PPI Options History — November 2024 In November 2024, PPI traded between $15.03 and $15.69. ATM implied volatility averaged 86.6%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 69.0% (HV 20d: 17.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 68.8% change2024-11-12 : Highest IV Rank — 89.4%2024-11-01 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.28 $15.03 $15.69 $15.17 $15.45 ATM IV 86.6% 57.3% 184.0% 88.2% 76.3% Expected Move 17.8% 14.3% 25.3% 25.3% 21.9% HV 20d 17.5% 9.0% 22.7% 9.0% 22.7% HV 60d 14.4% 11.7% 16.1% 11.7% 15.5% IV Rank 33.0% 16.1% 89.4% 33.9% 27.0% IV Percentile 66.1% 29.1% 99.4% 84.7% 68.8% Term Structure -18.2% -35.3% -11.6% -35.3% -23.8% Skew 25d 1.6% -0.0% 6.1% 0.8% 2.0% Skew 10d 17.8% 12.9% 28.1% 24.7% 21.9% Call IV 25d 77.3% 64.9% 112.8% 112.8% 91.2% Put IV 25d 78.9% 66.1% 113.6% 113.6% 93.2% Bid-Ask Spread % 181.25 180.16 184.51 184.51 181.82 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 2024-11-01 $15.17 $0.00 88.2% 25.3% 9.0% 33.9% 0.0% 0.8% -35.3% 0 0 0 0.00 184.51 0 0 0 0 2024-11-04 $15.15 $0.00 100.9% 15.2% 9.0% 41.3% 0.0% 2.3% -13.7% 0 0 0 0.00 180.85 0 0 0 0 2024-11-05 $15.29 $0.00 99.9% 15.4% 9.4% 40.7% 0.0% 2.3% -14.6% 0 0 0 0.00 181.31 0 0 0 0 2024-11-06 $15.60 $0.00 100.4% 14.3% 12.0% 41.0% 0.0% 1.2% -14.0% 0 0 0 0.00 181.25 0 0 0 0 2024-11-07 $15.31 $0.00 106.0% 16.0% 13.7% 44.3% 0.0% 1.2% -18.4% 0 0 0 0.00 181.31 0 0 0 0 2024-11-08 $15.24 $0.00 124.5% 15.8% 13.4% 54.9% 0.0% 1.3% -16.8% 0 0 0 0.00 181.16 0 0 0 0 2024-11-11 $15.63 $0.00 148.3% 15.2% 16.4% 68.7% 0.0% -0.0% -16.1% 0 0 0 0.00 181.46 0 0 0 0 2024-11-12 $15.12 $0.00 184.0% 16.2% 19.8% 89.4% 0.0% 0.6% -19.9% 0 0 0 0.00 180.16 0 0 0 0 2024-11-13 $15.05 $0.00 57.3% 16.4% 19.7% 16.1% 0.0% 0.4% -20.9% 0 0 0 0.00 181.32 0 0 0 0 2024-11-14 $15.09 $0.00 57.3% 16.4% 19.7% 16.1% 0.0% 0.5% -11.6% 0 0 0 0.00 181.09 0 0 0 0 2024-11-15 $15.03 $0.00 59.0% 16.9% 19.6% 17.0% 0.0% 0.4% -15.7% 0 0 0 0.00 181.24 0 0 0 0 2024-11-18 $15.12 $0.00 61.5% 17.6% 19.8% 18.5% 0.0% 1.3% -15.0% 0 0 0 0.00 180.84 0 0 0 0 2024-11-19 $15.12 $0.00 62.4% 17.9% 19.8% 19.0% 0.0% 0.6% -15.6% 0 0 0 0.00 181.18 0 0 0 0 2024-11-20 $15.18 $0.00 63.3% 18.1% 19.3% 19.5% 0.0% 2.1% -16.0% 0 0 0 0.00 181.17 0 0 0 0 2024-11-21 $15.34 $0.00 66.2% 19.0% 19.7% 21.2% 0.0% 2.1% -17.2% 0 0 0 0.00 180.35 0 0 0 0 2024-11-22 $15.69 $0.00 60.2% 17.2% 21.1% 17.7% 0.0% 6.1% -14.8% 0 0 0 0.00 181.39 0 0 0 0 2024-11-25 $15.43 $0.00 71.8% 20.6% 22.0% 24.4% 0.0% 2.3% -21.1% 0 0 0 0.00 180.34 0 0 0 0 2024-11-26 $15.29 $0.00 72.1% 20.7% 22.2% 24.6% 0.0% 2.4% -21.9% 0 0 0 0.00 181.57 0 0 0 0 2024-11-27 $15.25 $0.00 72.1% 20.7% 22.2% 24.6% 0.0% 1.9% -21.6% 0 0 0 0.00 180.64 0 0 0 0 2024-11-29 $15.45 $0.00 76.3% 21.9% 22.7% 27.0% 0.0% 2.0% -23.8% 0 0 0 0.00 181.82 0 0 0 0
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