USMC Options History — November 2023 In November 2023, USMC traded between $42.13 and $45.20. 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 3.0% (HV 20d: 15.3%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2023-11-29 : Largest IV spike — 60.9% change2023-11-29 : Highest IV Rank — 21.8%2023-11-29 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.22 $42.13 $45.20 $42.13 $45.16 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 18.2% 15.2% 28.9% 19.4% 19.4% Expected Move 4.9% 4.2% 8.3% 5.6% 5.6% HV 20d 15.3% 11.6% 17.6% 14.9% 11.6% HV 60d 13.5% 12.9% 14.1% 12.9% 13.2% IV Rank 8.5% 4.7% 21.8% 10.0% 10.0% IV Percentile 27.0% 4.4% 90.9% 36.9% 42.5% Term Structure -0.8% -5.8% 17.3% -2.6% -5.0% Skew 25d 1.3% -7.0% 4.0% 3.0% 1.6% Skew 10d -2.6% -12.3% 1.9% -6.7% -6.5% Call IV 25d 13.8% 11.8% 19.4% 17.7% 15.6% Put IV 25d 15.1% 9.0% 20.7% 20.7% 17.1% Bid-Ask Spread % 142.89 128.98 149.46 145.39 145.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -647 -717 -444 -444 -678 Net DEX 3.6K 2.1K 6.8K 6.8K 2.2K Net VEX -9 -11 -6 -8 -6 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 (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 2023-11-01 $42.13 $0.00 19.4% 5.6% 14.9% 10.0% 0.0% 3.0% -2.6% -444 6.8K -8 0.00 145.39 N/A N/A 0 0 0 2 2023-11-02 $42.80 $44.00 20.4% 4.4% 16.0% 11.3% 0.0% 3.9% 1.1% -575 5.4K -11 0.00 148.33 N/A N/A 0 0 0 2 2023-11-03 $43.16 $44.00 21.8% 4.5% 15.8% 12.9% 0.0% 3.4% -0.8% -604 5.0K -11 0.00 148.78 N/A N/A 0 0 0 2 2023-11-06 $43.19 $44.00 22.1% 4.4% 15.8% 13.3% 0.0% 3.6% -0.7% -650 5.1K -11 0.00 145.58 N/A N/A 0 0 0 2 2023-11-07 $43.59 $44.00 21.9% 4.2% 15.9% 13.0% 0.0% 3.9% -1.4% -676 4.5K -11 0.00 147.15 N/A N/A 0 0 0 2 2023-11-08 $43.59 $44.00 15.7% 4.5% 15.9% 5.3% 0.0% 4.0% -2.4% -648 4.5K -11 0.00 149.46 N/A N/A 0 0 0 2 2023-11-09 $43.13 $44.00 15.7% 4.5% 16.3% 5.3% 0.0% 1.9% -1.4% -648 5.2K -11 0.00 146.53 N/A N/A 0 0 0 2 2023-11-10 $43.82 $44.00 15.2% 4.3% 17.1% 4.7% 0.0% 3.4% -2.6% -717 4.2K -11 0.00 142.34 N/A N/A 0 0 0 2 2023-11-13 $43.84 $44.00 16.1% 4.6% 16.6% 5.8% 0.0% 3.2% -3.0% -693 4.2K -10 0.00 140.07 N/A N/A 0 0 0 2 2023-11-14 $44.63 $44.00 15.3% 4.4% 17.6% 4.8% 0.0% 2.9% -3.2% -674 3.0K -10 0.00 147.02 N/A N/A 0 0 0 2 2023-11-15 $44.69 $44.00 16.0% 4.6% 17.1% 5.7% 0.0% -1.1% -3.3% -661 3.0K -9 0.00 142.85 N/A N/A 0 0 0 2 2023-11-16 $44.56 $44.00 15.8% 4.5% 16.8% 5.5% 0.0% 2.3% 17.3% -679 3.2K -9 0.00 148.15 N/A N/A 0 0 0 2 2023-11-17 $44.59 $44.00 15.6% 4.5% 16.1% 5.2% 0.0% 2.1% 17.3% -684 3.1K -9 0.00 148.41 N/A N/A 0 0 0 2 2023-11-20 $45.10 $44.00 15.6% 4.5% 16.4% 5.2% 0.0% 1.8% -2.3% -657 2.3K -8 0.00 137.00 N/A N/A 0 0 0 2 2023-11-21 $45.01 $44.00 16.5% 4.7% 16.5% 6.4% 0.0% -2.5% -2.2% -629 2.6K -8 0.00 139.15 N/A N/A 0 0 0 2 2023-11-22 $45.20 $44.00 16.8% 4.8% 15.0% 6.7% 0.0% 1.1% -3.4% -637 2.2K -7 0.00 142.13 N/A N/A 0 0 0 2 2023-11-24 $45.19 $44.00 19.0% 5.4% 13.3% 9.4% 0.0% 0.5% -4.8% -619 2.3K -7 0.00 137.74 N/A N/A 0 0 0 2 2023-11-27 $45.15 $44.00 18.1% 5.2% 12.5% 8.3% 0.0% 1.1% -3.6% -681 2.1K -6 0.00 129.27 N/A N/A 0 0 0 2 2023-11-28 $45.11 $44.00 18.0% 5.2% 11.9% 8.2% 0.0% -5.6% -4.2% -705 2.2K -6 0.00 140.61 N/A N/A 0 0 0 2 2023-11-29 $45.06 $44.00 28.9% 8.3% 12.0% 21.8% 0.0% -7.0% -5.8% -629 2.6K -7 0.00 128.98 N/A N/A 0 0 0 2 2023-11-30 $45.16 $44.00 19.4% 5.6% 11.6% 10.0% 0.0% 1.6% -5.0% -678 2.2K -6 0.00 145.81 N/A N/A 0 0 0 2
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