USMC Options History — August 2019 In August 2019, USMC traded between $28.12 and $29.12. ATM implied volatility averaged 87.3%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 70.3% (HV 20d: 17.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2019-08-20 : Largest IV spike — 337.3% change2019-08-09 : Highest IV Rank — 92.7%2019-08-01 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.65 $28.12 $29.12 $29.12 $28.91 ATM IV 87.3% 13.7% 157.4% 107.2% 90.9% Expected Move 19.6% 3.9% 30.7% 30.7% 26.1% HV 20d 17.0% 7.1% 21.7% 7.1% 21.6% HV 60d 13.1% 11.0% 14.5% 11.0% 13.8% IV Rank 50.9% 7.1% 92.7% 62.7% 53.1% IV Percentile 69.6% 11.1% 97.6% 82.1% 77.4% Term Structure -22.7% -73.8% 36.5% -48.0% -31.8% Skew 25d 18.1% 1.8% 58.6% 11.9% 23.4% Skew 10d 26.0% -0.2% 64.7% 11.9% 40.2% Call IV 25d 72.1% 11.6% 122.1% 122.1% 105.2% Put IV 25d 90.1% 14.3% 134.0% 134.0% 128.6% Bid-Ask Spread % 179.09 121.80 200.00 200.00 186.33 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 2019-08-01 $29.12 $0.00 107.2% 30.7% 7.1% 62.7% 0.0% 11.9% -48.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-02 $28.94 $0.00 63.8% 18.3% 7.3% 36.9% 0.0% 17.9% 0.6% 0 0 0 0.00 149.90 N/A N/A 0 0 0 0 2019-08-05 $28.12 $0.00 129.7% 18.2% 12.3% 76.1% 0.0% 13.4% -26.6% 0 0 0 0.00 189.55 N/A N/A 0 0 0 0 2019-08-06 $28.41 $0.00 135.1% 18.3% 13.1% 79.4% 0.0% 14.2% -26.2% 0 0 0 0.00 190.81 N/A N/A 0 0 0 0 2019-08-07 $28.41 $0.00 142.4% 18.5% 12.7% 83.7% 0.0% 14.3% -26.8% 0 0 0 0.00 190.66 N/A N/A 0 0 0 0 2019-08-08 $28.90 $0.00 147.3% 11.0% 14.4% 86.6% 0.0% 58.6% 22.1% 0 0 0 0.00 172.47 N/A N/A 0 0 0 0 2019-08-09 $28.89 $0.00 157.4% 18.4% 14.3% 92.7% 0.0% 17.6% -23.3% 0 0 0 0.00 176.22 N/A N/A 0 0 0 0 2019-08-12 $28.47 $0.00 68.4% 19.6% 15.0% 39.6% 0.0% 15.4% -29.7% 0 0 0 0.00 190.87 N/A N/A 0 0 0 0 2019-08-13 $28.88 $0.00 67.7% 19.4% 16.1% 39.2% 0.0% 17.7% -31.6% 0 0 0 0.00 185.90 N/A N/A 0 0 0 0 2019-08-14 $28.16 $0.00 70.7% 20.3% 18.2% 41.0% 0.0% 14.5% -32.4% 0 0 0 0.00 190.87 N/A N/A 0 0 0 0 2019-08-15 $28.23 $0.00 44.2% 12.7% 18.2% 25.3% 0.0% 8.1% -45.3% 0 0 0 0.00 172.56 N/A N/A 0 0 0 0 2019-08-16 $28.59 $0.00 13.7% 3.9% 19.0% 7.1% 0.0% 4.2% 4.9% 0 0 0 0.00 155.37 N/A N/A 0 0 0 0 2019-08-19 $28.95 $0.00 17.1% 4.9% 19.6% 9.1% 0.0% 1.8% 36.5% 0 0 0 0.00 121.80 N/A N/A 0 0 0 0 2019-08-20 $28.81 $0.00 75.0% 21.5% 19.5% 43.6% 0.0% 18.8% -21.1% 0 0 0 0.00 187.67 N/A N/A 0 0 0 0 2019-08-21 $28.89 $0.00 76.1% 21.8% 19.5% 44.2% 0.0% 19.8% -21.7% 0 0 0 0.00 184.62 N/A N/A 0 0 0 0 2019-08-22 $28.93 $0.00 77.4% 22.2% 19.5% 45.0% 0.0% 20.0% -22.4% 0 0 0 0.00 187.94 N/A N/A 0 0 0 0 2019-08-23 $28.19 $0.00 81.2% 23.3% 21.1% 47.3% 0.0% 16.6% -23.4% 0 0 0 0.00 189.17 N/A N/A 0 0 0 0 2019-08-26 $28.40 $0.00 85.5% 24.5% 21.4% 49.8% 0.0% 34.8% -22.2% 0 0 0 0.00 191.29 N/A N/A 0 0 0 0 2019-08-27 $28.48 $0.00 87.1% 25.0% 21.4% 50.8% 0.0% 19.4% -26.7% 0 0 0 0.00 189.55 N/A N/A 0 0 0 0 2019-08-28 $28.61 $0.00 94.5% 27.1% 21.5% 55.2% 0.0% 10.6% -73.8% 0 0 0 0.00 160.16 N/A N/A 0 0 0 0 2019-08-29 $28.93 $0.00 88.8% 25.5% 21.7% 51.8% 0.0% 24.2% -30.2% 0 0 0 0.00 176.20 N/A N/A 0 0 0 0 2019-08-30 $28.91 $0.00 90.9% 26.1% 21.6% 53.1% 0.0% 23.4% -31.8% 0 0 0 0.00 186.33 N/A N/A 0 0 0 0
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