USMC Options History — June 2022

In June 2022, USMC traded between $35.44 and $39.82. ATM implied volatility averaged 27.4%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 0.1% (HV 20d: 27.3%). Max pain ranged from $37.00 to $43.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.06.

Notable Days

2022-06-15: Highest Volume — 42 contracts
2022-06-16: Largest IV spike — 75.4% change
2022-06-14: Highest IV Rank — 58.8%
2022-06-14: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.60	$35.44	$39.82	$39.60	$36.69
Max Pain	$37.35	$37.00	$43.00	$43.00	$37.00
ATM IV	27.4%	18.8%	39.0%	28.3%	20.2%
Expected Move	7.5%	5.4%	11.2%	8.1%	5.8%
HV 20d	27.3%	22.6%	30.2%	28.6%	29.8%
HV 60d	24.5%	22.3%	26.7%	22.9%	26.5%
IV Rank	35.5%	18.3%	58.8%	37.4%	21.0%
IV Percentile	71.4%	35.7%	96.8%	83.7%	41.7%
Term Structure	0.1%	-17.8%	18.2%	-0.9%	9.1%
VWIV	24.7%	20.3%	30.3%	30.3%	27.4%
Skew 25d	9.7%	-9.1%	19.2%	7.6%	13.0%
Skew 10d	10.4%	1.6%	22.5%	4.9%	10.2%
Call IV 25d	23.1%	15.6%	36.5%	20.6%	23.7%
Put IV 25d	32.7%	21.7%	44.4%	28.2%	36.7%
Bid-Ask Spread %	129.69	112.46	144.01	135.02	125.26
Gamma HHI	0.58	0.34	0.98	0.79	0.55
Net GEX	542	-1.9K	3.7K	3.0K	-1.9K
Net DEX	-4.6K	-30.4K	15.9K	-27.5K	11.3K
Net VEX	-146	-201	-105	-167	-110
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.41	0.07	0.00
Total Volume	29.238	21	42	31	21
Total OI	32.238	26	47	26	31

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
2022-06-01	$39.60	$43.00	28.3%	8.1%	28.6%	37.4%	30.3%	7.6%	-0.9%	3.0K	-27.5K	-167	0.07	135.02	N/A	N/A	29	2	25	1
2022-06-02	$39.82	$0.00	29.6%	6.7%	26.5%	39.9%	0.0%	9.4%	-3.0%	2.6K	-30.4K	-170	0.07	144.01	N/A	N/A	29	2	25	1
2022-06-03	$39.39	$0.00	31.7%	7.8%	23.7%	44.1%	0.0%	5.8%	-7.0%	3.1K	-24.1K	-156	0.07	132.15	N/A	N/A	29	2	25	1
2022-06-06	$39.36	$0.00	37.0%	7.9%	23.7%	54.8%	0.0%	7.5%	-6.4%	2.7K	-27.4K	-162	0.07	143.31	N/A	N/A	29	2	25	1
2022-06-07	$39.68	$0.00	23.8%	5.5%	22.6%	28.3%	20.3%	6.1%	-6.9%	3.7K	-26.4K	-162	0.41	138.14	N/A	N/A	29	12	25	1
2022-06-08	$39.47	$37.00	22.3%	6.4%	22.7%	25.2%	0.0%	5.8%	-2.1%	2.1K	-17.0K	-189	0.07	122.68	N/A	N/A	29	2	25	11
2022-06-09	$38.80	$37.00	25.3%	7.3%	23.3%	31.2%	0.0%	6.6%	-3.9%	1.4K	-18.0K	-201	0.07	135.35	N/A	N/A	29	2	25	11
2022-06-10	$37.59	$37.00	31.6%	9.1%	25.7%	44.0%	0.0%	10.6%	-5.7%	-307	-2.4K	-175	0.07	143.99	N/A	N/A	29	2	25	11
2022-06-13	$36.20	$37.00	31.1%	8.9%	27.2%	42.8%	0.0%	9.2%	-4.6%	-362	15.9K	-120	0.07	112.46	N/A	N/A	29	2	25	11
2022-06-14	$35.77	$37.00	39.0%	11.2%	27.2%	58.8%	0.0%	15.7%	-17.8%	183	9.8K	-147	0.07	117.41	N/A	N/A	29	2	25	11
2022-06-15	$36.74	$37.00	21.8%	6.2%	29.0%	24.2%	0.0%	14.1%	-2.7%	-714	12.5K	-132	0.05	130.36	N/A	N/A	40	2	25	11
2022-06-16	$35.44	$37.00	38.2%	11.0%	28.4%	57.2%	0.0%	19.2%	6.1%	1.8K	-15.8K	-141	0.05	125.98	N/A	N/A	40	2	36	11
2022-06-17	$35.66	$37.00	33.2%	9.5%	28.6%	47.0%	0.0%	18.2%	18.2%	124	10.2K	-134	0.05	121.26	N/A	N/A	40	2	26	11
2022-06-21	$36.55	$37.00	19.1%	5.5%	30.2%	18.9%	23.9%	13.2%	7.0%	-666	6.2K	-138	0.00	124.84	N/A	N/A	21	0	20	10
2022-06-22	$36.56	$37.00	19.9%	5.7%	28.5%	20.3%	22.5%	13.6%	7.0%	-1.2K	12.3K	-113	0.00	117.58	N/A	N/A	21	0	21	10
2022-06-23	$36.83	$37.00	20.3%	5.8%	28.7%	21.3%	23.8%	8.8%	9.0%	-1.4K	5.2K	-136	0.00	130.91	N/A	N/A	21	0	21	10
2022-06-24	$37.76	$37.00	31.4%	9.0%	30.2%	43.4%	26.4%	13.8%	-3.7%	4	-6.9K	-157	0.00	139.78	N/A	N/A	21	0	21	10
2022-06-27	$37.78	$37.00	32.7%	9.4%	29.7%	46.1%	27.0%	4.3%	-3.3%	680	-2.4K	-137	0.00	131.61	N/A	N/A	21	0	21	10
2022-06-28	$36.92	$37.00	18.8%	5.4%	29.8%	18.3%	22.0%	-9.1%	5.2%	-1.8K	8.6K	-107	0.00	123.97	N/A	N/A	21	0	21	10
2022-06-29	$36.89	$37.00	20.5%	5.9%	29.8%	21.6%	23.1%	9.6%	8.0%	-1.7K	9.8K	-105	0.00	127.42	N/A	N/A	21	0	21	10
2022-06-30	$36.69	$37.00	20.2%	5.8%	29.8%	21.0%	27.4%	13.0%	9.1%	-1.9K	11.3K	-110	0.00	125.26	N/A	N/A	21	0	21	10