USMC Options History — December 2019 In December 2019, USMC traded between $30.25 and $31.56. ATM implied volatility averaged 33.8%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 26.6% (HV 20d: 7.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-12-02 : Highest Volume — 2 contracts2019-12-30 : Largest IV spike — 143.3% change2019-12-09 : Highest IV Rank — 28.3%2019-12-03 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $31.00 $30.25 $31.56 $30.52 $31.28 ATM IV 33.8% 13.3% 55.5% 45.3% 46.6% Expected Move 8.8% 3.8% 14.5% 13.0% 13.4% HV 20d 7.2% 4.9% 8.1% 4.9% 7.9% HV 60d 10.0% 9.8% 10.3% 10.3% 9.8% IV Rank 14.6% 1.7% 28.3% 21.8% 22.6% IV Percentile 37.8% 5.6% 56.0% 48.8% 53.6% Term Structure -6.2% -20.9% 59.9% -13.9% -15.4% Skew 25d 7.8% -3.0% 18.6% 7.9% 5.3% Skew 10d 10.5% -11.7% 19.9% 17.9% 13.9% Call IV 25d 19.5% 10.2% 33.3% 30.3% 32.0% Put IV 25d 27.3% 13.1% 41.2% 38.2% 37.3% Bid-Ask Spread % 168.24 110.02 197.28 184.82 193.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 1.0K 2.4K 1.0K 1.9K Net DEX -16.7K -20.2K -11.8K -13.2K -16.8K Net VEX -67 -72 -59 -60 -59 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 0.105 0 2 2 0 Total OI 10.895 9 11 9 11
Daily Data (19 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 2019-12-02 $30.52 $0.00 45.3% 13.0% 4.9% 21.8% 0.0% 7.9% -13.9% 1.0K -13.2K -60 0.00 184.82 N/A N/A 2 0 9 0 2019-12-03 $30.25 $0.00 50.6% 14.5% 6.0% 25.1% 0.0% 7.9% -17.8% 1.3K -11.8K -65 0.00 186.74 N/A N/A 0 0 11 0 2019-12-04 $30.45 $0.00 50.4% 14.4% 6.4% 25.0% 0.0% 7.1% -16.7% 2.0K -14.5K -72 0.00 185.77 N/A N/A 0 0 11 0 2019-12-05 $30.52 $0.00 47.6% 9.0% 6.4% 23.3% 0.0% 16.8% -18.0% 2.1K -14.9K -71 0.00 197.28 N/A N/A 0 0 11 0 2019-12-06 $30.77 $0.00 31.5% 3.9% 6.8% 13.2% 0.0% 11.4% 2.5% 1.5K -15.9K -72 0.00 113.39 N/A N/A 0 0 11 0 2019-12-09 $30.66 $0.00 55.5% 9.4% 7.0% 28.3% 0.0% 18.6% -20.4% 2.1K -15.9K -71 0.00 196.11 N/A N/A 0 0 11 0 2019-12-11 $30.63 $0.00 33.5% 9.6% 7.1% 14.4% 0.0% 18.5% -16.4% 1.6K -13.4K -65 0.00 196.36 N/A N/A 0 0 11 0 2019-12-12 $30.91 $0.00 33.2% 9.5% 7.6% 14.3% 0.0% 16.9% -20.9% 2.4K -17.7K -71 0.00 195.48 N/A N/A 0 0 11 0 2019-12-13 $30.98 $0.00 15.4% 4.4% 7.6% 3.1% 0.0% 5.2% 0.1% 1.6K -16.9K -70 0.00 110.02 N/A N/A 0 0 11 0 2019-12-16 $31.19 $0.00 34.4% 9.9% 7.8% 15.0% 0.0% 8.8% -13.3% 1.7K -16.1K -64 0.00 194.11 N/A N/A 0 0 11 0 2019-12-17 $31.17 $0.00 35.3% 10.1% 7.7% 15.5% 0.0% 8.1% -19.6% 1.4K -17.1K -67 0.00 194.11 N/A N/A 0 0 11 0 2019-12-18 $31.16 $0.00 14.5% 4.2% 7.7% 2.5% 0.0% 2.2% 0.2% 1.7K -18.3K -69 0.00 117.88 N/A N/A 0 0 11 0 2019-12-19 $31.24 $0.00 14.4% 4.1% 7.7% 2.4% 0.0% 3.3% 1.7% 1.7K -18.4K -68 0.00 139.31 N/A N/A 0 0 11 0 2019-12-20 $31.46 $0.00 26.8% 7.7% 7.6% 10.2% 0.0% -3.0% -8.9% 1.8K -19.8K -67 0.00 165.41 N/A N/A 0 0 11 0 2019-12-23 $31.47 $0.00 39.4% 11.3% 7.6% 18.1% 0.0% 4.2% 59.9% 1.8K -18.7K -64 0.00 190.79 N/A N/A 0 0 11 0 2019-12-26 $31.56 $0.00 13.3% 3.8% 7.6% 1.7% 0.0% 0.6% -0.7% 1.9K -20.2K -64 0.00 116.07 N/A N/A 0 0 11 0 2019-12-27 $31.46 $0.00 16.0% 4.6% 7.7% 3.4% 0.0% 1.5% 1.5% 2.0K -19.7K -63 0.00 126.56 N/A N/A 0 0 11 0 2019-12-30 $31.28 $0.00 38.9% 11.2% 8.1% 17.8% 0.0% 6.8% -2.5% 1.6K -17.3K -62 0.00 192.85 N/A N/A 0 0 11 0 2019-12-31 $31.28 $0.00 46.6% 13.4% 7.9% 22.6% 0.0% 5.3% -15.4% 1.9K -16.8K -59 0.00 193.51 N/A N/A 0 0 11 0
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