USMC Options History — January 2024 In January 2024, USMC traded between $46.20 and $48.92. ATM implied volatility averaged 17.4%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 8.5% (HV 20d: 8.9%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-02 : Highest Volume — 1 contracts2024-01-19 : Largest IV spike — 90.4% change2024-01-19 : Highest IV Rank — 23.4%2024-01-19 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.47 $46.20 $48.92 $46.45 $48.13 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 17.4% 13.3% 30.2% 15.4% 16.1% Expected Move 4.7% 3.1% 8.7% 4.4% 4.6% HV 20d 8.9% 7.9% 10.8% 8.3% 10.8% HV 60d 11.2% 9.5% 12.1% 12.0% 9.9% IV Rank 7.5% 2.4% 23.4% 4.9% 5.8% IV Percentile 28.6% 1.2% 95.6% 8.3% 18.7% Term Structure -2.9% -13.6% -0.1% -5.5% -3.0% Skew 25d 2.3% -3.9% 8.1% -1.0% -3.9% Skew 10d 3.9% -0.2% 11.8% 6.4% -0.2% Call IV 25d 12.1% 7.6% 17.8% 10.8% 17.8% Put IV 25d 14.4% 9.8% 17.8% 9.8% 13.9% Bid-Ask Spread % 159.04 147.78 166.44 147.78 151.79 Gamma HHI 0.82 0.55 1.00 0.68 1.00 Net GEX 188 -247 4.5K 4.5K -226 Net DEX 418 -11.7K 2.6K -11.7K 1.8K Net VEX -14 -37 -11 -37 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 1 1 0 Total OI 2.286 1 20 20 1
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 2024-01-02 $46.45 $48.00 15.4% 4.4% 8.3% 4.9% 0.0% -1.0% -5.5% 4.5K -11.7K -37 0.00 147.78 N/A N/A 0 1 20 0 2024-01-03 $46.33 $0.00 20.3% 5.8% 8.0% 11.0% 0.0% 0.7% -5.0% -210 2.6K -12 0.00 158.57 N/A N/A 0 0 0 1 2024-01-04 $46.27 $0.00 21.3% 4.2% 8.0% 12.3% 0.0% -0.6% -0.5% -204 2.6K -12 0.00 161.88 N/A N/A 0 0 0 1 2024-01-05 $46.20 $0.00 19.0% 4.1% 7.9% 9.4% 0.0% 6.0% -0.1% -215 2.6K -12 0.00 158.28 N/A N/A 0 0 0 1 2024-01-08 $46.83 $0.00 13.3% 4.0% 8.9% 2.4% 0.0% 1.1% -0.4% -233 2.4K -12 0.00 148.49 N/A N/A 1 0 0 1 2024-01-09 $46.83 $0.00 22.1% 3.1% 8.8% 13.4% 0.0% 3.7% -0.9% 259 120 -15 0.00 163.72 N/A N/A 0 0 1 1 2024-01-10 $47.14 $0.00 14.3% 4.1% 9.0% 3.6% 0.0% 3.3% -0.7% 247 -347 -15 0.00 164.28 N/A N/A 0 0 1 1 2024-01-11 $47.19 $0.00 13.9% 4.0% 8.8% 3.0% 0.0% 3.1% -1.4% 312 -444 -15 0.00 158.63 N/A N/A 0 0 1 1 2024-01-12 $47.26 $0.00 15.3% 4.4% 8.4% 4.9% 0.0% 3.0% -1.8% 247 -512 -15 0.00 164.51 N/A N/A 0 0 1 1 2024-01-16 $47.08 $0.00 15.2% 4.4% 8.5% 4.8% 0.0% 8.1% -1.5% 280 -182 -14 0.00 163.14 N/A N/A 0 0 1 1 2024-01-17 $46.89 $0.00 15.8% 4.5% 8.7% 5.4% 0.0% 2.8% -1.9% 283 143 -13 0.00 166.44 N/A N/A 0 0 1 1 2024-01-18 $47.34 $0.00 15.9% 4.5% 8.7% 5.5% 0.0% 5.0% -2.0% 315 -618 -13 0.00 163.03 N/A N/A 0 0 1 1 2024-01-19 $48.01 $0.00 30.2% 8.7% 9.9% 23.4% 0.0% 2.7% -13.6% 243 -1.7K -12 0.00 159.19 N/A N/A 0 0 1 1 2024-01-22 $48.13 $0.00 16.1% 4.6% 9.3% 5.8% 0.0% 3.1% -2.0% -235 1.8K -12 0.00 160.47 N/A N/A 0 0 0 1 2024-01-23 $48.19 $0.00 15.9% 4.6% 9.2% 5.6% 0.0% 2.6% -1.6% -241 1.9K -12 0.00 162.34 N/A N/A 0 0 0 1 2024-01-24 $48.36 $0.00 16.9% 4.9% 9.2% 6.9% 0.0% 1.4% -4.0% -230 1.8K -12 0.00 158.78 N/A N/A 0 0 0 1 2024-01-25 $48.27 $0.00 16.8% 4.8% 9.3% 6.8% 0.0% 1.6% -2.6% -247 1.8K -12 0.00 156.59 N/A N/A 0 0 0 1 2024-01-26 $48.36 $0.00 17.2% 4.9% 9.0% 7.2% 0.0% 1.3% -3.5% -230 1.7K -11 0.00 157.65 N/A N/A 0 0 0 1 2024-01-29 $48.78 $0.00 17.0% 4.9% 9.4% 6.9% 0.0% 2.9% -4.0% -235 1.6K -11 0.00 155.20 N/A N/A 0 0 0 1 2024-01-30 $48.92 $0.00 18.0% 5.2% 9.1% 8.3% 0.0% 1.5% -4.4% -220 1.5K -11 0.00 159.05 N/A N/A 0 0 0 1 2024-01-31 $48.13 $0.00 16.1% 4.6% 10.8% 5.8% 0.0% -3.9% -3.0% -226 1.8K -11 0.00 151.79 N/A N/A 0 0 0 1
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