USMC Options History — July 2021 In July 2021, USMC traded between $39.60 and $40.99. ATM implied volatility averaged 21.5%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 12.0% (HV 20d: 9.5%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-08 : Highest Volume — 1 contracts2021-07-19 : Largest IV spike — 96.7% change2021-07-12 : Highest IV Rank — 26.5%2021-07-19 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.43 $39.60 $40.99 $39.73 $40.81 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 21.5% 10.5% 33.0% 13.1% 17.4% Expected Move 5.0% 3.0% 9.4% 3.7% 5.0% HV 20d 9.5% 7.2% 11.5% 7.3% 11.5% HV 60d 10.6% 10.0% 11.1% 10.2% 10.8% IV Rank 11.1% 0.0% 26.5% 0.8% 8.5% IV Percentile 31.1% 0.0% 64.3% 1.2% 13.1% Term Structure -0.8% -7.2% 4.6% 4.6% -7.2% VWIV 15.1% 12.8% 17.3% 12.8% 17.3% Skew 25d 5.8% 0.6% 21.6% 2.3% 2.3% Skew 10d 6.1% -1.3% 14.1% 1.6% 0.7% Call IV 25d 13.4% 9.2% 19.2% 9.8% 9.2% Put IV 25d 19.2% 11.5% 40.8% 12.1% 11.5% Bid-Ask Spread % 149.42 132.03 158.54 148.97 148.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 249 0 542 0 360 Net DEX -1.3K -2.1K 0 0 -2.1K Net VEX -3 -5 0 0 -4 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 0.095 0 1 0 0 Total OI 0.762 0 1 0 1
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 2021-07-01 $39.73 $0.00 13.1% 3.7% 7.3% 0.8% 0.0% 2.3% 4.6% 0 0 0 0.00 148.97 N/A N/A 0 0 0 0 2021-07-02 $40.11 $0.00 21.5% 6.2% 7.3% 5.4% 0.0% 2.6% -5.3% 0 0 0 0.00 157.45 N/A N/A 0 0 0 0 2021-07-06 $40.10 $0.00 24.5% 4.7% 7.2% 7.0% 0.0% 4.7% -0.3% 0 0 0 0.00 158.54 N/A N/A 0 0 0 0 2021-07-07 $40.27 $0.00 24.3% 3.3% 7.2% 6.9% 0.0% 1.3% 2.9% 0 0 0 0.00 142.93 N/A N/A 0 0 0 0 2021-07-08 $39.92 $0.00 31.2% 4.7% 8.2% 19.6% 12.8% 8.4% 0.5% 0 0 0 0.00 142.64 N/A N/A 1 0 0 0 2021-07-09 $40.33 $41.00 22.3% 3.2% 8.6% 13.2% 0.0% 5.3% 2.8% 378 -1.2K -5 0.00 145.29 N/A N/A 0 0 1 0 2021-07-12 $40.43 $41.00 33.0% 4.1% 8.5% 26.5% 0.0% 6.3% -1.3% 338 -1.6K -5 0.00 155.79 N/A N/A 0 0 1 0 2021-07-13 $40.47 $41.00 32.8% 3.3% 8.5% 26.2% 0.0% 2.4% 2.8% 441 -1.3K -5 0.00 132.03 N/A N/A 0 0 1 0 2021-07-14 $40.60 $41.00 17.1% 4.9% 8.5% 6.8% 17.3% 6.5% -4.9% 327 -1.7K -5 0.00 142.63 N/A N/A 1 0 1 0 2021-07-15 $40.45 $41.00 25.1% 7.2% 8.4% 16.7% 0.0% 5.5% 0.7% 212 -1.8K -5 0.00 152.33 N/A N/A 0 0 1 0 2021-07-16 $40.25 $41.00 16.6% 4.8% 8.7% 6.2% 0.0% 5.9% -0.7% 323 -1.4K -5 0.00 144.52 N/A N/A 0 0 1 0 2021-07-19 $39.60 $41.00 32.6% 9.4% 9.9% 26.0% 0.0% 21.6% -2.0% 159 -1.6K -5 0.00 155.38 N/A N/A 0 0 1 0 2021-07-20 $40.23 $41.00 14.6% 4.2% 11.0% 3.7% 0.0% 0.6% -1.9% 284 -1.3K -4 0.00 151.01 N/A N/A 0 0 1 0 2021-07-21 $40.37 $41.00 12.1% 3.5% 10.8% 0.7% 0.0% 1.8% 1.8% 356 -1.5K -4 0.00 152.76 N/A N/A 0 0 1 0 2021-07-22 $40.56 $41.00 17.9% 5.1% 10.9% 7.8% 0.0% 8.1% -0.4% 305 -1.7K -4 0.00 155.89 N/A N/A 0 0 1 0 2021-07-23 $40.97 $41.00 19.0% 5.4% 11.2% 9.1% 0.0% 5.4% -0.0% 295 -2.1K -5 0.00 152.60 N/A N/A 0 0 1 0 2021-07-26 $40.99 $41.00 10.5% 3.0% 11.2% 0.0% 0.0% 5.1% 3.1% 542 -2.1K -4 0.00 147.78 N/A N/A 0 0 1 0 2021-07-27 $40.85 $41.00 20.0% 5.7% 11.3% 11.6% 0.0% 5.7% -0.9% 310 -2.0K -4 0.00 149.17 N/A N/A 0 0 1 0 2021-07-28 $40.94 $41.00 19.5% 5.6% 11.3% 11.0% 0.0% 7.6% -6.9% 356 -2.0K -4 0.00 147.81 N/A N/A 0 0 1 0 2021-07-29 $40.99 $41.00 26.8% 7.7% 11.3% 19.9% 0.0% 12.9% -3.9% 243 -2.1K -4 0.00 154.20 N/A N/A 0 0 1 0 2021-07-30 $40.81 $41.00 17.4% 5.0% 11.5% 8.5% 0.0% 2.3% -7.2% 360 -2.1K -4 0.00 148.01 N/A N/A 0 0 1 0
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