USMC Options History — October 2022

Name: USMC Options Analytics - October 2022
Creator: Options Analysis Suite

In October 2022, USMC traded between $33.44 and $36.43. ATM implied volatility averaged 34.5%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 7.8% (HV 20d: 26.7%). Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2022-10-20: Highest Volume — 51 contracts
2022-10-06: Largest IV spike — 37.0% change
2022-10-11: Highest IV Rank — 64.9%
2022-10-19: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.94	$33.44	$36.43	$34.58	$36.15
ATM IV	34.5%	24.8%	45.7%	36.0%	30.8%
Expected Move	9.2%	7.1%	10.3%	10.3%	8.8%
HV 20d	26.7%	23.3%	28.7%	27.2%	25.9%
HV 60d	23.6%	22.4%	24.5%	22.4%	24.5%
IV Rank	41.8%	21.8%	64.9%	45.0%	34.3%
IV Percentile	85.5%	46.0%	98.8%	91.3%	77.4%
Term Structure	-4.7%	-16.3%	2.3%	-11.0%	-4.7%
Skew 25d	11.5%	4.2%	19.6%	8.3%	6.1%
Skew 10d	17.3%	-8.2%	29.6%	25.9%	23.4%
Call IV 25d	29.4%	20.4%	37.4%	33.3%	37.4%
Put IV 25d	40.8%	32.0%	48.9%	41.6%	43.5%
Bid-Ask Spread %	122.77	93.51	147.08	93.51	129.30
Gamma HHI	0.54	0.50	0.62	0.50	0.62
Net GEX	501	-230	1.4K	31	1.4K
Net DEX	7.4K	588	15.2K	11.5K	588
Net VEX	-152	-187	-122	-150	-163
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.02	0.00	0.02
Total Volume	50.381	50	51	50	51
Total OI	60.667	60	61	61	60

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
2022-10-03	$34.58	$0.00	36.0%	10.3%	27.2%	45.0%	0.0%	8.3%	-11.0%	31	11.5K	-150	0.00	93.51	N/A	N/A	50	0	50	11
2022-10-04	$35.35	$0.00	35.2%	10.1%	28.6%	43.3%	0.0%	19.6%	-4.7%	526	5.5K	-184	0.00	129.94	N/A	N/A	50	0	50	11
2022-10-05	$35.57	$0.00	30.7%	8.8%	28.2%	34.1%	0.0%	18.7%	-1.0%	720	6.0K	-170	0.00	111.58	N/A	N/A	50	0	50	11
2022-10-06	$35.15	$0.00	42.1%	8.6%	28.3%	57.4%	0.0%	14.4%	-0.9%	1.0K	2.8K	-187	0.00	121.78	N/A	N/A	50	0	50	11
2022-10-07	$33.94	$0.00	35.8%	8.2%	28.7%	44.6%	0.0%	8.5%	-1.0%	549	7.8K	-164	0.00	113.21	N/A	N/A	50	0	50	11
2022-10-10	$33.83	$0.00	43.1%	7.7%	28.2%	59.7%	0.0%	4.2%	2.0%	-191	15.2K	-126	0.00	106.34	N/A	N/A	50	0	50	11
2022-10-11	$33.44	$0.00	45.7%	9.6%	24.2%	64.9%	0.0%	14.1%	-2.2%	-176	13.6K	-130	0.00	125.33	N/A	N/A	50	0	50	11
2022-10-12	$33.50	$0.00	35.4%	10.1%	23.3%	43.7%	0.0%	12.2%	-2.5%	141	11.0K	-149	0.00	135.94	N/A	N/A	50	0	50	11
2022-10-13	$34.34	$0.00	30.2%	8.6%	25.4%	33.0%	0.0%	11.6%	-6.8%	-230	13.8K	-132	0.00	126.52	N/A	N/A	50	0	50	11
2022-10-14	$33.83	$0.00	29.5%	8.5%	25.3%	31.6%	0.0%	9.5%	-2.0%	217	10.0K	-151	0.00	120.98	N/A	N/A	50	0	50	11
2022-10-17	$34.72	$0.00	33.1%	9.5%	27.4%	39.0%	0.0%	11.3%	-5.4%	545	7.8K	-164	0.00	130.51	N/A	N/A	50	0	50	11
2022-10-18	$34.91	$0.00	35.6%	10.2%	27.5%	44.1%	0.0%	4.8%	-8.3%	750	5.3K	-167	0.00	126.23	N/A	N/A	50	0	50	11
2022-10-19	$34.64	$0.00	36.1%	10.3%	26.9%	45.1%	0.0%	7.8%	-16.3%	379	8.2K	-153	0.00	131.36	N/A	N/A	50	0	50	11
2022-10-20	$34.46	$0.00	32.8%	9.4%	26.9%	38.3%	0.0%	13.9%	-1.6%	-56	12.2K	-128	0.02	147.08	N/A	N/A	50	1	50	11
2022-10-21	$35.20	$0.00	33.5%	9.6%	26.8%	39.8%	0.0%	12.7%	-4.6%	-15	10.1K	-122	0.02	119.14	N/A	N/A	50	1	50	10
2022-10-24	$35.80	$0.00	33.1%	9.5%	27.2%	38.9%	0.0%	6.1%	2.3%	1.0K	1.2K	-169	0.02	127.41	N/A	N/A	50	1	50	10
2022-10-25	$36.21	$0.00	32.3%	9.2%	27.2%	37.3%	0.0%	15.3%	-3.1%	601	5.3K	-130	0.02	127.51	N/A	N/A	50	1	50	10
2022-10-26	$35.96	$0.00	24.8%	7.1%	26.4%	21.8%	0.0%	12.7%	-6.1%	1.2K	2.8K	-145	0.02	102.92	N/A	N/A	50	1	50	10
2022-10-27	$35.66	$0.00	32.4%	9.3%	25.2%	37.5%	0.0%	10.1%	-8.1%	1.1K	3.0K	-159	0.02	128.39	N/A	N/A	50	1	50	10
2022-10-28	$36.43	$0.00	36.0%	10.3%	25.9%	45.0%	0.0%	19.1%	-12.1%	967	2.1K	-145	0.02	123.20	N/A	N/A	50	1	50	10
2022-10-31	$36.15	$0.00	30.8%	8.8%	25.9%	34.3%	0.0%	6.1%	-4.7%	1.4K	588	-163	0.02	129.30	N/A	N/A	50	1	50	10