USMC Options History — March 2018

Name: USMC Options Analytics - March 2018
Creator: Options Analysis Suite

In March 2018, USMC traded between $25.10 and $25.64. ATM implied volatility averaged 122.4%. The 30-day expected move averaged 35.1%. Net GEX was positive for 1 of 5 trading days. Term structure was in contango for 0 of 5 days. Put/call ratio averaged 0.33.

Notable Days

2018-03-29: Highest Volume — 4 contracts
2018-03-26: Largest IV drop — 49.7% change
2018-03-23: Largest Expected Move — 55.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.39	$25.10	$25.64	$25.10	$25.52
ATM IV	122.4%	98.0%	194.9%	194.9%	100.0%
Expected Move	35.1%	28.1%	55.9%	55.9%	28.7%
Term Structure	-29.8%	-55.1%	-20.7%	-55.1%	-24.8%
Skew 25d	22.8%	13.7%	42.2%	42.2%	16.0%
Skew 10d	39.9%	33.3%	47.3%	43.8%	40.5%
Call IV 25d	137.1%	126.0%	150.9%	150.9%	131.9%
Put IV 25d	159.9%	139.7%	193.2%	193.2%	147.9%
Bid-Ask Spread %	175.34	165.35	180.18	180.07	176.84
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	12	0	61	0	0
Net DEX	-463	-2.3K	0	0	0
Net VEX	-3	-14	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	0.00	1.00
Total Volume	1.6	0	4	0	4
Total OI	0.8	0	2	0	2

Daily Data (5 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
2018-03-23	$25.10	$0.00	194.9%	55.9%	0.0%	0.0%	0.0%	42.2%	-55.1%	0	0	0	0.00	180.07	N/A	N/A	0	0	0
2018-03-26	$25.46	$0.00	98.0%	28.1%	0.0%	0.0%	0.0%	13.7%	-22.2%	0	0	0	0.00	165.35	N/A	N/A	0	0	0
2018-03-27	$25.64	$0.00	117.5%	33.7%	0.0%	0.0%	0.0%	28.2%	-26.1%	0	0	0	0.00	180.18	N/A	N/A	2	0	0
2018-03-28	$25.25	$0.00	101.5%	29.1%	0.0%	0.0%	0.0%	13.7%	-20.7%	61	-2.3K	-14	0.00	174.25	N/A	N/A	2	0	2
2018-03-29	$25.52	$0.00	100.0%	28.7%	0.0%	0.0%	0.0%	16.0%	-24.8%	0	0	0	1.00	176.84	N/A	N/A	2	2	2