12.7%8.7%0.4%-597.9K5.4M-30.0K15.0096.98N/AN/A1156852,084
2025-06-23$92.52$93.0010.9%3.1%8.0%14.7%10.6%8.4%1.9%-359.3K2.4M-29.4K13.0090.77N/AN/A1134141,473
2025-06-24$93.27$93.008.5%2.4%8.4%8.8%0.0%4.3%1.7%-331.0K1.8M-28.4K0.3397.93N/AN/A314151,486
2025-06-25$92.44$93.009.3%2.7%8.6%10.6%12.5%2.1%4.2%-376.8K2.0M-28.4K0.0095.03N/AN/A094171,486
2025-06-26$92.56$93.009.6%2.7%8.4%11.3%0.0%3.5%0.9%-378.3K2.1M-27.8K0.0093.19N/AN/A0184171,495
2025-06-27$92.81$93.0010.0%2.9%8.5%12.3%8.2%4.4%0.5%-365.9K2.1M-27.8K3.1497.31N/AN/A7224171,513
2025-06-30$93.75$93.009.8%2.8%8.9%12.0%0.0%5.9%1.3%-319.0K1.5M-27.5K1.00102.23N/AN/A16164201,532