USMC Options History — October 2023 In October 2023, USMC traded between $40.75 and $43.62. ATM implied volatility averaged 19.8%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 7.7% (HV 20d: 12.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 40.1% change2023-10-10 : Highest IV Rank — 19.3%2023-10-30 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $42.55 $40.75 $43.62 $42.75 $41.61 ATM IV 19.8% 16.1% 26.9% 20.7% 21.4% Expected Move 5.3% 4.2% 6.4% 5.9% 6.1% HV 20d 12.1% 10.9% 14.8% 10.9% 14.5% HV 60d 11.6% 11.2% 12.7% 11.2% 12.6% IV Rank 10.4% 5.9% 19.3% 11.5% 12.5% IV Percentile 36.1% 7.5% 73.8% 40.9% 52.0% Term Structure -2.9% -5.6% 1.0% -5.1% -4.7% Skew 25d 2.8% -1.7% 6.6% 1.6% 4.4% Skew 10d 0.1% -13.2% 4.3% 1.8% -5.7% Call IV 25d 15.8% 11.5% 24.0% 24.0% 16.8% Put IV 25d 18.5% 14.3% 25.6% 25.6% 21.1% Bid-Ask Spread % 153.18 149.47 161.26 161.26 151.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -487 -610 -294 -468 -402 Net DEX 5.4K 4.2K 6.9K 5.0K 6.5K Net VEX -13 -15 -7 -15 -8 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 (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 2023-10-02 $42.75 $0.00 20.7% 5.9% 10.9% 11.5% 0.0% 1.6% -5.1% -468 5.0K -15 0.00 161.26 N/A N/A 0 0 0 2 2023-10-03 $42.27 $0.00 20.9% 6.0% 11.3% 11.8% 0.0% -1.2% -5.6% -460 5.5K -14 0.00 155.77 N/A N/A 0 0 0 2 2023-10-04 $42.64 $0.00 18.4% 5.3% 11.8% 8.7% 0.0% 4.7% -4.7% -534 5.3K -14 0.00 150.13 N/A N/A 0 0 0 2 2023-10-05 $42.63 $0.00 21.9% 4.6% 11.8% 13.1% 0.0% 4.1% -1.0% -485 5.2K -15 0.00 153.87 N/A N/A 0 0 0 2 2023-10-06 $43.09 $0.00 20.4% 4.2% 12.6% 11.2% 0.0% 5.4% 1.0% -520 5.4K -14 0.00 154.26 N/A N/A 0 0 0 2 2023-10-09 $43.13 $0.00 23.8% 4.8% 12.0% 15.5% 0.0% 5.1% -2.1% -536 4.7K -14 0.00 153.14 N/A N/A 0 0 0 2 2023-10-10 $43.44 $0.00 26.9% 5.0% 12.2% 19.3% 0.0% 4.0% -2.0% -536 4.4K -15 0.00 155.05 N/A N/A 0 0 0 2 2023-10-11 $43.52 $0.00 16.1% 4.6% 12.2% 5.9% 0.0% 3.3% -3.1% -610 4.3K -15 0.00 152.40 N/A N/A 0 0 0 2 2023-10-12 $43.40 $0.00 16.7% 4.8% 11.7% 6.5% 0.0% 1.3% -2.2% -577 4.5K -14 0.00 153.10 N/A N/A 0 0 0 2 2023-10-13 $43.10 $0.00 16.4% 4.7% 11.0% 6.2% 0.0% 0.7% -2.1% -557 4.8K -14 0.00 151.76 N/A N/A 0 0 0 2 2023-10-16 $43.62 $0.00 16.6% 4.8% 11.9% 6.5% 0.0% 3.5% -2.0% -560 4.2K -14 0.00 157.40 N/A N/A 0 0 0 2 2023-10-17 $43.44 $0.00 16.7% 4.8% 11.9% 6.6% 0.0% 3.7% -0.7% -590 4.5K -14 0.00 153.37 N/A N/A 0 0 0 2 2023-10-18 $43.00 $0.00 18.0% 5.2% 12.1% 8.2% 0.0% 0.5% -2.8% -528 4.9K -14 0.00 152.93 N/A N/A 0 0 0 2 2023-10-19 $42.66 $0.00 17.6% 5.0% 11.1% 7.7% 0.0% -0.2% -3.2% -521 5.4K -13 0.00 149.93 N/A N/A 0 0 0 2 2023-10-20 $42.22 $0.00 19.5% 5.6% 11.6% 10.1% 0.0% 2.6% -3.0% -462 5.7K -12 0.00 153.37 N/A N/A 0 0 0 2 2023-10-23 $42.18 $0.00 19.8% 5.7% 11.6% 10.4% 0.0% 4.8% -2.9% -469 5.9K -11 0.00 151.76 N/A N/A 0 0 0 2 2023-10-24 $42.38 $0.00 19.8% 5.7% 11.1% 10.4% 0.0% 6.6% -2.6% -485 5.7K -12 0.00 154.76 N/A N/A 0 0 0 2 2023-10-25 $41.74 $0.00 19.6% 5.6% 12.3% 10.2% 0.0% 1.1% -2.9% -413 6.2K -10 0.00 154.22 N/A N/A 0 0 0 2 2023-10-26 $41.12 $0.00 21.0% 6.0% 12.9% 12.0% 0.0% -1.7% -4.0% -336 6.6K -9 0.00 150.95 N/A N/A 0 0 0 2 2023-10-27 $40.75 $0.00 21.0% 6.0% 13.2% 12.0% 0.0% 0.1% -4.3% -294 6.9K -7 0.00 149.49 N/A N/A 0 0 0 2 2023-10-30 $41.44 $0.00 22.4% 6.4% 14.8% 13.6% 0.0% 6.4% -4.9% -378 6.5K -9 0.00 149.47 N/A N/A 0 0 0 2 2023-10-31 $41.61 $0.00 21.4% 6.1% 14.5% 12.5% 0.0% 4.4% -4.7% -402 6.5K -8 0.00 151.53 N/A N/A 0 0 0 2
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