USMC Options History — February 2019 In February 2019, USMC traded between $26.62 and $27.72. ATM implied volatility averaged 33.0%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 22.3% (HV 20d: 10.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 15 of 19 days.
Notable Days 2019-02-05 : Largest IV spike — 829.6% change2019-02-05 : Highest IV Rank — 72.4%2019-02-25 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.18 $26.62 $27.72 $26.66 $27.56 ATM IV 33.0% 12.8% 141.6% 14.0% 12.8% Expected Move 8.5% 3.7% 29.3% 5.0% 3.7% HV 20d 10.7% 8.2% 13.9% 13.9% 8.2% HV 60d 19.2% 18.2% 20.2% 20.1% 18.2% IV Rank 16.2% 5.7% 72.4% 6.3% 5.7% IV Percentile 22.8% 4.7% 90.9% 7.8% 4.7% Term Structure -6.2% -43.5% 4.8% 0.4% 3.5% Skew 25d 4.1% -26.1% 24.8% 4.4% -0.8% Skew 10d 4.8% -35.8% 42.0% 2.4% 1.9% Call IV 25d 31.8% 11.3% 120.1% 12.2% 14.3% Put IV 25d 36.0% 13.5% 145.0% 16.6% 13.5% Bid-Ask Spread % 139.32 114.33 191.99 114.33 129.50 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2019-02-01 $26.66 $0.00 14.0% 5.0% 13.9% 6.3% 0.0% 4.4% 0.4% 0 0 0 0.00 114.33 N/A N/A 0 0 0 0 2019-02-04 $26.76 $0.00 15.2% 4.6% 10.7% 7.0% 0.0% 5.5% 2.0% 0 0 0 0.00 114.43 N/A N/A 0 0 0 0 2019-02-05 $26.95 $0.00 141.6% 21.3% 10.7% 72.4% 0.0% 15.3% -34.8% 0 0 0 0.00 190.33 N/A N/A 0 0 0 0 2019-02-06 $26.90 $0.00 16.4% 4.7% 10.6% 7.6% 0.0% 5.8% 1.7% 0 0 0 0.00 119.65 N/A N/A 0 0 0 0 2019-02-07 $26.64 $0.00 75.0% 21.5% 11.4% 37.9% 0.0% 13.9% -37.8% 0 0 0 0.00 191.99 N/A N/A 0 0 0 0 2019-02-08 $26.62 $0.00 16.7% 4.8% 11.5% 7.7% 0.0% -26.1% 0.3% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2019-02-11 $26.74 $0.00 17.4% 5.0% 11.5% 8.1% 0.0% 4.3% 0.5% 0 0 0 0.00 117.76 N/A N/A 0 0 0 0 2019-02-12 $27.05 $0.00 17.4% 5.0% 11.9% 8.1% 0.0% 3.7% 0.6% 0 0 0 0.00 121.27 N/A N/A 0 0 0 0 2019-02-13 $27.16 $0.00 16.8% 4.8% 11.7% 7.8% 0.0% 2.7% 1.2% 0 0 0 0.00 121.70 N/A N/A 0 0 0 0 2019-02-14 $27.09 $0.00 16.8% 4.8% 11.8% 7.8% 0.0% 2.7% 1.0% 0 0 0 0.00 121.55 N/A N/A 0 0 0 0 2019-02-15 $27.35 $0.00 16.4% 4.7% 12.1% 7.5% 0.0% 3.4% 1.7% 0 0 0 0.00 123.23 N/A N/A 0 0 0 0 2019-02-19 $27.46 $0.00 72.1% 20.7% 11.6% 36.4% 0.0% 11.6% -30.9% 0 0 0 0.00 184.58 N/A N/A 0 0 0 0 2019-02-20 $27.45 $0.00 14.9% 4.3% 9.9% 6.8% 0.0% -1.7% 0.7% 0 0 0 0.00 122.42 N/A N/A 0 0 0 0 2019-02-21 $27.39 $0.00 15.5% 4.4% 9.7% 7.1% 0.0% 3.0% 4.1% 0 0 0 0.00 128.65 N/A N/A 0 0 0 0 2019-02-22 $27.60 $0.00 17.6% 5.0% 9.5% 8.2% 0.0% 3.8% 4.8% 0 0 0 0.00 163.73 N/A N/A 0 0 0 0 2019-02-25 $27.69 $0.00 102.1% 29.3% 9.5% 52.0% 0.0% 24.8% -43.5% 0 0 0 0.00 188.01 N/A N/A 0 0 0 0 2019-02-26 $27.72 $0.00 14.2% 4.1% 8.6% 6.4% 0.0% 1.4% 4.0% 0 0 0 0.00 130.30 N/A N/A 0 0 0 0 2019-02-27 $27.59 $0.00 14.1% 4.0% 9.0% 6.4% 0.0% 1.1% 2.8% 0 0 0 0.00 123.16 N/A N/A 0 0 0 0 2019-02-28 $27.56 $0.00 12.8% 3.7% 8.2% 5.7% 0.0% -0.8% 3.5% 0 0 0 0.00 129.50 N/A N/A 0 0 0 0
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