USMC Options History — July 2023

Name: USMC Options Analytics - July 2023
Creator: Options Analysis Suite

In July 2023, USMC traded between $42.99 and $45.08. ATM implied volatility averaged 16.8%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.0% (HV 20d: 10.8%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2023-07-14: Highest Volume — 2 contracts
2023-07-14: Largest IV spike — 33.8% change
2023-07-10: Highest IV Rank — 13.7%
2023-07-03: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.21	$42.99	$45.08	$43.59	$45.05
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	16.8%	11.4%	22.6%	18.8%	13.4%
Expected Move	4.5%	3.3%	5.4%	5.4%	3.8%
HV 20d	10.8%	9.3%	11.8%	11.1%	9.3%
HV 60d	11.9%	11.0%	12.4%	12.2%	11.0%
IV Rank	6.6%	0.0%	13.7%	8.9%	2.5%
IV Percentile	8.4%	0.0%	36.9%	13.1%	1.2%
Term Structure	-2.3%	-4.4%	1.5%	-4.0%	-4.3%
Skew 25d	2.9%	0.1%	7.1%	2.7%	0.4%
Skew 10d	2.8%	0.7%	7.2%	1.0%	0.9%
Call IV 25d	12.5%	8.0%	17.0%	14.7%	14.9%
Put IV 25d	15.5%	13.3%	18.8%	17.4%	15.3%
Bid-Ask Spread %	153.82	145.17	159.74	150.69	151.75
Gamma HHI	0.88	0.51	1.00	1.00	1.00
Net GEX	39	-394	452	362	-298
Net DEX	-652	-3.5K	3.2K	-2.8K	3.0K
Net VEX	-12	-22	-2	-4	-20
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.1	0	2	0	0
Total OI	1.8	1	3	1	2

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-07-03	$43.59	$43.00	18.8%	5.4%	11.1%	8.9%	0.0%	2.7%	-4.0%	362	-2.8K	-4	150.69	N/A	N/A	0	1	0
2023-07-05	$43.65	$43.00	18.0%	5.2%	11.0%	7.9%	0.0%	3.5%	-4.4%	395	-2.9K	-3	145.95	N/A	N/A	0	1	0
2023-07-06	$43.22	$0.00	20.7%	4.5%	11.7%	11.2%	0.0%	5.1%	-1.0%	400	-2.5K	-3	157.43	N/A	N/A	0	1	0
2023-07-07	$43.12	$0.00	17.8%	3.7%	11.5%	7.6%	0.0%	2.6%	1.5%	451	-2.4K	-3	153.54	N/A	N/A	0	1	0
2023-07-10	$42.99	$0.00	22.6%	4.5%	11.3%	13.7%	0.0%	7.1%	-1.2%	423	-2.2K	-3	150.76	N/A	N/A	0	1	0
2023-07-11	$43.27	$0.00	20.9%	4.1%	11.4%	11.5%	0.0%	4.4%	-1.6%	452	-2.5K	-3	159.34	N/A	N/A	0	1	0
2023-07-12	$43.69	$0.00	15.0%	4.3%	11.5%	4.1%	0.0%	4.0%	-1.6%	386	-2.9K	-3	159.74	N/A	N/A	0	1	0
2023-07-13	$44.11	$0.00	11.4%	3.3%	11.8%	0.0%	0.0%	5.9%	-1.9%	378	-3.5K	-2	151.75	N/A	N/A	0	1	0
2023-07-14	$44.14	$0.00	15.3%	4.4%	11.8%	4.8%	0.0%	2.2%	-1.4%	361	-3.4K	-2	158.84	N/A	N/A	2	1	0
2023-07-17	$44.40	$0.00	16.1%	4.6%	10.7%	5.8%	0.0%	4.1%	-1.6%	-90	-569	-22	155.81	N/A	N/A	0	1	2
2023-07-18	$44.71	$0.00	14.8%	4.2%	10.9%	4.2%	0.0%	4.3%	-1.7%	-151	-1.2K	-21	154.90	N/A	N/A	0	1	2
2023-07-19	$44.78	$0.00	15.0%	4.3%	10.7%	4.5%	0.0%	1.3%	-1.4%	-178	-1.4K	-20	154.48	N/A	N/A	0	1	2
2023-07-20	$44.48	$0.00	17.1%	4.9%	10.6%	7.1%	0.0%	1.8%	-2.5%	-85	-593	-21	153.66	N/A	N/A	0	1	2
2023-07-21	$44.64	$0.00	15.8%	4.5%	10.6%	5.5%	0.0%	1.8%	-2.6%	-113	-896	-21	156.34	N/A	N/A	0	1	2
2023-07-24	$44.87	$0.00	16.7%	4.8%	10.4%	6.6%	0.0%	1.8%	-3.0%	-387	2.8K	-20	156.68	N/A	N/A	0	0	2
2023-07-25	$45.01	$0.00	16.5%	4.7%	9.8%	6.4%	0.0%	1.9%	-2.7%	-389	2.6K	-19	149.57	N/A	N/A	0	0	2
2023-07-26	$44.88	$0.00	16.9%	4.8%	9.8%	6.8%	0.0%	1.9%	-3.3%	-394	2.7K	-19	154.45	N/A	N/A	0	0	2
2023-07-27	$44.61	$0.00	16.1%	4.6%	10.1%	5.9%	0.0%	0.1%	-3.5%	-365	3.2K	-20	145.17	N/A	N/A	0	0	2
2023-07-28	$45.08	$0.00	17.0%	4.9%	10.5%	7.0%	0.0%	2.0%	-3.1%	-388	2.6K	-19	155.47	N/A	N/A	0	0	2
2023-07-31	$45.05	$0.00	13.4%	3.8%	9.3%	2.5%	0.0%	0.4%	-4.3%	-298	3.0K	-20	151.75	N/A	N/A	0	0	2