PPI Options History — March 2025 In March 2025, PPI traded between $13.70 and $15.03. ATM implied volatility averaged 77.1%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 52.4% (HV 20d: 24.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2025-03-11 : Largest IV drop — 37.9% change2025-03-10 : Highest IV Rank — 19.3%2025-03-14 : Largest Expected Move — 38.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.35 $13.70 $15.03 $14.27 $14.47 ATM IV 77.1% 58.7% 103.2% 86.3% 58.7% Expected Move 22.2% 11.3% 38.8% 24.7% 11.3% HV 20d 24.7% 16.1% 33.1% 16.4% 31.8% HV 60d 20.0% 17.6% 23.0% 17.7% 23.0% IV Rank 12.4% 7.6% 19.3% 14.8% 7.6% IV Percentile 63.6% 24.6% 90.5% 79.7% 24.6% Term Structure -18.2% -29.3% -11.7% -29.3% -17.8% Skew 25d 2.3% 1.1% 4.2% 1.3% 4.2% Skew 10d 18.3% -4.4% 29.8% -4.4% 5.5% Call IV 25d 86.5% 65.8% 108.1% 104.9% 65.8% Put IV 25d 88.9% 70.1% 109.3% 106.2% 70.1% Bid-Ask Spread % 174.96 156.79 178.66 175.18 156.79 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 2025-03-03 $14.27 $0.00 86.3% 24.7% 16.4% 14.8% 0.0% 1.3% -29.3% 0 0 0 0.00 175.18 0 0 0 0 2025-03-04 $14.29 $0.00 86.6% 24.8% 16.4% 14.9% 0.0% 1.2% -29.3% 0 0 0 0.00 174.81 0 0 0 0 2025-03-05 $14.38 $0.00 92.1% 26.4% 16.1% 16.4% 0.0% 1.4% -12.4% 0 0 0 0.00 175.16 0 0 0 0 2025-03-06 $14.09 $0.00 94.2% 27.0% 17.1% 16.9% 0.0% 1.1% -12.2% 0 0 0 0.00 174.39 0 0 0 0 2025-03-07 $14.14 $0.00 96.1% 27.6% 17.2% 17.4% 0.0% 2.0% -11.7% 0 0 0 0.00 174.63 0 0 0 0 2025-03-10 $13.70 $0.00 103.2% 29.6% 19.8% 19.3% 0.0% 1.9% -13.7% 0 0 0 0.00 172.86 0 0 0 0 2025-03-11 $13.82 $0.00 64.1% 31.7% 20.0% 9.0% 0.0% 3.6% -13.4% 0 0 0 0.00 173.49 0 0 0 0 2025-03-12 $14.03 $0.00 66.0% 33.6% 21.2% 9.5% 0.0% 2.5% -14.5% 0 0 0 0.00 174.57 0 0 0 0 2025-03-13 $13.84 $0.00 69.6% 36.3% 21.4% 10.5% 0.0% 3.6% -14.7% 0 0 0 0.00 175.29 0 0 0 0 2025-03-14 $14.19 $0.00 68.2% 38.8% 23.7% 10.1% 0.0% 3.4% -14.6% 0 0 0 0.00 175.33 0 0 0 0 2025-03-17 $14.47 $0.00 72.8% 16.0% 25.0% 11.3% 0.0% 1.8% -18.4% 0 0 0 0.00 178.66 0 0 0 0 2025-03-18 $14.38 $0.00 72.7% 16.0% 24.6% 11.3% 0.0% 3.1% -18.7% 0 0 0 0.00 177.41 0 0 0 0 2025-03-19 $14.93 $0.00 65.8% 14.3% 28.6% 9.5% 0.0% 2.6% -14.2% 0 0 0 0.00 176.22 0 0 0 0 2025-03-20 $14.84 $0.00 67.8% 14.7% 28.5% 10.0% 0.0% 2.3% -15.8% 0 0 0 0.00 177.89 0 0 0 0 2025-03-21 $14.42 $0.00 75.7% 16.2% 28.3% 12.1% 0.0% 1.6% -19.4% 0 0 0 0.00 177.53 0 0 0 0 2025-03-24 $15.03 $0.00 70.4% 14.7% 32.1% 10.7% 0.0% 2.8% -18.1% 0 0 0 0.00 178.06 0 0 0 0 2025-03-25 $14.75 $0.00 72.5% 15.0% 32.7% 11.2% 0.0% 1.9% -20.8% 0 0 0 0.00 178.51 0 0 0 0 2025-03-26 $14.52 $0.00 72.8% 14.9% 33.1% 11.3% 0.0% 2.1% -23.5% 0 0 0 0.00 175.56 0 0 0 0 2025-03-27 $14.44 $0.00 82.9% 16.6% 32.8% 13.9% 0.0% 2.2% -26.3% 0 0 0 0.00 176.34 0 0 0 0 2025-03-28 $14.43 $0.00 81.2% 16.6% 32.8% 13.5% 0.0% 2.3% -22.7% 0 0 0 0.00 175.44 0 0 0 0 2025-03-31 $14.47 $0.00 58.7% 11.3% 31.8% 7.6% 0.0% 4.2% -17.8% 0 0 0 0.00 156.79 0 0 0 0
« Feb 2025 | All History | Apr 2025 » Home PPI History March 2025