USMC Options History — July 2020 In July 2020, USMC traded between $30.28 and $31.78. ATM implied volatility averaged 52.0%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 36.0% (HV 20d: 16.0%). Max pain ranged from $28.00 to $28.00. 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 2020-07-06 : Highest Volume — 1 contracts2020-07-07 : Largest IV spike — 124.9% change2020-07-07 : Highest IV Rank — 100.0%2020-07-07 : Largest Expected Move — 34.1%Monthly Statistics Metric Avg Min Max Open Close Price $31.16 $30.28 $31.78 $30.28 $31.43 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 52.0% 18.2% 195.8% 91.8% 22.8% Expected Move 12.8% 5.2% 34.1% 26.3% 6.5% HV 20d 16.0% 10.3% 25.0% 25.0% 10.4% HV 60d 20.5% 18.5% 22.9% 22.9% 18.5% IV Rank 23.9% 4.1% 100.0% 55.3% 6.3% IV Percentile 42.1% 11.1% 100.0% 88.9% 12.7% Term Structure -3.5% -26.0% 18.5% -4.3% -1.8% Skew 25d 16.4% -12.5% 117.7% 4.5% 3.3% Skew 10d 16.4% -18.6% 117.7% -7.8% 4.6% Call IV 25d 25.1% 15.8% 65.6% 65.4% 18.4% Put IV 25d 41.5% 21.2% 135.9% 69.9% 21.7% Bid-Ask Spread % 170.69 140.32 199.28 196.43 151.97 Gamma HHI 0.54 0.37 0.82 0.51 0.38 Net GEX 259 132 433 136 431 Net DEX -3.9K -6.4K -2.4K -4.7K -3.0K Net VEX -12 -17 -7 -13 -13 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 0.182 0 1 0 0 Total OI 3.318 3 4 3 4
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 2020-07-01 $30.28 $28.00 91.8% 26.3% 25.0% 55.3% 0.0% 4.5% -4.3% 136 -4.7K -13 0.00 196.43 N/A N/A 0 0 3 0 2020-07-02 $30.39 $28.00 87.3% 25.0% 24.8% 52.3% 0.0% 3.6% -0.6% 135 -4.8K -13 0.00 195.15 N/A N/A 0 0 3 0 2020-07-06 $30.74 $0.00 87.1% 24.6% 24.1% 52.1% 0.0% 47.5% -6.3% 132 -5.4K -13 0.00 182.55 N/A N/A 1 0 3 0 2020-07-07 $30.70 $0.00 195.8% 34.1% 23.9% 100.0% 0.0% 117.7% -26.0% 192 -3.0K -8 0.00 197.09 N/A N/A 0 0 3 0 2020-07-08 $30.82 $0.00 111.5% 30.5% 23.9% 54.5% 0.0% 63.6% -11.3% 142 -4.9K -12 0.00 199.28 N/A N/A 0 0 3 0 2020-07-09 $30.79 $0.00 69.2% 12.6% 23.9% 31.6% 0.0% 19.4% 0.8% 206 -3.9K -9 0.00 181.19 N/A N/A 0 0 3 0 2020-07-10 $31.12 $0.00 58.2% 11.5% 14.6% 25.7% 0.0% 25.3% -2.2% 201 -3.8K -7 0.00 180.91 N/A N/A 0 0 3 0 2020-07-13 $30.97 $0.00 34.7% 6.5% 14.8% 13.1% 0.0% 10.1% 1.5% 185 -4.6K -9 0.00 140.32 N/A N/A 0 0 3 0 2020-07-14 $31.15 $0.00 44.3% 6.2% 14.9% 18.2% 0.0% 9.3% -1.4% 180 -4.4K -8 0.00 144.22 N/A N/A 0 0 3 0 2020-07-15 $31.33 $0.00 27.0% 7.7% 13.4% 8.9% 0.0% 7.3% 0.6% 210 -4.4K -8 0.00 154.92 N/A N/A 1 0 3 0 2020-07-16 $31.22 $0.00 27.1% 7.8% 13.6% 8.9% 0.0% 4.7% -5.1% 207 -4.3K -8 0.00 153.81 N/A N/A 1 0 3 0 2020-07-17 $31.30 $0.00 33.5% 9.6% 13.6% 12.4% 0.0% 5.0% -1.3% 251 -6.4K -14 0.00 160.40 N/A N/A 0 0 4 0 2020-07-20 $31.62 $0.00 44.5% 12.7% 13.9% 18.3% 0.0% 4.4% -25.6% 330 -3.1K -13 0.00 182.26 N/A N/A 0 0 3 0 2020-07-21 $31.62 $0.00 18.2% 5.2% 13.9% 4.1% 0.0% 1.5% -1.2% 275 -3.5K -14 0.00 164.96 N/A N/A 0 0 3 0 2020-07-22 $31.78 $0.00 19.8% 5.7% 13.9% 5.0% 0.0% 5.6% 1.9% 303 -3.1K -13 0.00 160.57 N/A N/A 0 0 3 0 2020-07-23 $31.39 $0.00 36.9% 10.6% 12.5% 14.2% 0.0% 5.3% -11.5% 313 -2.9K -13 0.00 177.28 N/A N/A 1 0 3 0 2020-07-24 $31.16 $0.00 21.8% 6.2% 13.0% 6.1% 0.0% 3.8% -0.4% 374 -2.8K -14 0.00 155.50 N/A N/A 0 0 4 0 2020-07-27 $31.44 $0.00 21.1% 6.0% 11.2% 5.7% 0.0% 2.7% 3.0% 407 -2.8K -13 0.00 151.60 N/A N/A 0 0 4 0 2020-07-28 $31.38 $0.00 27.3% 7.8% 11.3% 9.1% 0.0% -12.5% -14.8% 433 -2.4K -12 0.00 173.87 N/A N/A 0 0 4 0 2020-07-29 $31.55 $0.00 31.6% 9.1% 10.3% 11.4% 0.0% 18.6% 18.5% 352 -3.2K -14 0.00 176.14 N/A N/A 0 0 4 0 2020-07-30 $31.34 $0.00 32.7% 9.4% 10.4% 11.9% 0.0% 10.3% 10.4% 297 -4.4K -17 0.00 174.81 N/A N/A 0 0 4 0 2020-07-31 $31.43 $0.00 22.8% 6.5% 10.4% 6.3% 0.0% 3.3% -1.8% 431 -3.0K -13 0.00 151.97 N/A N/A 0 0 4 0
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