USMC Options History — October 2019 In October 2019, USMC traded between $28.39 and $29.74. ATM implied volatility averaged 51.9%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 38.0% (HV 20d: 14.0%). Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-10-30 : Highest Volume — 9 contracts2019-10-24 : Largest IV spike — 113.8% change2019-10-03 : Highest IV Rank — 63.3%2019-10-02 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.18 $28.39 $29.74 $28.93 $29.64 ATM IV 51.9% 15.1% 108.1% 101.0% 49.6% Expected Move 13.3% 4.3% 30.6% 29.0% 14.2% HV 20d 14.0% 11.4% 14.8% 11.4% 14.3% HV 60d 15.6% 14.5% 15.9% 14.5% 15.7% IV Rank 29.8% 7.9% 63.3% 59.1% 28.5% IV Percentile 47.0% 15.1% 82.5% 79.8% 47.2% Term Structure -13.9% -40.9% 1.7% -39.3% -17.8% Skew 25d 6.5% 0.9% 19.8% 19.8% 8.1% Skew 10d 7.8% -0.4% 19.8% 19.8% 12.9% Call IV 25d 39.0% 11.3% 126.6% 116.8% 32.2% Put IV 25d 45.5% 14.5% 136.7% 136.6% 40.3% Bid-Ask Spread % 192.54 134.45 200.00 195.96 196.23 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 67 0 1.3K 0 1.3K Net DEX -402 -8.0K 0 0 -8.0K Net VEX -3 -58 0 0 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.45 0 9 0 0 Total OI 0.45 0 9 0 9
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 2019-10-01 $28.93 $0.00 101.0% 29.0% 11.4% 59.1% 0.0% 19.8% -39.3% 0 0 0 0.00 195.96 N/A N/A 0 0 0 0 2019-10-02 $28.39 $0.00 106.9% 30.6% 12.6% 62.6% 0.0% 10.1% -40.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-10-03 $28.56 $0.00 108.1% 18.3% 11.8% 63.3% 0.0% 0.9% -17.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-10-04 $28.99 $0.00 52.5% 10.2% 13.2% 30.2% 0.0% 7.8% -5.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-10-07 $28.93 $0.00 59.9% 10.5% 13.2% 34.6% 0.0% 6.0% -5.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-10-08 $28.56 $0.00 65.0% 10.8% 13.8% 37.6% 0.0% 6.7% -6.5% 0 0 0 0.00 198.71 N/A N/A 0 0 0 0 2019-10-10 $28.88 $0.00 37.6% 10.8% 14.1% 21.3% 0.0% 6.5% -6.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-10-11 $29.23 $0.00 37.9% 10.9% 14.5% 21.5% 0.0% 6.1% -7.5% 0 0 0 0.00 198.76 N/A N/A 0 0 0 0 2019-10-15 $29.36 $0.00 39.4% 11.3% 14.6% 22.4% 0.0% 6.9% -8.4% 0 0 0 0.00 198.02 N/A N/A 0 0 0 0 2019-10-16 $29.28 $0.00 39.7% 11.4% 14.4% 22.6% 0.0% 5.6% -9.5% 0 0 0 0.00 198.74 N/A N/A 0 0 0 0 2019-10-17 $29.36 $0.00 40.3% 11.6% 14.5% 22.9% 0.0% 6.0% -9.5% 0 0 0 0.00 198.37 N/A N/A 0 0 0 0 2019-10-18 $29.22 $0.00 39.6% 11.4% 14.6% 22.5% 0.0% 5.0% -8.3% 0 0 0 0.00 199.57 N/A N/A 0 0 0 0 2019-10-21 $29.36 $0.00 42.2% 12.1% 14.7% 24.0% 0.0% 7.2% -11.3% 0 0 0 0.00 198.74 N/A N/A 0 0 0 0 2019-10-22 $29.20 $0.00 15.1% 4.3% 14.8% 7.9% 0.0% 3.2% 1.7% 0 0 0 0.00 134.45 N/A N/A 0 0 0 0 2019-10-24 $29.32 $0.00 32.3% 9.2% 14.8% 18.1% 0.0% 1.3% -11.4% 0 0 0 0.00 192.86 N/A N/A 0 0 0 0 2019-10-25 $29.47 $0.00 45.9% 13.2% 14.5% 26.2% 0.0% 5.9% -13.2% 0 0 0 0.00 197.65 N/A N/A 0 0 0 0 2019-10-28 $29.66 $0.00 29.4% 8.4% 14.5% 16.4% 0.0% 1.1% -29.0% 0 0 0 0.00 150.21 N/A N/A 0 0 0 0 2019-10-29 $29.60 $0.00 48.6% 13.9% 14.5% 27.9% 0.0% 7.0% -15.6% 0 0 0 0.00 196.64 N/A N/A 0 0 0 0 2019-10-30 $29.74 $0.00 47.5% 13.6% 14.4% 27.2% 0.0% 8.5% -16.1% 0 0 0 0.00 195.96 N/A N/A 9 0 0 0 2019-10-31 $29.64 $0.00 49.6% 14.2% 14.3% 28.5% 0.0% 8.1% -17.8% 1.3K -8.0K -58 0.00 196.23 N/A N/A 0 0 9 0
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