USMC Options History — October 2020 In October 2020, USMC traded between $31.23 and $34.05. ATM implied volatility averaged 43.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 25.4% (HV 20d: 18.5%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2020-10-16 : Highest Volume — 1 contracts2020-10-06 : Largest IV spike — 162.5% change2020-10-13 : Highest IV Rank — 43.9%2020-10-02 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.95 $31.23 $34.05 $32.81 $31.23 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 43.9% 16.8% 92.5% 52.3% 54.6% Expected Move 10.4% 4.8% 16.8% 15.0% 15.7% HV 20d 18.5% 15.4% 23.6% 23.6% 21.3% HV 60d 17.8% 16.7% 19.8% 16.7% 19.8% IV Rank 17.5% 2.8% 43.9% 22.1% 23.3% IV Percentile 50.6% 4.8% 94.8% 71.0% 74.6% Term Structure -4.1% -31.0% 23.7% -14.7% -11.0% VWIV 26.6% 26.6% 26.6% 26.6% 26.6% Skew 25d 8.3% -3.8% 17.8% 7.1% 14.6% Skew 10d 6.9% -8.9% 19.0% 10.5% 3.9% Call IV 25d 25.3% 14.5% 39.8% 36.6% 38.1% Put IV 25d 33.6% 18.1% 56.7% 43.7% 52.8% Bid-Ask Spread % 171.01 143.41 183.83 176.81 175.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -60 -211 0 0 -93 Net DEX 775 0 2.0K 0 2.0K Net VEX -2 -4 0 0 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 0.455 0 1 0 1
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 2020-10-01 $32.81 $0.00 52.3% 15.0% 23.6% 22.1% 0.0% 7.1% -14.7% 0 0 0 0.00 176.81 N/A N/A 0 0 0 0 2020-10-02 $32.52 $0.00 58.5% 16.8% 19.8% 25.5% 0.0% 17.0% -31.0% 0 0 0 0.00 183.83 N/A N/A 0 0 0 0 2020-10-05 $32.91 $0.00 22.4% 5.1% 20.4% 5.8% 0.0% 1.2% 1.7% 0 0 0 0.00 175.44 N/A N/A 0 0 0 0 2020-10-06 $32.52 $0.00 58.8% 11.1% 19.2% 25.6% 0.0% 14.1% -2.7% 0 0 0 0.00 176.77 N/A N/A 0 0 0 0 2020-10-07 $33.08 $0.00 48.3% 9.4% 19.2% 19.9% 0.0% 17.8% -4.7% 0 0 0 0.00 181.69 N/A N/A 0 0 0 0 2020-10-08 $33.23 $0.00 30.6% 11.9% 18.1% 10.3% 0.0% 14.9% -22.2% 0 0 0 0.00 164.77 N/A N/A 0 0 0 0 2020-10-09 $33.51 $0.00 36.4% 5.3% 18.3% 13.5% 0.0% -3.8% 23.7% 0 0 0 0.00 159.93 N/A N/A 0 0 0 0 2020-10-12 $34.05 $0.00 80.8% 7.1% 18.4% 37.5% 0.0% 3.5% 4.9% 0 0 0 0.00 169.57 N/A N/A 0 0 0 0 2020-10-13 $33.98 $0.00 92.5% 8.2% 18.4% 43.9% 0.0% 4.2% 10.8% 0 0 0 0.00 180.86 N/A N/A 0 0 0 0 2020-10-14 $33.64 $0.00 16.8% 4.8% 18.8% 2.8% 0.0% 1.1% 5.0% 0 0 0 0.00 176.94 N/A N/A 0 0 0 0 2020-10-15 $33.44 $0.00 38.9% 11.2% 18.0% 14.8% 0.0% 4.5% -10.9% 0 0 0 0.00 181.30 N/A N/A 0 0 0 0 2020-10-16 $33.59 $0.00 38.3% 11.0% 17.9% 14.5% 26.6% 9.9% -3.8% 0 0 0 0.00 173.83 N/A N/A 0 1 0 0 2020-10-19 $32.95 $33.00 32.8% 9.4% 18.6% 11.5% 0.0% 13.9% -0.1% -132 1.6K -4 0.00 179.73 N/A N/A 0 0 0 1 2020-10-20 $33.16 $33.00 41.6% 11.9% 17.9% 16.3% 0.0% 9.8% -7.4% -113 1.5K -4 0.00 180.55 N/A N/A 0 0 0 1 2020-10-21 $33.02 $33.00 25.1% 7.2% 15.8% 7.3% 0.0% 8.6% -4.1% -183 1.6K -4 0.00 143.41 N/A N/A 0 0 0 1 2020-10-22 $33.18 $33.00 46.8% 13.4% 15.8% 19.1% 0.0% 4.2% -4.8% -102 1.6K -4 0.00 155.88 N/A N/A 0 0 0 1 2020-10-23 $33.19 $33.00 22.7% 6.5% 15.4% 6.0% 0.0% 9.4% 2.9% -211 1.5K -4 0.00 145.13 N/A N/A 0 0 0 1 2020-10-26 $32.53 $33.00 44.1% 12.7% 16.5% 17.6% 0.0% 7.1% -6.8% -113 1.7K -3 0.00 177.16 N/A N/A 0 0 0 1 2020-10-27 $32.69 $33.00 30.3% 8.7% 16.6% 10.1% 0.0% 5.1% -2.2% -168 1.7K -3 0.00 152.25 N/A N/A 0 0 0 1 2020-10-28 $31.69 $33.00 52.5% 15.1% 19.8% 22.2% 0.0% 10.0% -11.2% -97 1.9K -3 0.00 178.38 N/A N/A 0 0 0 1 2020-10-29 $31.94 $33.00 41.1% 11.8% 20.1% 16.0% 0.0% 7.6% -0.9% -113 1.9K -3 0.00 172.48 N/A N/A 0 0 0 1 2020-10-30 $31.23 $33.00 54.6% 15.7% 21.3% 23.3% 0.0% 14.6% -11.0% -93 2.0K -3 0.00 175.51 N/A N/A 0 0 0 1
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