PPI Options History — May 2025 In May 2025, PPI traded between $14.64 and $15.71. ATM implied volatility averaged 52.4%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 29.0% (HV 20d: 23.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2025-05-14 : Largest IV drop — 63.8% change2025-05-12 : Highest IV Rank — 16.2%2025-05-01 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.22 $14.64 $15.71 $14.64 $15.48 ATM IV 52.4% 31.2% 93.1% 56.1% 41.4% Expected Move 11.4% 8.9% 16.1% 16.1% 11.9% HV 20d 23.4% 11.4% 51.7% 51.7% 11.4% HV 60d 35.9% 35.3% 36.3% 36.0% 35.4% IV Rank 5.5% 0.0% 16.2% 6.5% 2.7% IV Percentile 22.2% 0.0% 82.5% 11.1% 3.6% Term Structure -9.1% -18.4% -4.4% -18.4% -12.8% Skew 25d 3.5% 2.2% 6.1% 3.5% 3.0% Skew 10d 6.1% 4.0% 9.0% 6.7% 4.4% Call IV 25d 45.1% 34.1% 70.6% 69.2% 43.9% Put IV 25d 48.6% 37.2% 73.8% 72.7% 46.9% Bid-Ask Spread % 155.58 147.14 163.31 152.75 148.17 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -3 -73 0 0 0 Net DEX 30 0 624 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 0.095 0 1 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 2025-05-01 $14.64 $0.00 56.1% 16.1% 51.7% 6.5% 0.0% 3.5% -18.4% 0 0 0 0.00 152.75 0 0 0 0 2025-05-02 $14.79 $0.00 55.8% 16.0% 47.0% 6.4% 0.0% 3.2% -18.3% 0 0 0 0.00 154.87 0 0 0 0 2025-05-05 $14.79 $0.00 65.4% 11.1% 39.3% 8.9% 0.0% 3.8% -7.6% 0 0 0 0.00 163.31 0 0 0 0 2025-05-06 $14.86 $0.00 65.9% 11.2% 37.0% 9.0% 0.0% 4.3% -8.0% 0 0 0 0.00 162.86 0 0 0 0 2025-05-07 $14.77 $0.00 71.0% 11.3% 37.3% 10.3% 0.0% 3.8% -8.7% 0 0 0 0.00 162.83 0 0 0 0 2025-05-08 $14.97 $0.00 73.5% 10.7% 27.9% 11.0% 0.0% 4.1% -6.1% 0 0 0 0.00 162.26 0 0 0 0 2025-05-09 $14.93 $0.00 77.1% 11.2% 20.5% 12.0% 0.0% 4.2% -8.6% 0 0 0 0.00 163.01 0 0 0 0 2025-05-12 $15.16 $0.00 93.1% 11.1% 19.3% 16.2% 0.0% 3.7% -9.8% 0 0 0 0.00 161.67 0 0 0 0 2025-05-13 $15.25 $0.00 86.3% 9.0% 19.3% 14.4% 0.0% 3.1% -7.8% 0 0 0 0.00 151.70 0 0 0 0 2025-05-14 $15.20 $0.00 31.2% 8.9% 19.5% 0.0% 0.0% 2.7% -6.2% 0 0 0 0.00 152.74 0 0 0 0 2025-05-15 $15.23 $0.00 32.2% 9.2% 19.2% 0.3% 0.0% 3.9% -4.4% -73 624 0 0.00 151.51 0 0 0 1 2025-05-16 $15.34 $0.00 33.1% 9.5% 18.9% 0.5% 0.0% 3.5% -5.9% 0 0 0 0.00 151.43 0 0 0 1 2025-05-19 $15.43 $0.00 41.5% 11.9% 18.8% 2.7% 0.0% 2.6% -7.2% 0 0 0 0.00 158.85 0 0 0 0 2025-05-20 $15.53 $0.00 38.7% 11.1% 18.5% 2.0% 0.0% 2.6% -6.9% 0 0 0 0.00 160.15 0 0 0 0 2025-05-21 $15.43 $0.00 42.9% 12.3% 16.0% 3.1% 0.0% 2.3% -8.4% 0 0 0 0.00 155.37 0 0 0 0 2025-05-22 $15.39 $0.00 35.5% 10.2% 15.7% 1.1% 0.0% 3.8% -6.1% 0 0 0 0.00 148.38 0 0 0 0 2025-05-23 $15.48 $0.00 45.7% 13.1% 14.5% 3.8% 0.0% 6.1% -9.1% 0 0 0 0.00 154.92 0 0 0 0 2025-05-27 $15.71 $0.00 34.6% 9.9% 15.0% 0.9% 0.0% 4.2% -8.4% 0 0 0 0.00 147.14 0 0 0 0 2025-05-28 $15.60 $0.00 35.3% 10.1% 12.8% 1.1% 0.0% 2.2% -10.5% 0 0 0 0.00 147.52 0 0 0 0 2025-05-29 $15.54 $0.00 44.2% 12.7% 12.9% 3.4% 0.0% 3.2% -11.4% 0 0 0 0.00 155.69 0 0 0 0 2025-05-30 $15.48 $0.00 41.4% 11.9% 11.4% 2.7% 0.0% 3.0% -12.8% 0 0 0 0.00 148.17 0 0 0 0
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