PPI Options History — July 2024 In July 2024, PPI traded between $14.84 and $15.54. ATM implied volatility averaged 68.2%. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 57.4% (HV 20d: 10.8%). Max pain ranged from $15.50 to $15.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2024-07-12 : Highest Volume — 1 contracts2024-07-15 : Largest IV spike — 76.9% change2024-07-30 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.11 $14.84 $15.54 $14.84 $15.36 Max Pain $15.50 $15.50 $15.50 $15.50 $15.50 ATM IV 68.2% 31.6% 97.8% 75.0% 77.9% Expected Move 18.1% 9.1% 22.8% 21.5% 22.3% HV 20d 10.8% 9.6% 13.2% 10.5% 13.2% HV 60d 11.4% 10.9% 12.0% 11.3% 11.8% Term Structure -18.8% -31.4% 26.3% -25.6% -28.8% Skew 25d 0.9% 0.1% 2.3% 1.0% 0.2% Skew 10d 16.6% 11.4% 22.9% 11.4% 22.9% Call IV 25d 85.9% 68.1% 107.1% 102.3% 105.2% Put IV 25d 86.8% 68.3% 107.8% 103.4% 105.4% Bid-Ask Spread % 183.34 180.07 184.93 180.07 183.82 Gamma HHI 0.92 0.52 1.00 1.00 1.00 Net GEX 111 41 133 113 125 Net DEX -2.9K -3.2K -2.6K -2.8K -3.2K Net VEX -7 -8 -5 -8 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 4.227 4 5 4 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 2024-07-01 $14.84 $0.00 75.0% 21.5% 10.5% 0.0% 0.0% 1.0% -25.6% 113 -2.8K -8 0.00 180.07 0 0 4 0 2024-07-02 $14.89 $0.00 77.1% 22.1% 10.4% 0.0% 0.0% 0.5% -25.7% 120 -2.8K -8 0.00 180.39 0 0 4 0 2024-07-03 $15.02 $0.00 78.8% 22.6% 10.1% 0.0% 0.0% 0.8% -28.1% 115 -3.0K -8 0.00 180.29 0 0 4 0 2024-07-05 $15.00 $15.50 83.6% 14.7% 10.0% 0.0% 0.0% 0.1% -17.2% 117 -2.9K -8 0.00 183.98 0 0 4 0 2024-07-08 $14.93 $15.50 92.0% 15.3% 10.1% 0.0% 0.0% 0.2% -19.9% 115 -2.9K -8 0.00 184.89 0 0 4 0 2024-07-09 $14.93 $15.50 97.8% 15.7% 9.8% 0.0% 0.0% 0.1% -19.7% 114 -2.9K -8 0.00 184.93 0 0 4 0 2024-07-10 $15.00 $15.50 55.5% 15.9% 9.8% 0.0% 0.0% 0.5% -19.9% 122 -2.9K -8 0.00 184.85 0 0 4 0 2024-07-11 $15.13 $15.50 55.9% 16.0% 10.0% 0.0% 0.0% 0.1% -21.6% 118 -3.1K -8 0.00 184.36 0 0 4 0 2024-07-12 $15.27 $15.50 31.6% 9.1% 10.5% 0.0% 0.0% 0.6% 26.3% 133 -3.1K -8 0.00 184.35 0 1 4 0 2024-07-15 $15.32 $15.50 55.9% 16.0% 9.6% 0.0% 0.0% 0.2% -21.9% 91 -2.6K -8 0.00 183.00 0 0 4 1 2024-07-16 $15.54 $15.50 38.9% 11.2% 10.1% 0.0% 0.0% 0.3% 12.6% 103 -2.8K -8 0.00 182.53 0 0 4 1 2024-07-17 $15.44 $15.50 59.7% 17.1% 10.5% 0.0% 0.0% 1.5% -25.4% 92 -2.7K -7 0.00 181.92 0 0 4 1 2024-07-18 $15.32 $15.50 60.1% 17.2% 11.0% 0.0% 0.0% 1.7% -15.0% 90 -2.6K -7 0.00 181.71 0 0 4 1 2024-07-19 $15.13 $15.50 63.4% 18.2% 11.9% 0.0% 0.0% 1.6% -17.8% 41 -3.0K -7 0.00 184.44 0 0 4 1 2024-07-22 $15.18 $15.50 66.1% 18.9% 11.5% 0.0% 0.0% 1.8% -19.5% 120 -3.1K -6 0.00 184.49 0 0 4 0 2024-07-23 $15.10 $15.50 67.7% 19.4% 11.3% 0.0% 0.0% 1.7% -21.0% 118 -3.0K -6 0.00 184.68 0 0 4 0 2024-07-24 $14.94 $15.50 67.9% 19.5% 11.6% 0.0% 0.0% 1.7% -21.9% 118 -2.8K -6 0.00 184.00 0 0 4 0 2024-07-25 $14.98 $15.50 69.3% 19.9% 11.2% 0.0% 0.0% 2.3% -22.2% 119 -2.9K -6 0.00 182.89 0 0 4 0 2024-07-26 $15.09 $15.50 70.6% 20.3% 11.4% 0.0% 0.0% 2.0% -22.8% 120 -3.0K -6 0.00 183.67 0 0 4 0 2024-07-29 $15.02 $15.50 76.5% 21.9% 11.5% 0.0% 0.0% 0.4% -27.0% 119 -2.9K -5 0.00 183.77 0 0 4 0 2024-07-30 $15.07 $15.50 79.5% 22.8% 11.5% 0.0% 0.0% 0.2% -31.4% 120 -3.0K -5 0.00 184.53 0 0 4 0 2024-07-31 $15.36 $15.50 77.9% 22.3% 13.2% 0.0% 0.0% 0.2% -28.8% 125 -3.2K -5 0.00 183.82 0 0 4 0
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