USMC Options History — February 2020 In February 2020, USMC traded between $28.10 and $32.80. ATM implied volatility averaged 39.8%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 26.0% (HV 20d: 13.9%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-02-05 : Highest Volume — 1 contracts2020-02-06 : Largest IV spike — 93.0% change2020-02-28 : Highest IV Rank — 35.7%2020-02-28 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.83 $28.10 $32.80 $31.67 $28.10 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 39.8% 16.2% 67.4% 44.3% 67.4% Expected Move 10.5% 4.6% 19.3% 12.7% 19.3% HV 20d 13.9% 10.5% 25.7% 10.5% 25.7% HV 60d 10.0% 8.1% 16.9% 8.1% 16.9% IV Rank 18.4% 3.5% 35.7% 21.2% 35.7% IV Percentile 47.3% 26.6% 69.4% 54.0% 69.4% Term Structure -6.5% -22.2% 52.8% -9.5% -22.2% Skew 25d 7.3% -7.7% 28.2% 17.3% 28.2% Skew 10d 7.8% -3.4% 22.9% 22.9% 15.9% Call IV 25d 25.3% 11.8% 41.1% 17.8% 41.1% Put IV 25d 32.6% 16.1% 69.2% 35.1% 69.2% Bid-Ask Spread % 165.64 97.98 200.00 195.64 200.00 Gamma HHI 0.81 0.69 0.91 0.87 0.83 Net GEX 1.7K 756 2.6K 1.5K 756 Net DEX -24.7K -31.8K -10.6K -20.4K -10.6K Net VEX -51 -62 -39 -55 -39 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 0.053 0 1 0 0 Total OI 12.842 12 13 12 13
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 2020-02-03 $31.67 $0.00 44.3% 12.7% 10.5% 21.2% 0.0% 17.3% -9.5% 1.5K -20.4K -55 0.00 195.64 N/A N/A 0 0 12 0 2020-02-04 $32.16 $0.00 30.3% 8.7% 11.7% 12.4% 0.0% -7.7% -8.3% 2.2K -24.3K -51 0.00 179.82 N/A N/A 0 0 12 0 2020-02-05 $32.44 $0.00 16.2% 4.6% 12.0% 3.5% 0.0% 4.3% 19.9% 1.7K -28.1K -48 0.00 133.50 N/A N/A 1 0 12 0 2020-02-06 $32.57 $31.00 31.2% 4.6% 11.8% 13.0% 0.0% 1.9% 0.9% 1.8K -31.8K -52 0.00 97.98 N/A N/A 0 0 13 0 2020-02-07 $32.45 $31.00 50.0% 9.6% 11.9% 24.8% 0.0% 5.0% -13.4% 1.6K -26.4K -62 0.00 166.24 N/A N/A 0 0 13 0 2020-02-10 $32.57 $31.00 50.0% 9.2% 11.8% 24.8% 0.0% 4.7% -14.2% 2.5K -28.3K -52 0.00 167.52 N/A N/A 0 0 13 0 2020-02-11 $32.60 $31.00 33.2% 6.8% 11.8% 14.2% 0.0% 0.8% -6.1% 2.0K -31.7K -51 0.00 159.36 N/A N/A 0 0 13 0 2020-02-12 $32.74 $31.00 32.1% 9.2% 11.8% 13.5% 0.0% 5.4% -13.3% 2.1K -29.1K -54 0.00 167.46 N/A N/A 0 0 13 0 2020-02-13 $32.69 $31.00 31.5% 9.0% 11.8% 13.2% 0.0% 3.9% -13.1% 2.4K -29.9K -51 0.00 166.09 N/A N/A 0 0 13 0 2020-02-14 $32.72 $31.00 32.2% 9.2% 11.6% 13.6% 0.0% 15.2% -14.5% 2.6K -30.4K -47 0.00 162.00 N/A N/A 0 0 13 0 2020-02-18 $32.64 $31.00 34.6% 9.9% 11.6% 15.1% 0.0% 7.2% -13.8% 1.8K -28.1K -54 0.00 167.60 N/A N/A 0 0 13 0 2020-02-19 $32.80 $31.00 34.3% 9.8% 11.7% 14.9% 0.0% 5.6% -8.4% 1.6K -30.1K -51 0.00 160.16 N/A N/A 0 0 13 0 2020-02-20 $32.62 $31.00 35.2% 10.1% 11.9% 15.5% 0.0% 13.6% -11.3% 1.4K -27.6K -54 0.00 167.06 N/A N/A 0 0 13 0 2020-02-21 $32.34 $31.00 39.1% 11.2% 12.3% 17.9% 0.0% 7.8% -14.1% 1.2K -26.3K -55 0.00 164.92 N/A N/A 0 0 13 0 2020-02-24 $31.42 $31.00 52.9% 15.2% 15.8% 26.6% 0.0% 8.0% 52.8% 1.2K -21.4K -52 0.00 175.66 N/A N/A 0 0 13 0 2020-02-25 $30.51 $31.00 40.2% 11.5% 18.5% 18.6% 0.0% -0.1% -4.4% 1.6K -14.9K -48 0.00 170.05 N/A N/A 0 0 13 0 2020-02-26 $30.44 $31.00 46.7% 13.4% 18.0% 22.7% 0.0% 4.3% -13.5% 1.6K -15.9K -44 0.00 170.56 N/A N/A 0 0 13 0 2020-02-27 $29.34 $31.00 55.7% 16.0% 21.8% 28.3% 0.0% 12.6% -17.0% 1.0K -13.5K -45 0.00 175.47 N/A N/A 0 0 13 0 2020-02-28 $28.10 $31.00 67.4% 19.3% 25.7% 35.7% 0.0% 28.2% -22.2% 756 -10.6K -39 0.00 200.00 N/A N/A 0 0 13 0
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