USMC Options History — September 2021 In September 2021, USMC traded between $40.40 and $42.15. ATM implied volatility averaged 21.0%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 12.3% (HV 20d: 8.6%). Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-13 : Highest Volume — 8 contracts2021-09-15 : Largest IV spike — 163.0% change2021-09-15 : Highest IV Rank — 49.0%2021-09-15 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.37 $40.40 $42.15 $41.95 $40.40 ATM IV 21.0% 15.0% 50.3% 20.7% 22.8% Expected Move 5.9% 4.3% 14.4% 5.9% 6.5% HV 20d 8.6% 6.6% 12.3% 6.6% 12.3% HV 60d 9.0% 8.3% 10.4% 8.5% 10.4% IV Rank 13.6% 6.4% 49.0% 13.2% 15.8% IV Percentile 35.8% 8.7% 92.1% 39.3% 57.1% Term Structure -2.6% -22.6% 4.1% -4.2% -6.2% Skew 25d 5.9% 1.3% 12.2% 3.1% 1.3% Skew 10d 3.4% -1.0% 7.2% 1.7% -0.3% Call IV 25d 17.2% 11.2% 65.4% 15.9% 17.2% Put IV 25d 23.1% 16.0% 70.5% 19.0% 18.5% Bid-Ask Spread % 149.70 137.16 187.21 141.28 156.34 Gamma HHI 0.74 0.63 0.88 0.71 0.71 Net GEX -324 -4.8K 353 -319 273 Net DEX 6.7K -1.4K 31.6K 5.6K 1.1K Net VEX -79 -109 -54 -57 -100 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 1 0 8 0 0 Total OI 8.524 5 18 5 10
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 2021-09-01 $41.95 $0.00 20.7% 5.9% 6.6% 13.2% 0.0% 3.1% -4.2% -319 5.6K -57 0.00 141.28 N/A N/A 0 0 1 4 2021-09-02 $41.99 $0.00 21.4% 4.6% 6.6% 14.1% 0.0% 3.7% 1.1% -330 5.6K -57 0.00 159.39 N/A N/A 0 0 1 4 2021-09-03 $42.15 $0.00 20.9% 5.3% 6.6% 13.5% 0.0% 7.1% -0.9% -330 5.6K -57 0.00 140.72 N/A N/A 0 0 1 4 2021-09-07 $41.99 $0.00 18.2% 5.7% 6.9% 10.3% 0.0% 7.5% -3.7% -309 5.6K -56 0.00 137.16 N/A N/A 0 0 1 4 2021-09-08 $41.93 $0.00 17.1% 4.9% 6.9% 8.9% 0.0% 4.3% -1.2% -316 5.7K -56 0.00 156.88 N/A N/A 0 0 1 4 2021-09-09 $41.80 $0.00 16.1% 4.6% 7.0% 7.7% 0.0% 4.0% -0.3% -334 6.0K -55 0.00 138.70 N/A N/A 0 0 1 4 2021-09-10 $41.52 $0.00 16.3% 4.7% 7.3% 8.0% 0.0% 5.8% -2.4% -291 6.0K -55 0.00 138.91 N/A N/A 0 0 1 4 2021-09-13 $41.42 $0.00 21.6% 6.2% 7.2% 14.3% 0.0% 9.6% -3.6% -288 6.2K -55 0.00 137.96 N/A N/A 0 8 1 4 2021-09-14 $41.24 $0.00 19.1% 5.5% 7.2% 11.4% 0.0% 4.0% -2.6% -299 6.4K -54 0.00 143.20 N/A N/A 0 8 1 4 2021-09-15 $41.59 $0.00 50.3% 14.4% 7.7% 49.0% 0.0% 5.1% -22.6% -2.3K 24.6K -63 0.00 187.21 N/A N/A 5 0 1 12 2021-09-16 $41.52 $0.00 15.0% 4.3% 7.3% 6.4% 0.0% 4.0% 4.1% -4.8K 28.2K -61 0.00 143.97 N/A N/A 0 0 1 12 2021-09-17 $41.24 $0.00 22.1% 6.3% 7.7% 14.9% 0.0% 8.8% -1.0% 323 31.6K -109 0.00 144.49 N/A N/A 0 0 6 12 2021-09-20 $40.52 $0.00 21.2% 6.1% 9.4% 13.9% 0.0% 8.7% -1.6% 303 1.6K -99 0.00 147.22 N/A N/A 0 0 6 4 2021-09-21 $40.79 $0.00 15.8% 4.5% 9.3% 7.3% 0.0% 12.2% 2.9% 298 430 -103 0.00 148.64 N/A N/A 0 0 6 4 2021-09-22 $41.01 $0.00 17.4% 5.0% 9.6% 9.3% 0.0% 6.6% -0.9% 347 407 -103 0.00 143.59 N/A N/A 0 0 6 4 2021-09-23 $41.49 $0.00 17.2% 4.9% 10.6% 9.0% 0.0% 3.9% -2.0% 353 -812 -107 0.00 145.78 N/A N/A 0 0 6 4 2021-09-24 $41.52 $0.00 18.1% 5.2% 10.4% 10.0% 0.0% 3.2% 0.5% 323 -1.4K -107 0.00 146.82 N/A N/A 0 0 6 4 2021-09-27 $41.34 $0.00 17.4% 5.0% 10.4% 9.2% 0.0% 3.8% 0.3% 342 -386 -103 0.00 157.32 N/A N/A 0 0 6 4 2021-09-28 $40.59 $0.00 22.5% 6.5% 11.8% 15.4% 0.0% 10.4% -1.5% 320 563 -101 0.00 156.83 N/A N/A 0 0 6 4 2021-09-29 $40.78 $0.00 29.1% 8.4% 12.0% 23.5% 0.0% 6.4% -8.6% 287 1.2K -99 0.00 171.33 N/A N/A 0 0 6 4 2021-09-30 $40.40 $0.00 22.8% 6.5% 12.3% 15.8% 0.0% 1.3% -6.2% 273 1.1K -100 0.00 156.34 N/A N/A 0 0 6 4
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