USMC Options History — May 2020 In May 2020, USMC traded between $28.24 and $29.81. ATM implied volatility averaged 37.1%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 12.8% (HV 20d: 24.3%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-08 : Highest Volume — 1 contracts2020-05-11 : Largest IV spike — 83.7% change2020-05-12 : Highest IV Rank — 36.0%2020-05-01 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.05 $28.24 $29.81 $28.33 $29.81 ATM IV 37.1% 19.2% 67.9% 43.0% 19.2% Expected Move 8.7% 5.5% 12.3% 12.3% 5.5% HV 20d 24.3% 19.5% 34.4% 34.4% 19.5% HV 60d 50.0% 47.3% 51.1% 50.2% 47.3% IV Rank 16.7% 5.4% 36.0% 20.4% 5.4% IV Percentile 32.5% 15.9% 69.8% 44.0% 15.9% Term Structure 8.8% -13.1% 90.0% -13.1% 5.3% Skew 25d 11.6% 0.6% 22.9% 11.3% 17.8% Skew 10d 11.9% 3.7% 29.3% 5.4% 20.4% Call IV 25d 24.0% 14.6% 35.2% 35.2% 17.7% Put IV 25d 35.6% 20.8% 48.0% 46.5% 35.5% Bid-Ask Spread % 129.08 111.29 143.61 130.78 131.10 Gamma HHI 0.92 0.56 1.00 1.00 1.00 Net GEX 133 75 349 82 99 Net DEX -1.6K -2.8K -619 -1.1K -1.7K Net VEX -11 -12 -6 -10 -11 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 0.1 0 1 0 0 Total OI 2.25 2 3 2 2
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 2020-05-01 $28.33 $0.00 43.0% 12.3% 34.4% 20.4% 0.0% 11.3% -13.1% 82 -1.1K -10 0.00 130.78 N/A N/A 0 0 2 0 2020-05-04 $28.42 $0.00 56.2% 10.4% 33.6% 28.7% 0.0% 4.8% -4.1% 77 -1.6K -11 0.00 138.47 N/A N/A 0 0 2 0 2020-05-05 $28.68 $0.00 41.2% 8.6% 25.9% 19.2% 0.0% 22.1% -12.7% 94 -1.3K -10 0.00 124.77 N/A N/A 0 0 2 0 2020-05-06 $28.57 $0.00 35.7% 8.4% 25.8% 15.8% 0.0% 10.2% 21.4% 75 -1.7K -12 0.00 111.29 N/A N/A 0 0 2 0 2020-05-07 $28.69 $0.00 56.4% 9.8% 25.6% 28.8% 0.0% 11.7% -0.1% 87 -1.4K -11 0.00 138.76 N/A N/A 0 0 2 0 2020-05-08 $29.10 $0.00 29.4% 6.4% 25.2% 11.9% 0.0% 8.9% 18.8% 110 -1.5K -11 0.00 116.02 N/A N/A 1 0 2 0 2020-05-11 $29.30 $0.00 54.1% 7.3% 25.0% 27.4% 0.0% 7.0% 1.2% 349 -2.8K -10 0.00 131.27 N/A N/A 1 0 3 0 2020-05-12 $28.83 $0.00 67.9% 8.0% 23.5% 36.0% 0.0% 13.6% 1.8% 268 -2.5K -11 0.00 134.44 N/A N/A 0 0 3 0 2020-05-13 $28.24 $0.00 30.3% 8.7% 23.9% 12.4% 0.0% 18.4% 13.4% 266 -2.1K -11 0.00 124.44 N/A N/A 0 0 3 0 2020-05-14 $28.60 $0.00 34.6% 9.9% 24.2% 15.1% 0.0% 22.9% -2.3% 286 -2.3K -10 0.00 123.61 N/A N/A 0 0 3 0 2020-05-15 $28.71 $0.00 26.0% 7.4% 23.4% 9.7% 0.0% 15.6% 90.0% 101 -1.8K -12 0.00 115.76 N/A N/A 0 0 3 0 2020-05-18 $29.56 $0.00 21.9% 6.3% 25.4% 7.1% 0.0% 10.8% 22.2% 93 -1.7K -12 0.00 130.42 N/A N/A 0 0 2 0 2020-05-19 $29.22 $0.00 28.4% 8.1% 22.8% 11.2% 0.0% 0.6% -0.6% 92 -1.5K -11 0.00 124.10 N/A N/A 0 0 2 0 2020-05-20 $29.52 $0.00 35.5% 10.2% 21.8% 15.7% 0.0% 10.4% -0.8% 105 -997 -9 0.00 143.61 N/A N/A 0 0 2 0 2020-05-21 $29.27 $0.00 30.1% 8.6% 22.1% 12.3% 0.0% 7.5% 2.1% 95 -1.4K -11 0.00 132.95 N/A N/A 0 0 2 0 2020-05-22 $29.27 $0.00 31.4% 9.0% 21.8% 13.1% 0.0% 17.8% 6.1% 91 -619 -6 0.00 119.03 N/A N/A 0 0 2 0 2020-05-26 $29.44 $0.00 31.6% 9.1% 21.5% 13.3% 0.0% 3.6% 9.9% 103 -1.2K -10 0.00 130.14 N/A N/A 0 0 2 0 2020-05-27 $29.57 $0.00 35.1% 10.1% 21.3% 15.4% 0.0% 10.9% 8.4% 89 -1.8K -12 0.00 140.55 N/A N/A 0 0 2 0 2020-05-28 $29.78 $0.00 34.1% 9.8% 20.0% 14.8% 0.0% 6.5% 9.3% 94 -1.8K -12 0.00 140.11 N/A N/A 0 0 2 0 2020-05-29 $29.81 $0.00 19.2% 5.5% 19.5% 5.4% 0.0% 17.8% 5.3% 99 -1.7K -11 0.00 131.10 N/A N/A 0 0 2 0
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