USMC Options History — August 2024 In August 2024, USMC traded between $50.98 and $55.80. ATM implied volatility averaged 19.8%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 0.5% (HV 20d: 20.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 66.3% change2024-08-06 : Highest IV Rank — 85.0%2024-08-06 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $54.15 $50.98 $55.80 $53.23 $55.80 ATM IV 19.8% 13.4% 37.9% 17.2% 14.9% Expected Move 4.5% 3.8% 6.8% 4.9% 4.3% HV 20d 20.3% 15.5% 22.8% 15.6% 17.8% HV 60d 14.1% 11.1% 14.9% 11.1% 14.4% IV Rank 26.0% 5.0% 85.0% 17.4% 10.0% IV Percentile 46.2% 5.6% 99.6% 56.3% 25.0% Term Structure -1.4% -5.7% 12.5% -4.1% -2.3% Skew 25d 2.9% -1.0% 7.1% -1.0% 3.5% Skew 10d 1.9% 0.6% 4.8% 0.6% 1.7% Call IV 25d 12.7% 9.9% 18.0% 15.7% 11.5% Put IV 25d 15.7% 12.7% 23.2% 14.7% 15.0% Bid-Ask Spread % 140.99 130.92 156.66 150.50 139.98 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 2024-08-01 $53.23 $0.00 17.2% 4.9% 15.6% 17.4% 0.0% -1.0% -4.1% 0 0 0 0.00 150.50 N/A N/A 0 0 0 0 2024-08-02 $52.59 $0.00 20.2% 5.8% 15.5% 27.4% 0.0% 0.2% -5.1% 0 0 0 0.00 146.29 N/A N/A 0 0 0 0 2024-08-05 $50.98 $0.00 33.6% 6.2% 18.5% 71.1% 0.0% 4.5% -1.6% 0 0 0 0.00 146.64 N/A N/A 0 0 0 0 2024-08-06 $51.95 $0.00 37.9% 6.8% 20.2% 85.0% 0.0% 6.1% -5.7% 0 0 0 0.00 156.66 N/A N/A 0 0 0 0 2024-08-07 $51.56 $0.00 22.6% 4.7% 19.8% 35.0% 0.0% 1.5% -3.6% 0 0 0 0.00 130.92 N/A N/A 0 0 0 0 2024-08-08 $52.56 $0.00 29.9% 5.4% 21.2% 59.1% 0.0% 7.1% -1.5% 0 0 0 0.00 148.32 N/A N/A 0 0 0 0 2024-08-09 $52.89 $0.00 24.7% 4.3% 21.3% 42.1% 0.0% 3.2% 0.3% 0 0 0 0.00 137.64 N/A N/A 0 0 0 0 2024-08-12 $52.85 $0.00 31.6% 4.3% 21.2% 64.4% 0.0% 2.9% -2.4% 0 0 0 0.00 140.42 N/A N/A 0 0 0 0 2024-08-13 $53.66 $0.00 32.5% 4.1% 22.0% 67.4% 0.0% 4.7% -0.0% 0 0 0 0.00 139.04 N/A N/A 0 0 0 0 2024-08-14 $53.94 $0.00 14.2% 4.1% 22.0% 7.6% 0.0% 4.0% -0.9% 0 0 0 0.00 140.22 N/A N/A 0 0 0 0 2024-08-15 $54.89 $0.00 13.4% 3.8% 22.8% 5.0% 0.0% 3.9% 12.5% 0 0 0 0.00 140.17 N/A N/A 0 0 0 0 2024-08-16 $55.04 $0.00 13.7% 3.9% 22.6% 6.1% 0.0% 3.4% -0.2% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2024-08-19 $55.38 $0.00 14.2% 4.1% 22.4% 7.7% 0.0% 3.6% -1.6% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2024-08-20 $55.55 $0.00 13.6% 3.9% 22.3% 5.8% 0.0% 1.9% -1.4% 0 0 0 0.00 140.25 N/A N/A 0 0 0 0 2024-08-21 $55.56 $0.00 13.9% 4.0% 20.4% 6.5% 0.0% 1.9% -1.6% 0 0 0 0.00 139.17 N/A N/A 0 0 0 0 2024-08-22 $55.19 $0.00 13.8% 4.0% 20.6% 6.4% 0.0% -0.1% -1.3% 0 0 0 0.00 134.19 N/A N/A 0 0 0 0 2024-08-23 $55.59 $0.00 13.7% 3.9% 20.6% 6.1% 0.0% 3.1% -1.5% 0 0 0 0.00 137.35 N/A N/A 0 0 0 0 2024-08-26 $55.52 $0.00 14.3% 4.1% 20.7% 8.0% 0.0% 1.4% -2.1% 0 0 0 0.00 138.41 N/A N/A 0 0 0 0 2024-08-27 $55.68 $0.00 14.6% 4.2% 20.2% 9.0% 0.0% 2.8% -2.1% 0 0 0 0.00 139.97 N/A N/A 0 0 0 0 2024-08-28 $55.38 $0.00 14.8% 4.2% 19.6% 9.5% 0.0% 3.4% -2.3% 0 0 0 0.00 136.82 N/A N/A 0 0 0 0 2024-08-29 $55.50 $0.00 16.4% 4.7% 18.6% 14.9% 0.0% 2.8% -2.9% 0 0 0 0.00 137.53 N/A N/A 0 0 0 0 2024-08-30 $55.80 $0.00 14.9% 4.3% 17.8% 10.0% 0.0% 3.5% -2.3% 0 0 0 0.00 139.98 N/A N/A 0 0 0 0
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