USMC Options History — February 2021 In February 2021, USMC traded between $35.56 and $36.85. ATM implied volatility averaged 27.7%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 11.3% (HV 20d: 16.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.
Notable Days 2021-02-18 : Largest IV spike — 306.0% change2021-02-18 : Highest IV Rank — 38.6%2021-02-18 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $36.33 $35.56 $36.85 $35.56 $35.62 ATM IV 27.7% 15.9% 85.3% 26.3% 25.5% Expected Move 7.5% 4.0% 24.4% 7.5% 7.3% HV 20d 16.4% 12.8% 17.6% 17.2% 12.8% HV 60d 12.3% 11.7% 13.4% 13.4% 12.4% IV Rank 6.5% 0.0% 38.6% 5.6% 5.3% IV Percentile 20.6% 0.0% 92.5% 15.9% 19.0% Term Structure -1.2% -7.9% 7.7% -6.2% -4.3% Skew 25d 3.4% -27.8% 9.5% 5.2% 7.2% Skew 10d 8.2% 0.7% 48.7% 5.4% 5.0% Call IV 25d 24.6% 13.0% 137.7% 23.6% 19.7% Put IV 25d 28.0% 16.1% 109.9% 28.8% 26.9% Bid-Ask Spread % 148.00 133.05 191.51 182.76 140.21 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 2021-02-01 $35.56 $0.00 26.3% 7.5% 17.2% 5.6% 0.0% 5.2% -6.2% 0 0 0 0.00 182.76 N/A N/A 0 0 0 0 2021-02-02 $35.99 $0.00 42.4% 12.2% 17.5% 14.6% 0.0% 6.8% -7.9% 0 0 0 0.00 184.37 N/A N/A 0 0 0 0 2021-02-03 $36.01 $0.00 26.2% 7.5% 17.4% 5.6% 0.0% 0.3% -4.2% 0 0 0 0.00 160.04 N/A N/A 0 0 0 0 2021-02-04 $36.30 $0.00 35.8% 7.7% 17.6% 10.9% 0.0% 7.5% -0.5% 0 0 0 0.00 144.77 N/A N/A 0 0 0 0 2021-02-05 $36.49 $0.00 26.7% 6.3% 17.0% 5.5% 0.0% 4.5% 0.0% 0 0 0 0.00 143.20 N/A N/A 0 0 0 0 2021-02-08 $36.60 $0.00 15.9% 4.0% 17.0% 0.0% 0.0% 1.7% 7.7% 0 0 0 0.00 133.05 N/A N/A 0 0 0 0 2021-02-09 $36.74 $0.00 28.6% 4.3% 16.8% 7.1% 0.0% -0.3% 4.6% 0 0 0 0.00 137.37 N/A N/A 0 0 0 0 2021-02-10 $36.53 $0.00 16.0% 4.6% 16.9% 0.1% 0.0% 9.5% 3.2% 0 0 0 0.00 134.95 N/A N/A 0 0 0 0 2021-02-11 $36.65 $0.00 17.2% 4.9% 16.8% 0.7% 0.0% 4.7% 1.3% 0 0 0 0.00 133.69 N/A N/A 0 0 0 0 2021-02-12 $36.76 $0.00 22.1% 6.3% 16.6% 3.5% 0.0% 5.9% -0.3% 0 0 0 0.00 137.88 N/A N/A 0 0 0 0 2021-02-16 $36.80 $0.00 21.3% 6.1% 16.3% 3.0% 0.0% 4.8% -0.0% 0 0 0 0.00 142.80 N/A N/A 0 0 0 0 2021-02-17 $36.85 $0.00 21.0% 6.0% 16.3% 2.9% 0.0% 6.2% 0.1% 0 0 0 0.00 141.35 N/A N/A 0 0 0 0 2021-02-18 $36.70 $0.00 85.3% 24.4% 15.8% 38.6% 0.0% -27.8% 2.7% 0 0 0 0.00 191.51 N/A N/A 0 0 0 0 2021-02-19 $36.36 $0.00 22.8% 6.5% 16.2% 3.8% 0.0% 6.9% -2.7% 0 0 0 0.00 141.79 N/A N/A 0 0 0 0 2021-02-22 $36.18 $0.00 23.9% 6.8% 16.3% 4.4% 0.0% 7.0% -3.8% 0 0 0 0.00 141.41 N/A N/A 0 0 0 0 2021-02-23 $36.17 $0.00 19.3% 5.5% 16.3% 1.9% 0.0% 7.0% 1.7% 0 0 0 0.00 135.58 N/A N/A 0 0 0 0 2021-02-24 $36.35 $0.00 19.3% 5.5% 16.3% 1.9% 0.0% 4.0% -6.7% 0 0 0 0.00 134.86 N/A N/A 0 0 0 0 2021-02-25 $35.65 $0.00 31.3% 9.0% 14.0% 8.6% 0.0% 3.1% -6.8% 0 0 0 0.00 150.42 N/A N/A 0 0 0 0 2021-02-26 $35.62 $0.00 25.5% 7.3% 12.8% 5.3% 0.0% 7.2% -4.3% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0
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