USMC Options History — December 2020 In December 2020, USMC traded between $34.82 and $35.62. ATM implied volatility averaged 34.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 25.0% (HV 20d: 9.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2020-12-04 : Largest IV spike — 156.0% change2020-12-07 : Highest IV Rank — 20.7%2020-12-30 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.15 $34.82 $35.62 $34.82 $35.62 ATM IV 34.6% 17.7% 51.1% 38.6% 43.5% Expected Move 9.5% 4.7% 13.5% 11.1% 12.5% HV 20d 9.6% 7.0% 15.0% 15.0% 7.2% HV 60d 17.2% 15.7% 19.4% 19.4% 15.7% IV Rank 11.5% 1.1% 20.7% 14.6% 15.2% IV Percentile 38.8% 3.2% 71.8% 48.0% 59.5% Term Structure -1.3% -15.2% 49.5% -9.1% -10.1% Skew 25d 8.5% -6.2% 29.3% -6.2% 7.5% Skew 10d 10.3% -2.2% 28.1% -2.2% 9.7% Call IV 25d 22.6% 13.1% 35.2% 33.3% 34.2% Put IV 25d 31.1% 16.7% 43.9% 27.1% 41.7% Bid-Ask Spread % 169.74 140.12 187.60 140.12 180.42 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2020-12-01 $34.82 $0.00 38.6% 11.1% 15.0% 14.6% 0.0% -6.2% -9.1% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2020-12-02 $34.88 $0.00 45.0% 12.9% 13.6% 18.1% 0.0% 1.3% -9.9% 0 0 0 0.00 144.54 N/A N/A 0 0 0 0 2020-12-03 $34.84 $0.00 18.4% 5.2% 12.4% 2.8% 0.0% 4.9% 2.8% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0 2020-12-04 $35.02 $0.00 47.1% 9.6% 11.9% 18.5% 0.0% 14.3% -5.5% 0 0 0 0.00 187.60 N/A N/A 0 0 0 0 2020-12-07 $35.03 $0.00 51.1% 9.9% 11.9% 20.7% 0.0% 14.2% -3.4% 0 0 0 0.00 187.13 N/A N/A 0 0 0 0 2020-12-08 $35.25 $0.00 20.3% 4.7% 11.3% 3.9% 0.0% 7.2% 5.1% 0 0 0 0.00 147.13 N/A N/A 0 0 0 0 2020-12-09 $34.95 $0.00 17.7% 5.1% 11.3% 2.4% 0.0% 3.6% 3.6% 0 0 0 0.00 148.51 N/A N/A 0 0 0 0 2020-12-10 $34.92 $0.00 34.9% 10.0% 11.1% 11.8% 0.0% 29.3% -1.9% 0 0 0 0.00 185.94 N/A N/A 0 0 0 0 2020-12-11 $34.95 $0.00 35.6% 10.2% 10.0% 12.2% 0.0% 12.8% -7.4% 0 0 0 0.00 182.53 N/A N/A 0 0 0 0 2020-12-14 $34.86 $0.00 32.4% 9.3% 8.5% 10.5% 0.0% 17.5% -5.6% 0 0 0 0.00 148.91 N/A N/A 0 0 0 0 2020-12-15 $35.12 $0.00 27.6% 7.9% 8.8% 7.8% 0.0% 8.5% 12.7% 0 0 0 0.00 170.03 N/A N/A 0 0 0 0 2020-12-16 $35.21 $0.00 36.8% 10.5% 8.8% 12.9% 0.0% 19.2% -6.3% 0 0 0 0.00 186.42 N/A N/A 0 0 0 0 2020-12-17 $35.34 $0.00 37.0% 10.6% 8.1% 13.0% 0.0% 5.1% 49.5% 0 0 0 0.00 185.90 N/A N/A 0 0 0 0 2020-12-18 $35.19 $0.00 17.8% 5.1% 8.3% 2.5% 0.0% 3.8% 14.0% 0 0 0 0.00 144.99 N/A N/A 0 0 0 0 2020-12-21 $35.14 $0.00 27.3% 7.8% 8.2% 7.7% 0.0% 5.8% -2.8% 0 0 0 0.00 186.39 N/A N/A 0 0 0 0 2020-12-22 $35.08 $0.00 40.5% 11.6% 8.3% 14.9% 0.0% 12.5% -8.5% 0 0 0 0.00 186.03 N/A N/A 0 0 0 0 2020-12-23 $35.23 $0.00 39.8% 11.4% 7.0% 14.5% 0.0% 5.9% -8.7% 0 0 0 0.00 184.99 N/A N/A 0 0 0 0 2020-12-24 $35.23 $0.00 40.6% 11.6% 7.0% 15.0% 0.0% 6.1% -9.4% 0 0 0 0.00 183.61 N/A N/A 0 0 0 0 2020-12-28 $35.61 $0.00 17.9% 5.1% 7.8% 1.1% 0.0% 5.1% 1.3% 0 0 0 0.00 147.84 N/A N/A 0 0 0 0 2020-12-29 $35.49 $0.00 44.9% 12.9% 7.9% 16.0% 0.0% 4.0% -13.9% 0 0 0 0.00 181.08 N/A N/A 0 0 0 0 2020-12-30 $35.46 $0.00 47.1% 13.5% 7.1% 17.2% 0.0% 4.2% -15.2% 0 0 0 0.00 181.27 N/A N/A 0 0 0 0 2020-12-31 $35.62 $0.00 43.5% 12.5% 7.2% 15.2% 0.0% 7.5% -10.1% 0 0 0 0.00 180.42 N/A N/A 0 0 0 0
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