USMC Options History — November 2024 In November 2024, USMC traded between $56.52 and $60.27. ATM implied volatility averaged 17.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 3.2% (HV 20d: 13.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 56.6% change2024-11-12 : Highest IV Rank — 66.0%2024-11-01 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.85 $56.52 $60.27 $56.82 $60.27 ATM IV 17.0% 12.4% 29.0% 20.2% 13.6% Expected Move 3.9% 3.4% 5.8% 5.8% 3.9% HV 20d 13.8% 10.1% 15.0% 11.0% 13.3% HV 60d 12.0% 11.2% 12.4% 11.2% 11.9% IV Rank 19.8% 2.0% 66.0% 32.0% 6.9% IV Percentile 41.4% 0.8% 95.2% 81.7% 12.3% Term Structure -2.0% -4.3% -0.3% -4.3% -2.7% Skew 25d 1.7% -0.2% 3.9% 2.3% 2.1% Skew 10d 2.0% 0.7% 3.9% 2.8% 1.5% Call IV 25d 11.8% 10.2% 17.0% 17.0% 11.0% Put IV 25d 13.5% 11.4% 19.3% 19.3% 13.1% Bid-Ask Spread % 136.87 132.83 157.90 157.90 135.06 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 2024-11-01 $56.82 $0.00 20.2% 5.8% 11.0% 32.0% 0.0% 2.3% -4.3% 0 0 0 0.00 157.90 N/A N/A 0 0 0 0 2024-11-04 $56.52 $0.00 21.5% 4.0% 10.4% 37.1% 0.0% 3.9% -0.3% 0 0 0 0.00 136.04 N/A N/A 0 0 0 0 2024-11-05 $56.98 $0.00 22.2% 4.0% 10.1% 39.9% 0.0% 2.4% -1.6% 0 0 0 0.00 137.31 N/A N/A 0 0 0 0 2024-11-06 $58.62 $0.00 20.9% 3.5% 14.2% 34.9% 0.0% 2.0% -0.6% 0 0 0 0.00 137.59 N/A N/A 0 0 0 0 2024-11-07 $59.23 $0.00 19.2% 3.5% 14.4% 28.4% 0.0% 1.9% -1.3% 0 0 0 0.00 134.88 N/A N/A 0 0 0 0 2024-11-08 $59.53 $0.00 18.7% 3.4% 14.4% 26.4% 0.0% 0.6% -1.8% 0 0 0 0.00 135.48 N/A N/A 0 0 0 0 2024-11-11 $59.34 $0.00 26.1% 3.8% 14.4% 54.7% 0.0% 0.5% -2.8% 0 0 0 0.00 136.06 N/A N/A 0 0 0 0 2024-11-12 $59.27 $0.00 29.0% 3.6% 13.7% 66.0% 0.0% 1.2% -1.1% 0 0 0 0.00 134.86 N/A N/A 0 0 0 0 2024-11-13 $59.37 $0.00 12.6% 3.6% 13.7% 2.9% 0.0% 2.1% -1.5% 0 0 0 0.00 135.90 N/A N/A 0 0 0 0 2024-11-14 $58.83 $0.00 12.4% 3.5% 14.2% 2.0% 0.0% -0.2% -1.1% 0 0 0 0.00 135.94 N/A N/A 0 0 0 0 2024-11-15 $58.18 $0.00 13.4% 3.8% 14.8% 6.0% 0.0% 0.0% -1.7% 0 0 0 0.00 137.19 N/A N/A 0 0 0 0 2024-11-18 $58.62 $0.00 12.8% 3.7% 15.0% 3.5% 0.0% 2.2% -1.7% 0 0 0 0.00 135.40 N/A N/A 0 0 0 0 2024-11-19 $58.86 $0.00 13.0% 3.7% 15.0% 4.3% 0.0% 2.5% -1.8% 0 0 0 0.00 133.83 N/A N/A 0 0 0 0 2024-11-20 $58.83 $0.00 13.6% 3.9% 14.4% 6.6% 0.0% 1.8% -1.7% 0 0 0 0.00 134.65 N/A N/A 0 0 0 0 2024-11-21 $59.19 $0.00 13.6% 3.9% 14.5% 6.6% 0.0% 3.5% -2.3% 0 0 0 0.00 132.83 N/A N/A 0 0 0 0 2024-11-22 $59.35 $0.00 14.9% 4.3% 14.5% 11.7% 0.0% 1.5% -3.4% 0 0 0 0.00 137.10 N/A N/A 0 0 0 0 2024-11-25 $59.45 $0.00 14.9% 4.3% 14.5% 11.8% 0.0% 0.5% -2.9% 0 0 0 0.00 133.21 N/A N/A 0 0 0 0 2024-11-26 $59.92 $0.00 13.9% 4.0% 14.7% 7.8% 0.0% 1.4% -2.9% 0 0 0 0.00 138.07 N/A N/A 0 0 0 0 2024-11-27 $59.80 $0.00 13.6% 3.9% 14.6% 6.6% 0.0% 1.0% -2.4% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2024-11-29 $60.27 $0.00 13.6% 3.9% 13.3% 6.9% 0.0% 2.1% -2.7% 0 0 0 0.00 135.06 N/A N/A 0 0 0 0
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