USMC Options History — May 2019 In May 2019, USMC traded between $27.28 and $28.72. ATM implied volatility averaged 73.8%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 62.0% (HV 20d: 11.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2019-05-28 : Largest IV spike — 442.4% change2019-05-10 : Highest IV Rank — 88.1%2019-05-03 : Largest Expected Move — 32.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.07 $27.28 $28.72 $28.72 $27.28 ATM IV 73.8% 14.0% 162.4% 26.8% 18.0% Expected Move 16.2% 4.0% 32.0% 7.7% 5.2% HV 20d 11.8% 4.0% 15.4% 4.0% 15.4% HV 60d 9.7% 7.9% 11.0% 7.9% 11.0% IV Rank 40.4% 6.7% 88.1% 13.7% 9.7% IV Percentile 58.4% 9.5% 97.6% 34.5% 28.6% Term Structure -13.9% -53.6% 43.4% -0.1% 43.4% Skew 25d 18.8% 0.4% 80.8% 0.4% 3.1% Skew 10d 23.0% -1.4% 40.2% 4.0% 9.6% Call IV 25d 58.7% 10.4% 123.3% 15.5% 15.1% Put IV 25d 77.5% 14.2% 148.9% 15.9% 18.2% Bid-Ask Spread % 164.88 114.65 200.00 138.01 168.67 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 (22 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 2019-05-01 $28.72 $0.00 26.8% 7.7% 4.0% 13.7% 0.0% 0.4% -0.1% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2019-05-02 $28.46 $0.00 110.2% 31.6% 5.3% 59.5% 0.0% 19.5% -47.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-05-03 $28.72 $0.00 111.6% 32.0% 6.2% 60.2% 0.0% 25.6% -53.6% 0 0 0 0.00 199.23 N/A N/A 0 0 0 0 2019-05-06 $28.62 $0.00 126.1% 17.7% 6.3% 68.2% 0.0% 19.7% -27.3% 0 0 0 0.00 185.13 N/A N/A 0 0 0 0 2019-05-07 $28.06 $0.00 136.2% 18.4% 9.5% 73.7% 0.0% 17.9% -27.4% 0 0 0 0.00 184.58 N/A N/A 0 0 0 0 2019-05-08 $28.22 $0.00 143.0% 18.6% 9.7% 77.4% 0.0% 18.6% -27.5% 0 0 0 0.00 186.01 N/A N/A 0 0 0 0 2019-05-09 $28.07 $0.00 152.2% 18.8% 9.9% 82.5% 0.0% 18.1% -28.6% 0 0 0 0.00 187.11 N/A N/A 0 0 0 0 2019-05-10 $28.15 $0.00 162.4% 19.0% 9.9% 88.1% 0.0% 18.6% -29.0% 0 0 0 0.00 187.11 N/A N/A 0 0 0 0 2019-05-13 $27.55 $0.00 25.8% 11.9% 12.3% 13.1% 0.0% 4.3% 24.9% 0 0 0 0.00 133.54 N/A N/A 0 0 0 0 2019-05-14 $27.93 $0.00 70.1% 20.1% 13.4% 37.4% 0.0% 18.5% -32.6% 0 0 0 0.00 189.31 N/A N/A 0 0 0 0 2019-05-15 $28.03 $0.00 16.5% 4.7% 13.5% 8.1% 0.0% 7.7% -1.0% 0 0 0 0.00 115.84 N/A N/A 0 0 0 0 2019-05-16 $28.27 $0.00 71.5% 20.5% 13.9% 38.2% 0.0% 20.6% -32.9% 0 0 0 0.00 186.33 N/A N/A 0 0 0 0 2019-05-17 $28.19 $0.00 14.0% 4.0% 13.9% 6.7% 0.0% 47.8% 1.5% 0 0 0 0.00 136.05 N/A N/A 0 0 0 0 2019-05-20 $28.03 $0.00 48.5% 13.9% 14.0% 25.6% 0.0% 80.8% 42.3% 0 0 0 0.00 130.40 N/A N/A 0 0 0 0 2019-05-21 $28.19 $0.00 16.0% 4.6% 14.0% 8.5% 0.0% 1.1% 0.1% 0 0 0 0.00 118.89 N/A N/A 0 0 0 0 2019-05-22 $28.23 $0.00 78.4% 22.5% 14.0% 45.8% 0.0% 22.3% -21.6% 0 0 0 0.00 186.33 N/A N/A 0 0 0 0 2019-05-23 $27.84 $0.00 80.3% 23.0% 14.8% 47.0% 0.0% 20.8% -23.5% 0 0 0 0.00 186.98 N/A N/A 0 0 0 0 2019-05-24 $28.01 $0.00 16.4% 4.7% 14.9% 8.8% 0.0% 2.7% 0.1% 0 0 0 0.00 114.65 N/A N/A 0 0 0 0 2019-05-28 $27.78 $0.00 89.2% 25.6% 15.0% 52.3% 0.0% 22.4% -29.1% 0 0 0 0.00 185.85 N/A N/A 0 0 0 0 2019-05-29 $27.59 $0.00 18.7% 5.4% 15.1% 10.1% 0.0% 1.7% -2.8% 0 0 0 0.00 117.44 N/A N/A 0 0 0 0 2019-05-30 $27.62 $0.00 92.5% 26.5% 15.1% 54.3% 0.0% 22.1% -32.5% 0 0 0 0.00 189.99 N/A N/A 0 0 0 0 2019-05-31 $27.28 $0.00 18.0% 5.2% 15.4% 9.7% 0.0% 3.1% 43.4% 0 0 0 0.00 168.67 N/A N/A 0 0 0 0
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