USMC Options History — May 2024 In May 2024, USMC traded between $49.49 and $52.13. ATM implied volatility averaged 18.0%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.8% (HV 20d: 11.2%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 63.0% change2024-05-14 : Highest IV Rank — 28.1%2024-05-02 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $51.29 $49.49 $52.13 $49.52 $51.23 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 18.0% 12.6% 34.0% 17.6% 15.5% Expected Move 4.1% 3.6% 5.5% 5.0% 4.4% HV 20d 11.2% 7.7% 14.3% 13.7% 9.8% HV 60d 12.3% 11.4% 13.2% 12.9% 11.4% IV Rank 8.3% 1.4% 28.1% 7.7% 5.0% IV Percentile 41.3% 0.8% 98.4% 53.6% 23.0% Term Structure -1.3% -5.3% 13.0% -5.0% -2.7% Skew 25d 1.9% -1.8% 3.4% -1.8% 3.3% Skew 10d 0.2% -7.3% 8.1% 1.2% 0.4% Call IV 25d 12.8% 9.8% 21.2% 20.5% 12.2% Put IV 25d 14.7% 11.9% 23.2% 18.8% 15.4% Bid-Ask Spread % 139.50 133.47 156.25 149.35 135.47 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -136 -281 -73 -281 -122 Net DEX 394 136 1.2K 1.2K 242 Net VEX -2 -6 -1 -6 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 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 2024-05-01 $49.52 $0.00 17.6% 5.0% 13.7% 7.7% 0.0% -1.8% -5.0% -281 1.2K -6 0.00 149.35 N/A N/A 0 0 0 1 2024-05-02 $49.49 $0.00 19.2% 5.5% 13.2% 9.7% 0.0% 2.1% -5.3% -271 1.1K -6 0.00 152.85 N/A N/A 0 0 0 1 2024-05-03 $50.23 $0.00 18.4% 5.3% 14.0% 8.7% 0.0% 3.2% -4.3% -241 805 -4 0.00 156.25 N/A N/A 0 0 0 1 2024-05-06 $50.63 $48.00 21.2% 3.8% 14.3% 12.2% 0.0% 1.6% -1.4% -197 678 -4 0.00 137.26 N/A N/A 0 0 0 1 2024-05-07 $50.79 $48.00 20.4% 3.8% 14.3% 11.2% 0.0% 0.9% -1.5% -185 609 -3 0.00 139.78 N/A N/A 0 0 0 1 2024-05-08 $50.86 $48.00 21.9% 3.9% 14.2% 13.0% 0.0% 2.8% -1.5% -175 513 -3 0.00 140.54 N/A N/A 0 0 0 1 2024-05-09 $50.96 $48.00 22.4% 3.8% 13.9% 13.7% 0.0% 3.1% -1.1% -163 446 -3 0.00 138.84 N/A N/A 0 0 0 1 2024-05-10 $51.14 $48.00 22.9% 3.9% 12.4% 14.4% 0.0% 0.8% -1.2% -159 480 -3 0.00 138.27 N/A N/A 0 0 0 1 2024-05-13 $51.16 $48.00 30.3% 3.9% 11.3% 23.6% 0.0% 0.7% -0.4% -157 455 -3 0.00 138.98 N/A N/A 0 0 0 1 2024-05-14 $51.42 $48.00 34.0% 3.9% 11.3% 28.1% 0.0% 3.3% -0.5% -124 298 -2 0.00 137.04 N/A N/A 0 0 0 1 2024-05-15 $52.07 $48.00 12.6% 3.6% 11.5% 1.4% 0.0% 3.4% -1.1% -77 159 -1 0.00 135.66 N/A N/A 0 0 0 1 2024-05-16 $52.03 $48.00 13.2% 3.8% 11.5% 2.2% 0.0% 1.8% 13.0% -79 166 -1 0.00 136.97 N/A N/A 0 0 0 1 2024-05-17 $52.00 $48.00 13.6% 3.9% 10.1% 2.7% 0.0% 2.5% -1.2% -86 190 -1 0.00 138.13 N/A N/A 0 0 0 1 2024-05-20 $52.00 $48.00 13.8% 3.9% 9.8% 2.9% 0.0% 1.2% -1.9% -79 162 -1 0.00 136.90 N/A N/A 0 0 0 1 2024-05-21 $52.13 $48.00 13.5% 3.9% 9.2% 2.6% 0.0% 2.2% -1.1% -73 148 -1 0.00 137.39 N/A N/A 0 0 0 1 2024-05-22 $51.99 $48.00 13.4% 3.8% 9.3% 2.5% 0.0% 1.6% -1.3% -76 150 -1 0.00 136.68 N/A N/A 0 0 0 1 2024-05-23 $51.77 $48.00 13.2% 3.8% 9.0% 2.2% 0.0% 0.1% -1.5% -78 144 -1 0.00 133.47 N/A N/A 0 0 0 1 2024-05-24 $52.02 $48.00 14.1% 4.0% 8.4% 3.3% 0.0% 2.0% -1.8% -74 144 -1 0.00 136.80 N/A N/A 0 0 0 1 2024-05-28 $51.98 $48.00 14.8% 4.2% 8.3% 4.2% 0.0% 1.8% -2.3% -73 136 -1 0.00 137.25 N/A N/A 0 0 0 1 2024-05-29 $51.87 $48.00 15.1% 4.3% 7.7% 4.6% 0.0% 2.5% -2.1% -81 155 -1 0.00 137.84 N/A N/A 0 0 0 1 2024-05-30 $51.10 $48.00 15.9% 4.6% 9.8% 5.6% 0.0% 2.2% -2.8% -142 307 -2 0.00 137.29 N/A N/A 0 0 0 1 2024-05-31 $51.23 $48.00 15.5% 4.4% 9.8% 5.0% 0.0% 3.3% -2.7% -122 242 -1 0.00 135.47 N/A N/A 0 0 0 1
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