USMC Options History — July 2022 In July 2022, USMC traded between $36.61 and $39.61. ATM implied volatility averaged 27.2%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 3.5% (HV 20d: 23.7%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-07-29 : Highest Volume — 90 contracts2022-07-07 : Largest IV spike — 97.0% change2022-07-08 : Highest IV Rank — 68.9%2022-07-18 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.71 $36.61 $39.61 $36.61 $39.61 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 27.2% 15.8% 44.0% 16.1% 23.6% Expected Move 7.7% 4.6% 11.1% 4.6% 6.8% HV 20d 23.7% 17.7% 30.4% 29.6% 18.4% HV 60d 26.6% 25.8% 27.1% 26.5% 26.2% IV Rank 35.1% 12.3% 68.9% 12.9% 27.9% IV Percentile 68.3% 10.7% 98.4% 12.3% 56.7% Term Structure -3.2% -13.5% 11.9% 11.9% -1.1% VWIV 27.9% 27.9% 27.9% 27.9% 27.9% Skew 25d 8.4% 1.0% 18.7% 12.7% 2.8% Skew 10d 6.7% 0.9% 19.9% 2.7% 0.9% Call IV 25d 20.0% 13.2% 28.4% 23.9% 18.9% Put IV 25d 28.4% 21.2% 36.5% 36.5% 21.7% Bid-Ask Spread % 137.94 122.42 158.96 128.88 141.12 Gamma HHI 0.75 0.45 1.00 0.50 0.52 Net GEX 534 -4.9K 8.9K -925 8.9K Net DEX -11.2K -87.8K 14.1K 10.1K -87.8K Net VEX -120 -531 -74 -106 -531 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 26.5 20 90 21 90 Total OI 28 20 70 31 70
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 2022-07-01 $36.61 $37.00 16.1% 4.6% 29.6% 12.9% 27.9% 12.7% 11.9% -925 10.1K -106 0.00 128.88 N/A N/A 21 0 21 10 2022-07-05 $36.73 $0.00 15.8% 7.6% 29.6% 12.3% 0.0% 15.8% -1.6% -952 8.8K -107 0.00 127.27 N/A N/A 21 0 21 10 2022-07-06 $37.21 $0.00 19.4% 8.9% 30.2% 19.4% 0.0% 15.3% -13.5% -2.4K 3.0K -107 0.00 122.42 N/A N/A 21 0 21 10 2022-07-07 $37.61 $0.00 38.2% 7.3% 30.3% 57.1% 0.0% 13.8% -0.9% 209 -6.9K -125 0.00 133.09 N/A N/A 21 0 21 10 2022-07-08 $37.69 $0.00 44.0% 8.8% 30.4% 68.9% 0.0% 14.9% -4.5% 330 -6.5K -120 0.00 127.87 N/A N/A 21 0 21 10 2022-07-11 $37.23 $0.00 25.0% 7.4% 30.1% 30.7% 0.0% 18.7% -2.2% -3.3K -2.5K -115 0.00 130.36 N/A N/A 21 0 21 10 2022-07-12 $36.71 $0.00 27.3% 7.3% 28.4% 35.3% 0.0% 13.2% -3.1% -3.5K 4.2K -106 0.00 130.71 N/A N/A 21 0 21 10 2022-07-13 $36.68 $0.00 24.2% 6.9% 24.9% 29.0% 0.0% 13.1% -6.1% -4.2K 14.1K -76 0.00 125.06 N/A N/A 21 0 21 10 2022-07-14 $36.71 $0.00 26.0% 7.4% 24.5% 32.6% 0.0% 6.7% 0.5% -4.9K 13.5K -74 0.00 134.31 N/A N/A 21 0 21 10 2022-07-15 $37.34 $0.00 32.5% 9.3% 23.3% 45.7% 0.0% 5.0% -1.1% -2.4K -3.8K -95 0.00 155.86 N/A N/A 21 0 21 10 2022-07-18 $37.00 $0.00 38.6% 11.1% 19.3% 57.9% 0.0% 7.2% -10.8% 2.0K -18.9K -97 0.00 158.96 N/A N/A 20 0 20 0 2022-07-19 $37.97 $0.00 26.7% 7.7% 21.1% 34.0% 0.0% 5.4% -5.1% 2.5K -16.4K -92 0.00 142.73 N/A N/A 20 0 20 0 2022-07-20 $38.38 $0.00 28.6% 8.2% 19.7% 37.9% 0.0% 4.3% -2.4% 2.5K -19.7K -99 0.00 141.20 N/A N/A 20 0 20 0 2022-07-21 $38.70 $0.00 26.8% 7.7% 19.8% 34.3% 0.0% 5.7% -1.5% 2.7K -20.0K -97 0.00 138.73 N/A N/A 20 0 20 0 2022-07-22 $38.20 $0.00 23.2% 6.6% 20.5% 26.9% 0.0% 1.0% -6.4% 3.1K -18.2K -91 0.00 143.62 N/A N/A 20 0 20 0 2022-07-25 $38.21 $0.00 27.5% 7.9% 18.6% 35.6% 0.0% 2.7% -7.3% 2.7K -17.7K -86 0.00 143.18 N/A N/A 20 0 20 0 2022-07-26 $37.85 $0.00 29.0% 8.3% 18.9% 38.6% 0.0% 5.7% -2.4% 2.5K -17.4K -88 0.00 150.32 N/A N/A 20 0 20 0 2022-07-27 $38.48 $0.00 27.0% 7.7% 17.7% 34.6% 0.0% 2.2% -4.4% 2.7K -19.5K -95 0.00 139.56 N/A N/A 20 0 20 0 2022-07-28 $39.19 $0.00 25.1% 7.2% 18.5% 30.9% 0.0% 1.5% -1.2% 3.2K -22.2K -97 0.00 143.58 N/A N/A 70 0 20 0 2022-07-29 $39.61 $0.00 23.6% 6.8% 18.4% 27.9% 0.0% 2.8% -1.1% 8.9K -87.8K -531 0.00 141.12 N/A N/A 90 0 70 0
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