USMC Options History — March 2019 In March 2019, USMC traded between $27.18 and $28.27. ATM implied volatility averaged 47.2%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 37.7% (HV 20d: 9.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days.
Notable Days 2019-03-08 : Largest IV spike — 952.9% change2019-03-08 : Highest IV Rank — 86.3%2019-03-08 : Largest Expected Move — 48.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.79 $27.18 $28.27 $27.73 $28.10 ATM IV 47.2% 13.0% 168.4% 13.0% 96.2% Expected Move 12.3% 3.7% 48.3% 3.7% 18.1% HV 20d 9.4% 8.1% 10.6% 8.1% 10.4% HV 60d 15.3% 11.8% 18.1% 18.1% 11.8% IV Rank 23.9% 5.8% 86.3% 5.8% 51.8% IV Percentile 35.0% 5.5% 98.3% 5.5% 75.8% Term Structure -5.1% -53.6% 54.9% 3.2% -34.5% Skew 25d 10.3% -0.2% 29.6% 0.1% 29.6% Skew 10d 10.5% 1.7% 29.6% 1.7% 29.6% Call IV 25d 37.6% 6.3% 102.6% 14.9% 102.6% Put IV 25d 47.9% 13.8% 132.2% 15.0% 132.2% Bid-Ask Spread % 145.89 92.22 200.00 129.41 199.23 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 (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 2019-03-01 $27.73 $0.00 13.0% 3.7% 8.1% 5.8% 0.0% 0.1% 3.2% 0 0 0 0.00 129.41 N/A N/A 0 0 0 0 2019-03-04 $27.56 $0.00 43.8% 12.6% 8.7% 21.8% 0.0% 3.6% 3.0% 0 0 0 0.00 150.63 N/A N/A 0 0 0 0 2019-03-05 $27.64 $0.00 137.1% 39.3% 8.6% 70.1% 0.0% 14.8% -24.8% 0 0 0 0.00 190.87 N/A N/A 0 0 0 0 2019-03-06 $27.48 $0.00 18.8% 5.4% 8.8% 8.8% 0.0% 2.6% -0.1% 0 0 0 0.00 134.53 N/A N/A 0 0 0 0 2019-03-07 $27.26 $0.00 16.0% 4.6% 9.3% 7.4% 0.0% -0.2% -1.4% 0 0 0 0.00 127.97 N/A N/A 0 0 0 0 2019-03-08 $27.18 $0.00 168.4% 48.3% 8.6% 86.3% 0.0% 9.6% -25.9% 0 0 0 0.00 191.36 N/A N/A 0 0 0 0 2019-03-11 $27.60 $0.00 26.9% 4.4% 9.9% 13.0% 0.0% 9.9% 2.3% 0 0 0 0.00 112.04 N/A N/A 0 0 0 0 2019-03-12 $27.68 $0.00 15.9% 4.9% 9.9% 7.3% 0.0% 3.6% 1.0% 0 0 0 0.00 117.53 N/A N/A 0 0 0 0 2019-03-13 $27.86 $0.00 16.0% 4.9% 9.4% 7.4% 0.0% 5.1% 1.2% 0 0 0 0.00 92.22 N/A N/A 0 0 0 0 2019-03-14 $27.86 $0.00 47.6% 4.8% 9.3% 23.7% 0.0% 17.2% -53.6% 0 0 0 0.00 101.05 N/A N/A 0 0 0 0 2019-03-15 $27.98 $0.00 15.3% 4.8% 9.3% 7.0% 0.0% 6.8% 1.2% 0 0 0 0.00 109.38 N/A N/A 0 0 0 0 2019-03-18 $28.05 $0.00 15.8% 16.0% 8.8% 7.3% 0.0% 4.8% 38.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-03-19 $27.98 $0.00 78.8% 16.3% 8.8% 39.9% 0.0% 22.7% -22.8% 0 0 0 0.00 199.22 N/A N/A 0 0 0 0 2019-03-20 $28.03 $0.00 80.1% 16.2% 8.8% 40.5% 0.0% 23.8% -23.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-03-21 $28.27 $0.00 16.1% 4.9% 9.1% 7.4% 0.0% 4.3% 1.1% 0 0 0 0.00 104.14 N/A N/A 0 0 0 0 2019-03-22 $27.85 $0.00 15.0% 4.6% 10.5% 6.9% 0.0% 1.0% 1.2% 0 0 0 0.00 105.24 N/A N/A 0 0 0 0 2019-03-25 $27.80 $0.00 13.4% 4.8% 10.5% 6.0% 0.0% 6.8% 2.5% 0 0 0 0.00 99.48 N/A N/A 0 0 0 0 2019-03-26 $27.90 $0.00 90.1% 17.2% 10.6% 48.4% 0.0% 24.3% -30.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-03-27 $27.90 $0.00 50.6% 18.5% 10.4% 26.8% 0.0% 24.9% 54.9% 0 0 0 0.00 197.38 N/A N/A 0 0 0 0 2019-03-28 $27.95 $0.00 15.7% 4.6% 10.4% 7.6% 0.0% 1.4% 0.5% 0 0 0 0.00 102.01 N/A N/A 0 0 0 0 2019-03-29 $28.10 $0.00 96.2% 18.1% 10.4% 51.8% 0.0% 29.6% -34.5% 0 0 0 0.00 199.23 N/A N/A 0 0 0 0
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