USMC Options History — August 2022

In August 2022, USMC traded between $37.56 and $41.07. ATM implied volatility averaged 25.4%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.2% (HV 20d: 18.3%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-08-01: Highest Volume — 90 contracts
  • 2022-08-31: Largest IV spike — 48.5% change
  • 2022-08-02: Highest IV Rank — 42.8%
  • 2022-08-31: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.64$37.56$41.07$39.53$37.56
Max Pain$41.00$41.00$41.00$41.00$41.00
ATM IV25.4%17.2%31.7%27.4%31.7%
Expected Move6.9%4.9%9.1%7.9%9.1%
HV 20d18.3%16.1%20.1%18.4%19.6%
HV 60d23.5%22.1%25.4%25.4%23.6%
IV Rank27.8%6.8%42.8%35.5%38.6%
IV Percentile62.2%17.5%90.5%77.0%90.5%
Term Structure-2.1%-13.2%15.4%-11.7%-4.5%
VWIV23.1%18.3%27.9%23.9%27.9%
Skew 25d5.1%0.1%8.4%8.3%6.7%
Skew 10d2.4%-4.9%8.5%3.3%1.1%
Call IV 25d18.3%15.2%24.1%20.7%24.1%
Put IV 25d23.4%19.7%30.8%28.9%30.8%
Bid-Ask Spread %139.44126.17147.52138.67133.13
Gamma HHI0.550.480.600.570.49
Net GEX18.2K10.2K27.7K17.8K10.2K
Net DEX-133.3K-200.7K-43.9K-132.9K-48.7K
Net VEX-655-789-412-720-445
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume27.8260909090
Total OI114.783110120110120

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$39.53$0.0027.4%7.9%18.4%35.5%0.0%8.3%-11.7%17.8K-132.9K-7200.00138.67N/AN/A9001100
2022-08-02$39.30$0.0031.1%8.9%18.8%42.8%0.0%4.8%-5.4%15.3K-134.3K-6990.00140.23N/AN/A9001100
2022-08-03$39.87$0.0029.6%8.5%18.9%39.8%0.0%3.0%0.1%16.9K-142.0K-7160.00142.53N/AN/A9001100
2022-08-04$39.76$41.0030.5%7.2%18.8%41.8%23.9%7.2%-6.4%16.8K-161.6K-7570.00139.62N/AN/A9001100
2022-08-05$39.60$41.0029.1%6.7%18.9%38.8%18.3%4.7%-1.6%16.4K-134.8K-7000.00131.23N/AN/A9001100
2022-08-08$39.56$41.0029.3%6.9%18.2%39.3%22.4%8.4%-6.3%16.8K-148.3K-7020.00136.38N/AN/A9001100
2022-08-09$39.28$41.0030.8%5.7%17.5%42.4%0.0%4.7%-0.1%17.6K-105.4K-5800.00126.17N/AN/A001100
2022-08-10$40.11$41.0021.1%6.1%18.4%22.8%0.0%5.4%-1.8%20.4K-153.9K-7060.00143.63N/AN/A001100
2022-08-11$39.96$41.0020.6%5.9%18.6%21.8%0.0%6.9%1.5%20.2K-169.8K-7310.00136.28N/AN/A001100
2022-08-12$40.66$41.0020.3%5.8%18.7%21.2%0.0%6.0%-1.9%22.4K-182.0K-7340.00142.79N/AN/A001100
2022-08-15$40.98$41.0021.2%6.1%18.0%21.3%0.0%5.5%-2.9%23.2K-200.7K-7390.00145.30N/AN/A001100
2022-08-16$41.07$41.0017.2%4.9%16.3%6.8%0.0%3.9%1.7%27.7K-188.2K-7030.00133.33N/AN/A0101100
2022-08-17$41.05$41.0021.8%6.3%16.1%16.9%0.0%6.7%-3.2%22.9K-199.5K-7890.00144.09N/AN/A0011010
2022-08-18$40.86$41.0022.3%6.4%16.3%17.8%0.0%4.9%14.3%22.3K-188.2K-7590.00146.17N/AN/A0011010
2022-08-19$40.24$41.0020.1%5.8%16.6%13.2%0.0%4.8%15.4%23.6K-169.0K-7580.00131.30N/AN/A0011010
2022-08-22$39.34$41.0025.3%7.2%18.8%24.5%0.0%1.8%-4.8%17.2K-106.3K-6090.00143.77N/AN/A0011010
2022-08-23$39.26$41.0026.5%7.6%18.4%27.2%0.0%4.3%1.9%16.6K-103.9K-6130.00147.52N/AN/A0011010
2022-08-24$39.34$41.0022.8%6.5%17.6%19.1%0.0%6.5%-3.9%18.4K-94.0K-5910.00138.29N/AN/A0011010
2022-08-25$39.74$41.0024.9%7.1%16.8%23.7%0.0%5.4%-4.3%19.7K-120.0K-6400.00145.05N/AN/A0011010
2022-08-26$38.47$41.0029.7%8.5%20.0%34.3%0.0%0.1%-13.2%12.7K-82.2K-5140.00138.28N/AN/A0011010
2022-08-29$38.20$41.0029.9%8.6%20.1%34.8%0.0%5.6%-7.0%11.9K-57.3K-4440.00144.95N/AN/A0011010
2022-08-30$38.08$41.0021.3%6.1%20.1%15.8%0.0%0.9%-4.5%10.7K-43.9K-4120.00138.40N/AN/A0011010
2022-08-31$37.56$41.0031.7%9.1%19.6%38.6%27.9%6.7%-4.5%10.2K-48.7K-4450.00133.13N/AN/A90011010