USMC Options History — September 2019 In September 2019, USMC traded between $28.78 and $29.67. ATM implied volatility averaged 57.5%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 43.2% (HV 20d: 14.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2019-09-05 : Largest IV spike — 550.4% change2019-09-10 : Highest IV Rank — 77.7%2019-09-27 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $29.36 $28.78 $29.67 $28.78 $29.40 ATM IV 57.5% 14.3% 132.3% 17.4% 14.3% Expected Move 14.2% 4.1% 25.9% 5.0% 4.1% HV 20d 14.2% 9.1% 19.3% 18.9% 9.8% HV 60d 14.1% 13.7% 14.2% 13.7% 14.1% IV Rank 33.1% 7.4% 77.7% 9.3% 7.4% IV Percentile 49.4% 10.3% 90.9% 30.6% 10.3% Term Structure -13.7% -33.5% 25.6% 0.6% 4.4% Skew 25d 11.9% -30.1% 95.4% -0.4% 3.5% Skew 10d 14.2% -42.2% 96.4% 1.1% 0.1% Call IV 25d 44.5% 12.0% 102.6% 17.0% 12.0% Put IV 25d 56.4% 14.6% 124.6% 16.6% 15.6% Bid-Ask Spread % 165.07 118.97 195.96 129.57 136.69 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 2019-09-03 $28.78 $0.00 17.4% 5.0% 18.9% 9.3% 0.0% -0.4% 0.6% 0 0 0 0.00 129.57 N/A N/A 0 0 0 0 2019-09-04 $29.09 $0.00 16.4% 4.7% 18.9% 8.7% 0.0% 1.8% 1.4% 0 0 0 0.00 128.62 N/A N/A 0 0 0 0 2019-09-05 $29.45 $0.00 106.4% 18.0% 19.3% 62.3% 0.0% -26.8% -22.0% 0 0 0 0.00 194.71 N/A N/A 0 0 0 0 2019-09-06 $29.46 $0.00 114.6% 18.2% 18.4% 67.2% 0.0% -30.1% -22.5% 0 0 0 0.00 185.40 N/A N/A 0 0 0 0 2019-09-09 $29.35 $0.00 40.6% 12.9% 18.5% 23.1% 0.0% -1.4% 25.6% 0 0 0 0.00 132.88 N/A N/A 0 0 0 0 2019-09-10 $29.21 $0.00 132.3% 19.3% 17.7% 77.7% 0.0% 22.1% -25.6% 0 0 0 0.00 195.63 N/A N/A 0 0 0 0 2019-09-11 $29.45 $0.00 29.4% 8.4% 17.3% 16.4% 0.0% 4.3% -24.0% 0 0 0 0.00 136.57 N/A N/A 0 0 0 0 2019-09-12 $29.67 $0.00 68.7% 19.7% 14.3% 39.8% 0.0% 26.6% -27.8% 0 0 0 0.00 192.41 N/A N/A 0 0 0 0 2019-09-13 $29.59 $0.00 68.4% 19.6% 14.4% 39.6% 0.0% 67.0% -28.8% 0 0 0 0.00 194.27 N/A N/A 0 0 0 0 2019-09-16 $29.38 $0.00 15.9% 4.6% 14.3% 8.4% 0.0% 2.9% 1.9% 0 0 0 0.00 119.03 N/A N/A 0 0 0 0 2019-09-17 $29.44 $0.00 14.3% 4.1% 13.7% 7.4% 0.0% -28.3% 7.3% 0 0 0 0.00 145.16 N/A N/A 0 0 0 0 2019-09-18 $29.46 $0.00 75.3% 21.6% 13.5% 43.7% 0.0% 21.9% -31.2% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0 2019-09-19 $29.50 $0.00 35.0% 10.0% 13.5% 19.8% 0.0% 6.4% 5.4% 0 0 0 0.00 152.03 N/A N/A 0 0 0 0 2019-09-20 $29.42 $0.00 78.0% 22.3% 13.5% 45.3% 0.0% 22.5% -33.5% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0 2019-09-23 $29.47 $0.00 44.2% 12.7% 9.1% 25.2% 0.0% 1.3% -21.4% 0 0 0 0.00 160.70 N/A N/A 0 0 0 0 2019-09-24 $29.18 $0.00 84.6% 24.3% 9.9% 49.3% 0.0% 95.4% -26.8% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0 2019-09-25 $29.35 $0.00 14.9% 4.3% 10.0% 7.8% 0.0% 3.1% 3.3% 0 0 0 0.00 118.97 N/A N/A 0 0 0 0 2019-09-26 $29.34 $0.00 88.1% 25.3% 9.9% 51.4% 0.0% 24.1% -28.8% 0 0 0 0.00 195.96 N/A N/A 0 0 0 0 2019-09-27 $29.18 $0.00 90.5% 25.9% 9.5% 52.8% 0.0% 22.1% -30.8% 0 0 0 0.00 195.96 N/A N/A 0 0 0 0 2019-09-30 $29.40 $0.00 14.3% 4.1% 9.8% 7.4% 0.0% 3.5% 4.4% 0 0 0 0.00 136.69 N/A N/A 0 0 0 0
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