USMC Options History — March 2024 In March 2024, USMC traded between $50.27 and $51.58. ATM implied volatility averaged 18.5%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 4.6% (HV 20d: 13.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 55.3% change2024-03-11 : Highest IV Rank — 26.6%2024-03-01 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $51.07 $50.27 $51.58 $51.17 $51.44 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 18.5% 13.9% 32.8% 17.2% 16.9% Expected Move 4.2% 3.7% 4.9% 4.9% 4.8% HV 20d 13.8% 12.1% 15.6% 14.0% 12.1% HV 60d 12.1% 11.1% 12.5% 11.1% 12.3% IV Rank 8.8% 3.1% 26.6% 7.1% 6.8% IV Percentile 38.9% 4.0% 96.0% 36.9% 38.1% Term Structure -1.7% -3.8% 0.6% -3.8% -3.2% Skew 25d 0.3% -4.0% 5.2% 1.6% -4.0% Skew 10d 2.2% -5.7% 6.9% 0.7% -5.7% Call IV 25d 12.7% 9.2% 16.5% 13.6% 12.3% Put IV 25d 13.0% 8.3% 15.7% 15.1% 8.3% Bid-Ask Spread % 152.45 137.76 158.41 137.76 154.71 Gamma HHI 0.73 0.68 0.78 0.73 0.73 Net GEX -1.0K -1.4K -856 -1.0K -942 Net DEX 3.5K 2.5K 4.8K 3.9K 3.2K Net VEX -17 -21 -13 -20 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 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 2024-03-01 $51.17 $0.00 17.2% 4.9% 14.0% 7.1% 0.0% 1.6% -3.8% -1.0K 3.9K -20 0.00 137.76 N/A N/A 0 0 0 3 2024-03-04 $51.02 $50.00 20.2% 3.8% 13.3% 10.9% 0.0% 0.4% -1.7% -944 3.8K -19 0.00 155.52 N/A N/A 0 0 0 3 2024-03-05 $50.27 $50.00 22.2% 3.9% 14.4% 13.4% 0.0% 1.3% 0.6% -932 4.8K -21 0.00 146.49 N/A N/A 0 0 0 3 2024-03-06 $50.69 $50.00 20.8% 3.8% 14.6% 11.6% 0.0% 5.2% 0.1% -856 4.1K -20 0.00 149.01 N/A N/A 0 0 0 3 2024-03-07 $51.23 $50.00 22.7% 3.9% 14.5% 14.1% 0.0% 1.0% -1.9% -996 3.7K -18 0.00 152.98 N/A N/A 0 0 0 3 2024-03-08 $50.74 $50.00 22.7% 3.7% 15.1% 14.0% 0.0% 3.3% -1.2% -893 3.9K -19 0.00 146.63 N/A N/A 0 0 0 3 2024-03-11 $50.66 $50.00 32.8% 4.0% 15.0% 26.6% 0.0% 4.2% -0.2% -939 3.9K -18 0.00 148.52 N/A N/A 0 0 0 3 2024-03-12 $51.30 $50.00 31.5% 3.9% 15.6% 25.0% 0.0% -0.4% -1.9% -1.1K 3.3K -17 0.00 150.17 N/A N/A 0 0 0 3 2024-03-13 $51.18 $50.00 14.1% 4.0% 14.4% 3.3% 0.0% 0.1% -1.3% -1.0K 3.4K -17 0.00 155.88 N/A N/A 0 0 0 3 2024-03-14 $51.02 $50.00 13.9% 4.0% 14.1% 3.1% 0.0% 1.2% -1.3% -1.0K 3.6K -17 0.00 154.28 N/A N/A 0 0 0 3 2024-03-15 $50.41 $50.00 14.4% 4.1% 14.7% 3.7% 0.0% 3.8% 0.4% -1.0K 4.4K -19 0.00 152.07 N/A N/A 0 0 0 3 2024-03-18 $50.92 $50.00 14.8% 4.2% 15.0% 4.2% 0.0% 0.4% -2.0% -1.1K 4.0K -17 0.00 158.41 N/A N/A 0 0 0 3 2024-03-19 $51.06 $50.00 14.3% 4.1% 14.5% 3.7% 0.0% -3.6% -2.5% -1.4K 3.6K -16 0.00 156.04 N/A N/A 0 0 0 3 2024-03-20 $51.47 $50.00 14.3% 4.1% 14.7% 3.6% 0.0% -3.0% -2.6% -1.2K 2.5K -13 0.00 154.98 N/A N/A 0 0 0 3 2024-03-21 $51.58 $50.00 14.6% 4.2% 12.1% 3.9% 0.0% -2.1% -2.5% -906 2.7K -14 0.00 158.21 N/A N/A 0 0 0 3 2024-03-22 $51.45 $50.00 15.7% 4.5% 12.1% 5.3% 0.0% 1.1% -2.5% -982 2.9K -14 0.00 157.68 N/A N/A 0 0 0 3 2024-03-25 $51.28 $50.00 15.9% 4.6% 12.2% 5.6% 0.0% -3.7% -1.7% -1.1K 3.0K -14 0.00 153.85 N/A N/A 0 0 0 3 2024-03-26 $51.18 $50.00 15.8% 4.5% 12.2% 5.5% 0.0% -0.1% -3.2% -1.1K 3.3K -14 0.00 155.28 N/A N/A 0 0 0 3 2024-03-27 $51.33 $50.00 15.1% 4.3% 12.2% 4.6% 0.0% -0.8% -2.5% -1.3K 2.7K -13 0.00 150.43 N/A N/A 0 0 0 3 2024-03-28 $51.44 $50.00 16.9% 4.8% 12.1% 6.8% 0.0% -4.0% -3.2% -942 3.2K -13 0.00 154.71 N/A N/A 0 0 0 3
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