PPI Options History — March 2026 In March 2026, PPI traded between $20.13 and $22.02. ATM implied volatility averaged 40.0%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 20.3% (HV 20d: 19.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2026-03-19 : Largest IV spike — 52.7% change2026-03-19 : Highest IV Rank — 26.6%2026-03-19 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.97 $20.13 $22.02 $22.02 $20.84 ATM IV 40.0% 28.5% 58.8% 28.5% 31.8% Expected Move 10.7% 8.2% 13.9% 8.2% 9.1% HV 20d 19.8% 15.8% 23.9% 19.4% 23.9% HV 60d 19.6% 17.5% 21.3% 17.5% 21.3% IV Rank 10.8% 0.6% 26.6% 0.6% 4.6% IV Percentile 38.1% 1.2% 84.9% 1.2% 4.0% Term Structure -4.1% -13.3% 12.0% 10.0% 12.0% Skew 25d 4.9% 2.8% 10.2% 8.7% 2.8% Skew 10d 3.1% 1.8% 4.3% 2.6% 3.3% Call IV 25d 42.9% 34.1% 59.7% 34.1% 51.7% Put IV 25d 47.7% 40.2% 62.6% 42.8% 54.5% Bid-Ask Spread % 93.17 47.47 153.45 151.44 53.55 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 157 149 168 162 162 Net DEX -5.9K -7.0K -5.1K -7.0K -5.8K Net VEX -27 -28 -25 -28 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 5
Daily Data (20 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 2026-03-02 $22.02 $0.00 28.5% 8.2% 19.4% 0.6% 0.0% 8.7% 10.0% 162 -7.0K -28 0.00 151.44 0 0 5 0 2026-03-03 $21.37 $0.00 42.4% 12.1% 22.1% 4.2% 0.0% 3.3% -8.5% 158 -6.4K -28 0.00 153.40 0 0 5 0 2026-03-04 $21.38 $0.00 45.8% 13.1% 21.3% 16.0% 0.0% 10.2% -13.3% 158 -6.4K -28 0.00 153.45 0 0 5 0 2026-03-05 $21.27 $0.00 43.1% 9.3% 21.3% 13.8% 0.0% 4.2% -2.3% 158 -6.2K -28 0.00 136.63 0 0 5 0 2026-03-06 $20.91 $0.00 48.2% 9.9% 21.3% 17.9% 0.0% 5.0% -3.2% 153 -5.9K -28 0.00 138.15 0 0 5 0 2026-03-09 $21.05 $0.00 50.7% 9.8% 17.7% 20.0% 0.0% 5.5% -3.1% 158 -6.0K -28 0.00 133.99 0 0 5 0 2026-03-10 $21.25 $0.00 51.8% 10.2% 16.9% 20.9% 0.0% 4.1% -3.7% 157 -6.2K -28 0.00 136.95 0 0 5 0 2026-03-11 $21.12 $0.00 35.6% 10.2% 17.1% 7.7% 0.0% 5.4% 3.8% 156 -6.1K -27 0.00 138.17 0 0 5 0 2026-03-12 $20.99 $0.00 36.8% 0.0% 16.9% 8.6% 0.0% 5.4% -5.3% 154 -6.0K -27 0.00 68.83 0 0 5 0 2026-03-13 $20.89 $0.00 36.4% 0.0% 16.6% 8.3% 0.0% 3.3% -5.4% 154 -5.8K -27 0.00 66.13 0 0 5 0 2026-03-16 $21.02 $0.00 39.3% 10.3% 15.8% 10.7% 0.0% 5.3% -4.2% 156 -6.0K -27 0.00 70.01 0 0 5 0 2026-03-17 $21.20 $0.00 38.5% 10.2% 16.0% 10.0% 0.0% 4.3% -4.2% 159 -6.2K -27 0.00 62.97 0 0 5 0 2026-03-19 $20.84 $0.00 58.8% 13.9% 16.9% 26.6% 0.0% 2.9% -7.4% 157 -5.8K -27 0.00 74.97 0 0 5 0 2026-03-20 $20.13 $0.00 33.3% 12.5% 20.5% 5.8% 0.0% 3.0% -7.6% 149 -5.1K -26 0.00 47.47 0 0 5 0 2026-03-23 $20.56 $0.00 33.0% 11.0% 21.9% 5.6% 0.0% 5.0% -6.8% 157 -5.5K -26 0.00 52.79 0 0 5 0 2026-03-24 $20.67 $0.00 36.0% 10.8% 22.1% 8.0% 0.0% 5.5% -6.1% 157 -5.6K -26 0.00 54.27 0 0 5 0 2026-03-25 $20.92 $0.00 39.6% 11.4% 22.1% 10.9% 0.0% 4.3% -7.0% 168 -5.9K -26 0.00 67.40 0 0 5 0 2026-03-27 $20.52 $0.00 39.0% 11.2% 22.8% 10.5% 0.0% 3.5% -9.5% 157 -5.5K -26 0.00 53.68 0 0 5 0 2026-03-30 $20.45 $0.00 32.5% 9.3% 22.6% 5.2% 0.0% 5.5% -9.4% 155 -5.4K -25 0.00 49.09 0 0 5 0 2026-03-31 $20.84 $0.00 31.8% 9.1% 23.9% 4.6% 0.0% 2.8% 12.0% 162 -5.8K -26 0.00 53.55 0 0 5 0
« Feb 2026 | All History | Apr 2026 » Home PPI History March 2026