PPI Options History — May 2024 In May 2024, PPI traded between $15.25 and $15.79. ATM implied volatility averaged 79.4%. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 67.3% (HV 20d: 12.1%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-14 : Highest Volume — 1 contracts2024-05-15 : Largest IV drop — 68.6% change2024-05-02 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.55 $15.25 $15.79 $15.25 $15.50 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 79.4% 53.3% 169.6% 55.3% 67.8% Expected Move 16.8% 14.3% 23.8% 15.9% 19.4% HV 20d 12.1% 11.4% 13.2% 11.4% 11.8% HV 60d 11.2% 11.0% 11.4% 11.1% 11.3% Term Structure -7.8% -37.6% 166.2% 19.8% -18.8% Skew 25d 1.8% 0.2% 9.2% 1.5% 2.4% Skew 10d 19.6% 9.2% 39.7% 32.5% 20.6% Call IV 25d 76.4% 60.6% 105.3% 102.0% 89.9% Put IV 25d 78.2% 64.0% 110.7% 103.5% 92.3% Bid-Ask Spread % 185.76 181.78 189.47 181.78 186.05 Gamma HHI 0.75 0.50 1.00 0.50 1.00 Net GEX 152 0 376 0 112 Net DEX -4.7K -8.4K 0 0 -3.5K Net VEX -12 -15 0 0 -11 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 1 0 0 Total OI 5.045 0 7 0 4
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 2024-05-01 $15.25 $0.00 55.3% 15.9% 11.4% 0.0% 0.0% 1.5% 19.8% 0 0 0 0.00 181.78 0 0 0 0 2024-05-02 $15.29 $15.00 83.0% 23.8% 11.4% 0.0% 0.0% 9.2% 0.0% 376 -5.3K -15 0.00 182.33 0 0 6 0 2024-05-03 $15.45 $15.00 82.0% 23.5% 11.4% 0.0% 0.0% 5.4% -35.1% 176 -5.4K -15 0.00 181.82 0 0 6 0 2024-05-06 $15.59 $0.00 92.0% 14.4% 12.0% 0.0% 0.0% 3.4% -37.6% 180 -5.6K -15 0.00 189.47 0 0 6 0 2024-05-07 $15.51 $0.00 95.6% 14.4% 12.0% 0.0% 0.0% 1.4% -35.8% 177 -5.4K -15 0.00 186.99 0 0 6 0 2024-05-08 $15.52 $0.00 98.1% 14.4% 11.9% 0.0% 0.0% 0.2% -13.4% 176 -5.5K -15 0.00 186.71 0 0 6 0 2024-05-09 $15.69 $0.00 104.7% 14.3% 12.6% 0.0% 0.0% 0.5% -13.5% 179 -5.7K -14 0.00 186.36 0 0 6 0 2024-05-10 $15.61 $0.00 110.8% 14.4% 12.0% 0.0% 0.0% 0.3% -14.2% 174 -5.6K -14 0.00 186.30 0 0 6 0 2024-05-13 $15.54 $0.00 146.9% 15.1% 12.1% 0.0% 0.0% 0.3% -16.8% 176 -5.5K -14 0.00 186.06 0 0 6 0 2024-05-14 $15.54 $0.00 169.6% 15.2% 11.7% 0.0% 0.0% 0.3% -16.0% 177 -5.5K -13 0.00 186.63 1 0 6 0 2024-05-15 $15.64 $0.00 53.3% 15.3% 11.8% 0.0% 0.0% 0.3% -16.5% 211 -6.6K -14 0.00 185.74 0 0 7 0 2024-05-16 $15.56 $0.00 54.2% 15.6% 11.8% 0.0% 0.0% 0.3% 166.2% 215 -6.5K -13 0.00 186.37 0 0 7 0 2024-05-17 $15.71 $0.00 54.6% 15.7% 12.2% 0.0% 0.0% 0.3% -12.9% 112 -8.4K -12 0.00 186.51 1 0 7 0 2024-05-20 $15.79 $0.00 54.1% 15.5% 12.3% 0.0% 0.0% 0.4% -12.2% 112 -3.8K -12 0.00 186.10 0 0 4 0 2024-05-21 $15.78 $0.00 55.7% 16.0% 12.2% 0.0% 0.0% 0.3% -12.7% 112 -3.8K -12 0.00 186.53 0 0 4 0 2024-05-22 $15.59 $0.00 57.2% 16.4% 13.0% 0.0% 0.0% 1.8% -13.3% 112 -3.6K -12 0.00 185.96 0 0 4 0 2024-05-23 $15.51 $0.00 58.4% 16.7% 13.1% 0.0% 0.0% 2.1% -14.4% 114 -3.5K -12 0.00 185.36 0 0 4 0 2024-05-24 $15.61 $0.00 59.1% 17.0% 13.2% 0.0% 0.0% 1.9% -15.4% 112 -3.6K -12 0.00 186.25 0 0 4 0 2024-05-28 $15.62 $0.00 64.6% 18.5% 13.0% 0.0% 0.0% 2.1% -19.0% 119 -3.6K -11 0.00 186.10 0 0 4 0 2024-05-29 $15.38 $0.00 64.1% 18.4% 11.8% 0.0% 0.0% 2.2% -15.6% 111 -3.4K -11 0.00 185.34 0 0 4 0 2024-05-30 $15.41 $0.00 66.3% 19.0% 11.7% 0.0% 0.0% 2.3% -16.4% 111 -3.4K -11 0.00 186.05 0 0 4 0 2024-05-31 $15.50 $0.00 67.8% 19.4% 11.8% 0.0% 0.0% 2.4% -18.8% 112 -3.5K -11 0.00 186.05 0 0 4 0
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