USMC Options History — May 2023 In May 2023, USMC traded between $39.42 and $41.55. ATM implied volatility averaged 20.3%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.6% (HV 20d: 13.7%). Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-30 : Highest Volume — 4 contracts2023-05-10 : Largest IV drop — 37.0% change2023-05-09 : Highest IV Rank — 24.0%2023-05-31 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.45 $39.42 $41.55 $40.50 $41.47 ATM IV 20.3% 16.8% 27.1% 21.1% 22.2% Expected Move 5.4% 4.8% 6.4% 6.0% 6.4% HV 20d 13.7% 12.2% 14.9% 12.2% 12.4% HV 60d 14.1% 13.3% 14.7% 14.3% 13.7% IV Rank 9.7% 2.0% 24.0% 12.4% 13.6% IV Percentile 15.6% 0.8% 52.4% 17.1% 29.4% Term Structure -2.8% -5.5% 2.7% -5.2% -5.1% Skew 25d 4.8% 1.7% 7.1% 3.5% 4.7% Skew 10d 2.6% 1.2% 9.5% 2.4% 1.5% Call IV 25d 14.2% 11.7% 16.9% 15.8% 16.8% Put IV 25d 19.0% 17.3% 21.9% 19.3% 21.5% Bid-Ask Spread % 141.97 136.87 152.71 152.71 139.37 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 45 0 993 0 993 Net DEX -225 -5.0K 0 0 -5.0K Net VEX -1 -21 0 0 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.182 0 4 0 0 Total OI 0.182 0 4 0 4
Daily Data (22 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 2023-05-01 $40.50 $0.00 21.1% 6.0% 12.2% 12.4% 0.0% 3.5% -5.2% 0 0 0 0.00 152.71 N/A N/A 0 0 0 0 2023-05-02 $40.02 $0.00 21.0% 6.0% 12.8% 12.2% 0.0% 2.2% -4.7% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2023-05-03 $39.81 $0.00 22.1% 6.3% 12.8% 14.4% 0.0% 5.1% -5.5% 0 0 0 0.00 147.09 N/A N/A 0 0 0 0 2023-05-04 $39.42 $0.00 25.0% 5.0% 13.3% 20.6% 0.0% 4.0% -2.7% 0 0 0 0.00 138.94 N/A N/A 0 0 0 0 2023-05-05 $40.16 $0.00 22.3% 4.9% 14.9% 14.8% 0.0% 6.1% -0.7% 0 0 0 0.00 140.63 N/A N/A 0 0 0 0 2023-05-08 $40.16 $0.00 26.0% 5.2% 14.9% 21.7% 0.0% 6.7% -0.6% 0 0 0 0.00 143.14 N/A N/A 0 0 0 0 2023-05-09 $40.00 $0.00 27.1% 5.4% 14.9% 24.0% 0.0% 5.4% -1.6% 0 0 0 0.00 142.08 N/A N/A 0 0 0 0 2023-05-10 $40.19 $0.00 17.1% 4.9% 14.9% 2.6% 0.0% 5.0% -1.2% 0 0 0 0.00 139.17 N/A N/A 0 0 0 0 2023-05-11 $40.07 $0.00 18.4% 5.3% 13.9% 5.4% 0.0% 5.6% -2.6% 0 0 0 0.00 142.82 N/A N/A 0 0 0 0 2023-05-12 $39.98 $0.00 18.4% 5.3% 13.9% 5.5% 0.0% 4.0% -2.6% 0 0 0 0.00 139.84 N/A N/A 0 0 0 0 2023-05-15 $40.11 $0.00 17.9% 5.1% 13.9% 4.3% 0.0% 6.1% -1.8% 0 0 0 0.00 142.21 N/A N/A 0 0 0 0 2023-05-16 $40.08 $0.00 18.7% 5.4% 13.9% 6.1% 0.0% 5.2% -3.3% 0 0 0 0.00 144.38 N/A N/A 0 0 0 0 2023-05-17 $40.44 $0.00 18.0% 5.2% 14.3% 4.6% 0.0% 5.7% -1.9% 0 0 0 0.00 139.18 N/A N/A 0 0 0 0 2023-05-18 $40.80 $0.00 17.1% 4.9% 14.1% 2.6% 0.0% 5.1% 2.7% 0 0 0 0.00 141.24 N/A N/A 0 0 0 0 2023-05-19 $40.86 $0.00 16.8% 4.8% 14.0% 2.0% 0.0% 3.2% -3.2% 0 0 0 0.00 142.20 N/A N/A 0 0 0 0 2023-05-22 $40.89 $0.00 18.7% 5.4% 14.0% 6.0% 0.0% 3.1% -3.2% 0 0 0 0.00 143.31 N/A N/A 0 0 0 0 2023-05-23 $40.61 $0.00 18.8% 5.4% 13.1% 6.3% 0.0% 3.5% -3.5% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0 2023-05-24 $40.34 $0.00 21.3% 6.1% 13.2% 11.6% 0.0% 7.1% -4.2% 0 0 0 0.00 142.39 N/A N/A 0 0 0 0 2023-05-25 $40.87 $0.00 19.9% 5.7% 12.3% 8.7% 0.0% 5.5% -4.1% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-05-26 $41.55 $0.00 17.7% 5.1% 13.3% 3.9% 0.0% 6.6% -2.3% 0 0 0 0.00 136.87 N/A N/A 0 0 0 0 2023-05-30 $41.50 $0.00 20.4% 5.9% 13.3% 9.8% 0.0% 1.7% -5.1% 0 0 0 0.00 138.51 N/A N/A 4 0 0 0 2023-05-31 $41.47 $0.00 22.2% 6.4% 12.4% 13.6% 0.0% 4.7% -5.1% 993 -5.0K -21 0.00 139.37 N/A N/A 0 0 4 0
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