PPI Options History — February 2025 In February 2025, PPI traded between $14.53 and $15.45. ATM implied volatility averaged 100.0%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 83.2% (HV 20d: 16.9%). Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-13 : Highest Volume — 1 contracts2025-02-28 : Largest IV spike — 487.2% change2025-02-06 : Highest IV Rank — 100.0%2025-02-28 : Largest Expected Move — 118.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.09 $14.53 $15.45 $15.09 $14.59 ATM IV 100.0% 57.0% 412.2% 74.4% 412.2% Expected Move 23.5% 15.1% 118.2% 21.3% 118.2% HV 20d 16.9% 14.6% 18.8% 18.1% 14.9% HV 60d 18.1% 17.2% 20.0% 20.0% 17.4% IV Rank 26.6% 10.9% 100.0% 25.9% 100.0% IV Percentile 58.2% 21.8% 100.0% 64.7% 100.0% Term Structure -25.8% -143.6% -14.6% -23.1% -143.6% Skew 25d 8.2% 0.4% 87.0% 1.7% 87.0% Skew 10d 37.6% 2.1% 352.9% 20.2% 104.3% Call IV 25d 93.8% 67.4% 295.3% 100.9% 295.3% Put IV 25d 102.1% 68.7% 382.3% 102.6% 382.3% Bid-Ask Spread % 180.84 175.04 200.00 175.04 200.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 6 0 30 0 0 Net DEX -107 -535 0 0 0 Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.053 0 1 0 0 Total OI 0.263 0 1 0 0
Daily Data (19 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 2025-02-03 $15.09 $0.00 74.4% 21.3% 18.1% 25.9% 0.0% 1.7% -23.1% 0 0 0 0.00 175.04 0 0 0 0 2025-02-04 $15.23 $0.00 79.0% 22.6% 17.8% 28.6% 0.0% 1.9% -25.7% 0 0 0 0.00 175.82 0 0 0 0 2025-02-05 $15.29 $0.00 80.2% 23.0% 17.8% 29.3% 0.0% 0.8% -27.0% 0 0 0 0.00 176.73 0 0 0 0 2025-02-06 $15.29 $0.00 281.5% 15.1% 17.6% 100.0% 0.0% 42.6% -14.6% 0 0 0 0.00 186.35 0 0 0 0 2025-02-07 $15.23 $0.00 84.9% 15.3% 17.6% 21.9% 0.0% 1.3% -15.3% 0 0 0 0.00 180.68 0 0 0 0 2025-02-10 $15.34 $0.00 96.5% 15.8% 17.7% 26.6% 0.0% 1.4% -15.3% 0 0 0 0.00 181.57 0 0 0 0 2025-02-11 $15.34 $0.00 101.2% 16.2% 17.7% 28.4% 0.0% 1.4% -17.2% 0 0 0 0.00 181.10 0 0 0 0 2025-02-12 $15.21 $0.00 57.0% 16.3% 17.6% 10.9% 0.0% 1.3% -17.5% 0 0 0 0.00 181.23 0 0 0 0 2025-02-13 $15.26 $0.00 59.1% 16.9% 16.6% 11.7% 0.0% 0.8% -17.8% 0 0 0 0.00 180.24 1 0 0 0 2025-02-14 $15.29 $0.00 57.7% 16.5% 16.3% 11.2% 0.0% 0.5% -18.7% 28 -507 -1 0.00 182.10 0 0 1 0 2025-02-18 $15.45 $0.00 60.8% 17.4% 16.6% 12.4% 0.0% 0.4% -21.0% 30 -535 -1 0.00 181.10 0 0 1 0 2025-02-19 $15.41 $0.00 62.7% 18.0% 15.9% 13.1% 0.0% 2.0% -22.1% 30 -518 0 0.00 180.82 0 0 1 0 2025-02-20 $15.27 $0.00 61.9% 17.8% 16.2% 12.8% 0.0% 2.2% -17.1% 30 -465 0 0.00 179.94 0 0 1 0 2025-02-21 $14.82 $0.00 61.0% 17.5% 18.8% 12.5% 0.0% 2.1% -15.2% 0 0 0 0.00 177.50 0 0 1 0 2025-02-24 $14.75 $0.00 64.6% 18.5% 18.8% 13.9% 0.0% 2.2% -16.9% 0 0 0 0.00 179.28 0 0 0 0 2025-02-25 $14.62 $0.00 67.9% 19.5% 14.6% 15.2% 0.0% 2.1% -19.7% 0 0 0 0.00 178.56 0 0 0 0 2025-02-26 $14.72 $0.00 68.3% 19.6% 14.9% 15.4% 0.0% 2.4% -20.6% 0 0 0 0.00 179.80 0 0 0 0 2025-02-27 $14.53 $0.00 70.2% 20.1% 15.3% 16.1% 0.0% 2.4% -22.9% 0 0 0 0.00 178.11 0 0 0 0 2025-02-28 $14.59 $0.00 412.2% 118.2% 14.9% 100.0% 0.0% 87.0% -143.6% 0 0 0 0.00 200.00 0 0 0 0
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