USMC Options History — April 2021 In April 2021, USMC traded between $36.99 and $38.63. ATM implied volatility averaged 21.5%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 11.7% (HV 20d: 9.9%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-13 : Highest Volume — 1 contracts2021-04-12 : Largest IV spike — 112.6% change2021-04-13 : Highest IV Rank — 15.8%2021-04-30 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $38.15 $36.99 $38.63 $36.99 $38.39 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 21.5% 13.0% 43.3% 16.3% 23.2% Expected Move 5.2% 3.7% 6.6% 4.7% 6.6% HV 20d 9.9% 9.2% 10.9% 10.9% 10.1% HV 60d 13.6% 11.6% 14.5% 14.2% 11.7% IV Rank 3.9% 0.0% 15.8% 0.9% 5.6% IV Percentile 18.9% 0.0% 73.0% 2.4% 28.6% Term Structure -0.7% -4.4% 2.1% 0.5% -4.4% Skew 25d 5.1% 2.1% 8.2% 4.0% 5.3% Skew 10d 5.1% 2.6% 8.8% 2.6% 5.2% Call IV 25d 14.0% 10.5% 20.0% 13.0% 17.5% Put IV 25d 19.1% 14.4% 23.0% 17.0% 22.8% Bid-Ask Spread % 149.03 138.15 155.30 150.44 151.99 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15 0 321 321 0 Net DEX -141 -3.0K 0 -3.0K 0 Net VEX -0 -2 0 -2 0 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 0.048 0 1 0 0 Total OI 0.048 0 1 1 0
Daily Data (21 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 2021-04-01 $36.99 $36.00 16.3% 4.7% 10.9% 0.9% 0.0% 4.0% 0.5% 321 -3.0K -2 0.00 150.44 N/A N/A 0 0 1 0 2021-04-05 $37.56 $0.00 18.2% 4.3% 9.9% 2.0% 0.0% 7.1% 0.2% 0 0 0 0.00 154.24 N/A N/A 0 0 0 0 2021-04-06 $37.54 $0.00 27.8% 4.8% 9.9% 7.2% 0.0% 5.6% 0.4% 0 0 0 0.00 149.86 N/A N/A 0 0 0 0 2021-04-07 $37.63 $0.00 21.4% 4.3% 9.3% 3.7% 0.0% 7.7% -2.9% 0 0 0 0.00 138.15 N/A N/A 0 0 0 0 2021-04-08 $37.76 $0.00 20.0% 4.5% 9.3% 2.9% 0.0% 4.8% 0.8% 0 0 0 0.00 150.60 N/A N/A 0 0 0 0 2021-04-09 $38.00 $0.00 18.4% 4.1% 9.3% 2.1% 0.0% 5.0% 0.5% 0 0 0 0.00 140.96 N/A N/A 0 0 0 0 2021-04-12 $38.10 $0.00 39.2% 5.4% 9.2% 13.6% 0.0% 5.4% -1.7% 0 0 0 0.00 154.81 N/A N/A 0 0 0 0 2021-04-13 $38.27 $0.00 43.3% 5.6% 9.2% 15.8% 0.0% 5.3% -3.3% 0 0 0 0.00 146.77 N/A N/A 1 0 0 0 2021-04-14 $37.94 $0.00 18.7% 5.3% 10.0% 2.2% 0.0% 2.3% -0.9% 0 0 0 0.00 154.31 N/A N/A 0 0 0 0 2021-04-15 $38.44 $0.00 19.2% 5.5% 10.7% 2.5% 0.0% 6.6% -1.5% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0 2021-04-16 $38.63 $0.00 18.2% 5.2% 9.6% 1.9% 0.0% 3.0% -0.3% 0 0 0 0.00 155.30 N/A N/A 0 0 0 0 2021-04-19 $38.44 $0.00 20.1% 5.8% 10.0% 3.0% 0.0% 7.1% -2.4% 0 0 0 0.00 151.17 N/A N/A 0 0 0 0 2021-04-20 $38.26 $0.00 20.8% 6.0% 10.2% 3.4% 0.0% 4.8% -0.0% 0 0 0 0.00 152.37 N/A N/A 0 0 0 0 2021-04-21 $38.47 $0.00 15.7% 4.5% 10.0% 0.6% 0.0% 5.1% -0.1% 0 0 0 0.00 143.40 N/A N/A 0 0 0 0 2021-04-22 $38.26 $0.00 18.5% 5.3% 10.2% 2.1% 0.0% 8.2% 1.3% 0 0 0 0.00 142.37 N/A N/A 0 0 0 0 2021-04-23 $38.54 $0.00 14.4% 4.1% 10.3% 0.0% 0.0% 2.1% 2.1% 0 0 0 0.00 142.93 N/A N/A 0 0 0 0 2021-04-26 $38.44 $0.00 21.8% 6.3% 10.2% 4.1% 0.0% 4.6% -1.1% 0 0 0 0.00 148.39 N/A N/A 0 0 0 0 2021-04-27 $38.42 $0.00 21.6% 6.2% 9.9% 4.0% 0.0% 5.1% -0.0% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2021-04-28 $38.40 $0.00 22.1% 6.3% 9.5% 4.3% 0.0% 4.4% -3.7% 0 0 0 0.00 152.32 N/A N/A 0 0 0 0 2021-04-29 $38.63 $0.00 13.0% 3.7% 9.6% 0.0% 0.0% 4.2% 1.8% 0 0 0 0.00 145.26 N/A N/A 0 0 0 0 2021-04-30 $38.39 $0.00 23.2% 6.6% 10.1% 5.6% 0.0% 5.3% -4.4% 0 0 0 0.00 151.99 N/A N/A 0 0 0 0
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