USMC Options History — September 2018 In September 2018, USMC traded between $27.78 and $28.49. ATM implied volatility averaged 38.8%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 31.9% (HV 20d: 6.9%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.09.
Notable Days 2018-09-11 : Highest Volume — 78 contracts2018-09-12 : Largest IV spike — 978.2% change2018-09-27 : Highest IV Rank — 41.5%2018-09-12 : Largest Expected Move — 41.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.13 $27.78 $28.49 $27.91 $28.35 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 38.8% 10.3% 145.9% 58.8% 27.1% Expected Move 10.9% 3.0% 41.8% 16.8% 7.8% HV 20d 6.9% 5.0% 9.1% 9.0% 6.1% HV 60d 8.8% 7.3% 9.5% 9.5% 7.3% IV Rank 18.5% 4.1% 41.5% 4.1% 12.8% IV Percentile 28.2% 4.0% 57.7% 4.0% 23.7% Term Structure -11.0% -117.4% 44.4% 44.4% -1.4% VWIV 14.4% 10.9% 17.9% 17.9% 10.9% Skew 25d 13.7% -25.4% 63.3% 56.3% 8.8% Skew 10d 20.1% -35.9% 156.1% 47.2% 50.2% Call IV 25d 31.0% 7.6% 150.5% 17.5% 20.8% Put IV 25d 44.7% 10.0% 179.8% 73.8% 29.6% Bid-Ask Spread % 154.73 112.24 194.38 170.43 170.49 Gamma HHI 0.64 0.49 0.81 0.60 0.63 Net GEX 37.8K 9.9K 65.1K 45.2K 11.5K Net DEX -222.4K -345.8K -146.5K -217.0K -151.6K Net VEX -510 -653 -378 -617 -378 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.09 0.05 0.11 0.09 0.08 Total Volume 44 26 78 48 26 Total OI 180.895 83 220 220 83
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 2018-09-04 $27.91 $26.00 58.8% 16.8% 9.0% 0.0% 17.9% 56.3% 44.4% 45.2K -217.0K -617 0.09 170.43 N/A N/A 44 4 215 5 2018-09-05 $27.85 $26.00 10.7% 3.1% 9.1% 0.0% 10.9% 2.7% 2.9% 53.0K -214.9K -653 0.09 127.22 N/A N/A 44 4 215 5 2018-09-06 $27.78 $0.00 50.1% 9.6% 9.1% 0.0% 0.0% -25.4% -3.5% 39.3K -197.5K -642 0.09 134.19 N/A N/A 44 4 215 5 2018-09-07 $27.79 $0.00 10.9% 4.1% 9.1% 0.0% 0.0% 3.8% -0.1% 51.9K -208.3K -637 0.09 112.24 N/A N/A 44 4 215 5 2018-09-10 $27.92 $0.00 13.3% 4.3% 8.0% 0.0% 0.0% 4.9% -1.5% 54.1K -235.5K -617 0.09 131.06 N/A N/A 44 4 215 5 2018-09-11 $27.96 $0.00 13.5% 3.0% 8.0% 0.0% 0.0% 18.4% 8.4% 59.4K -223.6K -574 0.05 155.16 N/A N/A 74 4 215 5 2018-09-12 $27.96 $0.00 145.9% 41.8% 8.0% 0.0% 0.0% 29.3% -117.4% 52.6K -226.8K -478 0.09 193.06 N/A N/A 45 4 215 5 2018-09-13 $28.08 $0.00 13.1% 3.8% 7.1% 0.0% 0.0% 63.3% -0.0% 52.4K -259.7K -601 0.09 138.68 N/A N/A 45 4 208 5 2018-09-14 $28.07 $0.00 13.3% 3.8% 5.0% 0.0% 0.0% 1.5% -1.0% 29.4K -294.6K -622 0.08 120.09 N/A N/A 50 4 208 5 2018-09-17 $28.00 $0.00 29.5% 8.4% 5.1% 0.0% 0.0% 10.7% -14.6% 65.1K -231.6K -485 0.08 163.89 N/A N/A 48 4 208 5 2018-09-18 $28.15 $0.00 46.5% 13.3% 5.3% 0.0% 0.0% 6.7% -7.6% 47.7K -252.1K -521 0.08 145.55 N/A N/A 48 4 206 5 2018-09-19 $28.16 $0.00 22.3% 6.4% 5.2% 0.0% 0.0% 7.5% -13.7% 54.9K -271.8K -491 0.08 151.43 N/A N/A 48 4 206 5 2018-09-20 $28.49 $0.00 81.5% 23.4% 6.2% 0.0% 0.0% 30.4% -51.8% 47.1K -295.0K -440 0.11 176.78 N/A N/A 36 4 206 5 2018-09-21 $28.47 $0.00 10.3% 3.0% 6.1% 4.1% 0.0% 0.4% 1.8% 11.1K -345.8K -389 0.11 124.40 N/A N/A 36 4 205 5 2018-09-24 $28.32 $0.00 70.9% 20.3% 6.5% 35.6% 0.0% 15.1% -21.1% 11.0K -150.3K -394 0.08 193.65 N/A N/A 24 2 81 2 2018-09-25 $28.37 $0.00 15.3% 4.4% 6.0% 6.7% 0.0% 9.0% 42.2% 11.7K -151.6K -378 0.08 175.01 N/A N/A 24 2 81 2 2018-09-26 $28.38 $0.00 22.4% 6.4% 6.0% 10.3% 0.0% 10.8% -16.4% 11.4K -151.4K -386 0.08 162.14 N/A N/A 24 2 81 2 2018-09-27 $28.41 $0.00 82.4% 23.6% 6.0% 41.5% 0.0% 6.2% -59.0% 9.9K -146.5K -392 0.08 194.38 N/A N/A 24 2 81 2 2018-09-28 $28.35 $0.00 27.1% 7.8% 6.1% 12.8% 0.0% 8.8% -1.4% 11.5K -151.6K -378 0.08 170.49 N/A N/A 24 2 81 2
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