USMC Options History — December 2022 In December 2022, USMC traded between $35.57 and $38.45. ATM implied volatility averaged 31.2%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 10.4% (HV 20d: 20.8%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 55.1% change2022-12-12 : Highest IV Rank — 85.7%2022-12-02 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $36.89 $35.57 $38.45 $38.45 $36.03 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 31.2% 22.0% 56.0% 30.1% 28.6% Expected Move 7.1% 5.8% 8.8% 8.6% 8.2% HV 20d 20.8% 17.4% 24.2% 23.1% 19.2% HV 60d 23.9% 23.0% 25.8% 25.8% 23.1% IV Rank 33.6% 14.3% 85.7% 31.4% 28.3% IV Percentile 59.7% 22.2% 99.2% 67.9% 57.9% Term Structure -3.0% -9.1% 14.2% -8.9% -4.8% Skew 25d 3.5% -2.2% 8.5% 2.9% 4.9% Skew 10d 4.2% -1.6% 16.5% 0.8% 1.1% Call IV 25d 20.0% 14.2% 27.5% 23.2% 21.5% Put IV 25d 23.5% 19.2% 33.1% 26.1% 26.4% Bid-Ask Spread % 160.21 144.60 171.78 144.98 162.71 Gamma HHI 0.78 0.50 1.00 0.67 1.00 Net GEX -412 -1.2K 1.9K 1.9K -1.2K Net DEX 6.4K -1.0K 9.1K -1.0K 8.2K Net VEX -56 -83 -48 -83 -49 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 38.571 10 60 60 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 2022-12-01 $38.45 $43.00 30.1% 8.6% 23.1% 31.4% 0.0% 2.9% -8.9% 1.9K -1.0K -83 0.00 144.98 N/A N/A 0 0 50 10 2022-12-02 $38.23 $43.00 30.6% 8.8% 22.7% 32.3% 0.0% 3.9% -9.1% 1.3K 1.2K -75 0.00 144.60 N/A N/A 0 0 50 10 2022-12-05 $37.66 $0.00 33.8% 6.1% 23.7% 39.0% 0.0% 1.8% -2.7% 382 4.3K -63 0.00 163.78 N/A N/A 0 0 50 10 2022-12-06 $37.01 $0.00 28.6% 5.8% 24.2% 28.2% 0.0% 7.8% -3.3% -609 6.6K -52 0.00 157.90 N/A N/A 0 0 50 10 2022-12-07 $36.98 $0.00 34.5% 6.0% 24.2% 40.6% 0.0% 3.2% -1.8% -546 6.3K -54 0.00 156.45 N/A N/A 0 0 50 10 2022-12-08 $37.34 $0.00 42.0% 6.8% 23.4% 56.3% 0.0% 8.5% -2.6% 71 5.4K -60 0.00 165.64 N/A N/A 0 0 50 10 2022-12-09 $37.23 $0.00 44.4% 6.9% 17.5% 61.4% 0.0% 2.4% -3.3% -49 5.6K -57 0.00 166.96 N/A N/A 0 0 50 10 2022-12-12 $37.58 $0.00 56.0% 6.8% 17.4% 85.7% 0.0% 4.3% -2.4% 619 2.9K -60 0.00 165.20 N/A N/A 0 0 50 10 2022-12-13 $38.03 $0.00 49.9% 6.3% 17.9% 73.0% 0.0% -0.1% -1.6% -41 4.9K -48 0.00 158.48 N/A N/A 0 0 50 10 2022-12-14 $37.77 $0.00 22.4% 6.4% 18.1% 15.1% 0.0% 3.1% -3.8% -187 5.4K -48 0.00 161.64 N/A N/A 0 0 50 10 2022-12-15 $36.84 $0.00 24.7% 7.1% 20.1% 19.9% 0.0% 3.7% 14.2% -679 7.9K -55 0.00 170.40 N/A N/A 0 0 50 10 2022-12-16 $36.52 $0.00 26.7% 7.7% 20.2% 24.2% 0.0% 3.8% -2.6% -931 8.9K -57 0.00 171.78 N/A N/A 0 0 50 10 2022-12-19 $35.98 $0.00 25.4% 7.3% 20.5% 21.4% 0.0% 2.7% -3.2% -1.0K 9.1K -54 0.00 161.69 N/A N/A 0 0 0 10 2022-12-20 $36.17 $0.00 25.4% 7.3% 20.6% 21.4% 0.0% 5.6% -2.9% -1.1K 8.9K -56 0.00 162.33 N/A N/A 0 0 0 10 2022-12-21 $36.61 $0.00 25.2% 7.2% 20.5% 21.1% 0.0% 3.3% -3.6% -1.0K 7.3K -48 0.00 166.81 N/A N/A 0 0 0 10 2022-12-22 $36.00 $0.00 22.0% 6.3% 20.8% 14.3% 0.0% 1.4% -2.9% -1.2K 8.8K -52 0.00 147.92 N/A N/A 0 0 0 10 2022-12-23 $36.19 $0.00 22.9% 6.6% 21.0% 16.2% 0.0% 4.0% -3.1% -1.1K 8.5K -51 0.00 152.20 N/A N/A 0 0 0 10 2022-12-27 $36.15 $0.00 27.8% 8.0% 20.4% 26.5% 0.0% 3.1% -4.4% -1.1K 8.4K -50 0.00 163.51 N/A N/A 0 0 0 10 2022-12-28 $35.57 $0.00 26.8% 7.7% 21.0% 24.3% 0.0% -2.2% -4.7% -1.1K 9.1K -53 0.00 158.88 N/A N/A 0 0 0 10 2022-12-29 $36.25 $0.00 27.5% 7.9% 19.5% 25.8% 0.0% 5.6% -4.9% -1.1K 8.1K -50 0.00 160.57 N/A N/A 0 0 0 10 2022-12-30 $36.03 $0.00 28.6% 8.2% 19.2% 28.3% 0.0% 4.9% -4.8% -1.2K 8.2K -49 0.00 162.71 N/A N/A 0 0 0 10
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