PPI Options History — April 2026 In April 2026, PPI traded between $20.87 and $21.92. ATM implied volatility averaged 38.3%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 15.6% (HV 20d: 22.7%). Net GEX was positive for 13 of 13 trading days. Term structure was in contango for 6 of 13 days.
Notable Days 2026-04-02 : Largest IV drop — 11.3% change2026-04-20 : Highest IV Rank — 24.4%2026-04-20 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.54 $20.87 $21.92 $21.12 $21.72 ATM IV 38.3% 31.5% 42.5% 35.5% 42.5% Expected Move 11.0% 9.0% 12.2% 10.2% 12.2% HV 20d 22.7% 21.5% 24.4% 24.4% 21.5% HV 60d 21.2% 20.9% 21.6% 21.4% 20.9% IV Rank 13.0% 4.3% 24.4% 7.6% 24.4% IV Percentile 40.2% 4.0% 59.9% 21.4% 59.9% Term Structure -1.7% -11.0% 3.8% 3.8% -11.0% Skew 25d 3.4% 1.8% 5.7% 3.7% 2.1% Skew 10d 4.9% 1.7% 7.8% 1.7% 3.4% Call IV 25d 39.4% 36.8% 50.8% 50.8% 41.5% Put IV 25d 42.7% 40.2% 54.6% 54.6% 43.6% Bid-Ask Spread % 82.62 57.88 93.43 57.88 86.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 179 165 198 167 187 Net DEX -6.5K -7.0K -5.8K -6.1K -6.7K Net VEX -25 -26 -24 -26 -24 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 (13 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 2026-04-01 $21.12 $0.00 35.5% 10.2% 24.4% 7.6% 0.0% 3.7% 3.8% 167 -6.1K -26 0.00 57.88 0 0 5 0 2026-04-02 $20.87 $0.00 31.5% 9.0% 22.5% 4.3% 0.0% 3.9% 1.2% 165 -5.8K -26 0.00 91.72 0 0 5 0 2026-04-06 $21.00 $0.00 34.1% 9.8% 22.6% 6.5% 0.0% 4.9% 0.7% 167 -5.9K -25 0.00 85.46 0 0 5 0 2026-04-07 $21.17 $0.00 37.7% 10.8% 22.8% 9.4% 0.0% 5.7% 0.4% 171 -6.1K -25 0.00 93.43 0 0 5 0 2026-04-08 $21.49 $0.00 39.3% 11.3% 22.5% 10.7% 0.0% 3.4% -0.1% 180 -6.5K -25 0.00 84.19 0 0 5 0 2026-04-09 $21.80 $0.00 41.5% 11.9% 22.9% 12.5% 0.0% 4.2% -1.9% 180 -6.8K -25 0.00 69.79 0 0 5 0 2026-04-10 $21.73 $0.00 38.9% 11.2% 22.8% 10.4% 0.0% 2.6% 1.0% 179 -6.7K -25 0.00 86.70 0 0 5 0 2026-04-13 $21.79 $0.00 39.9% 11.4% 22.6% 11.2% 0.0% 3.9% -0.1% 181 -6.8K -25 0.00 81.64 0 0 5 0 2026-04-14 $21.92 $0.00 38.7% 11.1% 22.5% 12.5% 0.0% 3.2% 0.3% 185 -7.0K -25 0.00 92.18 0 0 5 0 2026-04-15 $21.75 $0.00 39.6% 11.4% 22.6% 20.1% 0.0% 2.1% -0.2% 184 -6.8K -24 0.00 81.90 0 0 5 0 2026-04-16 $21.84 $0.00 39.5% 11.3% 22.6% 19.9% 0.0% 2.1% -8.4% 186 -6.9K -24 0.00 83.68 0 0 5 0 2026-04-17 $21.82 $0.00 39.3% 11.3% 22.4% 19.6% 0.0% 1.8% -7.5% 198 -6.9K -24 0.00 79.43 0 0 5 0 2026-04-20 $21.72 $0.00 42.5% 12.2% 21.5% 24.4% 0.0% 2.1% -11.0% 187 -6.7K -24 0.00 86.03 0 0 5 0
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