USMC Options History — June 2023 In June 2023, USMC traded between $41.67 and $43.76. ATM implied volatility averaged 23.7%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 12.4% (HV 20d: 11.3%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-15 : Highest Volume — 3 contracts2023-06-07 : Largest IV spike — 271.0% change2023-06-07 : Highest IV Rank — 100.0%2023-06-07 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.77 $41.67 $43.76 $41.67 $43.76 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 23.7% 11.7% 91.6% 19.5% 13.7% Expected Move 4.9% 3.4% 11.9% 5.6% 3.9% HV 20d 11.3% 10.6% 12.4% 12.2% 11.7% HV 60d 12.4% 11.9% 13.6% 13.4% 12.1% IV Rank 14.3% 0.0% 100.0% 7.8% 2.5% IV Percentile 26.3% 0.0% 100.0% 12.3% 0.8% Term Structure -1.9% -15.0% 5.3% -3.9% -3.2% VWIV 9.5% 9.5% 9.5% 9.5% 9.5% Skew 25d 2.4% -32.7% 44.2% 5.0% 4.3% Skew 10d 6.2% -0.4% 52.3% -0.4% 1.7% Call IV 25d 15.9% 10.4% 47.9% 15.5% 12.6% Put IV 25d 18.2% 14.4% 56.7% 20.5% 16.9% Bid-Ask Spread % 151.08 136.16 183.15 136.16 148.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 855 331 2.0K 1.1K 394 Net DEX -5.1K -12.3K -1.9K -5.2K -2.9K Net VEX -14 -24 -4 -22 -4 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 0.143 0 3 0 0 Total OI 2.571 1 4 4 1
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 2023-06-01 $41.67 $0.00 19.5% 5.6% 12.2% 7.8% 0.0% 5.0% -3.9% 1.1K -5.2K -22 0.00 136.16 N/A N/A 0 0 4 0 2023-06-02 $42.25 $0.00 21.5% 6.2% 12.0% 12.1% 0.0% 2.7% -5.6% 1.3K -6.8K -24 0.00 138.72 N/A N/A 0 0 4 0 2023-06-05 $42.14 $43.00 23.9% 4.5% 10.7% 17.3% 0.0% 4.3% -1.3% 1.2K -6.4K -23 0.00 156.23 N/A N/A 0 0 4 0 2023-06-06 $42.09 $43.00 24.7% 4.4% 10.8% 18.9% 0.0% 3.7% -1.2% 1.2K -6.3K -23 0.00 157.17 N/A N/A 0 0 4 0 2023-06-07 $41.84 $43.00 91.6% 11.9% 10.9% 100.0% 0.0% 44.2% -15.0% 529 -7.5K -23 0.00 183.15 N/A N/A 0 0 4 0 2023-06-08 $42.16 $43.00 26.6% 4.4% 11.1% 14.1% 0.0% -32.7% -1.3% 1.1K -6.6K -22 0.00 157.35 N/A N/A 0 0 4 0 2023-06-09 $42.37 $43.00 27.6% 4.4% 10.9% 15.5% 0.0% -18.9% -1.9% 1.4K -6.9K -22 0.00 152.11 N/A N/A 0 0 4 0 2023-06-12 $42.76 $43.00 33.4% 3.6% 11.0% 23.1% 0.0% 4.3% 3.1% 1.5K -8.2K -22 0.00 153.69 N/A N/A 0 0 4 0 2023-06-13 $42.95 $43.00 40.1% 3.4% 11.0% 32.0% 0.0% 2.5% 5.3% 1.5K -8.8K -22 0.00 152.82 N/A N/A 0 0 4 0 2023-06-14 $42.93 $43.00 11.7% 3.4% 11.0% 0.0% 0.0% 2.4% 5.0% 1.5K -8.7K -22 0.00 149.66 N/A N/A 0 0 4 0 2023-06-15 $43.60 $43.00 12.7% 3.6% 11.6% 1.3% 9.5% 5.6% 3.0% 2.0K -12.3K -19 0.00 140.07 N/A N/A 3 0 4 0 2023-06-16 $43.51 $43.00 15.7% 4.5% 11.6% 5.0% 0.0% 1.5% -2.3% 331 -2.7K -5 0.00 150.76 N/A N/A 0 0 1 0 2023-06-20 $43.34 $43.00 16.2% 4.6% 11.9% 5.6% 0.0% 3.4% -1.7% 349 -2.5K -5 0.00 145.90 N/A N/A 0 0 1 0 2023-06-21 $43.02 $43.00 16.8% 4.8% 12.4% 6.4% 0.0% 1.7% -2.1% 348 -2.2K -5 0.00 149.93 N/A N/A 0 0 1 0 2023-06-22 $43.16 $43.00 16.0% 4.6% 11.9% 5.4% 0.0% 3.0% -1.6% 368 -2.4K -5 0.00 148.86 N/A N/A 0 0 1 0 2023-06-23 $42.96 $43.00 16.4% 4.7% 11.7% 5.8% 0.0% 2.9% -1.8% 356 -2.2K -5 0.00 152.46 N/A N/A 0 0 1 0 2023-06-26 $42.66 $43.00 17.3% 5.0% 11.6% 7.0% 0.0% 2.2% -2.7% 352 -1.9K -4 0.00 150.50 N/A N/A 0 0 1 0 2023-06-27 $42.98 $43.00 17.1% 4.9% 10.6% 6.8% 0.0% 3.7% -2.8% 381 -2.2K -4 0.00 147.68 N/A N/A 0 0 1 0 2023-06-28 $42.86 $43.00 17.5% 5.0% 10.6% 7.2% 0.0% 1.4% -6.1% 332 -2.1K -4 0.00 150.24 N/A N/A 0 0 1 0 2023-06-29 $43.08 $43.00 17.5% 5.0% 10.7% 7.3% 0.0% 2.6% -3.0% 386 -2.2K -4 0.00 150.53 N/A N/A 0 0 1 0 2023-06-30 $43.76 $43.00 13.7% 3.9% 11.7% 2.5% 0.0% 4.3% -3.2% 394 -2.9K -4 0.00 148.77 N/A N/A 0 0 1 0
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