USMC Options History — April 2023 In April 2023, USMC traded between $39.33 and $40.37. ATM implied volatility averaged 22.0%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 9.8% (HV 20d: 12.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-13 : Largest IV spike — 123.7% change2023-04-13 : Highest IV Rank — 51.8%2023-04-13 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.96 $39.33 $40.37 $39.92 $40.37 ATM IV 22.0% 17.8% 39.8% 21.1% 19.7% Expected Move 6.0% 5.0% 11.4% 6.1% 5.6% HV 20d 12.2% 9.7% 16.0% 16.0% 12.6% HV 60d 14.9% 14.4% 15.7% 15.7% 14.4% IV Rank 14.2% 5.5% 51.8% 12.5% 9.4% IV Percentile 20.6% 2.8% 91.7% 15.5% 8.7% Term Structure -2.9% -5.2% -0.9% -3.9% -2.8% Skew 25d 4.2% 0.1% 18.3% 4.7% 4.2% Skew 10d 6.3% 1.7% 27.8% 2.3% 4.0% Call IV 25d 15.5% 12.8% 19.0% 16.3% 14.5% Put IV 25d 19.6% 16.4% 31.9% 20.9% 18.7% Bid-Ask Spread % 153.03 144.50 183.41 150.26 151.30 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2023-04-03 $39.92 $0.00 21.1% 6.1% 16.0% 12.5% 0.0% 4.7% -3.9% 0 0 0 0.00 150.26 N/A N/A 0 0 0 0 2023-04-04 $39.69 $0.00 22.5% 6.5% 15.3% 15.4% 0.0% 2.6% -5.2% 0 0 0 0.00 152.07 N/A N/A 0 0 0 0 2023-04-05 $39.74 $0.00 22.5% 6.4% 15.2% 15.3% 0.0% 4.0% -4.2% 0 0 0 0.00 151.11 N/A N/A 0 0 0 0 2023-04-06 $39.84 $0.00 22.4% 5.0% 13.5% 15.1% 0.0% 4.7% -1.8% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2023-04-10 $39.80 $0.00 29.8% 6.3% 12.2% 30.7% 0.0% 5.1% -1.4% 0 0 0 0.00 151.05 N/A N/A 0 0 0 0 2023-04-11 $39.86 $0.00 26.5% 5.4% 12.1% 23.7% 0.0% 2.9% -1.7% 0 0 0 0.00 155.21 N/A N/A 0 0 0 0 2023-04-12 $39.66 $0.00 17.8% 5.1% 12.3% 5.5% 0.0% 0.1% -2.3% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2023-04-13 $40.28 $0.00 39.8% 11.4% 12.9% 51.8% 0.0% 18.3% -4.9% 0 0 0 0.00 183.41 N/A N/A 0 0 0 0 2023-04-14 $40.23 $0.00 19.3% 5.5% 11.3% 8.6% 0.0% 5.1% -0.9% 0 0 0 0.00 144.50 N/A N/A 0 0 0 0 2023-04-17 $40.26 $0.00 18.3% 5.3% 10.6% 6.6% 0.0% 4.2% -1.9% 0 0 0 0.00 153.96 N/A N/A 0 0 0 0 2023-04-18 $40.33 $0.00 18.9% 5.4% 10.5% 7.7% 0.0% 3.7% -2.4% 0 0 0 0.00 152.27 N/A N/A 0 0 0 0 2023-04-19 $40.28 $0.00 18.4% 5.3% 9.7% 6.7% 0.0% 4.3% -2.2% 0 0 0 0.00 153.77 N/A N/A 0 0 0 0 2023-04-20 $39.89 $0.00 18.3% 5.3% 10.4% 6.6% 0.0% 1.6% -2.5% 0 0 0 0.00 152.94 N/A N/A 0 0 0 0 2023-04-21 $40.05 $0.00 18.9% 5.4% 10.4% 7.8% 0.0% 2.8% -2.8% 0 0 0 0.00 154.30 N/A N/A 0 0 0 0 2023-04-24 $40.13 $0.00 19.7% 5.6% 10.4% 9.4% 0.0% 3.7% -3.3% 0 0 0 0.00 145.78 N/A N/A 0 0 0 0 2023-04-25 $39.54 $0.00 22.7% 6.5% 11.9% 15.6% 0.0% 1.4% -4.8% 0 0 0 0.00 161.12 N/A N/A 0 0 0 0 2023-04-26 $39.33 $0.00 20.9% 6.0% 11.7% 12.0% 0.0% 1.6% -3.3% 0 0 0 0.00 152.98 N/A N/A 0 0 0 0 2023-04-27 $40.08 $0.00 19.7% 5.7% 12.6% 9.5% 0.0% 4.0% -3.3% 0 0 0 0.00 146.00 N/A N/A 0 0 0 0 2023-04-28 $40.37 $0.00 19.7% 5.6% 12.6% 9.4% 0.0% 4.2% -2.8% 0 0 0 0.00 151.30 N/A N/A 0 0 0 0
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