PPI Options History — December 2024 In December 2024, PPI traded between $14.45 and $15.65. ATM implied volatility averaged 75.2%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 54.4% (HV 20d: 20.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 43.6% change2024-12-09 : Highest IV Rank — 42.0%2024-12-31 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.92 $14.45 $15.65 $15.65 $14.47 ATM IV 75.2% 56.6% 102.1% 71.4% 86.8% Expected Move 19.5% 15.0% 24.9% 20.5% 24.9% HV 20d 20.8% 18.0% 23.5% 23.0% 18.0% HV 60d 16.8% 15.4% 17.8% 15.4% 17.7% IV Rank 26.4% 15.6% 42.0% 24.2% 33.1% IV Percentile 62.5% 24.2% 90.7% 62.7% 81.7% Term Structure -20.4% -33.5% -11.4% -25.8% -33.5% Skew 25d 1.5% 0.1% 5.9% 5.9% 0.5% Skew 10d 16.6% 2.5% 33.4% 33.4% 18.6% Call IV 25d 86.7% 68.1% 109.1% 95.6% 109.1% Put IV 25d 88.2% 68.3% 109.6% 101.5% 109.6% Bid-Ask Spread % 179.39 175.50 182.69 181.18 175.97 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 (21 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 2024-12-02 $15.65 $0.00 71.4% 20.5% 23.0% 24.2% 0.0% 5.9% -25.8% 0 0 0 0.00 181.18 0 0 0 0 2024-12-03 $15.45 $0.00 85.0% 24.4% 23.5% 32.1% 0.0% 0.7% -31.7% 0 0 0 0.00 181.26 0 0 0 0 2024-12-04 $15.41 $0.00 85.8% 24.6% 23.3% 32.5% 0.0% 0.9% -32.6% 0 0 0 0.00 180.31 0 0 0 0 2024-12-05 $15.29 $0.00 89.0% 16.3% 22.3% 34.4% 0.0% 0.4% -15.3% 0 0 0 0.00 182.69 0 0 0 0 2024-12-06 $15.52 $0.00 82.3% 15.0% 21.9% 30.5% 0.0% 0.2% -11.4% 0 0 0 0.00 181.31 0 0 0 0 2024-12-09 $15.16 $0.00 102.1% 16.5% 23.5% 42.0% 0.0% 0.6% -14.4% 0 0 0 0.00 181.18 0 0 0 0 2024-12-10 $15.02 $0.00 101.3% 16.2% 21.6% 41.5% 0.0% 0.4% -12.1% 0 0 0 0.00 182.50 0 0 0 0 2024-12-11 $15.10 $0.00 57.2% 16.4% 18.4% 16.0% 0.0% 1.8% -12.3% 0 0 0 0.00 182.25 0 0 0 0 2024-12-12 $14.97 $0.00 57.6% 16.5% 18.5% 16.2% 0.0% 1.8% -15.2% 0 0 0 0.00 181.61 0 0 0 0 2024-12-13 $15.16 $0.00 56.6% 16.2% 19.1% 15.6% 0.0% 1.9% -11.8% 0 0 0 0.00 182.53 0 0 0 0 2024-12-16 $15.11 $0.00 60.8% 17.4% 19.1% 18.1% 0.0% 2.0% -17.0% 0 0 0 0.00 181.75 0 0 0 0 2024-12-17 $14.93 $0.00 60.0% 17.2% 19.4% 17.6% 0.0% 1.9% -14.8% 0 0 0 0.00 180.69 0 0 0 0 2024-12-18 $14.45 $0.00 67.8% 19.4% 22.5% 22.1% 0.0% 2.4% -18.5% 0 0 0 0.00 176.83 0 0 0 0 2024-12-19 $14.45 $0.00 69.7% 20.0% 22.4% 23.3% 0.0% 2.2% -19.9% 0 0 0 0.00 178.78 0 0 0 0 2024-12-20 $14.54 $0.00 67.6% 19.4% 22.1% 22.0% 0.0% 3.4% -19.0% 0 0 0 0.00 175.59 0 0 0 0 2024-12-23 $14.52 $0.00 71.6% 20.5% 20.0% 24.3% 0.0% 2.1% -21.7% 0 0 0 0.00 175.98 0 0 0 0 2024-12-24 $14.62 $0.00 71.8% 20.6% 19.8% 24.5% 0.0% 1.8% -22.0% 0 0 0 0.00 176.89 0 0 0 0 2024-12-26 $14.61 $0.00 73.5% 21.1% 19.6% 25.4% 0.0% 0.1% -23.8% 0 0 0 0.00 176.66 0 0 0 0 2024-12-27 $14.47 $0.00 77.2% 22.1% 19.8% 27.6% 0.0% 0.5% -25.2% 0 0 0 0.00 175.50 0 0 0 0 2024-12-30 $14.45 $0.00 83.4% 23.9% 18.9% 31.2% 0.0% 0.6% -30.0% 0 0 0 0.00 175.77 0 0 0 0 2024-12-31 $14.47 $0.00 86.8% 24.9% 18.0% 33.1% 0.0% 0.5% -33.5% 0 0 0 0.00 175.97 0 0 0 0
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