PPI Options History — November 2025

In November 2025, PPI traded between $17.85 and $18.90. ATM implied volatility averaged 39.6%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 19.7% (HV 20d: 19.8%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-11-24: Highest Volume — 1 contracts
  • 2025-11-12: Largest IV drop — 40.0% change
  • 2025-11-11: Highest IV Rank — 5.5%
  • 2025-11-04: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.43$17.85$18.90$18.81$18.56
Max Pain$20.50$19.00$22.00$22.00$19.00
ATM IV39.6%31.2%52.0%41.0%37.9%
Expected Move10.3%8.7%13.2%11.8%10.9%
HV 20d19.8%17.1%22.9%21.3%19.2%
HV 60d16.5%15.1%17.5%15.1%17.5%
IV Rank2.2%0.0%5.5%2.6%1.8%
IV Percentile21.5%0.0%44.0%26.2%22.2%
Term Structure-8.3%-14.7%-0.7%-13.0%-10.9%
VWIV23.7%17.7%29.8%17.7%29.8%
Skew 25d3.4%-0.2%13.2%1.8%2.7%
Skew 10d5.5%2.5%23.1%4.2%3.2%
Call IV 25d41.3%34.8%51.7%50.2%46.0%
Put IV 25d44.8%38.4%57.3%52.0%48.7%
Bid-Ask Spread %154.80141.76161.78142.35159.92
Gamma HHI0.520.340.670.520.36
Net GEX261177364286328
Net DEX-3.1K-4.6K-2.2K-3.4K-4.6K
Net VEX-16-20-12-17-19
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1050100
Total OI6.0535767

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-11-03$18.81$22.0041.0%11.8%21.3%2.6%0.0%1.8%-13.0%286-3.4K-170.00142.350060
2025-11-04$18.41$22.0046.0%13.2%22.7%3.9%0.0%2.4%-13.6%260-2.6K-150.00141.900060
2025-11-05$18.63$22.0042.8%12.3%22.6%3.0%0.0%6.4%-13.8%205-4.3K-200.00141.760060
2025-11-06$18.42$0.0048.0%9.4%22.9%4.4%0.0%2.9%-7.7%259-2.7K-150.00153.040060
2025-11-07$18.55$0.0045.6%9.0%21.0%3.8%0.0%3.8%-2.8%268-2.8K-160.00156.660060
2025-11-10$18.89$0.0050.5%8.7%19.3%5.1%0.0%3.3%-0.7%296-3.5K-170.00159.370060
2025-11-11$18.80$0.0052.0%8.8%19.4%5.5%0.0%3.0%-2.7%274-3.5K-170.00161.020060
2025-11-12$18.90$0.0031.2%8.9%19.2%0.0%0.0%2.3%-1.6%294-3.5K-170.00161.780060
2025-11-13$18.47$0.0033.7%9.6%20.8%0.6%0.0%1.0%-14.7%289-2.2K-120.00149.370060
2025-11-14$18.45$0.0033.6%9.6%20.0%0.6%0.0%3.0%-6.7%260-2.6K-140.00159.340060
2025-11-17$18.14$0.0034.5%9.9%19.8%0.9%0.0%1.9%-10.6%231-2.2K-130.00156.840060
2025-11-18$18.23$0.0035.5%10.2%18.5%1.1%0.0%3.6%-9.0%242-2.2K-130.00156.950060
2025-11-19$18.19$0.0036.8%10.6%18.4%1.5%0.0%2.3%-11.4%236-2.2K-130.00157.550060
2025-11-20$17.88$0.0034.1%9.8%18.7%0.8%0.0%-0.2%-7.4%197-3.1K-160.00151.090060
2025-11-21$17.85$0.0037.3%10.7%17.1%1.6%0.0%4.7%-6.3%177-3.2K-160.00156.040060
2025-11-24$18.12$0.0037.1%10.6%18.2%1.6%17.7%13.2%-7.7%186-3.5K-170.00158.661050
2025-11-25$18.26$19.0037.0%10.6%18.5%1.5%29.8%3.2%-6.6%302-2.8K-130.00159.111060
2025-11-26$18.52$19.0037.0%10.6%19.2%1.5%0.0%4.0%-9.6%364-3.6K-160.00158.440070
2025-11-28$18.56$19.0037.9%10.9%19.2%1.8%0.0%2.7%-10.9%328-4.6K-190.00159.920070