USMC Options History — October 2024 In October 2024, USMC traded between $56.28 and $57.88. ATM implied volatility averaged 16.5%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.3% (HV 20d: 10.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 25.5% change2024-10-07 : Highest IV Rank — 32.8%2024-10-31 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $57.24 $56.28 $57.88 $56.48 $56.84 ATM IV 16.5% 14.3% 20.4% 17.1% 19.9% Expected Move 4.5% 3.9% 5.7% 4.9% 5.7% HV 20d 10.3% 9.0% 11.8% 10.8% 11.8% HV 60d 14.7% 11.4% 15.8% 15.6% 11.8% IV Rank 18.1% 9.5% 32.8% 20.2% 30.8% IV Percentile 50.6% 19.0% 81.0% 61.5% 81.0% Term Structure -1.5% -6.3% 2.0% -2.5% -6.3% Skew 25d 3.8% 1.3% 6.5% 4.1% 2.4% Skew 10d 5.7% 1.0% 8.5% 1.0% 2.6% Call IV 25d 12.3% 9.2% 16.6% 12.8% 16.6% Put IV 25d 16.1% 15.0% 19.0% 16.9% 19.0% Bid-Ask Spread % 156.01 151.19 160.58 152.60 151.25 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 (23 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 2024-10-01 $56.48 $0.00 17.1% 4.9% 10.8% 20.2% 0.0% 4.1% -2.5% 0 0 0 0.00 152.60 N/A N/A 0 0 0 0 2024-10-02 $56.49 $0.00 17.9% 5.1% 10.7% 23.2% 0.0% 4.4% -3.0% 0 0 0 0.00 154.60 N/A N/A 0 0 0 0 2024-10-03 $56.28 $0.00 18.1% 4.2% 10.7% 23.9% 0.0% 3.3% 0.6% 0 0 0 0.00 155.44 N/A N/A 0 0 0 0 2024-10-04 $56.98 $0.00 16.5% 3.9% 9.0% 18.0% 0.0% 4.8% 0.5% 0 0 0 0.00 155.32 N/A N/A 0 0 0 0 2024-10-07 $56.37 $0.00 20.4% 4.4% 9.8% 32.8% 0.0% 2.7% 2.0% 0 0 0 0.00 153.00 N/A N/A 0 0 0 0 2024-10-08 $56.98 $0.00 19.2% 4.1% 10.2% 28.4% 0.0% 5.4% -0.0% 0 0 0 0.00 157.25 N/A N/A 0 0 0 0 2024-10-09 $57.31 $0.00 14.3% 4.1% 10.3% 9.5% 0.0% 5.7% -0.8% 0 0 0 0.00 156.38 N/A N/A 0 0 0 0 2024-10-10 $57.13 $0.00 14.9% 4.3% 9.7% 11.9% 0.0% 3.7% 0.5% 0 0 0 0.00 159.09 N/A N/A 0 0 0 0 2024-10-11 $57.48 $0.00 15.0% 4.3% 9.8% 12.2% 0.0% 6.5% -0.5% 0 0 0 0.00 159.76 N/A N/A 0 0 0 0 2024-10-14 $57.76 $0.00 14.6% 4.2% 9.9% 10.5% 0.0% 6.3% -1.3% 0 0 0 0.00 160.22 N/A N/A 0 0 0 0 2024-10-15 $57.13 $0.00 15.0% 4.3% 10.9% 12.1% 0.0% 2.1% -0.7% 0 0 0 0.00 155.77 N/A N/A 0 0 0 0 2024-10-16 $57.37 $0.00 15.1% 4.3% 10.9% 12.7% 0.0% 4.2% -1.1% 0 0 0 0.00 156.70 N/A N/A 0 0 0 0 2024-10-17 $57.39 $0.00 16.2% 4.6% 9.6% 16.6% 0.0% 3.2% -1.5% 0 0 0 0.00 158.54 N/A N/A 0 0 0 0 2024-10-18 $57.69 $0.00 14.8% 4.2% 9.7% 11.4% 0.0% 3.3% -1.7% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2024-10-21 $57.56 $0.00 14.8% 4.3% 9.7% 11.5% 0.0% 3.0% -1.9% 0 0 0 0.00 156.12 N/A N/A 0 0 0 0 2024-10-22 $57.77 $0.00 15.1% 4.3% 9.8% 12.7% 0.0% 3.3% -2.2% 0 0 0 0.00 155.58 N/A N/A 0 0 0 0 2024-10-23 $57.20 $0.00 15.4% 4.4% 10.5% 13.7% 0.0% 3.2% -0.7% 0 0 0 0.00 151.19 N/A N/A 0 0 0 0 2024-10-24 $57.45 $0.00 16.8% 4.8% 10.6% 18.9% 0.0% 4.8% -2.4% 0 0 0 0.00 156.06 N/A N/A 0 0 0 0 2024-10-25 $57.50 $0.00 16.9% 4.8% 10.6% 19.4% 0.0% 1.3% -2.4% 0 0 0 0.00 154.73 N/A N/A 0 0 0 0 2024-10-28 $57.74 $0.00 17.5% 5.0% 10.6% 21.7% 0.0% 3.9% -3.6% 0 0 0 0.00 160.58 N/A N/A 0 0 0 0 2024-10-29 $57.88 $0.00 17.2% 4.9% 10.3% 20.7% 0.0% 4.2% -3.4% 0 0 0 0.00 155.16 N/A N/A 0 0 0 0 2024-10-30 $57.72 $0.00 17.8% 5.1% 10.4% 22.7% 0.0% 2.3% -2.9% 0 0 0 0.00 154.09 N/A N/A 0 0 0 0 2024-10-31 $56.84 $0.00 19.9% 5.7% 11.8% 30.8% 0.0% 2.4% -6.3% 0 0 0 0.00 151.25 N/A N/A 0 0 0 0
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