USMC Options History — March 2023 In March 2023, USMC traded between $36.83 and $39.68. ATM implied volatility averaged 26.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 10.2% (HV 20d: 16.0%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 58.8% change2023-03-14 : Highest IV Rank — 79.9%2023-03-01 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.19 $36.83 $39.68 $37.48 $39.68 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 26.2% 19.1% 53.2% 25.9% 20.0% Expected Move 6.1% 5.1% 7.4% 7.4% 5.7% HV 20d 16.0% 14.2% 17.6% 15.8% 15.9% HV 60d 16.5% 15.5% 17.1% 16.9% 15.7% IV Rank 23.0% 8.2% 79.9% 22.5% 10.0% IV Percentile 35.4% 6.0% 98.8% 43.7% 9.5% Term Structure -1.6% -6.9% 19.5% -6.9% -2.3% Skew 25d 4.2% -0.7% 9.1% 3.9% 6.3% Skew 10d 3.2% 1.0% 5.5% 1.2% 5.5% Call IV 25d 16.8% 13.8% 19.5% 19.5% 15.1% Put IV 25d 21.0% 16.2% 25.9% 23.4% 21.4% Bid-Ask Spread % 149.03 135.30 160.18 139.05 152.52 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -211 -746 0 -559 0 Net DEX 484 0 2.0K 1.5K 0 Net VEX -1 -7 0 -7 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.652 0 10 10 0
Daily Data (23 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 2023-03-01 $37.48 $34.00 25.9% 7.4% 15.8% 22.5% 0.0% 3.9% -6.9% -559 1.5K -7 0.00 139.05 N/A N/A 0 0 0 10 2023-03-02 $37.80 $34.00 25.3% 7.2% 14.2% 21.1% 0.0% 5.3% -6.8% -412 1.0K -5 0.00 140.90 N/A N/A 0 0 0 10 2023-03-03 $38.39 $34.00 22.8% 6.5% 15.0% 16.1% 0.0% 4.8% -3.3% -168 323 -2 0.00 135.30 N/A N/A 0 0 0 10 2023-03-06 $38.48 $0.00 27.6% 5.4% 15.0% 26.0% 0.0% 2.2% -2.4% -167 326 -1 0.00 155.42 N/A N/A 0 0 0 10 2023-03-07 $37.98 $0.00 28.4% 5.1% 15.6% 27.8% 0.0% 0.6% -1.3% -255 513 -2 0.00 150.32 N/A N/A 0 0 0 10 2023-03-08 $37.94 $0.00 30.5% 5.6% 14.4% 32.2% 0.0% 4.9% 3.8% -204 368 -2 0.00 144.03 N/A N/A 0 0 0 10 2023-03-09 $37.31 $0.00 28.3% 5.5% 15.1% 27.6% 0.0% -0.7% -1.5% -408 802 -3 0.00 144.12 N/A N/A 0 0 0 10 2023-03-10 $36.83 $0.00 34.3% 5.6% 15.4% 40.2% 0.0% 1.0% -3.2% -746 1.8K -5 0.00 151.62 N/A N/A 0 0 0 10 2023-03-13 $37.12 $0.00 53.2% 6.8% 15.8% 79.9% 0.0% 4.7% -0.9% -735 2.0K -4 0.00 146.09 N/A N/A 0 0 0 10 2023-03-14 $37.48 $0.00 53.2% 6.8% 15.8% 79.9% 0.0% 4.1% -3.9% -484 1.1K -2 0.00 160.18 N/A N/A 0 0 0 10 2023-03-15 $37.43 $0.00 21.9% 6.3% 15.6% 14.1% 0.0% 6.2% -2.4% -343 639 -1 0.00 148.74 N/A N/A 0 0 0 10 2023-03-16 $38.23 $0.00 19.1% 5.5% 17.6% 8.2% 0.0% 7.5% 19.5% -91 134 0 0.00 144.47 N/A N/A 0 0 0 10 2023-03-17 $37.92 $0.00 20.6% 5.9% 17.5% 11.3% 0.0% 3.4% -0.9% -273 546 0 0.00 149.31 N/A N/A 0 0 0 10 2023-03-20 $38.17 $0.00 21.7% 6.2% 17.5% 13.7% 0.0% 7.3% -1.6% 0 0 0 0.00 152.24 N/A N/A 0 0 0 0 2023-03-21 $38.71 $0.00 19.9% 5.7% 17.4% 9.9% 0.0% 5.6% -1.6% 0 0 0 0.00 153.09 N/A N/A 0 0 0 0 2023-03-22 $38.59 $0.00 19.7% 5.6% 17.2% 9.5% 0.0% 0.8% -1.9% 0 0 0 0.00 147.46 N/A N/A 0 0 0 0 2023-03-23 $38.58 $0.00 19.5% 5.6% 16.5% 8.9% 0.0% 1.6% -1.8% 0 0 0 0.00 148.13 N/A N/A 0 0 0 0 2023-03-24 $38.68 $0.00 20.8% 6.0% 15.7% 11.7% 0.0% 9.1% -3.4% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2023-03-27 $38.80 $0.00 22.2% 6.4% 15.7% 14.6% 0.0% 4.2% -4.2% 0 0 0 0.00 155.02 N/A N/A 0 0 0 0 2023-03-28 $38.49 $0.00 22.9% 6.6% 16.0% 16.3% 0.0% 5.0% -3.7% 0 0 0 0.00 155.45 N/A N/A 0 0 0 0 2023-03-29 $39.02 $0.00 21.5% 6.2% 16.5% 13.2% 0.0% 4.2% -2.6% 0 0 0 0.00 156.46 N/A N/A 0 0 0 0 2023-03-30 $39.25 $0.00 22.2% 6.4% 16.4% 14.7% 0.0% 3.9% -3.7% 0 0 0 0.00 156.56 N/A N/A 0 0 0 0 2023-03-31 $39.68 $0.00 20.0% 5.7% 15.9% 10.0% 0.0% 6.3% -2.3% 0 0 0 0.00 152.52 N/A N/A 0 0 0 0
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