USMC Options History — December 2018 In December 2018, USMC traded between $23.78 and $27.78. ATM implied volatility averaged 64.5%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 43.5% (HV 20d: 21.1%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2018-12-14 : Largest IV spike — 362.1% change2018-12-31 : Highest IV Rank — 58.0%2018-12-31 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.80 $23.78 $27.78 $27.78 $25.09 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 64.5% 17.0% 113.9% 58.2% 113.9% Expected Move 18.5% 4.9% 32.6% 16.7% 32.6% HV 20d 21.1% 18.1% 26.7% 18.1% 25.0% HV 60d 18.2% 15.9% 21.0% 15.9% 21.0% IV Rank 32.5% 7.9% 58.0% 29.2% 58.0% IV Percentile 45.7% 12.5% 79.5% 41.5% 79.5% Term Structure -12.3% -57.0% 49.6% 49.2% -42.4% Skew 25d 2.8% -67.9% 107.8% 36.7% -0.5% Skew 10d -4.8% -69.7% 62.1% 5.7% -0.5% Call IV 25d 72.1% 13.1% 143.7% 74.0% 143.7% Put IV 25d 74.9% 16.8% 143.1% 110.6% 143.1% Bid-Ask Spread % 185.48 114.93 200.00 166.93 197.62 Gamma HHI 0.56 0.34 1.00 0.72 1.00 Net GEX 5.8K 0 19.4K 19.4K 0 Net DEX -43.0K -131.3K 5.0K -131.3K 0 Net VEX -68 -173 0 -160 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 62.25 0 83 83 0
Daily Data (20 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 2018-12-03 $27.78 $26.00 58.2% 16.7% 18.1% 29.2% 0.0% 36.7% 49.2% 19.4K -131.3K -160 0.00 166.93 N/A N/A 0 0 81 2 2018-12-04 $26.98 $26.00 63.8% 18.3% 20.8% 32.1% 0.0% 105.2% 47.3% 15.0K -77.0K -139 0.00 175.98 N/A N/A 0 0 81 2 2018-12-05 $26.98 $26.00 64.8% 18.6% 20.8% 32.6% 0.0% 107.8% 49.6% 15.6K -73.8K -123 0.00 176.87 N/A N/A 0 0 81 2 2018-12-06 $26.68 $0.00 69.0% 20.4% 19.2% 34.8% 0.0% 0.4% -27.6% 9.3K -62.2K -131 0.00 172.45 N/A N/A 0 0 81 2 2018-12-07 $26.73 $0.00 65.4% 19.9% 19.2% 33.0% 0.0% 3.8% -24.7% 5.1K -99.0K -173 0.00 200.00 N/A N/A 0 0 81 2 2018-12-10 $26.43 $0.00 83.7% 21.1% 19.5% 42.4% 0.0% -0.1% -25.6% 5.0K -92.0K -148 0.00 200.00 N/A N/A 0 0 81 2 2018-12-11 $26.47 $0.00 29.0% 9.7% 18.6% 14.1% 0.0% -46.5% -15.2% 9.5K -68.6K -123 0.00 200.00 N/A N/A 0 0 81 2 2018-12-12 $26.61 $0.00 59.9% 17.2% 18.7% 30.1% 0.0% 2.3% -28.7% 5.0K -96.1K -135 0.00 200.00 N/A N/A 0 0 81 2 2018-12-13 $26.59 $0.00 17.0% 4.9% 18.7% 7.9% 0.0% 2.9% -0.1% 10.8K -43.0K -60 0.00 114.93 N/A N/A 0 0 81 2 2018-12-14 $26.06 $0.00 78.5% 22.5% 19.8% 39.8% 0.0% -4.4% -29.9% 8.0K -24.0K -40 0.00 198.52 N/A N/A 0 0 81 2 2018-12-17 $25.47 $0.00 73.4% 21.0% 21.0% 37.1% 0.0% 4.3% -57.0% 5.5K -57.7K -76 0.00 194.29 N/A N/A 0 0 81 2 2018-12-18 $25.57 $0.00 41.7% 12.0% 20.9% 20.7% 0.0% -67.9% -18.9% 6.4K -48.5K -59 0.00 200.00 N/A N/A 0 0 81 2 2018-12-19 $25.22 $0.00 87.9% 25.2% 20.4% 44.6% 0.0% -19.7% -35.4% 1.6K 3.7K -2 0.00 191.01 N/A N/A 0 0 81 2 2018-12-20 $24.78 $0.00 90.3% 25.9% 20.9% 45.8% 0.0% -27.4% -38.6% 1 5.0K 0 0.00 191.53 N/A N/A 0 0 81 2 2018-12-21 $24.42 $0.00 71.0% 20.3% 21.2% 35.8% 0.0% -41.6% -39.5% 0 4.9K 0 0.00 195.59 N/A N/A 0 0 81 2 2018-12-24 $23.78 $0.00 49.9% 14.3% 22.2% 24.9% 0.0% 10.3% 14.7% 0 0 0 0.00 168.62 N/A N/A 0 0 0 0 2018-12-26 $24.68 $0.00 36.1% 10.4% 26.7% 17.8% 0.0% 15.9% -6.4% 0 0 0 0.00 191.84 N/A N/A 0 0 0 0 2018-12-27 $24.74 $0.00 72.2% 20.7% 24.9% 36.4% 0.0% 0.5% -10.6% 0 0 0 0.00 180.34 N/A N/A 0 0 0 0 2018-12-28 $24.86 $0.00 65.0% 18.6% 24.7% 32.7% 0.0% -25.2% -5.6% 0 0 0 0.00 193.15 N/A N/A 0 0 0 0 2018-12-31 $25.09 $0.00 113.9% 32.6% 25.0% 58.0% 0.0% -0.5% -42.4% 0 0 0 0.00 197.62 N/A N/A 0 0 0 0
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