PPI Options History — August 2024 In August 2024, PPI traded between $14.32 and $15.34. ATM implied volatility averaged 94.6%. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 75.3% (HV 20d: 19.3%). Max pain ranged from $15.50 to $15.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 68.1% change2024-08-06 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.96 $14.32 $15.34 $14.91 $15.28 Max Pain $15.50 $15.50 $15.50 $15.50 $15.50 ATM IV 94.6% 56.0% 202.3% 82.0% 70.9% Expected Move 19.4% 15.8% 30.9% 23.5% 20.3% HV 20d 19.3% 12.6% 20.8% 17.0% 12.6% HV 60d 14.5% 13.1% 14.8% 13.1% 14.5% Term Structure -11.5% -37.4% 171.5% -34.0% -21.5% Skew 25d 3.1% 0.5% 20.2% 0.9% 1.9% Skew 10d 24.1% 12.2% 36.8% 17.6% 29.8% Call IV 25d 85.6% 69.8% 119.0% 110.0% 92.6% Put IV 25d 88.7% 71.3% 139.1% 110.9% 94.5% Bid-Ask Spread % 183.04 179.70 200.00 180.88 180.47 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 54 0 129 123 0 Net DEX -1.3K -2.9K 0 -2.8K 0 Net VEX -2 -5 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.182 0 4 4 0
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 2024-08-01 $14.91 $15.50 82.0% 23.5% 17.0% 0.0% 0.0% 0.9% -34.0% 123 -2.8K -5 0.00 180.88 0 0 4 0 2024-08-02 $14.54 $15.50 88.6% 25.4% 19.1% 0.0% 0.0% 0.7% -37.4% 112 -2.4K -4 0.00 183.24 0 0 4 0 2024-08-05 $14.32 $0.00 146.7% 23.9% 19.7% 0.0% 0.0% 8.9% -24.7% 77 -2.6K -4 0.00 195.88 0 0 4 0 2024-08-06 $14.48 $0.00 202.3% 30.9% 20.2% 0.0% 0.0% 20.2% -33.3% 61 -2.9K -4 0.00 200.00 0 0 4 0 2024-08-07 $14.48 $0.00 110.7% 17.0% 20.1% 0.0% 0.0% 1.6% -19.0% 112 -2.4K -4 0.00 179.88 0 0 4 0 2024-08-08 $14.72 $0.00 169.5% 22.1% 20.8% 0.0% 0.0% 10.2% -20.1% 82 -2.9K -4 0.00 194.35 0 0 4 0 2024-08-09 $14.74 $0.00 125.6% 15.8% 20.5% 0.0% 0.0% 1.5% -13.1% 116 -2.6K -3 0.00 181.18 0 0 4 0 2024-08-12 $14.82 $0.00 156.8% 16.1% 20.6% 0.0% 0.0% 1.7% -15.7% 128 -2.6K -2 0.00 181.60 0 0 4 0 2024-08-13 $14.89 $0.00 178.4% 16.5% 19.9% 0.0% 0.0% 2.9% -19.7% 120 -2.7K -2 0.00 179.91 0 0 4 0 2024-08-14 $14.89 $0.00 57.0% 16.3% 19.8% 0.0% 0.0% 0.5% -17.7% 121 -2.7K -2 0.00 181.33 0 0 4 0 2024-08-15 $15.09 $0.00 56.7% 16.2% 20.4% 0.0% 0.0% 1.0% 171.5% 129 -2.9K -1 0.00 181.36 0 0 4 0 2024-08-16 $15.12 $0.00 56.0% 16.1% 19.9% 0.0% 0.0% 0.5% -11.6% 0 0 0 0.00 181.04 0 0 4 0 2024-08-19 $15.18 $0.00 59.9% 17.2% 19.9% 0.0% 0.0% 0.5% -14.6% 0 0 0 0.00 181.65 0 0 0 0 2024-08-20 $15.09 $0.00 58.9% 16.9% 19.9% 0.0% 0.0% 0.6% -13.8% 0 0 0 0.00 180.57 0 0 0 0 2024-08-21 $15.13 $0.00 61.2% 17.6% 19.6% 0.0% 0.0% 2.0% -14.6% 0 0 0 0.00 181.74 0 0 0 0 2024-08-22 $15.07 $0.00 62.4% 17.9% 19.6% 0.0% 0.0% 2.0% -17.7% 0 0 0 0.00 181.06 0 0 0 0 2024-08-23 $15.31 $0.00 63.6% 18.2% 20.2% 0.0% 0.0% 2.2% -15.4% 0 0 0 0.00 179.70 0 0 0 0 2024-08-26 $15.34 $0.00 67.2% 19.3% 20.1% 0.0% 0.0% 2.5% -19.7% 0 0 0 0.00 179.83 0 0 0 0 2024-08-27 $15.30 $0.00 67.1% 19.2% 20.2% 0.0% 0.0% 1.7% -18.7% 0 0 0 0.00 180.61 0 0 0 0 2024-08-28 $15.20 $0.00 68.0% 19.5% 19.1% 0.0% 0.0% 1.6% -19.3% 0 0 0 0.00 180.77 0 0 0 0 2024-08-29 $15.33 $0.00 71.7% 20.6% 15.9% 0.0% 0.0% 1.9% -22.3% 0 0 0 0.00 179.80 0 0 0 0 2024-08-30 $15.28 $0.00 70.9% 20.3% 12.6% 0.0% 0.0% 1.9% -21.5% 0 0 0 0.00 180.47 0 0 0 0
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