USMC Options History — June 2021 In June 2021, USMC traded between $38.40 and $39.70. ATM implied volatility averaged 17.6%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.3% (HV 20d: 10.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days.
Notable Days 2021-06-21 : Largest IV spike — 66.4% change2021-06-08 : Highest IV Rank — 7.5%2021-06-01 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.99 $38.40 $39.70 $38.40 $39.70 ATM IV 17.6% 11.6% 26.7% 22.3% 13.2% Expected Move 4.9% 3.3% 6.4% 6.4% 3.8% HV 20d 10.2% 7.3% 13.7% 13.7% 7.3% HV 60d 10.7% 10.2% 11.0% 11.0% 10.2% IV Rank 2.8% 0.0% 7.5% 5.1% 0.9% IV Percentile 13.7% 0.0% 44.4% 31.7% 1.2% Term Structure 0.8% -5.4% 8.3% -5.4% 8.3% Skew 25d 4.1% -0.8% 7.9% 1.0% 1.9% Skew 10d 2.3% -1.9% 8.3% 1.4% 0.5% Call IV 25d 14.1% 9.7% 22.6% 19.5% 9.7% Put IV 25d 18.2% 11.6% 24.0% 20.5% 11.6% Bid-Ask Spread % 152.22 136.26 174.81 136.26 150.31 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 2021-06-01 $38.40 $0.00 22.3% 6.4% 13.7% 5.1% 0.0% 1.0% -5.4% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2021-06-02 $38.48 $0.00 19.7% 5.6% 13.3% 3.7% 0.0% 5.3% 4.7% 0 0 0 0.00 136.58 N/A N/A 0 0 0 0 2021-06-03 $38.43 $0.00 15.5% 4.5% 13.2% 1.4% 0.0% 4.3% 1.1% 0 0 0 0.00 154.75 N/A N/A 0 0 0 0 2021-06-04 $38.78 $0.00 13.5% 4.0% 13.4% 0.3% 0.0% 1.8% 3.4% 0 0 0 0.00 147.28 N/A N/A 0 0 0 0 2021-06-07 $38.71 $0.00 19.8% 4.1% 13.1% 3.7% 0.0% 4.2% 2.9% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2021-06-08 $38.68 $0.00 26.7% 5.1% 13.1% 7.5% 0.0% 4.4% -2.7% 0 0 0 0.00 158.88 N/A N/A 0 0 0 0 2021-06-09 $38.72 $0.00 13.8% 4.0% 12.2% 0.4% 0.0% 7.6% 4.5% 0 0 0 0.00 138.03 N/A N/A 0 0 0 0 2021-06-10 $38.98 $0.00 13.6% 3.9% 11.2% 0.3% 0.0% 5.5% 3.2% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2021-06-11 $38.99 $0.00 15.7% 4.5% 10.4% 1.5% 0.0% -0.8% 0.6% 0 0 0 0.00 157.77 N/A N/A 0 0 0 0 2021-06-14 $39.06 $0.00 15.9% 4.6% 10.1% 1.6% 0.0% 6.6% 1.7% 0 0 0 0.00 151.70 N/A N/A 0 0 0 0 2021-06-15 $39.05 $0.00 19.0% 5.4% 9.9% 3.3% 0.0% 4.0% -2.8% 0 0 0 0.00 160.67 N/A N/A 0 0 0 0 2021-06-16 $38.85 $0.00 18.4% 5.3% 10.0% 3.0% 0.0% 4.8% -2.5% 0 0 0 0.00 157.68 N/A N/A 0 0 0 0 2021-06-17 $39.01 $0.00 17.9% 5.1% 9.0% 2.7% 0.0% 4.5% -3.4% 0 0 0 0.00 149.70 N/A N/A 0 0 0 0 2021-06-18 $38.61 $0.00 11.6% 3.3% 8.2% 0.0% 0.0% 2.8% 3.8% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2021-06-21 $38.90 $0.00 19.3% 5.5% 8.5% 4.2% 0.0% 7.0% -2.8% 0 0 0 0.00 160.36 N/A N/A 0 0 0 0 2021-06-22 $39.18 $0.00 19.0% 5.5% 8.2% 4.0% 0.0% 6.1% -2.9% 0 0 0 0.00 160.60 N/A N/A 0 0 0 0 2021-06-23 $39.13 $0.00 19.8% 5.7% 8.1% 4.4% 0.0% 1.5% -0.8% 0 0 0 0.00 158.92 N/A N/A 0 0 0 0 2021-06-24 $39.29 $0.00 20.5% 5.9% 8.2% 4.8% 0.0% 3.2% -3.1% 0 0 0 0.00 158.13 N/A N/A 0 0 0 0 2021-06-25 $39.51 $0.00 17.1% 4.9% 8.3% 3.0% 0.0% 5.8% 3.1% 0 0 0 0.00 154.19 N/A N/A 0 0 0 0 2021-06-28 $39.61 $0.00 21.4% 6.1% 8.2% 5.3% 0.0% 1.0% 1.5% 0 0 0 0.00 174.81 N/A N/A 0 0 0 0 2021-06-29 $39.62 $0.00 12.7% 3.6% 7.3% 0.6% 0.0% 7.9% 4.7% 0 0 0 0.00 150.37 N/A N/A 0 0 0 0 2021-06-30 $39.70 $0.00 13.2% 3.8% 7.3% 0.9% 0.0% 1.9% 8.3% 0 0 0 0.00 150.31 N/A N/A 0 0 0 0
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