USMC Options History — July 2018 In July 2018, USMC traded between $25.88 and $27.18. ATM implied volatility averaged 83.7%. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 72.1% (HV 20d: 11.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.09.
Notable Days 2018-07-27 : Highest Volume — 53 contracts2018-07-27 : Largest IV spike — 577.9% change2018-07-18 : Largest Expected Move — 48.4%Monthly Statistics Metric Avg Min Max Open Close Price $26.69 $25.88 $27.18 $25.88 $27.11 ATM IV 83.7% 14.9% 168.8% 113.5% 127.6% Expected Move 22.6% 4.3% 48.4% 32.5% 36.9% HV 20d 11.6% 6.7% 13.1% 12.1% 6.7% HV 60d 11.7% 10.4% 12.8% 12.8% 10.4% Term Structure -19.7% -72.3% 93.3% -36.7% -46.7% Skew 25d 15.7% -3.3% 142.8% 7.9% 36.2% Skew 10d 9.0% -93.9% 142.8% 7.9% -93.9% Call IV 25d 72.2% 12.5% 180.4% 127.4% 138.3% Put IV 25d 88.0% 13.8% 193.6% 135.3% 174.5% Bid-Ask Spread % 171.59 129.08 200.00 180.74 200.00 Gamma HHI 0.37 0.31 0.46 0.37 0.46 Net GEX 10.4K 5.7K 16.9K 6.3K 14.0K Net DEX -164.2K -255.8K -106.2K -146.3K -255.8K Net VEX -809 -960 -686 -840 -960 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.08 0.10 0.09 0.08 Total Volume 46.286 45 53 48 53 Total OI 168.286 160 194 160 194
Daily Data (21 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 2018-07-02 $25.88 $0.00 113.5% 32.5% 12.1% 0.0% 0.0% 7.9% -36.7% 6.3K -146.3K -840 0.09 180.74 N/A N/A 44 4 155 5 2018-07-03 $25.90 $0.00 115.3% 33.1% 12.0% 0.0% 0.0% 11.3% -40.6% 6.5K -148.0K -839 0.10 183.91 N/A N/A 41 4 155 5 2018-07-05 $26.07 $0.00 123.5% 22.1% 12.0% 0.0% 0.0% -1.4% -13.3% 7.4K -149.3K -832 0.10 175.82 N/A N/A 41 4 160 5 2018-07-06 $26.34 $0.00 152.5% 43.7% 12.5% 0.0% 0.0% 142.8% -36.9% 5.7K -181.4K -781 0.10 153.54 N/A N/A 41 4 160 5 2018-07-09 $26.46 $0.00 19.6% 5.3% 12.5% 0.0% 0.0% 2.5% 93.3% 8.8K -141.2K -797 0.10 136.68 N/A N/A 41 4 160 5 2018-07-10 $26.63 $0.00 83.0% 21.7% 12.6% 0.0% 0.0% 0.2% -18.2% 10.1K -142.5K -816 0.10 193.00 N/A N/A 41 4 160 5 2018-07-11 $26.47 $0.00 18.2% 5.2% 12.8% 0.0% 0.0% 2.6% 0.6% 13.2K -106.2K -717 0.10 133.69 N/A N/A 41 4 160 5 2018-07-12 $26.65 $0.00 91.3% 26.2% 13.0% 0.0% 0.0% 6.4% -17.3% 7.8K -169.9K -815 0.10 176.13 N/A N/A 41 4 160 5 2018-07-13 $26.73 $0.00 78.6% 22.5% 13.1% 0.0% 0.0% 0.6% -23.5% 10.3K -152.2K -818 0.10 182.43 N/A N/A 41 4 160 5 2018-07-16 $26.72 $0.00 32.5% 9.3% 13.1% 0.0% 0.0% 1.6% -8.3% 12.6K -148.0K -826 0.10 154.91 N/A N/A 41 4 160 5 2018-07-17 $26.83 $0.00 84.0% 24.1% 13.1% 0.0% 0.0% 79.1% -72.3% 14.1K -121.5K -725 0.10 185.48 N/A N/A 41 4 160 5 2018-07-18 $26.84 $0.00 168.8% 48.4% 13.0% 0.0% 0.0% 13.1% -54.7% 9.9K -209.9K -865 0.10 193.90 N/A N/A 41 4 160 5 2018-07-19 $26.79 $0.00 86.0% 24.7% 13.0% 0.0% 0.0% -0.8% -25.2% 8.9K -165.7K -793 0.10 187.16 N/A N/A 41 4 160 5 2018-07-20 $26.77 $0.00 15.1% 4.3% 12.7% 0.0% 0.0% 7.6% 2.4% 15.3K -115.0K -686 0.10 140.38 N/A N/A 41 4 160 5 2018-07-23 $26.81 $0.00 92.4% 26.5% 12.4% 0.0% 0.0% 0.5% -27.9% 8.6K -169.0K -782 0.10 184.09 N/A N/A 41 4 160 5 2018-07-24 $26.96 $0.00 15.8% 4.5% 9.9% 0.0% 0.0% 1.1% -0.5% 16.3K -118.9K -687 0.10 129.08 N/A N/A 41 4 160 5 2018-07-25 $27.17 $0.00 94.8% 27.2% 9.8% 0.0% 0.0% 9.7% -37.6% 6.2K -219.1K -860 0.10 190.99 N/A N/A 41 4 160 5 2018-07-26 $27.18 $0.00 14.9% 4.3% 8.9% 0.0% 0.0% 2.2% 0.4% 16.9K -172.3K -804 0.10 150.34 N/A N/A 41 4 167 5 2018-07-27 $27.08 $0.00 100.9% 28.9% 9.0% 0.0% 0.0% 10.2% -31.7% 10.9K -196.3K -855 0.08 181.31 N/A N/A 49 4 174 5 2018-07-30 $27.03 $0.00 128.6% 36.9% 8.7% 0.0% 0.0% -3.3% -46.7% 8.6K -219.6K -901 0.08 189.88 N/A N/A 49 4 189 5 2018-07-31 $27.11 $0.00 127.6% 0.0% 6.7% 0.0% 0.0% 36.2% 0.0% 14.0K -255.8K -960 0.08 200.00 N/A N/A 49 4 189 5
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