USMC Options History — February 2024 In February 2024, USMC traded between $48.66 and $50.70. ATM implied volatility averaged 16.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.1% (HV 20d: 13.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-20 : Highest Volume — 2 contracts2024-02-07 : Largest IV drop — 35.8% change2024-02-06 : Highest IV Rank — 12.1%2024-02-28 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.84 $48.66 $50.70 $48.66 $50.70 ATM IV 16.4% 13.6% 21.1% 18.6% 17.3% Expected Move 4.4% 3.7% 5.3% 3.7% 5.0% HV 20d 13.3% 11.1% 15.7% 11.1% 14.1% HV 60d 10.3% 9.2% 11.2% 9.9% 11.2% IV Rank 6.2% 2.7% 12.1% 9.0% 7.3% IV Percentile 26.2% 2.0% 69.4% 44.8% 37.7% Term Structure -1.5% -6.5% 13.9% -1.1% -6.0% Skew 25d 2.3% 0.1% 4.5% 3.3% 2.3% Skew 10d 1.1% -11.6% 3.7% 1.5% 0.9% Call IV 25d 12.4% 9.6% 20.4% 10.6% 13.9% Put IV 25d 14.7% 13.0% 20.5% 13.9% 16.2% Bid-Ask Spread % 139.97 130.17 143.10 141.90 138.97 Gamma HHI 0.89 0.65 1.00 1.00 0.68 Net GEX -440 -941 -190 -239 -890 Net DEX 2.5K 1.2K 6.9K 1.7K 4.1K Net VEX -14 -25 -9 -11 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 2 0 0 Total OI 1.7 1 3 1 3
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 2024-02-01 $48.66 $0.00 18.6% 3.7% 11.1% 9.0% 0.0% 3.3% -1.1% -239 1.7K -11 0.00 141.90 N/A N/A 0 0 0 1 2024-02-02 $49.41 $0.00 17.3% 3.7% 11.9% 7.4% 0.0% 3.5% -0.5% -214 1.4K -10 0.00 139.13 N/A N/A 0 0 0 1 2024-02-05 $49.27 $0.00 20.4% 4.0% 12.0% 11.2% 0.0% 2.8% -1.3% -212 1.4K -10 0.00 141.52 N/A N/A 0 0 0 1 2024-02-06 $49.16 $0.00 21.1% 4.0% 11.5% 12.1% 0.0% 2.2% -1.4% -212 1.4K -10 0.00 142.07 N/A N/A 0 0 0 1 2024-02-07 $49.73 $0.00 13.6% 3.9% 11.9% 2.7% 0.0% 2.3% -1.5% -201 1.3K -10 0.00 142.29 N/A N/A 0 0 0 1 2024-02-08 $49.81 $0.00 14.1% 4.1% 11.8% 3.4% 0.0% 3.2% -2.3% -194 1.3K -10 0.00 143.10 N/A N/A 0 0 0 1 2024-02-09 $50.00 $0.00 13.7% 3.9% 11.8% 2.9% 0.0% 2.2% -1.7% -190 1.2K -9 0.00 141.21 N/A N/A 0 0 0 1 2024-02-12 $49.88 $0.00 14.1% 4.1% 11.9% 3.4% 0.0% 1.2% -2.2% -191 1.2K -9 0.00 140.15 N/A N/A 0 0 0 1 2024-02-13 $49.13 $0.00 15.0% 4.3% 13.3% 4.5% 0.0% 4.5% -3.1% -218 1.5K -10 0.00 138.04 N/A N/A 0 0 0 1 2024-02-14 $49.67 $0.00 14.2% 4.1% 13.5% 3.5% 0.0% 2.8% -2.0% -208 1.3K -10 0.00 140.35 N/A N/A 0 0 0 1 2024-02-15 $49.98 $0.00 14.6% 4.2% 13.3% 4.0% 0.0% 2.6% 13.9% -192 1.2K -9 0.00 141.20 N/A N/A 0 0 0 1 2024-02-16 $49.75 $0.00 14.7% 4.2% 12.8% 4.1% 0.0% 0.1% 13.5% -195 1.2K -9 0.00 141.41 N/A N/A 0 0 0 1 2024-02-20 $49.33 $0.00 17.8% 5.1% 13.3% 7.9% 0.0% 2.8% -4.9% -219 1.4K -10 0.00 141.16 N/A N/A 0 2 0 1 2024-02-21 $49.33 $0.00 16.9% 4.8% 13.3% 6.8% 0.0% 2.9% -3.3% -941 6.9K -25 0.00 141.87 N/A N/A 0 0 0 3 2024-02-22 $50.56 $0.00 15.3% 4.4% 15.7% 4.8% 0.0% 1.9% -3.5% -888 4.8K -24 0.00 130.17 N/A N/A 0 0 0 3 2024-02-23 $50.69 $0.00 15.9% 4.6% 15.7% 5.6% 0.0% 1.3% -5.1% -810 4.0K -22 0.00 139.63 N/A N/A 0 0 0 3 2024-02-26 $50.63 $0.00 16.9% 4.8% 15.7% 6.8% 0.0% 0.1% -5.5% -836 4.1K -21 0.00 134.68 N/A N/A 0 0 0 3 2024-02-27 $50.56 $0.00 18.2% 5.2% 15.6% 8.5% 0.0% 1.9% -5.8% -876 4.2K -21 0.00 139.83 N/A N/A 0 0 0 3 2024-02-28 $50.48 $0.00 18.5% 5.3% 15.6% 8.9% 0.0% 2.0% -6.5% -881 4.3K -21 0.00 140.77 N/A N/A 0 0 0 3 2024-02-29 $50.70 $0.00 17.3% 5.0% 14.1% 7.3% 0.0% 2.3% -6.0% -890 4.1K -21 0.00 138.97 N/A N/A 0 0 0 3
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