USMC Options History — July 2019 In July 2019, USMC traded between $29.14 and $29.72. ATM implied volatility averaged 50.3%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 43.1% (HV 20d: 7.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2019-07-31 : Largest IV spike — 817.2% change2019-07-09 : Highest IV Rank — 80.9%2019-07-09 : Largest Expected Move — 39.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.47 $29.14 $29.72 $29.14 $29.38 ATM IV 50.3% 10.5% 137.7% 13.7% 103.2% Expected Move 13.0% 3.0% 39.5% 3.9% 29.6% HV 20d 7.2% 5.9% 9.9% 9.9% 7.0% HV 60d 11.6% 11.4% 11.8% 11.4% 11.6% IV Rank 28.9% 5.2% 80.9% 7.1% 60.4% IV Percentile 38.8% 2.8% 92.1% 8.3% 81.0% Term Structure -7.8% -67.6% 47.1% 2.7% -43.8% Skew 25d 16.6% -26.0% 80.9% 4.0% 16.3% Skew 10d 17.1% -79.3% 82.9% 5.4% 16.3% Call IV 25d 40.1% 8.4% 144.2% 11.1% 115.3% Put IV 25d 56.7% 8.9% 160.8% 15.0% 131.7% Bid-Ask Spread % 166.14 126.82 200.00 138.08 199.23 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 (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 2019-07-01 $29.14 $0.00 13.7% 3.9% 9.9% 7.1% 0.0% 4.0% 2.7% 0 0 0 0.00 138.08 N/A N/A 0 0 0 0 2019-07-02 $29.26 $0.00 11.7% 3.4% 8.0% 5.9% 0.0% 2.9% 3.7% 0 0 0 0.00 152.59 N/A N/A 0 0 0 0 2019-07-03 $29.49 $0.00 12.5% 3.6% 7.7% 6.4% 0.0% 2.8% 3.1% 0 0 0 0.00 127.69 N/A N/A 0 0 0 0 2019-07-05 $29.45 $0.00 110.1% 18.2% 7.5% 64.5% 0.0% 68.7% -16.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-07-08 $29.34 $0.00 124.5% 19.0% 7.2% 73.1% 0.0% 10.5% -17.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-07-09 $29.30 $0.00 137.7% 39.5% 7.3% 80.9% 0.0% 16.6% -37.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-07-10 $29.51 $0.00 66.6% 19.1% 7.5% 38.6% 0.0% 73.7% -19.9% 0 0 0 0.00 196.67 N/A N/A 0 0 0 0 2019-07-11 $29.49 $0.00 68.7% 19.7% 7.5% 39.8% 0.0% 12.7% -18.9% 0 0 0 0.00 199.23 N/A N/A 0 0 0 0 2019-07-12 $29.59 $0.00 44.5% 12.8% 7.5% 25.4% 0.0% 80.9% -67.6% 0 0 0 0.00 163.65 N/A N/A 0 0 0 0 2019-07-15 $29.59 $0.00 42.2% 12.1% 7.5% 24.1% 0.0% -8.2% -1.7% 0 0 0 0.00 164.24 N/A N/A 0 0 0 0 2019-07-16 $29.53 $0.00 80.2% 23.0% 7.6% 46.7% 0.0% 1.4% -45.4% 0 0 0 0.00 164.58 N/A N/A 0 0 0 0 2019-07-17 $29.40 $0.00 75.3% 21.6% 7.5% 43.8% 0.0% 12.5% -23.3% 0 0 0 0.00 198.52 N/A N/A 0 0 0 0 2019-07-18 $29.49 $0.00 76.5% 21.9% 7.4% 44.5% 0.0% 13.9% -23.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-07-19 $29.39 $0.00 14.3% 4.1% 6.7% 7.4% 0.0% -1.0% -1.4% 0 0 0 0.00 171.37 N/A N/A 0 0 0 0 2019-07-22 $29.36 $0.00 50.5% 14.5% 6.7% 29.0% 0.0% 78.7% 40.6% 0 0 0 0.00 148.31 N/A N/A 0 0 0 0 2019-07-23 $29.53 $0.00 13.2% 3.8% 7.0% 6.8% 0.0% -26.0% 47.1% 0 0 0 0.00 156.88 N/A N/A 0 0 0 0 2019-07-24 $29.60 $0.00 10.5% 3.0% 5.9% 5.2% 0.0% 4.1% 3.8% 0 0 0 0.00 128.00 N/A N/A 0 0 0 0 2019-07-25 $29.49 $0.00 14.3% 4.1% 6.0% 7.5% 0.0% -1.4% -1.0% 0 0 0 0.00 131.38 N/A N/A 0 0 0 0 2019-07-26 $29.72 $0.00 12.4% 3.6% 6.5% 6.3% 0.0% -0.6% 1.6% 0 0 0 0.00 131.35 N/A N/A 0 0 0 0 2019-07-29 $29.72 $0.00 12.1% 3.5% 6.5% 6.1% 0.0% 0.8% 2.9% 0 0 0 0.00 126.82 N/A N/A 0 0 0 0 2019-07-30 $29.57 $0.00 11.3% 3.2% 6.6% 5.6% 0.0% 0.9% 41.0% 0 0 0 0.00 156.45 N/A N/A 0 0 0 0 2019-07-31 $29.38 $0.00 103.2% 29.6% 7.0% 60.4% 0.0% 16.3% -43.8% 0 0 0 0.00 199.23 N/A N/A 0 0 0 0
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