PPI Options History — September 2024 In September 2024, PPI traded between $14.55 and $15.56. ATM implied volatility averaged 74.0%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 59.0% (HV 20d: 15.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 50.9% change2024-09-26 : Highest IV Rank — 43.0%2024-09-26 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.08 $14.55 $15.56 $14.91 $15.48 ATM IV 74.0% 57.8% 105.1% 76.0% 79.7% Expected Move 19.1% 15.6% 29.8% 21.8% 22.8% HV 20d 15.0% 14.4% 16.2% 14.6% 15.0% HV 60d 15.6% 15.3% 15.9% 15.3% 15.8% IV Rank 25.4% 18.9% 43.0% 18.9% 29.0% IV Percentile 65.8% 49.2% 90.8% 49.2% 75.9% Term Structure -17.2% -36.1% -9.2% -26.7% -28.6% Skew 25d 2.1% 0.1% 6.3% 0.7% 0.4% Skew 10d 24.2% 9.5% 53.8% 28.9% 24.6% Call IV 25d 85.6% 70.7% 127.3% 104.6% 99.1% Put IV 25d 87.7% 72.4% 133.6% 105.3% 99.5% Bid-Ask Spread % 181.76 176.06 190.56 178.59 176.06 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 (20 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 2024-09-03 $14.91 $0.00 76.0% 21.8% 14.6% 0.0% 0.0% 0.7% -26.7% 0 0 0 0.00 178.59 0 0 0 0 2024-09-04 $14.79 $0.00 82.7% 23.7% 14.6% 0.0% 0.0% 0.7% -32.8% 0 0 0 0.00 180.10 0 0 0 0 2024-09-05 $14.76 $0.00 83.3% 15.6% 14.6% 0.0% 0.0% 1.7% -9.2% 0 0 0 0.00 186.54 0 0 0 0 2024-09-06 $14.55 $0.00 87.8% 16.0% 14.4% 0.0% 0.0% 1.6% -10.3% 0 0 0 0.00 185.11 0 0 0 0 2024-09-09 $14.64 $0.00 100.1% 16.6% 14.6% 0.0% 0.0% 1.5% -10.1% 0 0 0 0.00 185.74 0 0 0 0 2024-09-10 $14.59 $0.00 105.1% 17.2% 14.5% 0.0% 0.0% 0.1% -10.4% 0 0 0 0.00 186.12 0 0 0 0 2024-09-11 $14.64 $0.00 59.4% 17.0% 14.4% 0.0% 0.0% 1.5% -10.3% 0 0 0 0.00 185.25 0 0 0 0 2024-09-12 $14.79 $0.00 57.9% 16.6% 14.9% 0.0% 0.0% 1.9% -11.4% 0 0 0 0.00 181.17 0 0 0 0 2024-09-13 $14.95 $0.00 57.8% 16.6% 14.6% 0.0% 0.0% 2.2% -10.5% 0 0 0 0.00 186.22 0 0 0 0 2024-09-16 $15.06 $0.00 59.5% 17.0% 14.9% 0.0% 0.0% 1.9% -12.6% 0 0 0 0.00 180.79 0 0 0 0 2024-09-17 $15.10 $0.00 61.8% 17.7% 14.8% 0.0% 0.0% 2.6% -13.7% 0 0 0 0.00 180.47 0 0 0 0 2024-09-18 $15.11 $0.00 60.5% 17.4% 14.7% 0.0% 0.0% 2.2% -11.7% 0 0 0 0.00 179.21 0 0 0 0 2024-09-19 $15.41 $0.00 62.2% 17.8% 16.2% 18.9% 0.0% 3.6% -13.8% 0 0 0 0.00 179.82 0 0 0 0 2024-09-20 $15.39 $0.00 64.1% 18.4% 16.2% 20.0% 0.0% 3.0% -16.1% 0 0 0 0.00 180.25 0 0 0 0 2024-09-23 $15.45 $0.00 66.9% 19.2% 15.3% 21.6% 0.0% 3.6% -18.0% 0 0 0 0.00 180.36 0 0 0 0 2024-09-24 $15.56 $0.00 69.1% 19.8% 15.4% 22.9% 0.0% 4.8% -18.4% 0 0 0 0.00 180.03 0 0 0 0 2024-09-25 $15.47 $0.00 68.8% 19.7% 15.6% 22.7% 0.0% 0.4% -19.8% 0 0 0 0.00 176.19 0 0 0 0 2024-09-26 $15.47 $0.00 103.9% 29.8% 15.3% 43.0% 0.0% 6.3% -36.1% 0 0 0 0.00 190.56 0 0 0 0 2024-09-27 $15.48 $0.00 72.9% 20.9% 15.1% 25.1% 0.0% 1.9% -24.2% 0 0 0 0.00 176.66 0 0 0 0 2024-09-30 $15.48 $0.00 79.7% 22.8% 15.0% 29.0% 0.0% 0.4% -28.6% 0 0 0 0.00 176.06 0 0 0 0
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