USMC Options History — July 2024 In July 2024, USMC traded between $53.12 and $55.77. ATM implied volatility averaged 15.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 6.2% (HV 20d: 9.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 41.8% change2024-07-09 : Highest IV Rank — 30.1%2024-07-30 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $54.63 $53.12 $55.77 $54.14 $54.05 ATM IV 15.4% 11.8% 20.8% 15.3% 17.7% Expected Move 4.2% 3.4% 5.1% 4.4% 5.1% HV 20d 9.2% 5.9% 15.0% 6.1% 15.0% HV 60d 9.9% 9.1% 10.6% 10.2% 10.6% IV Rank 12.1% 1.4% 30.1% 12.5% 19.1% IV Percentile 30.1% 0.4% 81.7% 26.2% 61.5% Term Structure -2.4% -4.7% -0.0% -2.8% -4.4% Skew 25d 1.7% -1.1% 5.0% 0.5% 5.0% Skew 10d 2.4% -0.6% 5.7% 1.4% 1.5% Call IV 25d 12.0% 7.9% 15.2% 13.1% 14.6% Put IV 25d 13.6% 10.1% 19.6% 13.6% 19.6% Bid-Ask Spread % 157.49 151.22 164.63 155.98 155.81 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2024-07-01 $54.14 $0.00 15.3% 4.4% 6.1% 12.5% 0.0% 0.5% -2.8% 0 0 0 0.00 155.98 N/A N/A 0 0 0 0 2024-07-02 $54.49 $0.00 15.5% 4.4% 6.2% 13.2% 0.0% 3.5% -1.5% 0 0 0 0.00 153.41 N/A N/A 0 0 0 0 2024-07-03 $54.86 $0.00 15.7% 4.5% 6.1% 13.8% 0.0% 1.7% -3.5% 0 0 0 0.00 156.46 N/A N/A 0 0 0 0 2024-07-05 $55.36 $0.00 16.1% 3.4% 5.9% 14.9% 0.0% 4.2% -0.0% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-08 $55.26 $0.00 19.8% 3.9% 6.1% 27.1% 0.0% 3.0% -1.6% 0 0 0 0.00 164.63 N/A N/A 0 0 0 0 2024-07-09 $55.35 $0.00 20.8% 3.8% 6.1% 30.1% 0.0% 2.5% -1.4% 0 0 0 0.00 164.00 N/A N/A 0 0 0 0 2024-07-10 $55.77 $0.00 12.1% 3.5% 6.3% 2.1% 0.0% 4.2% -1.3% 0 0 0 0.00 161.84 N/A N/A 0 0 0 0 2024-07-11 $55.12 $0.00 11.8% 3.4% 8.1% 1.4% 0.0% -0.8% -0.7% 0 0 0 0.00 152.24 N/A N/A 0 0 0 0 2024-07-12 $55.26 $0.00 12.5% 3.6% 8.1% 3.5% 0.0% 2.4% -0.5% 0 0 0 0.00 156.08 N/A N/A 0 0 0 0 2024-07-15 $55.50 $0.00 13.4% 3.8% 8.0% 6.3% 0.0% 0.0% -1.8% 0 0 0 0.00 159.05 N/A N/A 0 0 0 0 2024-07-16 $55.70 $0.00 13.2% 3.8% 7.8% 4.5% 0.0% 2.3% -1.6% 0 0 0 0.00 160.66 N/A N/A 0 0 0 0 2024-07-17 $55.22 $0.00 14.0% 4.0% 8.1% 6.9% 0.0% 2.0% -0.7% 0 0 0 0.00 161.89 N/A N/A 0 0 0 0 2024-07-18 $54.75 $0.00 13.1% 3.8% 8.8% 4.1% 0.0% -1.1% -2.0% 0 0 0 0.00 151.65 N/A N/A 0 0 0 0 2024-07-19 $54.31 $0.00 15.1% 4.3% 9.3% 10.6% 0.0% 0.4% -3.2% 0 0 0 0.00 152.08 N/A N/A 0 0 0 0 2024-07-22 $54.91 $0.00 14.8% 4.2% 10.0% 9.5% 0.0% 2.9% -2.8% 0 0 0 0.00 160.48 N/A N/A 0 0 0 0 2024-07-23 $54.73 $0.00 15.1% 4.3% 10.0% 10.6% 0.0% 0.7% -3.4% 0 0 0 0.00 161.36 N/A N/A 0 0 0 0 2024-07-24 $53.45 $0.00 16.4% 4.7% 13.2% 15.0% 0.0% -1.1% -3.9% 0 0 0 0.00 153.56 N/A N/A 0 0 0 0 2024-07-25 $53.31 $0.00 15.2% 4.4% 13.2% 11.0% 0.0% 0.6% -3.1% 0 0 0 0.00 151.22 N/A N/A 0 0 0 0 2024-07-26 $53.51 $0.00 16.2% 4.6% 13.3% 14.2% 0.0% 0.8% -3.8% 0 0 0 0.00 157.79 N/A N/A 0 0 0 0 2024-07-29 $53.64 $0.00 17.2% 4.9% 13.3% 17.6% 0.0% 1.3% -4.4% 0 0 0 0.00 158.89 N/A N/A 0 0 0 0 2024-07-30 $53.12 $0.00 17.7% 5.1% 13.7% 19.2% 0.0% 1.4% -4.7% 0 0 0 0.00 153.63 N/A N/A 0 0 0 0 2024-07-31 $54.05 $0.00 17.7% 5.1% 15.0% 19.1% 0.0% 5.0% -4.4% 0 0 0 0.00 155.81 N/A N/A 0 0 0 0
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