PPI Options History — April 2024 In April 2024, PPI traded between $15.33 and $16.18. ATM implied volatility averaged 37.4%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 27.0% (HV 20d: 10.4%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-01 : Highest Volume — 2 contracts2024-04-10 : Largest IV drop — 40.2% change2024-04-30 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.76 $15.33 $16.18 $15.91 $15.33 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 37.4% 29.6% 49.5% 38.5% 40.5% Expected Move 9.9% 8.0% 11.6% 11.0% 11.6% HV 20d 10.4% 9.5% 12.6% 9.5% 12.6% Term Structure -7.4% -15.9% 63.3% -11.9% -15.9% Skew 25d 1.5% 0.7% 2.5% 0.8% 1.1% Skew 10d 7.5% 2.6% 11.8% 2.6% 3.0% Call IV 25d 41.6% 32.3% 51.3% 49.3% 50.9% Put IV 25d 43.1% 33.8% 52.6% 50.1% 52.0% Bid-Ask Spread % 153.47 144.91 159.51 145.96 154.60 Gamma HHI 0.54 0.53 0.55 0.54 0.53 Net GEX 277 255 310 266 310 Net DEX -6.2K -7.1K -5.2K -6.6K -5.2K Net VEX -17 -18 -16 -18 -16 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 2 2 0 Total OI 6 6 6 6 6
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 Vol Put Vol Call OI Put OI 2024-04-01 $15.91 $0.00 38.5% 11.0% 0.0% 0.0% 0.0% 0.8% -11.9% 266 -6.6K -18 0.00 145.96 2 0 6 0 2024-04-02 $15.91 $0.00 39.6% 11.3% 0.0% 0.0% 0.0% 0.7% -11.8% 265 -6.5K -18 0.00 146.25 0 0 6 0 2024-04-03 $16.11 $0.00 40.0% 11.5% 0.0% 0.0% 0.0% 1.3% -12.3% 260 -7.0K -17 0.00 144.91 0 0 6 0 2024-04-04 $15.98 $15.00 40.6% 8.0% 0.0% 0.0% 0.0% 0.9% -9.8% 268 -6.7K -17 0.00 153.26 0 0 6 0 2024-04-05 $16.15 $15.00 42.7% 8.2% 0.0% 0.0% 0.0% 2.5% -8.5% 258 -7.1K -16 0.00 152.64 0 0 6 0 2024-04-08 $16.18 $15.00 49.2% 8.6% 0.0% 0.0% 0.0% 2.5% -9.1% 255 -7.1K -16 0.00 154.60 0 0 6 0 2024-04-09 $16.11 $15.00 49.5% 8.3% 0.0% 0.0% 0.0% 1.7% -8.7% 265 -7.0K -17 0.00 152.63 0 0 6 0 2024-04-10 $15.98 $15.00 29.6% 8.5% 0.0% 0.0% 0.0% 1.7% -9.2% 266 -6.7K -17 0.00 154.99 0 0 6 0 2024-04-11 $16.02 $15.00 30.3% 8.7% 9.5% 0.0% 0.0% 1.4% -9.4% 266 -6.8K -17 0.00 153.70 0 0 6 0 2024-04-12 $15.83 $15.00 30.2% 8.7% 10.6% 0.0% 0.0% 0.8% -10.2% 276 -6.4K -17 0.00 152.05 0 0 6 0 2024-04-15 $15.78 $15.00 31.6% 9.1% 10.4% 0.0% 0.0% 1.4% -11.8% 276 -6.2K -17 0.00 153.08 0 0 6 0 2024-04-16 $15.64 $15.00 34.5% 9.9% 10.6% 0.0% 0.0% 2.2% -12.1% 272 -5.9K -17 0.00 156.07 0 0 6 0 2024-04-17 $15.56 $15.00 34.1% 9.8% 10.5% 0.0% 0.0% 1.7% -12.5% 280 -5.8K -17 0.00 154.33 0 0 6 0 2024-04-18 $15.49 $15.00 34.5% 9.9% 10.3% 0.0% 0.0% 1.3% 63.3% 282 -5.6K -17 0.00 159.51 0 0 6 0 2024-04-19 $15.44 $15.00 34.8% 10.0% 10.1% 0.0% 0.0% 1.8% -9.0% 281 -5.5K -17 0.00 155.79 0 0 6 0 2024-04-22 $15.46 $15.00 35.6% 10.2% 10.1% 0.0% 0.0% 2.0% -9.3% 288 -5.5K -17 0.00 154.72 0 0 6 0 2024-04-23 $15.55 $15.00 35.4% 10.2% 10.4% 0.0% 0.0% 1.6% -9.2% 289 -5.7K -17 0.00 154.70 0 0 6 0 2024-04-24 $15.54 $15.00 36.6% 10.5% 10.4% 0.0% 0.0% 1.1% -10.1% 288 -5.7K -16 0.00 156.08 0 0 6 0 2024-04-25 $15.51 $15.00 36.3% 10.4% 10.1% 0.0% 0.0% 1.5% -10.0% 296 -5.6K -16 0.00 153.51 0 0 6 0 2024-04-26 $15.58 $15.00 38.2% 11.0% 9.9% 0.0% 0.0% 1.4% -12.0% 290 -5.8K -16 0.00 156.92 0 0 6 0 2024-04-29 $15.66 $15.00 40.2% 11.5% 10.2% 0.0% 0.0% 1.5% -13.5% 292 -6.0K -16 0.00 156.04 0 0 6 0 2024-04-30 $15.33 $15.00 40.5% 11.6% 12.6% 0.0% 0.0% 1.1% -15.9% 310 -5.2K -16 0.00 154.60 0 0 6 0
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