PAYO Options History — March 2022 In March 2022, PAYO traded between $3.92 and $4.77. ATM implied volatility averaged 86.7%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 3.0% (HV 20d: 83.7%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 5.90.
Notable Days 2022-03-15 : Highest Volume — 6,054 contracts2022-03-14 : Largest IV spike — 32.0% change2022-03-02 : Highest IV Rank — 80.5%2022-03-16 : Largest Expected Move — 41.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.44 $3.92 $4.77 $4.51 $4.45 Max Pain $7.93 $5.00 $10.00 $5.00 $7.50 ATM IV 86.7% 62.8% 112.8% 102.8% 77.2% Expected Move 28.2% 23.9% 41.3% 29.5% 24.1% HV 20d 83.7% 69.5% 91.8% 71.6% 80.1% HV 60d 70.7% 64.2% 73.8% 65.9% 72.9% IV Rank 50.5% 23.2% 80.5% 69.0% 39.6% IV Percentile 84.0% 54.5% 98.1% 97.5% 75.6% Term Structure 4.0% -43.9% 38.3% -17.0% -8.1% VWIV 112.2% 75.9% 203.0% 108.0% 81.4% Skew 25d 16.9% -36.0% 66.3% 11.3% 9.3% Skew 10d 18.5% -56.5% 80.7% -14.5% 17.4% Call IV 25d 95.3% 63.4% 172.1% 89.4% 75.5% Put IV 25d 112.2% 80.0% 180.9% 100.7% 84.8% Bid-Ask Spread % 58.26 20.43 96.98 37.78 70.36 Gamma HHI 0.48 0.31 0.83 0.75 0.40 Net GEX 26.3K 8.4K 67.1K 46.6K 21.2K Net DEX -255.4K -754.1K 265.3K -722.4K -473.9K Net VEX -11.9K -13.5K -9.2K -12.0K -12.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.90 1.24 16.88 2.47 4.41 Total Volume 4,179.565 1,418 6,054 4,386 1,418 Total OI 17,704.957 14,367 21,153 17,191 14,367
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-03-01 $4.51 $5.00 102.8% 29.5% 71.6% 69.0% 108.0% 11.3% -17.0% 46.6K -722.4K -12.0K 2.47 37.78 N/A N/A 1,264 3,122 11,507 5,684 2022-03-02 $4.55 $5.00 112.8% 32.3% 69.5% 80.5% 113.9% -33.6% -43.9% 50.2K -754.1K -11.7K 5.86 49.16 N/A N/A 532 3,117 11,634 5,685 2022-03-03 $4.23 $5.00 110.3% 31.6% 73.0% 77.6% 137.3% 17.7% 20.3% 36.2K -538.9K -12.0K 3.63 44.90 N/A N/A 917 3,332 11,715 5,684 2022-03-04 $3.92 $5.00 108.6% 31.1% 74.2% 75.6% 172.0% 8.8% -0.1% 8.4K 265.3K -9.2K 7.07 39.07 N/A N/A 471 3,332 12,929 5,901 2022-03-07 $4.39 $5.00 94.4% 27.1% 86.0% 59.3% 100.4% -1.4% 8.5% 52.4K -547.5K -11.5K 6.21 70.03 N/A N/A 564 3,502 12,952 5,902 2022-03-08 $4.24 $5.00 81.8% 35.4% 86.3% 44.9% 148.1% -36.0% 5.3% 9.5K 156.2K -10.3K 8.93 34.56 N/A N/A 393 3,509 13,102 5,933 2022-03-09 $4.37 $5.00 86.9% 28.5% 87.3% 50.8% 90.1% 30.3% -1.1% 67.1K -377.4K -11.3K 1.83 48.56 N/A N/A 1,916 3,509 13,085 5,933 2022-03-10 $4.37 $5.00 86.0% 30.8% 87.2% 49.7% 136.0% 66.3% -1.6% 56.7K -493.5K -11.8K 2.07 41.59 N/A N/A 1,695 3,510 14,212 5,933 2022-03-11 $4.21 $5.00 77.8% 24.8% 86.6% 40.3% 203.0% 14.9% 6.5% 12.3K 89.7K -11.1K 1.25 24.01 N/A N/A 2,691 3,354 14,214 5,934 2022-03-14 $3.97 $10.00 102.7% 29.6% 85.9% 68.9% 119.4% 11.9% -0.2% 12.1K 74.2K -11.5K 1.24 65.07 N/A N/A 2,698 3,351 15,209 5,936 2022-03-15 $4.18 $10.00 87.3% 25.6% 88.5% 51.2% 115.1% 9.8% -4.9% 11.9K 102.7K -11.3K 1.24 39.84 N/A N/A 2,702 3,352 15,217 5,936 2022-03-16 $4.56 $10.00 103.2% 41.3% 91.8% 69.4% 125.1% 49.9% 38.3% 13.3K -258.7K -12.8K 1.92 73.99 N/A N/A 1,741 3,351 15,206 5,937 2022-03-17 $4.44 $10.00 86.6% 25.0% 91.3% 50.4% 117.9% 36.9% -0.3% 15.6K -324.1K -12.7K 1.94 50.52 N/A N/A 1,728 3,351 15,196 5,938 2022-03-18 $4.63 $10.00 88.1% 28.9% 88.8% 52.1% 96.2% 59.4% 12.0% 20.4K 73.7K -10.7K 2.03 72.99 N/A N/A 1,654 3,353 15,196 5,939 2022-03-21 $4.62 $10.00 77.5% 23.9% 87.9% 39.9% 103.5% 26.8% -1.9% 17.9K -406.1K -13.0K 2.00 81.98 N/A N/A 1,574 3,147 9,144 5,646 2022-03-22 $4.77 $10.00 89.8% 24.5% 88.5% 54.0% 90.2% 35.6% -4.3% 21.3K -460.6K -13.5K 15.43 75.79 N/A N/A 204 3,147 9,144 5,671 2022-03-23 $4.63 $10.00 72.4% 26.8% 88.9% 34.1% 101.5% 27.1% 15.9% 20.2K -263.9K -13.2K 11.00 92.36 N/A N/A 286 3,147 9,182 5,671 2022-03-24 $4.56 $10.00 77.7% 25.3% 81.6% 40.2% 75.9% -15.6% 3.8% 19.9K -172.8K -12.4K 15.58 38.31 N/A N/A 202 3,147 9,209 5,671 2022-03-25 $4.40 $10.00 67.8% 25.8% 82.4% 28.9% 86.9% 10.4% 12.4% 19.2K -130.2K -12.3K 16.88 96.98 N/A N/A 186 3,139 9,222 5,671 2022-03-28 $4.54 $10.00 72.8% 26.8% 83.3% 34.5% 91.7% 8.9% 13.6% 21.0K -135.7K -11.8K 12.61 88.68 N/A N/A 249 3,139 9,224 5,673 2022-03-29 $4.77 $10.00 62.8% 26.1% 81.7% 23.2% 85.7% 25.9% 24.2% 25.6K -313.2K -13.0K 7.13 82.93 N/A N/A 442 3,150 9,296 5,673 2022-03-30 $4.71 $10.00 66.0% 24.7% 81.9% 26.7% 81.1% 13.5% 14.2% 26.6K -262.9K -13.0K 2.96 20.43 N/A N/A 389 1,153 9,416 5,685 2022-03-31 $4.45 $7.50 77.2% 24.1% 80.1% 39.6% 81.4% 9.3% -8.1% 21.2K -473.9K -12.3K 4.41 70.36 N/A N/A 262 1,156 9,406 4,961
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