USMC Options History — August 2023 In August 2023, USMC traded between $43.34 and $45.05. ATM implied volatility averaged 18.2%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.7% (HV 20d: 10.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 32.6% change2023-08-08 : Highest IV Rank — 15.4%2023-08-28 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.14 $43.34 $45.05 $45.05 $45.04 ATM IV 18.2% 15.6% 23.8% 19.3% 18.8% Expected Move 4.9% 4.3% 5.6% 5.5% 5.4% HV 20d 10.6% 9.1% 13.2% 9.1% 12.3% HV 60d 10.9% 10.6% 11.2% 10.7% 11.1% IV Rank 8.5% 5.2% 15.4% 9.8% 9.2% IV Percentile 18.3% 3.6% 50.4% 21.4% 24.6% Term Structure -2.1% -5.5% 12.6% -5.1% -4.3% Skew 25d 3.2% 0.5% 7.2% 1.3% 1.5% Skew 10d 1.9% 0.6% 6.7% 0.9% 1.1% Call IV 25d 13.3% 8.9% 16.3% 15.2% 15.2% Put IV 25d 16.5% 13.5% 18.5% 16.4% 16.8% Bid-Ask Spread % 140.12 131.93 156.83 156.83 143.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -411 -452 -301 -384 -424 Net DEX 3.6K 2.7K 4.2K 2.7K 2.7K Net VEX -19 -21 -17 -19 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2023-08-01 $45.05 $0.00 19.3% 5.5% 9.1% 9.8% 0.0% 1.3% -5.1% -384 2.7K -19 0.00 156.83 N/A N/A 0 0 0 2 2023-08-02 $44.44 $0.00 19.0% 5.5% 10.6% 9.5% 0.0% 0.5% -5.5% -301 3.4K -21 0.00 151.13 N/A N/A 0 0 0 2 2023-08-03 $44.44 $0.00 20.7% 4.5% 9.8% 11.6% 0.0% 4.0% -1.8% -417 3.2K -20 0.00 137.71 N/A N/A 0 0 0 2 2023-08-04 $44.12 $0.00 18.4% 4.3% 10.2% 8.7% 0.0% 4.6% 2.2% -319 3.6K -21 0.00 134.09 N/A N/A 0 0 0 2 2023-08-07 $44.45 $0.00 23.0% 4.5% 10.3% 14.4% 0.0% 4.4% -1.5% -420 3.2K -20 0.00 138.96 N/A N/A 0 0 0 2 2023-08-08 $44.38 $0.00 23.8% 4.6% 10.2% 15.4% 0.0% 6.0% 0.3% -356 3.8K -20 0.00 134.95 N/A N/A 0 0 0 2 2023-08-09 $44.08 $0.00 16.0% 4.6% 10.1% 5.7% 0.0% 7.2% -1.9% -434 3.5K -20 0.00 134.07 N/A N/A 0 0 0 2 2023-08-10 $43.98 $0.00 15.6% 4.5% 9.5% 5.2% 0.0% 1.3% -2.7% -441 3.6K -20 0.00 135.65 N/A N/A 0 0 0 2 2023-08-11 $44.03 $0.00 16.3% 4.7% 9.5% 6.0% 0.0% 4.1% -2.4% -431 3.6K -20 0.00 138.77 N/A N/A 0 0 0 2 2023-08-14 $44.30 $0.00 16.4% 4.7% 9.5% 6.2% 0.0% 4.6% -1.9% -437 3.3K -19 0.00 137.15 N/A N/A 0 0 0 2 2023-08-15 $43.84 $0.00 16.6% 4.8% 9.8% 6.5% 0.0% 0.9% -3.2% -441 3.8K -20 0.00 136.21 N/A N/A 0 0 0 2 2023-08-16 $43.66 $0.00 16.4% 4.7% 9.8% 6.2% 0.0% 2.1% -3.2% -442 3.9K -20 0.00 136.82 N/A N/A 0 0 0 2 2023-08-17 $43.34 $0.00 17.3% 5.0% 9.9% 7.4% 0.0% 1.7% 12.6% -407 4.2K -20 0.00 136.18 N/A N/A 0 0 0 2 2023-08-18 $43.40 $0.00 18.1% 5.2% 9.8% 8.4% 0.0% 5.5% -1.9% -439 4.2K -20 0.00 131.93 N/A N/A 0 0 0 2 2023-08-21 $43.80 $0.00 17.4% 5.0% 10.2% 7.5% 0.0% 4.5% -2.0% -324 4.1K -19 0.00 142.33 N/A N/A 0 0 0 2 2023-08-22 $43.55 $0.00 17.8% 5.1% 10.2% 7.9% 0.0% 1.4% -2.8% -418 4.1K -19 0.00 144.46 N/A N/A 0 0 0 2 2023-08-23 $44.14 $0.00 17.5% 5.0% 11.5% 7.5% 0.0% 3.8% -2.4% -439 3.5K -19 0.00 142.46 N/A N/A 0 0 0 2 2023-08-24 $43.59 $0.00 17.1% 4.9% 12.1% 7.1% 0.0% 0.7% -3.4% -414 4.1K -19 0.00 139.08 N/A N/A 0 0 0 2 2023-08-25 $43.90 $0.00 18.1% 5.2% 11.7% 8.3% 0.0% 4.2% -3.2% -452 3.8K -19 0.00 140.90 N/A N/A 0 0 0 2 2023-08-28 $44.07 $0.00 19.5% 5.6% 11.9% 10.1% 0.0% 3.0% -4.9% -441 3.6K -19 0.00 144.98 N/A N/A 0 0 0 2 2023-08-29 $44.73 $0.00 17.7% 5.1% 13.2% 7.9% 0.0% 3.6% -4.0% -448 3.0K -17 0.00 139.28 N/A N/A 0 0 0 2 2023-08-30 $44.87 $0.00 18.6% 5.3% 12.2% 9.0% 0.0% 2.1% -4.5% -424 2.9K -17 0.00 145.16 N/A N/A 0 0 0 2 2023-08-31 $45.04 $0.00 18.8% 5.4% 12.3% 9.2% 0.0% 1.5% -4.3% -424 2.7K -17 0.00 143.77 N/A N/A 0 0 0 2
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