USMC Options History — May 2021 In May 2021, USMC traded between $37.86 and $39.02. ATM implied volatility averaged 21.4%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 9.7% (HV 20d: 11.7%). Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-19 : Highest Volume — 1 contracts2021-05-11 : Largest IV spike — 102.0% change2021-05-11 : Highest IV Rank — 11.8%2021-05-05 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $38.50 $37.86 $39.02 $38.60 $38.74 ATM IV 21.4% 14.4% 34.5% 22.1% 14.4% Expected Move 5.7% 4.1% 7.1% 6.3% 4.1% HV 20d 11.7% 8.8% 13.7% 8.8% 13.4% HV 60d 12.4% 11.4% 13.3% 11.7% 11.4% IV Rank 4.6% 0.8% 11.8% 5.0% 0.8% IV Percentile 22.6% 0.4% 55.2% 25.4% 0.4% Term Structure -1.7% -5.9% 4.4% -4.3% -0.2% Skew 25d 5.2% 0.8% 8.6% 8.6% 7.7% Skew 10d 4.3% 1.5% 10.0% 5.4% 4.1% Call IV 25d 15.8% 11.4% 20.9% 13.6% 11.4% Put IV 25d 21.0% 15.6% 23.9% 22.2% 19.0% Bid-Ask Spread % 138.71 129.09 152.59 152.59 136.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 25 0 445 0 0 Net DEX -318 -3.8K 0 0 0 Net VEX -0 -1 0 0 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 0.1 0 1 0 0 Total OI 0.1 0 1 0 0
Daily Data (20 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 2021-05-03 $38.60 $0.00 22.1% 6.3% 8.8% 5.0% 0.0% 8.6% -4.3% 0 0 0 0.00 152.59 N/A N/A 0 0 0 0 2021-05-04 $38.27 $0.00 24.3% 7.0% 9.5% 6.2% 0.0% 3.1% -4.3% 0 0 0 0.00 149.76 N/A N/A 0 0 0 0 2021-05-05 $38.50 $0.00 24.8% 7.1% 9.7% 6.5% 0.0% 4.6% -5.9% 0 0 0 0.00 151.16 N/A N/A 0 0 0 0 2021-05-06 $38.71 $0.00 22.2% 5.1% 9.8% 5.0% 0.0% 5.9% -1.5% 0 0 0 0.00 136.92 N/A N/A 0 0 0 0 2021-05-07 $39.02 $0.00 23.8% 5.2% 9.9% 5.9% 0.0% 4.7% -1.4% 0 0 0 0.00 137.96 N/A N/A 0 0 0 0 2021-05-10 $38.88 $0.00 17.1% 4.4% 10.0% 2.2% 0.0% 2.0% -0.2% 0 0 0 0.00 136.59 N/A N/A 0 0 0 0 2021-05-11 $38.39 $0.00 34.5% 5.5% 11.0% 11.8% 0.0% 4.2% 2.2% 0 0 0 0.00 137.36 N/A N/A 0 0 0 0 2021-05-12 $37.87 $0.00 22.0% 6.3% 11.7% 4.9% 0.0% 6.1% -1.0% 0 0 0 0.00 136.05 N/A N/A 0 0 0 0 2021-05-13 $38.35 $0.00 21.7% 6.2% 11.6% 4.8% 0.0% 2.6% -2.3% 0 0 0 0.00 129.09 N/A N/A 0 0 0 0 2021-05-14 $38.63 $0.00 18.7% 5.4% 11.8% 3.1% 0.0% 5.9% -2.3% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2021-05-17 $38.43 $0.00 19.1% 5.5% 11.8% 3.3% 0.0% 6.3% 1.3% 0 0 0 0.00 134.12 N/A N/A 0 0 0 0 2021-05-18 $38.28 $0.00 21.4% 6.1% 11.8% 4.6% 0.0% 6.7% -2.7% 0 0 0 0.00 138.87 N/A N/A 0 0 0 0 2021-05-19 $37.86 $0.00 15.0% 4.3% 12.2% 1.1% 0.0% 0.8% 4.4% 0 0 0 0.00 133.28 N/A N/A 1 0 0 0 2021-05-20 $38.47 $0.00 22.0% 6.3% 13.4% 4.9% 0.0% 7.8% -1.9% 445 -2.5K -1 0.00 136.04 N/A N/A 0 0 1 0 2021-05-21 $38.38 $0.00 21.8% 6.3% 13.2% 4.8% 0.0% 5.4% -3.1% 49 -3.8K 0 0.00 137.82 N/A N/A 1 0 1 0 2021-05-24 $38.76 $0.00 20.4% 5.9% 13.6% 4.1% 0.0% 5.4% 0.2% 0 0 0 0.00 135.13 N/A N/A 0 0 0 0 2021-05-25 $38.64 $0.00 21.8% 6.2% 13.7% 4.8% 0.0% 5.8% -4.5% 0 0 0 0.00 138.59 N/A N/A 0 0 0 0 2021-05-26 $38.64 $0.00 20.5% 5.9% 13.7% 4.1% 0.0% 5.8% -3.3% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2021-05-27 $38.56 $0.00 20.3% 5.8% 13.5% 4.0% 0.0% 4.4% -3.3% 0 0 0 0.00 138.79 N/A N/A 0 0 0 0 2021-05-28 $38.74 $0.00 14.4% 4.1% 13.4% 0.8% 0.0% 7.7% -0.2% 0 0 0 0.00 136.51 N/A N/A 0 0 0 0
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