USMC Options History — January 2019 In January 2019, USMC traded between $24.60 and $26.60. ATM implied volatility averaged 61.1%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 38.9% (HV 20d: 22.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2019-01-03 : Highest Volume — 2 contracts2019-01-30 : Largest IV spike — 478.5% change2019-01-08 : Highest IV Rank — 75.6%2019-01-30 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.87 $24.60 $26.60 $25.03 $26.60 ATM IV 61.1% 13.4% 147.8% 66.6% 13.4% Expected Move 13.7% 4.8% 33.0% 19.1% 4.9% HV 20d 22.2% 15.1% 26.1% 24.3% 15.9% HV 60d 21.1% 20.1% 22.1% 21.0% 20.3% IV Rank 30.7% 6.0% 75.6% 33.6% 6.0% IV Percentile 42.3% 6.9% 95.0% 46.9% 6.9% Term Structure -11.8% -59.8% 21.2% -7.9% 2.3% Skew 25d 8.0% -13.4% 42.2% 3.6% 5.3% Skew 10d 8.6% -13.4% 43.5% -8.2% 2.8% Call IV 25d 47.0% 11.7% 119.3% 58.8% 12.2% Put IV 25d 55.0% 15.0% 161.4% 62.4% 17.5% Bid-Ask Spread % 159.17 111.31 200.00 192.90 111.31 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -11 -40 0 0 0 Net DEX 464 0 1.7K 0 0 Net VEX -2 -7 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.19 0 2 0 0 Total OI 0.286 0 1 0 0
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 2019-01-02 $25.03 $0.00 66.6% 19.1% 24.3% 33.6% 0.0% 3.6% -7.9% 0 0 0 0.00 192.90 N/A N/A 0 0 0 0 2019-01-03 $24.60 $0.00 125.8% 21.3% 23.1% 64.2% 0.0% -13.4% -59.8% 0 0 0 0.00 200.00 N/A N/A 0 2 0 0 2019-01-04 $25.30 $0.00 115.4% 5.7% 25.8% 58.8% 0.0% -12.9% 21.2% -40 1.7K -6 0.00 116.32 N/A N/A 0 2 0 1 2019-01-07 $25.48 $0.00 144.2% 22.0% 25.9% 73.8% 0.0% 15.3% -17.4% -39 1.6K -6 0.00 200.00 N/A N/A 0 0 0 1 2019-01-08 $25.68 $0.00 147.8% 21.8% 26.1% 75.6% 0.0% 18.3% -19.0% -39 1.6K -7 0.00 198.52 N/A N/A 0 0 0 1 2019-01-09 $25.72 $0.00 76.8% 22.0% 25.9% 38.9% 0.0% 3.6% -19.5% -40 1.6K -7 0.00 200.00 N/A N/A 0 0 0 1 2019-01-10 $25.76 $0.00 77.9% 22.3% 25.9% 39.4% 0.0% 19.9% -20.1% -40 1.6K -7 0.00 199.23 N/A N/A 0 0 0 1 2019-01-11 $25.76 $0.00 79.0% 22.6% 25.8% 40.0% 0.0% 20.2% -20.7% -40 1.6K -7 0.00 200.00 N/A N/A 0 0 0 1 2019-01-14 $25.70 $0.00 17.8% 5.1% 25.8% 8.3% 0.0% 5.6% 1.1% 0 0 0 0.00 117.11 N/A N/A 0 0 0 0 2019-01-15 $25.93 $0.00 18.8% 5.4% 25.1% 8.8% 0.0% 6.5% 4.1% 0 0 0 0.00 123.06 N/A N/A 0 0 0 0 2019-01-16 $26.00 $0.00 21.4% 6.1% 23.6% 10.2% 0.0% 3.0% -3.4% 0 0 0 0.00 130.07 N/A N/A 0 0 0 0 2019-01-17 $26.11 $0.00 17.7% 5.1% 23.6% 8.2% 0.0% 3.9% 1.5% 0 0 0 0.00 123.97 N/A N/A 0 0 0 0 2019-01-18 $26.40 $0.00 18.3% 5.3% 23.2% 8.6% 0.0% 5.6% 1.2% 0 0 0 0.00 122.70 N/A N/A 0 0 0 0 2019-01-22 $26.02 $0.00 51.8% 14.9% 22.9% 25.9% 0.0% -2.5% -31.1% 0 0 0 0.00 188.36 N/A N/A 0 0 0 0 2019-01-23 $26.28 $0.00 18.8% 5.4% 22.1% 8.8% 0.0% 4.2% 0.1% 0 0 0 0.00 139.20 N/A N/A 0 0 0 0 2019-01-24 $26.15 $0.00 98.8% 28.3% 19.3% 50.3% 0.0% 32.3% -32.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-01-25 $26.28 $0.00 16.8% 4.8% 15.1% 7.8% 0.0% 1.5% -1.0% 0 0 0 0.00 135.04 N/A N/A 0 0 0 0 2019-01-28 $26.07 $0.00 20.3% 5.8% 15.6% 9.6% 0.0% 2.4% -1.7% 0 0 0 0.00 127.32 N/A N/A 0 0 0 0 2019-01-29 $26.07 $0.00 19.9% 5.7% 15.6% 9.4% 0.0% 3.6% -1.8% 0 0 0 0.00 121.81 N/A N/A 0 0 0 0 2019-01-30 $26.42 $0.00 115.1% 33.0% 15.9% 58.7% 0.0% 42.2% -43.9% 0 0 0 0.00 195.63 N/A N/A 0 0 0 0 2019-01-31 $26.60 $0.00 13.4% 4.9% 15.9% 6.0% 0.0% 5.3% 2.3% 0 0 0 0.00 111.31 N/A N/A 0 0 0 0
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