USMC Options History — January 2020 In January 2020, USMC traded between $31.39 and $32.33. ATM implied volatility averaged 47.7%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 40.2% (HV 20d: 7.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-01-24 : Highest Volume — 1 contracts2020-01-07 : Largest IV spike — 253.2% change2020-01-14 : Highest IV Rank — 52.4%2020-01-23 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.84 $31.39 $32.33 $31.57 $31.39 ATM IV 47.7% 16.8% 94.0% 46.6% 45.6% Expected Move 10.4% 3.5% 17.9% 13.4% 13.1% HV 20d 7.6% 6.5% 10.1% 8.3% 10.1% HV 60d 7.4% 6.4% 9.8% 9.8% 8.0% IV Rank 23.4% 3.9% 52.4% 22.6% 22.0% IV Percentile 53.6% 29.0% 83.7% 53.6% 54.8% Term Structure -3.2% -20.6% 37.1% -20.6% -18.8% Skew 25d 13.0% -15.8% 81.6% 5.4% 10.1% Skew 10d 16.2% -13.0% 81.6% 10.2% 8.3% Call IV 25d 20.1% 10.6% 45.3% 26.7% 28.9% Put IV 25d 33.1% 13.6% 126.9% 32.1% 39.0% Bid-Ask Spread % 193.55 177.34 197.69 182.74 197.23 Gamma HHI 0.97 0.84 1.00 1.00 0.90 Net GEX 1.8K 521 2.2K 1.7K 2.0K Net DEX -20.9K -24.1K -17.6K -21.6K -18.2K Net VEX -54 -61 -45 -61 -53 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 0.048 0 1 0 0 Total OI 11.238 11 12 11 12
Daily Data (21 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 2020-01-02 $31.57 $0.00 46.6% 13.4% 8.3% 22.6% 0.0% 5.4% -20.6% 1.7K -21.6K -61 0.00 182.74 N/A N/A 0 0 11 0 2020-01-03 $31.43 $0.00 50.6% 14.5% 8.2% 25.2% 0.0% 4.1% -19.3% 1.9K -17.8K -58 0.00 192.13 N/A N/A 0 0 11 0 2020-01-06 $31.44 $0.00 16.8% 3.5% 7.3% 3.9% 0.0% 8.4% 5.7% 2.0K -19.6K -61 0.00 193.14 N/A N/A 0 0 11 0 2020-01-07 $31.40 $0.00 59.3% 9.3% 7.2% 30.6% 0.0% 15.4% -9.9% 1.8K -17.6K -57 0.00 197.69 N/A N/A 0 0 11 0 2020-01-08 $31.66 $0.00 58.2% 8.5% 7.5% 29.9% 0.0% 16.7% 1.7% 2.1K -19.4K -54 0.00 196.36 N/A N/A 0 0 11 0 2020-01-09 $31.77 $0.00 61.0% 8.6% 7.2% 31.7% 0.0% 14.5% 0.1% 1.8K -19.9K -55 0.00 195.56 N/A N/A 0 0 11 0 2020-01-10 $31.69 $0.00 63.8% 8.7% 7.1% 33.5% 0.0% 13.8% -0.3% 2.1K -19.7K -54 0.00 195.86 N/A N/A 0 0 11 0 2020-01-13 $31.84 $0.00 82.4% 8.8% 7.1% 45.1% 0.0% 14.4% -0.5% 1.9K -20.6K -53 0.00 195.56 N/A N/A 0 0 11 0 2020-01-14 $31.82 $0.00 94.0% 9.0% 6.6% 52.4% 0.0% 13.6% 0.2% 2.1K -20.7K -52 0.00 194.96 N/A N/A 0 0 11 0 2020-01-15 $31.88 $0.00 31.5% 9.0% 6.6% 13.1% 0.0% 13.2% 0.0% 2.2K -21.2K -50 0.00 195.33 N/A N/A 0 0 11 0 2020-01-16 $32.14 $0.00 32.1% 9.2% 6.8% 13.5% 0.0% 4.4% -0.6% 2.0K -22.6K -49 0.00 194.38 N/A N/A 0 0 11 0 2020-01-17 $32.24 $0.00 33.1% 9.5% 6.8% 14.2% 0.0% 2.5% -2.7% 1.5K -22.5K -53 0.00 192.85 N/A N/A 0 0 11 0 2020-01-21 $32.27 $0.00 34.8% 10.0% 6.7% 15.2% 0.0% 2.4% -2.8% 1.8K -23.0K -48 0.00 192.33 N/A N/A 0 0 11 0 2020-01-22 $32.33 $0.00 36.0% 10.3% 6.7% 16.0% 0.0% -15.8% -1.7% 2.1K -24.1K -45 0.00 177.34 N/A N/A 0 0 11 0 2020-01-23 $32.30 $0.00 62.5% 17.9% 6.5% 32.6% 0.0% 81.6% 37.1% 521 -20.8K -53 0.00 196.95 N/A N/A 0 0 11 0 2020-01-24 $32.01 $0.00 36.1% 10.4% 7.4% 16.1% 0.0% 7.8% -5.1% 1.2K -21.6K -52 0.00 194.02 N/A N/A 1 0 11 0 2020-01-27 $31.66 $0.00 39.1% 11.2% 8.5% 17.9% 0.0% 18.0% -8.9% 1.4K -22.0K -59 0.00 196.11 N/A N/A 0 0 12 0 2020-01-28 $31.94 $0.00 39.4% 11.3% 8.9% 18.1% 0.0% 17.8% -5.4% 1.8K -22.2K -56 0.00 194.75 N/A N/A 0 0 12 0 2020-01-29 $31.89 $0.00 39.5% 11.3% 8.6% 18.2% 0.0% 7.5% -9.5% 1.4K -23.1K -59 0.00 194.47 N/A N/A 0 0 12 0 2020-01-30 $31.91 $0.00 40.4% 11.6% 8.6% 18.7% 0.0% 18.5% -6.4% 1.6K -21.7K -57 0.00 194.78 N/A N/A 0 0 12 0 2020-01-31 $31.39 $0.00 45.6% 13.1% 10.1% 22.0% 0.0% 10.1% -18.8% 2.0K -18.2K -53 0.00 197.23 N/A N/A 0 0 12 0
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