USMC Options History — April 2019 In April 2019, USMC traded between $28.24 and $28.82. ATM implied volatility averaged 29.4%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 22.6% (HV 20d: 6.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days.
Notable Days 2019-04-30 : Largest IV spike — 714.6% change2019-04-30 : Highest IV Rank — 64.2%2019-04-26 : Largest Expected Move — 26.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.46 $28.24 $28.82 $28.24 $28.82 ATM IV 29.4% 11.4% 118.8% 15.6% 118.8% Expected Move 8.1% 3.3% 26.1% 4.7% 4.2% HV 20d 6.8% 3.7% 10.1% 10.1% 3.7% HV 60d 9.1% 7.9% 11.1% 11.1% 7.9% IV Rank 15.1% 5.3% 64.2% 7.6% 64.2% IV Percentile 23.6% 4.4% 86.9% 12.7% 86.9% Term Structure -3.8% -74.3% 36.8% 0.9% -74.3% Skew 25d 5.9% -1.6% 47.3% 2.7% 47.3% Skew 10d 7.3% -0.2% 52.8% 2.6% 52.8% Call IV 25d 35.2% 11.9% 137.0% 12.6% 123.3% Put IV 25d 41.2% 13.7% 170.6% 15.3% 170.6% Bid-Ask Spread % 135.98 107.28 200.00 107.28 200.00 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 2019-04-01 $28.24 $0.00 15.6% 4.7% 10.1% 7.6% 0.0% 2.7% 0.9% 0 0 0 0.00 107.28 N/A N/A 0 0 0 0 2019-04-02 $28.25 $0.00 15.2% 4.7% 10.1% 7.4% 0.0% 2.4% 0.2% 0 0 0 0.00 124.92 N/A N/A 0 0 0 0 2019-04-03 $28.26 $0.00 15.1% 21.7% 9.8% 7.3% 0.0% 5.1% 0.2% 0 0 0 0.00 126.00 N/A N/A 0 0 0 0 2019-04-04 $28.30 $0.00 15.0% 4.5% 9.1% 7.2% 0.0% 4.6% 0.7% 0 0 0 0.00 110.99 N/A N/A 0 0 0 0 2019-04-05 $28.39 $0.00 13.6% 4.6% 9.0% 6.4% 0.0% 1.7% 0.4% 0 0 0 0.00 111.78 N/A N/A 0 0 0 0 2019-04-08 $28.39 $0.00 16.2% 4.4% 7.5% 7.9% 0.0% 2.6% 1.0% 0 0 0 0.00 119.38 N/A N/A 0 0 0 0 2019-04-09 $28.30 $0.00 15.2% 4.5% 7.7% 7.3% 0.0% 0.8% 0.8% 0 0 0 0.00 114.14 N/A N/A 0 0 0 0 2019-04-10 $28.34 $0.00 70.4% 20.2% 7.4% 37.6% 0.0% 11.4% -19.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-04-11 $28.31 $0.00 15.6% 4.5% 7.4% 7.6% 0.0% 0.3% 0.8% 0 0 0 0.00 112.27 N/A N/A 0 0 0 0 2019-04-12 $28.44 $0.00 15.4% 4.4% 7.4% 7.4% 0.0% 1.3% 0.8% 0 0 0 0.00 117.44 N/A N/A 0 0 0 0 2019-04-15 $28.48 $0.00 15.5% 4.5% 7.4% 7.5% 0.0% 1.0% 1.3% 0 0 0 0.00 120.65 N/A N/A 0 0 0 0 2019-04-16 $28.44 $0.00 14.2% 4.1% 7.4% 6.8% 0.0% 2.2% 4.2% 0 0 0 0.00 119.86 N/A N/A 0 0 0 0 2019-04-17 $28.40 $0.00 14.2% 4.1% 7.4% 6.8% 0.0% 0.7% 36.8% 0 0 0 0.00 120.17 N/A N/A 0 0 0 0 2019-04-18 $28.43 $0.00 79.3% 22.7% 6.8% 42.5% 0.0% 14.0% -25.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-04-22 $28.48 $0.00 14.3% 4.1% 3.7% 6.9% 0.0% 2.5% 3.8% 0 0 0 0.00 130.38 N/A N/A 0 0 0 0 2019-04-23 $28.66 $0.00 22.2% 6.4% 4.0% 11.2% 0.0% -1.6% 19.3% 0 0 0 0.00 131.20 N/A N/A 0 0 0 0 2019-04-24 $28.66 $0.00 13.9% 4.0% 3.9% 6.6% 0.0% 2.7% 0.9% 0 0 0 0.00 127.23 N/A N/A 0 0 0 0 2019-04-25 $28.62 $0.00 11.4% 3.3% 4.0% 5.3% 0.0% 3.0% 3.1% 0 0 0 0.00 125.47 N/A N/A 0 0 0 0 2019-04-26 $28.72 $0.00 91.2% 26.1% 4.1% 49.0% 0.0% 21.1% -36.5% 0 0 0 0.00 199.23 N/A N/A 0 0 0 0 2019-04-29 $28.82 $0.00 14.6% 4.2% 3.9% 7.0% 0.0% -0.7% 0.9% 0 0 0 0.00 137.15 N/A N/A 0 0 0 0 2019-04-30 $28.82 $0.00 118.8% 0.0% 3.7% 64.2% 0.0% 47.3% -74.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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