USMC Options History — February 2023 In February 2023, USMC traded between $37.48 and $39.22. ATM implied volatility averaged 21.9%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.8% (HV 20d: 16.1%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2023-02-07 : Largest IV drop — 19.9% change2023-02-06 : Highest IV Rank — 27.4%2023-02-28 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $38.42 $37.48 $39.22 $38.63 $37.66 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 21.9% 18.5% 28.2% 20.3% 24.9% Expected Move 5.9% 5.0% 7.1% 5.8% 7.1% HV 20d 16.1% 14.8% 17.2% 16.0% 15.9% HV 60d 18.2% 16.9% 20.0% 19.9% 16.9% IV Rank 14.1% 6.9% 27.4% 10.8% 20.4% IV Percentile 19.6% 4.0% 55.2% 11.1% 36.1% Term Structure -3.2% -10.9% 14.0% -2.3% -6.4% Skew 25d 3.3% 0.3% 8.3% 8.3% 2.2% Skew 10d 1.8% -1.5% 3.7% 3.7% 1.4% Call IV 25d 16.3% 13.2% 20.2% 16.3% 19.8% Put IV 25d 19.6% 14.3% 24.6% 24.6% 22.0% Bid-Ask Spread % 137.59 129.27 151.90 151.90 139.65 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -328 -593 -126 -242 -485 Net DEX 880 278 1.7K 608 1.3K Net VEX -6 -9 -2 -5 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
Daily Data (19 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 2023-02-01 $38.63 $0.00 20.3% 5.8% 16.0% 10.8% 0.0% 8.3% -2.3% -242 608 -5 0.00 151.90 N/A N/A 0 0 0 10 2023-02-02 $38.98 $34.00 23.8% 5.1% 16.1% 18.0% 0.0% 3.6% -2.1% -233 633 -5 0.00 134.37 N/A N/A 0 0 0 10 2023-02-03 $38.82 $34.00 23.8% 5.0% 16.1% 18.1% 0.0% 2.3% -1.2% -255 693 -6 0.00 135.93 N/A N/A 0 0 0 10 2023-02-06 $38.63 $34.00 28.2% 5.4% 14.8% 27.4% 0.0% 3.5% -3.7% -332 989 -7 0.00 141.87 N/A N/A 0 0 0 10 2023-02-07 $39.22 $34.00 22.6% 5.1% 15.3% 15.6% 0.0% 1.1% -1.9% -126 278 -2 0.00 129.27 N/A N/A 0 0 0 10 2023-02-08 $38.83 $34.00 18.7% 5.4% 16.1% 7.3% 0.0% 2.2% -3.1% -257 699 -6 0.00 137.14 N/A N/A 0 0 0 10 2023-02-09 $38.53 $34.00 18.5% 5.3% 16.3% 6.9% 0.0% 0.3% -4.7% -289 766 -6 0.00 132.46 N/A N/A 0 0 0 10 2023-02-10 $38.50 $34.00 20.4% 5.9% 16.3% 11.0% 0.0% 5.4% -3.3% -351 1.0K -7 0.00 141.05 N/A N/A 0 0 0 10 2023-02-13 $38.91 $34.00 20.1% 5.8% 16.5% 10.3% 0.0% 5.2% -3.8% -235 618 -5 0.00 137.03 N/A N/A 0 0 0 10 2023-02-14 $39.06 $34.00 19.0% 5.4% 16.5% 7.9% 0.0% 4.9% -3.2% -163 379 -3 0.00 135.97 N/A N/A 0 0 0 10 2023-02-15 $38.90 $34.00 19.1% 5.5% 15.1% 8.1% 0.0% 3.6% -3.0% -188 446 -4 0.00 138.42 N/A N/A 0 0 0 10 2023-02-16 $38.48 $34.00 19.9% 5.7% 15.8% 9.8% 0.0% 1.2% 14.0% -253 610 -4 0.00 132.00 N/A N/A 0 0 0 10 2023-02-17 $38.25 $34.00 21.3% 6.1% 15.6% 12.8% 0.0% 5.4% -3.3% -342 903 -6 0.00 138.29 N/A N/A 0 0 0 10 2023-02-21 $37.72 $34.00 22.6% 6.5% 15.9% 15.5% 0.0% 1.8% -5.8% -523 1.5K -9 0.00 135.38 N/A N/A 0 0 0 10 2023-02-22 $37.48 $34.00 23.3% 6.7% 16.1% 16.9% 0.0% 2.3% -5.0% -593 1.7K -9 0.00 141.45 N/A N/A 0 0 0 10 2023-02-23 $38.04 $34.00 22.1% 6.3% 16.9% 14.6% 0.0% 4.7% -10.9% -355 880 -5 0.00 135.89 N/A N/A 0 0 0 10 2023-02-24 $37.55 $34.00 23.4% 6.7% 17.2% 17.3% 0.0% 3.2% -5.7% -555 1.5K -8 0.00 138.31 N/A N/A 0 0 0 10 2023-02-27 $37.70 $34.00 24.2% 6.9% 16.9% 18.9% 0.0% 1.2% -6.1% -453 1.1K -6 0.00 137.93 N/A N/A 0 0 0 10 2023-02-28 $37.66 $34.00 24.9% 7.1% 15.9% 20.4% 0.0% 2.2% -6.4% -485 1.3K -6 0.00 139.65 N/A N/A 0 0 0 10
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