USMC Options History — January 2021 In January 2021, USMC traded between $35.17 and $36.30. ATM implied volatility averaged 41.6%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 31.4% (HV 20d: 10.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days.
Notable Days 2021-01-29 : Largest IV spike — 162.2% change2021-01-12 : Highest IV Rank — 33.7%2021-01-27 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $35.83 $35.17 $36.30 $35.35 $35.17 ATM IV 41.6% 18.5% 76.8% 48.6% 60.5% Expected Move 9.6% 5.3% 21.3% 9.2% 17.3% HV 20d 10.2% 7.8% 16.8% 7.8% 16.8% HV 60d 14.7% 12.5% 15.5% 15.5% 13.9% IV Rank 14.1% 1.3% 33.7% 18.1% 24.7% IV Percentile 47.2% 3.6% 90.5% 69.0% 83.7% Term Structure -3.2% -17.5% 4.5% 2.8% -11.6% Skew 25d 7.1% -3.7% 16.2% -3.7% 5.4% Skew 10d 7.6% -2.2% 17.8% 10.9% 3.6% Call IV 25d 23.6% 14.3% 51.2% 22.5% 44.6% Put IV 25d 30.7% 18.9% 54.9% 18.9% 50.0% Bid-Ask Spread % 176.38 145.99 200.00 182.09 195.86 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 (19 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 2021-01-04 $35.35 $0.00 48.6% 9.2% 7.8% 18.1% 0.0% -3.7% 2.8% 0 0 0 0.00 182.09 N/A N/A 0 0 0 0 2021-01-05 $35.53 $0.00 53.3% 9.4% 7.8% 20.7% 0.0% 10.5% -3.2% 0 0 0 0.00 178.07 N/A N/A 0 0 0 0 2021-01-06 $35.53 $0.00 50.6% 9.1% 7.8% 19.2% 0.0% 8.3% -3.9% 0 0 0 0.00 184.18 N/A N/A 0 0 0 0 2021-01-07 $36.04 $0.00 55.8% 9.3% 9.0% 22.1% 0.0% 15.5% -0.1% 0 0 0 0.00 185.84 N/A N/A 0 0 0 0 2021-01-08 $36.20 $0.00 58.8% 9.1% 8.3% 23.7% 0.0% 16.2% -1.3% 0 0 0 0.00 178.72 N/A N/A 0 0 0 0 2021-01-11 $35.99 $0.00 36.5% 9.9% 8.7% 11.3% 0.0% 7.4% -15.2% 0 0 0 0.00 185.86 N/A N/A 0 0 0 0 2021-01-12 $35.86 $0.00 76.8% 8.3% 8.9% 33.7% 0.0% -3.1% -0.8% 0 0 0 0.00 157.00 N/A N/A 0 0 0 0 2021-01-13 $36.08 $0.00 28.5% 8.2% 8.9% 6.8% 0.0% 5.4% 4.5% 0 0 0 0.00 153.38 N/A N/A 0 0 0 0 2021-01-14 $35.83 $0.00 18.7% 5.4% 9.1% 1.4% 0.0% 4.6% -0.1% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2021-01-15 $35.57 $0.00 34.5% 9.9% 9.6% 10.2% 0.0% 8.1% -3.6% 0 0 0 0.00 185.40 N/A N/A 0 0 0 0 2021-01-19 $35.70 $0.00 18.5% 5.3% 9.6% 1.3% 0.0% 3.1% 2.0% 0 0 0 0.00 168.43 N/A N/A 0 0 0 0 2021-01-20 $36.17 $0.00 35.4% 10.2% 10.4% 10.7% 0.0% 6.9% -4.0% 0 0 0 0.00 186.34 N/A N/A 0 0 0 0 2021-01-21 $36.22 $0.00 36.0% 10.3% 10.3% 11.0% 0.0% 11.0% -4.9% 0 0 0 0.00 185.54 N/A N/A 0 0 0 0 2021-01-22 $36.14 $0.00 20.0% 5.7% 10.3% 2.1% 0.0% 4.5% 0.3% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0 2021-01-25 $36.19 $0.00 20.4% 5.9% 10.3% 2.4% 0.0% 14.8% 2.2% 0 0 0 0.00 159.83 N/A N/A 0 0 0 0 2021-01-26 $36.30 $0.00 39.5% 11.3% 10.3% 13.0% 0.0% 7.8% -8.2% 0 0 0 0.00 185.71 N/A N/A 0 0 0 0 2021-01-27 $35.22 $0.00 74.3% 21.3% 14.7% 32.3% 0.0% 3.7% -17.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-01-28 $35.76 $0.00 23.1% 6.6% 15.7% 3.8% 0.0% 9.0% 1.5% 0 0 0 0.00 176.87 N/A N/A 0 0 0 0 2021-01-29 $35.17 $0.00 60.5% 17.3% 16.8% 24.7% 0.0% 5.4% -11.6% 0 0 0 0.00 195.86 N/A N/A 0 0 0 0
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