USMC Options History — June 2019 In June 2019, USMC traded between $27.16 and $29.32. ATM implied volatility averaged 75.8%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 62.4% (HV 20d: 13.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2019-06-17 : Largest IV spike — 949.1% change2019-06-24 : Highest IV Rank — 100.0%2019-06-24 : Largest Expected Move — 48.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.64 $27.16 $29.32 $27.16 $28.98 ATM IV 75.8% 13.1% 169.8% 63.8% 90.8% Expected Move 20.3% 3.8% 48.7% 18.3% 26.0% HV 20d 13.4% 10.2% 16.7% 14.8% 10.2% HV 60d 11.4% 10.9% 11.6% 10.9% 11.4% IV Rank 44.3% 6.8% 100.0% 37.1% 53.0% IV Percentile 56.4% 6.0% 100.0% 54.0% 74.2% Term Structure -27.6% -70.3% 35.0% -19.1% -31.6% Skew 25d 26.0% -40.3% 168.5% 0.9% 25.5% Skew 10d 28.3% -58.5% 168.5% 12.9% 25.5% Call IV 25d 53.2% 12.0% 162.7% 23.6% 97.9% Put IV 25d 79.2% 12.6% 199.9% 24.5% 123.4% Bid-Ask Spread % 166.24 109.95 200.00 142.69 197.24 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 (20 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 2019-06-03 $27.16 $0.00 63.8% 18.3% 14.8% 37.1% 0.0% 0.9% -19.1% 0 0 0 0.00 142.69 N/A N/A 0 0 0 0 2019-06-04 $27.68 $0.00 105.1% 30.1% 16.7% 61.8% 0.0% 25.2% -42.0% 0 0 0 0.00 191.03 N/A N/A 0 0 0 0 2019-06-05 $27.97 $0.00 16.8% 4.8% 15.7% 9.0% 0.0% 3.0% -0.1% 0 0 0 0.00 136.04 N/A N/A 0 0 0 0 2019-06-06 $28.22 $0.00 110.8% 7.7% 15.9% 65.3% 0.0% -0.6% -47.1% 0 0 0 0.00 167.51 N/A N/A 0 0 0 0 2019-06-07 $28.49 $0.00 62.2% 12.4% 16.2% 36.2% 0.0% -40.3% 35.0% 0 0 0 0.00 164.15 N/A N/A 0 0 0 0 2019-06-10 $28.57 $0.00 13.1% 4.5% 16.2% 6.8% 0.0% 3.2% -9.4% 0 0 0 0.00 111.32 N/A N/A 0 0 0 0 2019-06-11 $28.57 $0.00 14.4% 3.8% 13.9% 7.6% 0.0% 2.6% -0.4% 0 0 0 0.00 135.91 N/A N/A 0 0 0 0 2019-06-12 $28.54 $0.00 74.0% 21.2% 13.2% 43.2% 0.0% 76.8% -28.5% 0 0 0 0.00 191.37 N/A N/A 0 0 0 0 2019-06-13 $28.58 $0.00 43.8% 12.6% 13.1% 25.1% 0.0% -13.7% -60.2% 0 0 0 0.00 129.14 N/A N/A 0 0 0 0 2019-06-14 $28.68 $0.00 14.5% 4.1% 12.9% 7.6% 0.0% 4.0% 1.7% 0 0 0 0.00 109.95 N/A N/A 0 0 0 0 2019-06-17 $28.66 $0.00 151.8% 43.5% 12.8% 89.8% 0.0% 168.5% -65.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-06-18 $28.89 $0.00 74.9% 21.5% 12.8% 43.8% 0.0% 19.9% -32.5% 0 0 0 0.00 197.24 N/A N/A 0 0 0 0 2019-06-19 $29.01 $0.00 76.0% 21.8% 12.7% 44.4% 0.0% 21.9% -33.0% 0 0 0 0.00 197.86 N/A N/A 0 0 0 0 2019-06-20 $29.30 $0.00 157.6% 45.2% 13.1% 93.3% 0.0% 36.3% -68.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-06-21 $29.32 $0.00 160.3% 46.0% 11.7% 94.9% 0.0% 37.2% -70.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-06-24 $29.28 $0.00 169.8% 48.7% 11.7% 100.0% 0.0% 123.8% -52.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-06-25 $28.99 $0.00 14.7% 4.2% 11.9% 7.7% 0.0% -0.2% -0.2% 0 0 0 0.00 138.31 N/A N/A 0 0 0 0 2019-06-26 $28.93 $0.00 86.9% 24.9% 11.6% 50.6% 0.0% 23.5% -28.9% 0 0 0 0.00 196.67 N/A N/A 0 0 0 0 2019-06-27 $28.97 $0.00 15.4% 4.4% 11.6% 8.1% 0.0% 2.1% 0.7% 0 0 0 0.00 118.41 N/A N/A 0 0 0 0 2019-06-28 $28.98 $0.00 90.8% 26.0% 10.2% 53.0% 0.0% 25.5% -31.6% 0 0 0 0.00 197.24 N/A N/A 0 0 0 0
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