USMC Options History — June 2020 In June 2020, USMC traded between $29.36 and $30.91. ATM implied volatility averaged 57.7%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 35.8% (HV 20d: 21.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-06-16 : Highest Volume — 10 contracts2020-06-23 : Largest IV spike — 148.6% change2020-06-26 : Highest IV Rank — 55.2%2020-06-26 : Largest Expected Move — 28.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.04 $29.36 $30.91 $29.85 $29.99 ATM IV 57.7% 19.7% 98.5% 29.1% 90.7% Expected Move 17.0% 5.7% 28.2% 8.4% 26.0% HV 20d 21.9% 17.7% 25.2% 17.7% 25.2% HV 60d 35.5% 26.2% 46.8% 46.8% 26.2% IV Rank 29.6% 5.8% 55.2% 11.7% 50.3% IV Percentile 57.8% 15.9% 90.1% 17.9% 87.3% Term Structure -1.8% -42.4% 34.4% 27.2% -1.4% VWIV 101.3% 101.3% 101.3% 101.3% 101.3% Skew 25d 14.3% -8.2% 55.4% 11.8% 3.9% Skew 10d 21.6% 3.4% 67.7% 3.6% 19.2% Call IV 25d 36.8% 16.5% 71.6% 19.6% 67.7% Put IV 25d 51.1% 17.7% 78.3% 31.5% 71.6% Bid-Ask Spread % 170.22 87.49 200.00 117.38 197.82 Gamma HHI 0.99 0.90 1.00 1.00 1.00 Net GEX 273 60 2.2K 109 76 Net DEX -2.7K -10.9K -1.1K -2.3K -2.3K Net VEX -11 -19 -8 -12 -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 0.5 0 10 0 1 Total OI 3.364 2 12 2 2
Daily Data (22 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 2020-06-01 $29.85 $0.00 29.1% 8.4% 17.7% 11.7% 0.0% 11.8% 27.2% 109 -2.3K -12 0.00 117.38 N/A N/A 0 0 2 0 2020-06-02 $29.87 $0.00 30.6% 8.8% 17.7% 12.6% 0.0% 9.2% -9.8% 98 -1.1K -9 0.00 87.49 N/A N/A 0 0 2 0 2020-06-03 $30.27 $0.00 19.7% 5.7% 18.0% 5.8% 0.0% 6.7% 5.1% 117 -1.6K -11 0.00 128.69 N/A N/A 0 0 2 0 2020-06-04 $30.00 $0.00 44.6% 17.9% 18.3% 21.4% 0.0% 9.0% -20.8% 107 -2.0K -11 0.00 151.18 N/A N/A 0 0 2 0 2020-06-05 $30.61 $0.00 45.0% 17.3% 19.4% 21.7% 0.0% 32.9% -18.6% 108 -2.1K -12 0.00 194.58 N/A N/A 0 0 2 0 2020-06-08 $30.88 $0.00 47.8% 5.7% 19.1% 23.4% 0.0% -0.4% 34.4% 116 -1.1K -8 0.00 149.51 N/A N/A 0 0 2 0 2020-06-09 $30.91 $0.00 26.4% 17.3% 19.0% 10.0% 0.0% 37.8% -23.0% 137 -1.7K -11 0.00 170.75 N/A N/A 0 0 2 0 2020-06-10 $30.91 $0.00 60.8% 17.4% 17.7% 31.6% 0.0% 55.4% -17.8% 104 -2.3K -12 0.00 193.09 N/A N/A 0 0 2 0 2020-06-11 $29.36 $0.00 69.6% 20.0% 25.1% 37.1% 0.0% 31.8% -15.6% 79 -2.0K -11 0.00 186.88 N/A N/A 0 0 2 0 2020-06-12 $29.38 $0.00 37.5% 10.7% 24.8% 16.9% 0.0% 2.0% 32.2% 64 -2.4K -12 0.00 172.68 N/A N/A 0 0 2 0 2020-06-15 $29.45 $0.00 58.0% 16.6% 24.8% 29.8% 0.0% -8.2% -42.4% 95 -1.6K -10 0.00 182.29 N/A N/A 0 0 2 0 2020-06-16 $30.05 $0.00 62.1% 17.8% 23.6% 32.4% 0.0% 37.6% -13.6% 71 -2.5K -12 0.00 175.88 N/A N/A 10 0 2 0 2020-06-17 $30.03 $0.00 57.9% 16.6% 23.2% 29.7% 0.0% 9.8% -8.9% 2.0K -10.9K -19 0.00 167.79 N/A N/A 0 0 12 0 2020-06-18 $30.09 $0.00 38.2% 10.9% 22.9% 17.4% 0.0% 5.9% 24.3% 2.2K -10.2K -16 0.00 159.03 N/A N/A 0 0 12 0 2020-06-19 $30.15 $0.00 56.0% 16.1% 22.7% 28.6% 0.0% 3.4% 24.7% 112 -1.6K -10 0.00 167.43 N/A N/A 0 0 12 0 2020-06-22 $30.20 $0.00 39.4% 11.3% 22.7% 18.1% 0.0% 9.9% 0.4% 114 -1.6K -10 0.00 168.99 N/A N/A 0 0 2 0 2020-06-23 $30.39 $0.00 98.0% 28.1% 22.7% 54.9% 0.0% 15.2% -2.1% 60 -2.8K -12 0.00 184.45 N/A N/A 0 0 2 0 2020-06-24 $29.80 $0.00 97.9% 28.1% 23.8% 54.9% 0.0% 7.5% -5.1% 73 -2.3K -11 0.00 200.00 N/A N/A 0 0 2 0 2020-06-25 $29.89 $0.00 69.4% 19.9% 23.7% 37.0% 0.0% 5.3% -4.4% 86 -2.1K -10 0.00 191.84 N/A N/A 0 0 2 0 2020-06-26 $29.40 $0.00 98.5% 28.2% 24.5% 55.2% 0.0% 4.0% -3.8% 70 -2.2K -11 0.00 199.46 N/A N/A 0 0 2 0 2020-06-29 $29.51 $0.00 91.6% 26.2% 24.5% 50.9% 0.0% 24.9% -0.7% 95 -1.6K -9 0.00 197.74 N/A N/A 0 0 2 0 2020-06-30 $29.99 $0.00 90.7% 26.0% 25.2% 50.3% 101.3% 3.9% -1.4% 76 -2.3K -11 0.00 197.82 N/A N/A 1 0 2 0
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