USMC Options History — September 2023 In September 2023, USMC traded between $42.65 and $44.93. ATM implied volatility averaged 20.5%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.4% (HV 20d: 12.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-09-12 : Largest IV spike — 73.5% change2023-09-12 : Highest IV Rank — 38.7%2023-09-29 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.99 $42.65 $44.93 $44.90 $42.82 ATM IV 20.5% 14.6% 42.5% 19.2% 19.5% Expected Move 4.8% 3.2% 5.6% 5.5% 5.6% HV 20d 12.2% 10.9% 13.1% 12.0% 10.9% HV 60d 11.2% 10.9% 11.6% 11.1% 11.2% IV Rank 11.4% 4.0% 38.7% 9.7% 10.1% IV Percentile 32.3% 2.0% 95.6% 27.8% 34.1% Term Structure -1.9% -5.0% 5.4% -5.0% -3.4% Skew 25d 2.9% 0.0% 6.1% 3.3% 1.0% Skew 10d 3.4% 0.1% 7.6% 0.1% 1.2% Call IV 25d 13.9% 9.0% 22.7% 12.2% 22.7% Put IV 25d 16.8% 13.0% 23.8% 15.4% 23.8% Bid-Ask Spread % 159.13 142.00 165.62 142.00 161.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -470 -533 -387 -438 -454 Net DEX 3.8K 2.8K 5.2K 2.8K 5.1K Net VEX -16 -17 -15 -17 -15 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 (20 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 2023-09-01 $44.90 $0.00 19.2% 5.5% 12.0% 9.7% 0.0% 3.3% -5.0% -438 2.8K -17 0.00 142.00 N/A N/A 0 0 0 2 2023-09-05 $44.89 $0.00 23.1% 4.3% 11.8% 14.6% 0.0% 3.3% -2.0% -435 2.9K -17 0.00 164.40 N/A N/A 0 0 0 2 2023-09-06 $44.47 $0.00 24.9% 4.5% 12.3% 16.8% 0.0% 5.5% -1.0% -474 3.2K -17 0.00 157.92 N/A N/A 0 0 0 2 2023-09-07 $44.41 $0.00 28.5% 4.8% 12.0% 21.3% 0.0% 4.3% -2.2% -448 3.4K -17 0.00 165.62 N/A N/A 0 0 0 2 2023-09-08 $44.34 $0.00 24.3% 3.8% 12.0% 16.1% 0.0% 2.4% -0.7% -507 3.3K -17 0.00 149.56 N/A N/A 0 0 0 2 2023-09-11 $44.77 $0.00 24.5% 3.2% 12.4% 16.3% 0.0% 6.1% 5.4% -454 3.0K -17 0.00 161.89 N/A N/A 0 0 0 2 2023-09-12 $44.45 $0.00 42.5% 4.8% 12.6% 38.7% 0.0% 3.5% -2.6% -467 3.3K -17 0.00 162.72 N/A N/A 0 0 0 2 2023-09-13 $44.59 $0.00 14.7% 4.2% 12.0% 4.1% 0.0% 2.8% -2.1% -478 3.2K -17 0.00 162.69 N/A N/A 0 0 0 2 2023-09-14 $44.93 $0.00 15.1% 4.3% 12.1% 4.6% 0.0% 4.2% -1.6% -475 2.8K -16 0.00 161.69 N/A N/A 0 0 0 2 2023-09-15 $44.30 $0.00 15.8% 4.5% 12.9% 5.4% 0.0% 0.6% -2.1% -498 3.5K -17 0.00 160.80 N/A N/A 0 0 0 2 2023-09-18 $44.34 $0.00 17.2% 4.9% 12.9% 7.2% 0.0% 3.3% -2.4% -491 3.4K -17 0.00 163.18 N/A N/A 0 0 0 2 2023-09-19 $44.41 $0.00 16.5% 4.7% 12.6% 6.3% 0.0% 4.7% -1.3% -503 3.4K -16 0.00 162.20 N/A N/A 0 0 0 2 2023-09-20 $44.02 $0.00 16.2% 4.6% 12.8% 5.9% 0.0% 1.1% -2.2% -490 3.8K -17 0.00 159.26 N/A N/A 0 0 0 2 2023-09-21 $43.34 $0.00 14.6% 4.2% 13.1% 4.0% 0.0% 1.6% -1.6% -533 4.5K -17 0.00 151.08 N/A N/A 0 0 0 2 2023-09-22 $43.27 $0.00 18.1% 5.2% 12.3% 8.3% 0.0% 2.7% -3.3% -497 4.6K -16 0.00 159.99 N/A N/A 0 0 0 2 2023-09-25 $43.25 $0.00 18.9% 5.4% 12.0% 9.3% 0.0% 4.3% -3.1% -489 4.6K -16 0.00 161.27 N/A N/A 0 0 0 2 2023-09-26 $42.73 $0.00 18.8% 5.4% 12.5% 9.2% 0.0% 1.8% -3.5% -468 5.2K -15 0.00 159.56 N/A N/A 0 0 0 2 2023-09-27 $42.65 $0.00 19.2% 5.5% 10.9% 9.7% 0.0% 2.4% 0.7% -387 5.0K -15 0.00 156.73 N/A N/A 0 0 0 2 2023-09-28 $42.89 $0.00 19.4% 5.5% 11.1% 9.9% 0.0% 0.0% -3.6% -407 4.9K -15 0.00 158.52 N/A N/A 0 0 0 2 2023-09-29 $42.82 $0.00 19.5% 5.6% 10.9% 10.1% 0.0% 1.0% -3.4% -454 5.1K -15 0.00 161.42 N/A N/A 0 0 0 2
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