USMC Options History — December 2024

Name: USMC Options Analytics - December 2024
Creator: Options Analysis Suite

In December 2024, USMC traded between $59.89 and $61.84. ATM implied volatility averaged 14.1%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.9% (HV 20d: 11.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.

Notable Days

2024-12-11: Largest IV drop — 27.9% change
2024-12-10: Highest IV Rank — 18.6%
2024-12-31: Largest Expected Move — 4.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.88	$59.89	$61.84	$60.54	$59.89
ATM IV	14.1%	12.0%	16.7%	14.8%	15.9%
Expected Move	3.8%	3.3%	4.6%	4.2%	4.6%
HV 20d	11.3%	7.1%	14.9%	13.2%	14.9%
HV 60d	11.8%	10.9%	13.3%	11.2%	13.2%
IV Rank	8.8%	0.7%	18.6%	11.2%	15.8%
IV Percentile	25.3%	0.4%	61.1%	31.3%	56.0%
Term Structure	-1.5%	-4.0%	1.1%	-3.4%	-4.0%
Skew 25d	2.5%	0.6%	5.4%	1.9%	1.8%
Skew 10d	2.9%	0.5%	5.3%	3.6%	1.7%
Call IV 25d	11.1%	8.9%	13.9%	11.6%	13.9%
Put IV 25d	13.6%	11.2%	18.4%	13.6%	15.7%
Bid-Ask Spread %	150.21	135.98	158.23	135.98	149.91
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 (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2024-12-02	$60.54	$0.00	14.8%	4.2%	13.2%	11.2%	0.0%	1.9%	-3.4%	135.98	N/A	N/A
2024-12-03	$60.53	$0.00	15.7%	4.5%	12.9%	14.7%	0.0%	1.7%	-3.6%	137.77	N/A	N/A
2024-12-04	$60.80	$0.00	14.2%	4.1%	12.8%	9.1%	0.0%	1.8%	-3.3%	136.55	N/A	N/A
2024-12-05	$60.91	$0.00	14.9%	3.4%	8.7%	11.9%	0.0%	2.2%	-0.9%	158.23	N/A	N/A
2024-12-06	$61.11	$0.00	14.9%	3.3%	8.1%	11.9%	0.0%	2.5%	-0.7%	157.76	N/A	N/A
2024-12-09	$60.68	$0.00	15.9%	3.3%	8.6%	15.5%	0.0%	0.8%	0.8%	154.63	N/A	N/A
2024-12-10	$60.76	$0.00	16.7%	3.4%	8.4%	18.6%	0.0%	1.3%	0.2%	157.61	N/A	N/A
2024-12-11	$61.36	$0.00	12.0%	3.4%	8.9%	0.7%	0.0%	3.3%	-0.6%	156.58	N/A	N/A
2024-12-12	$61.04	$0.00	12.4%	3.6%	9.3%	2.3%	0.0%	1.4%	-1.1%	156.44	N/A	N/A
2024-12-13	$61.41	$0.00	12.2%	3.5%	8.5%	1.3%	0.0%	2.5%	0.1%	155.62	N/A	N/A
2024-12-16	$61.84	$0.00	12.3%	3.5%	7.1%	1.8%	0.0%	2.1%	-1.1%	155.04	N/A	N/A
2024-12-17	$61.64	$0.00	12.7%	3.6%	7.2%	3.2%	0.0%	2.0%	-1.9%	154.49	N/A	N/A
2024-12-18	$59.98	$0.00	15.2%	4.4%	12.8%	12.9%	0.0%	5.1%	-3.4%	145.16	N/A	N/A
2024-12-19	$60.13	$0.00	14.8%	4.2%	12.8%	11.4%	0.0%	2.1%	-0.6%	148.39	N/A	N/A
2024-12-20	$60.59	$0.00	12.4%	3.6%	12.8%	2.3%	0.0%	2.1%	1.1%	146.21	N/A	N/A
2024-12-23	$60.87	$0.00	14.0%	4.0%	12.9%	8.2%	0.0%	4.1%	-1.0%	148.35	N/A	N/A
2024-12-24	$61.58	$0.00	13.2%	3.8%	13.4%	5.2%	0.0%	5.4%	-2.0%	150.73	N/A	N/A
2024-12-26	$61.77	$0.00	13.2%	3.8%	13.2%	5.2%	0.0%	3.3%	-1.9%	152.27	N/A	N/A
2024-12-27	$60.68	$0.00	13.9%	4.0%	14.9%	8.0%	0.0%	0.6%	-2.0%	148.88	N/A	N/A
2024-12-30	$60.30	$0.00	15.4%	4.4%	14.8%	13.5%	0.0%	3.8%	-2.7%	147.84	N/A	N/A
2024-12-31	$59.89	$0.00	15.9%	4.6%	14.9%	15.8%	0.0%	1.8%	-4.0%	149.91	N/A	N/A