USMC Options History — April 2020 In April 2020, USMC traded between $24.81 and $29.24. ATM implied volatility averaged 42.9%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 12.0% (HV 20d: 54.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2020-04-07 : Largest IV spike — 44.4% change2020-04-01 : Highest IV Rank — 34.1%2020-04-01 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.73 $24.81 $29.24 $24.81 $28.90 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 42.9% 32.0% 64.8% 64.8% 45.9% Expected Move 11.9% 9.2% 18.6% 18.6% 13.2% HV 20d 54.9% 33.8% 73.5% 70.6% 33.8% HV 60d 49.0% 46.0% 50.2% 46.0% 50.2% IV Rank 20.3% 13.5% 34.1% 34.1% 22.2% IV Percentile 41.9% 23.4% 64.3% 64.3% 48.0% Term Structure -6.0% -24.5% 0.3% -13.8% -8.5% Skew 25d 12.1% 1.8% 26.4% 20.8% 10.9% Skew 10d 14.3% 4.5% 27.3% 27.0% 9.2% Call IV 25d 29.3% 22.0% 39.3% 39.3% 36.0% Put IV 25d 41.4% 30.4% 60.2% 60.2% 46.9% Bid-Ask Spread % 131.11 119.27 144.70 135.14 144.70 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 70 41 87 41 84 Net DEX 241 -1.5K 1.9K 1.4K -935 Net VEX -10 -15 -6 -9 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.143 2 4 4 2
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 2020-04-01 $24.81 $30.00 64.8% 18.6% 70.6% 34.1% 0.0% 20.8% -13.8% 41 1.4K -9 0.00 135.14 N/A N/A 0 0 3 1 2020-04-02 $25.45 $0.00 52.1% 15.1% 71.2% 26.1% 0.0% 26.4% -3.6% 49 1.1K -11 0.00 119.27 N/A N/A 0 0 3 1 2020-04-03 $25.09 $0.00 53.7% 13.4% 71.2% 27.1% 0.0% 11.2% -1.5% 46 1.2K -11 0.00 122.60 N/A N/A 0 0 3 1 2020-04-06 $26.75 $0.00 43.5% 10.5% 73.5% 20.7% 0.0% 10.9% -0.4% 56 1.8K -7 0.00 127.35 N/A N/A 0 0 3 1 2020-04-07 $27.09 $0.00 62.9% 14.3% 72.8% 32.9% 0.0% 1.8% -1.2% 64 656 -13 0.00 128.01 N/A N/A 0 0 3 1 2020-04-08 $27.40 $0.00 41.0% 11.8% 71.5% 19.1% 0.0% 22.4% -3.9% 68 978 -12 0.00 128.39 N/A N/A 0 0 3 1 2020-04-09 $27.91 $0.00 42.3% 12.1% 65.3% 19.9% 0.0% 3.4% -24.5% 73 1.3K -9 0.00 126.98 N/A N/A 0 0 3 1 2020-04-13 $27.66 $0.00 38.0% 10.9% 63.9% 17.2% 0.0% 15.4% -6.3% 72 1.1K -10 0.00 129.70 N/A N/A 0 0 3 1 2020-04-14 $28.52 $0.00 40.0% 11.5% 60.1% 18.5% 0.0% 11.9% -5.6% 73 -554 -15 0.00 143.05 N/A N/A 0 0 3 1 2020-04-15 $28.04 $0.00 36.8% 10.5% 60.3% 16.5% 0.0% 16.2% -0.9% 74 994 -13 0.00 130.20 N/A N/A 0 0 3 1 2020-04-16 $28.23 $0.00 40.8% 11.7% 54.0% 19.0% 0.0% 21.9% 0.3% 76 1.4K -10 0.00 122.86 N/A N/A 0 0 3 1 2020-04-17 $28.73 $0.00 32.3% 9.3% 52.8% 13.7% 0.0% 13.3% -1.5% 80 1.9K -9 0.00 129.84 N/A N/A 0 0 3 1 2020-04-20 $28.51 $0.00 33.6% 9.6% 48.6% 14.5% 0.0% 9.3% -4.3% 82 -1.4K -12 0.00 122.82 N/A N/A 0 0 2 0 2020-04-21 $27.62 $0.00 38.2% 10.9% 47.8% 17.4% 0.0% 4.2% -4.9% 62 -517 -6 0.00 131.39 N/A N/A 0 0 2 0 2020-04-22 $28.24 $0.00 47.5% 13.6% 40.6% 23.2% 0.0% 14.1% -7.4% 62 -568 -6 0.00 144.32 N/A N/A 0 0 2 0 2020-04-23 $28.19 $0.00 47.8% 13.7% 39.4% 23.4% 0.0% 2.1% -8.3% 72 -1.0K -10 0.00 137.10 N/A N/A 0 0 2 0 2020-04-24 $28.51 $0.00 32.0% 9.2% 39.1% 13.5% 0.0% 8.4% -17.6% 85 -853 -8 0.00 123.11 N/A N/A 0 0 2 0 2020-04-27 $28.85 $0.00 39.0% 11.2% 39.0% 17.9% 0.0% 11.2% -4.8% 87 -1.5K -12 0.00 137.09 N/A N/A 0 0 2 0 2020-04-28 $28.61 $0.00 34.0% 9.8% 38.7% 14.8% 0.0% 10.8% -4.9% 83 -944 -9 0.00 131.67 N/A N/A 0 0 2 0 2020-04-29 $29.24 $0.00 33.8% 9.7% 38.6% 14.6% 0.0% 7.4% -2.7% 85 -481 -6 0.00 137.67 N/A N/A 0 0 2 0 2020-04-30 $28.90 $0.00 45.9% 13.2% 33.8% 22.2% 0.0% 10.9% -8.5% 84 -935 -9 0.00 144.70 N/A N/A 0 0 2 0
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