PPI Options History — June 2025

Name: PPI Options Analytics - June 2025
Creator: Options Analysis Suite

In June 2025, PPI traded between $15.65 and $16.27. ATM implied volatility averaged 43.5%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 32.7% (HV 20d: 10.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2025-06-11: Largest IV drop — 35.7% change
2025-06-10: Highest IV Rank — 6.5%
2025-06-03: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.98	$15.65	$16.27	$15.65	$16.25
ATM IV	43.5%	35.5%	55.9%	48.0%	47.1%
Expected Move	11.5%	8.4%	13.9%	13.8%	13.5%
HV 20d	10.8%	9.8%	11.9%	11.5%	10.2%
HV 60d	32.7%	30.7%	35.2%	35.1%	30.7%
IV Rank	3.2%	1.1%	6.5%	4.4%	4.2%
IV Percentile	7.0%	2.8%	13.9%	6.0%	11.1%
Term Structure	-8.6%	-14.7%	-4.0%	-14.1%	-14.6%
Skew 25d	2.6%	0.9%	3.5%	3.0%	1.7%
Skew 10d	7.8%	2.5%	35.9%	5.4%	4.9%
Call IV 25d	48.1%	33.0%	59.7%	59.0%	56.9%
Put IV 25d	50.7%	36.3%	62.1%	62.1%	58.5%
Bid-Ask Spread %	160.93	148.25	164.89	156.52	161.05
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	Spread %
2025-06-02	$15.65	$0.00	48.0%	13.8%	11.5%	4.4%	0.0%	3.0%	-14.1%	156.52
2025-06-03	$15.82	$0.00	48.3%	13.9%	11.8%	4.5%	0.0%	1.5%	-14.7%	157.67
2025-06-04	$15.79	$0.00	39.5%	11.3%	11.9%	2.2%	0.0%	1.8%	-12.3%	148.25
2025-06-05	$15.76	$0.00	40.8%	8.4%	11.6%	2.5%	0.0%	3.3%	-4.0%	153.48
2025-06-06	$15.80	$0.00	50.2%	10.0%	10.9%	5.0%	0.0%	3.5%	-4.5%	164.89
2025-06-09	$15.84	$0.00	55.5%	10.4%	10.8%	6.4%	0.0%	3.0%	-6.2%	164.24
2025-06-10	$15.79	$0.00	55.9%	10.3%	9.9%	6.5%	0.0%	2.3%	-7.2%	161.43
2025-06-11	$15.81	$0.00	35.9%	10.3%	9.8%	1.2%	0.0%	2.4%	-5.3%	164.29
2025-06-12	$16.04	$0.00	35.5%	10.2%	10.6%	1.1%	0.0%	3.3%	-5.1%	162.81
2025-06-13	$16.05	$0.00	38.6%	11.1%	10.6%	1.9%	0.0%	3.3%	-8.2%	163.14
2025-06-16	$16.17	$0.00	39.5%	11.3%	10.6%	2.2%	0.0%	2.5%	-6.8%	162.80
2025-06-17	$16.05	$0.00	40.3%	11.6%	11.1%	2.4%	0.0%	3.5%	-7.3%	164.03
2025-06-18	$16.04	$0.00	41.0%	11.8%	11.0%	2.6%	0.0%	3.5%	-7.7%	163.48
2025-06-20	$16.01	$0.00	41.1%	11.8%	10.7%	2.6%	0.0%	2.7%	-8.3%	163.28
2025-06-23	$16.02	$0.00	42.7%	12.2%	10.6%	3.0%	0.0%	2.9%	-7.7%	162.61
2025-06-24	$16.16	$0.00	42.5%	12.2%	10.8%	3.0%	0.0%	3.0%	-9.0%	162.74
2025-06-25	$16.05	$0.00	40.5%	11.6%	10.1%	2.5%	0.0%	0.9%	-7.6%	161.95
2025-06-26	$16.27	$0.00	42.6%	12.2%	10.6%	3.0%	0.0%	2.3%	-10.1%	160.37
2025-06-27	$16.27	$0.00	44.4%	12.7%	10.4%	3.5%	0.0%	1.9%	-11.9%	159.52
2025-06-30	$16.25	$0.00	47.1%	13.5%	10.2%	4.2%	0.0%	1.7%	-14.6%	161.05