USMC Options History — September 2024 In September 2024, USMC traded between $53.95 and $56.86. ATM implied volatility averaged 16.1%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.4% (HV 20d: 12.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2024-09-11 : Largest IV drop — 31.9% change2024-09-09 : Highest IV Rank — 32.4%2024-09-26 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $55.81 $53.95 $56.86 $54.92 $56.86 ATM IV 16.1% 13.2% 21.8% 16.6% 15.9% Expected Move 4.3% 3.8% 5.5% 4.8% 4.5% HV 20d 12.7% 11.8% 14.5% 14.5% 12.1% HV 60d 15.4% 14.8% 15.7% 14.8% 15.5% IV Rank 15.0% 4.5% 32.4% 15.5% 15.4% IV Percentile 38.5% 3.6% 84.9% 50.8% 43.3% Term Structure -1.4% -5.0% 2.9% -3.8% -2.2% Skew 25d 2.8% -1.4% 5.3% -1.4% 1.6% Skew 10d 4.9% 1.3% 10.7% 1.5% 1.8% Call IV 25d 12.6% 10.1% 18.7% 16.3% 18.7% Put IV 25d 15.4% 13.4% 20.3% 14.9% 20.3% Bid-Ask Spread % 156.29 134.93 170.52 134.93 156.80 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 (20 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 2024-09-03 $54.92 $0.00 16.6% 4.8% 14.5% 15.5% 0.0% -1.4% -3.8% 0 0 0 0.00 134.93 N/A N/A 0 0 0 0 2024-09-04 $55.13 $0.00 18.7% 5.4% 13.4% 22.3% 0.0% 3.7% -3.9% 0 0 0 0.00 140.14 N/A N/A 0 0 0 0 2024-09-05 $54.87 $0.00 18.5% 4.1% 13.1% 21.8% 0.0% 2.5% -2.5% 0 0 0 0.00 156.56 N/A N/A 0 0 0 0 2024-09-06 $53.95 $0.00 17.7% 4.3% 13.5% 19.3% 0.0% 0.7% -5.0% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2024-09-09 $54.46 $0.00 21.8% 4.3% 13.7% 32.4% 0.0% 3.5% 0.3% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2024-09-10 $54.75 $0.00 20.3% 4.1% 13.7% 27.6% 0.0% 4.1% 0.4% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2024-09-11 $55.04 $0.00 13.8% 4.0% 12.8% 6.5% 0.0% 5.3% 2.9% 0 0 0 0.00 153.99 N/A N/A 0 0 0 0 2024-09-12 $55.69 $0.00 13.2% 3.8% 13.3% 4.5% 0.0% 4.7% 0.7% 0 0 0 0.00 155.95 N/A N/A 0 0 0 0 2024-09-13 $55.90 $0.00 14.5% 4.2% 12.0% 10.2% 0.0% 3.5% -0.0% 0 0 0 0.00 161.15 N/A N/A 0 0 0 0 2024-09-16 $55.94 $0.00 14.4% 4.1% 11.9% 9.8% 0.0% 3.9% -1.1% 0 0 0 0.00 160.96 N/A N/A 0 0 0 0 2024-09-17 $55.90 $0.00 14.2% 4.1% 11.8% 9.2% 0.0% 2.6% -2.7% 0 0 0 0.00 156.39 N/A N/A 0 0 0 0 2024-09-18 $55.86 $0.00 15.1% 4.3% 11.8% 12.4% 0.0% 1.3% -0.2% 0 0 0 0.00 170.52 N/A N/A 0 0 0 0 2024-09-19 $56.72 $0.00 13.9% 4.0% 12.9% 7.8% 0.0% 4.7% -0.2% 0 0 0 0.00 157.77 N/A N/A 0 0 0 0 2024-09-20 $56.67 $0.00 14.1% 4.0% 12.6% 8.8% 0.0% 2.8% -0.8% 0 0 0 0.00 157.05 N/A N/A 0 0 0 0 2024-09-23 $56.75 $0.00 14.9% 4.3% 12.4% 11.9% 0.0% 2.4% -1.7% 0 0 0 0.00 158.09 N/A N/A 0 0 0 0 2024-09-24 $56.73 $0.00 14.4% 4.1% 12.4% 9.8% 0.0% 3.0% -1.4% 0 0 0 0.00 157.25 N/A N/A 0 0 0 0 2024-09-25 $56.72 $0.00 14.7% 4.2% 12.4% 11.0% 0.0% 2.6% -1.6% 0 0 0 0.00 158.47 N/A N/A 0 0 0 0 2024-09-26 $56.73 $0.00 19.3% 5.5% 12.2% 28.7% 0.0% 1.7% -3.0% 0 0 0 0.00 168.29 N/A N/A 0 0 0 0 2024-09-27 $56.70 $0.00 15.6% 4.5% 12.2% 14.5% 0.0% 2.6% -1.7% 0 0 0 0.00 159.92 N/A N/A 0 0 0 0 2024-09-30 $56.86 $0.00 15.9% 4.5% 12.1% 15.4% 0.0% 1.6% -2.2% 0 0 0 0.00 156.80 N/A N/A 0 0 0 0
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