PPI Options History — October 2024 In October 2024, PPI traded between $15.25 and $15.74. ATM implied volatility averaged 70.7%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 61.0% (HV 20d: 9.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 43.1% change2024-10-08 : Highest IV Rank — 39.2%2024-10-31 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.54 $15.25 $15.74 $15.61 $15.25 ATM IV 70.7% 55.3% 97.2% 75.4% 84.9% Expected Move 18.6% 15.2% 24.3% 21.6% 24.3% HV 20d 9.7% 8.3% 11.9% 11.9% 9.4% HV 60d 14.8% 12.0% 15.8% 15.8% 12.0% IV Rank 23.8% 14.9% 39.2% 26.6% 32.0% IV Percentile 59.7% 26.4% 87.8% 70.1% 84.0% Term Structure -22.8% -31.9% -18.0% -23.8% -31.9% Skew 25d 1.4% 0.2% 2.9% 0.2% 0.9% Skew 10d 21.5% 18.1% 26.9% 26.3% 25.2% Call IV 25d 83.6% 65.3% 109.0% 101.1% 109.0% Put IV 25d 85.0% 66.5% 109.9% 101.3% 109.9% Bid-Ask Spread % 183.91 175.62 185.82 175.62 184.61 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 (23 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 2024-10-01 $15.61 $0.00 75.4% 21.6% 11.9% 26.6% 0.0% 0.2% -23.8% 0 0 0 0.00 175.62 0 0 0 0 2024-10-02 $15.63 $0.00 76.8% 22.0% 11.3% 27.3% 0.0% 0.2% -25.0% 0 0 0 0.00 175.94 0 0 0 0 2024-10-03 $15.62 $0.00 79.3% 15.4% 11.2% 28.8% 0.0% 1.2% -20.0% 0 0 0 0.00 184.59 0 0 0 0 2024-10-04 $15.72 $0.00 81.9% 15.2% 9.2% 30.3% 0.0% 1.4% -18.5% 0 0 0 0.00 184.57 0 0 0 0 2024-10-07 $15.70 $0.00 90.1% 15.7% 9.4% 35.0% 0.0% 1.4% -21.7% 0 0 0 0.00 184.06 0 0 0 0 2024-10-08 $15.56 $0.00 97.2% 16.0% 10.1% 39.2% 0.0% 1.3% -22.0% 0 0 0 0.00 184.74 0 0 0 0 2024-10-09 $15.59 $0.00 55.3% 15.9% 10.1% 14.9% 0.0% 1.4% -22.5% 0 0 0 0.00 184.64 0 0 0 0 2024-10-10 $15.63 $0.00 56.0% 16.1% 9.8% 15.3% 0.0% 1.4% -22.2% 0 0 0 0.00 184.38 0 0 0 0 2024-10-11 $15.74 $0.00 57.8% 16.6% 9.4% 16.4% 0.0% 1.4% -23.9% 0 0 0 0.00 184.07 0 0 0 0 2024-10-14 $15.73 $0.00 59.1% 17.0% 9.3% 17.1% 0.0% 1.5% -24.9% 0 0 0 0.00 184.18 0 0 0 0 2024-10-15 $15.54 $0.00 59.9% 17.2% 10.6% 17.5% 0.0% 1.2% -26.7% 0 0 0 0.00 184.82 0 0 0 0 2024-10-16 $15.62 $0.00 60.6% 17.4% 10.7% 18.0% 0.0% 2.9% -27.5% 0 0 0 0.00 185.18 0 0 0 0 2024-10-17 $15.63 $0.00 61.6% 17.7% 8.3% 18.6% 0.0% 1.4% -18.6% 0 0 0 0.00 184.75 0 0 0 0 2024-10-18 $15.68 $0.00 62.6% 17.9% 8.3% 19.1% 0.0% 1.7% -18.0% 0 0 0 0.00 184.51 0 0 0 0 2024-10-21 $15.58 $0.00 64.2% 18.4% 8.6% 20.0% 0.0% 1.7% -19.2% 0 0 0 0.00 184.04 0 0 0 0 2024-10-22 $15.56 $0.00 66.3% 19.0% 8.3% 21.3% 0.0% 1.7% -21.3% 0 0 0 0.00 184.63 0 0 0 0 2024-10-23 $15.34 $0.00 66.6% 19.1% 9.5% 21.4% 0.0% 2.0% -18.4% 0 0 0 0.00 184.82 0 0 0 0 2024-10-24 $15.36 $0.00 68.0% 19.5% 9.5% 22.3% 0.0% 2.0% -19.4% 0 0 0 0.00 184.98 0 0 0 0 2024-10-25 $15.29 $0.00 68.9% 19.7% 9.6% 22.8% 0.0% 1.1% -20.3% 0 0 0 0.00 184.38 0 0 0 0 2024-10-28 $15.36 $0.00 76.1% 21.8% 9.8% 26.9% 0.0% 2.2% -24.8% 0 0 0 0.00 185.61 0 0 0 0 2024-10-29 $15.29 $0.00 76.5% 21.9% 9.3% 27.2% 0.0% 1.0% -26.2% 0 0 0 0.00 185.82 0 0 0 0 2024-10-30 $15.31 $0.00 79.8% 22.9% 9.3% 29.1% 0.0% 1.2% -28.0% 0 0 0 0.00 185.00 0 0 0 0 2024-10-31 $15.25 $0.00 84.9% 24.3% 9.4% 32.0% 0.0% 0.9% -31.9% 0 0 0 0.00 184.61 0 0 0 0
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