USMC Options History — April 2024 In April 2024, USMC traded between $48.50 and $51.06. ATM implied volatility averaged 16.8%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.3% (HV 20d: 11.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-19 : Highest Volume — 2 contracts2024-04-10 : Largest IV drop — 29.3% change2024-04-09 : Highest IV Rank — 12.1%2024-04-30 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $49.93 $48.50 $51.06 $51.06 $49.50 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 16.8% 13.5% 21.1% 16.0% 18.3% Expected Move 4.5% 3.8% 5.2% 4.6% 5.2% HV 20d 11.5% 9.2% 13.7% 12.0% 13.7% HV 60d 13.0% 12.4% 13.7% 12.4% 13.0% IV Rank 6.7% 2.5% 12.1% 5.7% 8.6% IV Percentile 37.6% 2.0% 78.2% 24.6% 60.3% Term Structure -2.9% -6.5% -0.0% -2.9% -6.5% Skew 25d 1.0% -8.0% 3.9% -8.0% 1.1% Skew 10d 1.1% -5.5% 6.8% -5.3% 0.4% Call IV 25d 14.1% 10.9% 19.0% 19.0% 14.2% Put IV 25d 15.1% 11.0% 18.7% 11.0% 15.4% Bid-Ask Spread % 154.17 149.73 160.84 152.53 155.13 Gamma HHI 0.83 0.64 1.00 0.73 1.00 Net GEX -1.0K -1.6K -248 -1.0K -261 Net DEX 4.0K 1.0K 9.8K 3.5K 1.1K Net VEX -10 -14 -5 -13 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.091 0 2 0 0 Total OI 2.364 1 3 3 1
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 2024-04-01 $51.06 $50.00 16.0% 4.6% 12.0% 5.7% 0.0% -8.0% -2.9% -1.0K 3.5K -13 0.00 152.53 N/A N/A 0 0 0 3 2024-04-02 $50.77 $50.00 16.8% 4.8% 12.1% 6.7% 0.0% -5.8% -3.4% -1.4K 3.4K -13 0.00 149.81 N/A N/A 0 0 0 3 2024-04-03 $50.73 $50.00 17.0% 4.9% 10.9% 7.0% 0.0% -1.1% -4.0% -1.4K 3.4K -13 0.00 152.75 N/A N/A 0 0 0 3 2024-04-04 $50.18 $0.00 16.8% 3.9% 11.2% 6.7% 0.0% -0.4% -2.0% -1.3K 4.4K -14 0.00 152.04 N/A N/A 0 0 0 3 2024-04-05 $50.59 $0.00 16.8% 3.8% 10.9% 6.7% 0.0% 2.8% -0.7% -1.2K 3.7K -13 0.00 154.69 N/A N/A 0 0 0 3 2024-04-08 $50.59 $0.00 20.8% 4.0% 10.3% 11.7% 0.0% 3.2% -1.5% -1.6K 3.9K -12 0.00 160.84 N/A N/A 0 0 0 3 2024-04-09 $50.59 $0.00 21.1% 4.0% 10.3% 12.1% 0.0% 1.2% -1.0% -1.6K 3.9K -12 0.00 155.91 N/A N/A 0 0 0 3 2024-04-10 $50.39 $0.00 14.9% 4.3% 9.2% 4.4% 0.0% 3.0% -0.4% -1.5K 3.9K -12 0.00 159.28 N/A N/A 0 0 0 3 2024-04-11 $50.87 $0.00 13.5% 3.9% 9.9% 2.5% 0.0% 2.1% -0.0% -1.2K 3.8K -11 0.00 152.82 N/A N/A 0 0 0 3 2024-04-12 $50.04 $0.00 14.9% 4.3% 11.4% 4.3% 0.0% 1.2% -1.7% -1.6K 4.9K -12 0.00 155.25 N/A N/A 0 0 0 3 2024-04-15 $49.39 $0.00 15.3% 4.4% 11.6% 4.8% 0.0% -2.2% -2.9% -1.4K 7.4K -10 0.00 151.56 N/A N/A 0 0 0 3 2024-04-16 $49.46 $0.00 16.8% 4.8% 10.9% 6.8% 0.0% 3.0% -3.5% -1.4K 7.3K -10 0.00 157.59 N/A N/A 0 0 0 3 2024-04-17 $49.17 $0.00 15.9% 4.6% 10.9% 5.6% 0.0% 1.5% -3.8% -1.4K 8.2K -9 0.00 150.55 N/A N/A 0 0 0 3 2024-04-18 $49.09 $0.00 16.5% 4.7% 10.2% 6.3% 0.0% 2.8% -4.2% -1.4K 8.6K -8 0.00 153.25 N/A N/A 0 0 0 3 2024-04-19 $48.50 $0.00 17.4% 5.0% 10.6% 7.4% 0.0% 0.6% -5.3% -1.0K 9.8K -8 0.00 149.73 N/A N/A 0 2 0 3 2024-04-22 $49.04 $0.00 16.6% 4.7% 11.8% 6.4% 0.0% 2.7% -4.0% -258 1.3K -7 0.00 150.02 N/A N/A 0 0 0 1 2024-04-23 $49.64 $0.00 16.1% 4.6% 12.8% 5.9% 0.0% 3.2% -2.5% -269 1.2K -6 0.00 154.48 N/A N/A 0 0 0 1 2024-04-24 $49.73 $0.00 16.5% 4.7% 12.9% 6.3% 0.0% 2.3% -2.6% -258 1.1K -6 0.00 156.51 N/A N/A 0 0 0 1 2024-04-25 $49.37 $0.00 17.0% 4.9% 12.9% 6.9% 0.0% 3.9% -3.9% -254 1.2K -6 0.00 152.85 N/A N/A 0 0 0 1 2024-04-26 $49.95 $0.00 17.0% 4.9% 13.7% 6.9% 0.0% 2.2% -3.3% -248 1.1K -6 0.00 156.87 N/A N/A 0 0 0 1 2024-04-29 $49.87 $0.00 17.8% 5.1% 13.6% 7.9% 0.0% 2.2% -4.6% -248 1.0K -5 0.00 157.20 N/A N/A 0 0 0 1 2024-04-30 $49.50 $0.00 18.3% 5.2% 13.7% 8.6% 0.0% 1.1% -6.5% -261 1.1K -6 0.00 155.13 N/A N/A 0 0 0 1
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