USMC Options History — June 2024 In June 2024, USMC traded between $51.55 and $54.27. ATM implied volatility averaged 15.3%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.5% (HV 20d: 8.8%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 31.7% change2024-06-11 : Highest IV Rank — 25.3%2024-06-05 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.41 $51.55 $54.27 $51.55 $54.21 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 15.3% 13.0% 19.3% 15.4% 14.5% Expected Move 4.1% 3.6% 4.8% 4.4% 4.2% HV 20d 8.8% 6.0% 9.2% 8.7% 6.0% HV 60d 10.8% 10.5% 11.4% 11.3% 10.5% IV Rank 9.9% 5.0% 25.3% 5.0% 9.9% IV Percentile 25.6% 1.6% 72.2% 23.0% 14.3% Term Structure -2.0% -3.4% -0.8% -3.3% -2.5% Skew 25d 2.0% -0.4% 4.2% 2.1% -0.4% Skew 10d 2.4% 0.7% 6.5% 0.9% 0.7% Call IV 25d 11.6% 8.6% 19.9% 12.5% 12.4% Put IV 25d 13.7% 11.6% 21.5% 14.6% 12.0% Bid-Ask Spread % 155.05 134.07 167.24 134.42 149.19 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -17 -87 0 -83 0 Net DEX 28 0 174 141 0 Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.737 0 1 1 0
Daily Data (19 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 2024-06-03 $51.55 $48.00 15.4% 4.4% 8.7% 5.0% 0.0% 2.1% -3.3% -83 141 -1 0.00 134.42 N/A N/A 0 0 0 1 2024-06-04 $51.91 $48.00 16.4% 4.7% 8.6% 6.3% 0.0% 1.6% -3.4% -87 174 -1 0.00 136.76 N/A N/A 0 0 0 1 2024-06-05 $52.47 $48.00 16.6% 4.8% 9.2% 6.5% 0.0% 3.6% -2.5% -33 48 0 0.00 134.07 N/A N/A 0 0 0 1 2024-06-06 $52.62 $0.00 17.2% 3.8% 9.2% 7.2% 0.0% 4.2% -1.8% -33 51 0 0.00 167.24 N/A N/A 0 0 0 1 2024-06-07 $52.67 $0.00 16.9% 3.6% 9.2% 6.8% 0.0% 1.0% -1.5% -26 36 0 0.00 161.87 N/A N/A 0 0 0 1 2024-06-10 $52.71 $0.00 19.1% 3.7% 9.2% 24.6% 0.0% 2.3% -1.7% -25 35 0 0.00 162.81 N/A N/A 0 0 0 1 2024-06-11 $52.86 $0.00 19.3% 3.8% 9.2% 25.3% 0.0% 2.7% -1.6% -16 20 0 0.00 161.03 N/A N/A 0 0 0 1 2024-06-12 $53.09 $0.00 13.2% 3.8% 9.2% 5.6% 0.0% 1.3% -1.1% -9 11 0 0.00 160.15 N/A N/A 0 0 0 1 2024-06-13 $53.44 $0.00 13.2% 3.8% 8.5% 5.8% 0.0% 2.9% -0.8% -6 6 0 0.00 159.94 N/A N/A 0 0 0 1 2024-06-14 $53.77 $0.00 13.0% 3.7% 8.6% 5.0% 0.0% 1.7% -1.7% -3 3 0 0.00 160.88 N/A N/A 0 0 0 1 2024-06-17 $54.27 $0.00 13.1% 3.7% 9.0% 5.3% 0.0% 2.6% -1.5% 0 0 0 0.00 155.37 N/A N/A 0 0 0 1 2024-06-18 $54.26 $0.00 14.1% 4.0% 9.0% 8.5% 0.0% 2.4% -1.4% -1 1 0 0.00 158.58 N/A N/A 0 0 0 1 2024-06-20 $54.27 $0.00 14.1% 4.1% 9.0% 8.8% 0.0% 2.5% -1.8% 0 0 0 0.00 154.38 N/A N/A 0 0 0 1 2024-06-21 $54.13 $0.00 14.9% 4.3% 9.0% 11.1% 0.0% 2.2% -2.1% -9 12 0 0.00 158.17 N/A N/A 0 0 0 1 2024-06-24 $53.95 $0.00 14.4% 4.1% 8.9% 9.7% 0.0% 0.6% -2.4% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2024-06-25 $54.09 $0.00 15.2% 4.3% 8.8% 12.1% 0.0% 2.1% -2.4% 0 0 0 0.00 158.77 N/A N/A 0 0 0 0 2024-06-26 $54.20 $0.00 15.2% 4.4% 8.8% 12.3% 0.0% 1.5% -2.1% 0 0 0 0.00 158.40 N/A N/A 0 0 0 0 2024-06-27 $54.24 $0.00 15.1% 4.3% 8.7% 11.8% 0.0% 1.7% -1.9% 0 0 0 0.00 158.05 N/A N/A 0 0 0 0 2024-06-28 $54.21 $0.00 14.5% 4.2% 6.0% 9.9% 0.0% -0.4% -2.5% 0 0 0 0.00 149.19 N/A N/A 0 0 0 0
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