PAYO Options History — October 2024 In October 2024, PAYO traded between $7.58 and $8.66. ATM implied volatility averaged 61.8%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 45.1% (HV 20d: 16.8%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.15.
Notable Days 2024-10-02 : Highest Volume — 6,515 contracts2024-10-31 : Largest IV spike — 74.6% change2024-10-31 : Highest IV Rank — 76.0%2024-10-31 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $8.10 $7.58 $8.66 $7.67 $8.66 Max Pain $5.17 $5.00 $7.00 $7.00 $5.00 ATM IV 61.8% 49.6% 101.8% 62.8% 101.8% Expected Move 17.5% 12.6% 29.2% 18.0% 29.2% HV 20d 16.8% 12.7% 21.5% 21.5% 12.7% HV 60d 48.8% 24.6% 51.3% 51.2% 24.6% IV Rank 41.1% 30.3% 76.0% 41.9% 76.0% IV Percentile 68.8% 44.4% 97.2% 75.4% 97.2% Term Structure -15.1% -36.7% 12.7% -14.7% -18.8% VWIV 58.7% 36.0% 80.8% 63.8% 80.8% Skew 25d 5.6% -17.5% 30.3% 10.5% 11.5% Skew 10d -0.7% -28.7% 24.1% 3.3% 13.4% Call IV 25d 47.7% 30.7% 63.7% 41.5% 53.4% Put IV 25d 53.3% 37.2% 72.0% 52.0% 64.9% Bid-Ask Spread % 86.30 62.38 114.07 114.07 78.61 Gamma HHI 0.43 0.36 0.45 0.41 0.36 Net GEX 253.5K 229.6K 284.3K 242.6K 284.3K Net DEX -34.5M -40.1M -30.0M -30.6M -40.1M Net VEX -31.3K -39.0K -25.4K -38.1K -29.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 0.85 0.01 0.00 Total Volume 865.913 21 6,515 406 1,900 Total OI 66,981.565 65,858 70,332 66,578 70,332
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 2024-10-01 $7.67 $7.00 62.8% 18.0% 21.5% 41.9% 63.8% 10.5% -14.7% 242.6K -30.6M -38.1K 0.01 114.07 N/A N/A 402 4 49,006 17,572 2024-10-02 $7.58 $7.00 55.1% 15.8% 20.6% 35.2% 0.0% 17.6% -4.5% 255.0K -30.1M -38.0K 0.00 108.81 N/A N/A 6,515 0 49,199 17,573 2024-10-03 $7.66 $5.00 54.1% 17.7% 20.6% 34.3% 55.5% -17.5% -13.1% 229.6K -30.3M -36.5K 0.00 85.83 N/A N/A 438 0 49,184 17,573 2024-10-04 $7.71 $5.00 59.6% 12.6% 20.6% 39.1% 48.4% 1.7% -7.2% 256.8K -31.4M -35.8K 0.00 92.12 N/A N/A 56 0 49,365 17,573 2024-10-07 $7.64 $5.00 77.5% 17.1% 21.1% 54.8% 36.0% -1.2% -16.4% 250.6K -30.0M -39.0K 0.02 101.34 N/A N/A 48 1 49,410 17,573 2024-10-08 $7.75 $5.00 51.7% 16.8% 21.4% 32.2% 57.6% 28.7% -16.3% 243.6K -31.0M -36.8K 0.00 83.68 N/A N/A 2,132 1 49,394 17,573 2024-10-09 $7.78 $5.00 53.1% 15.2% 20.7% 33.5% 52.2% 30.3% -14.3% 245.7K -32.0M -34.2K 0.22 95.26 N/A N/A 121 27 49,369 17,573 2024-10-10 $7.84 $5.00 52.7% 15.1% 16.7% 33.0% 53.0% -0.8% -12.9% 264.8K -32.4M -33.7K 0.01 80.63 N/A N/A 164 1 49,437 17,581 2024-10-11 $7.91 $5.00 52.0% 14.9% 14.2% 32.5% 52.0% 14.5% -3.8% 279.4K -33.1M -32.4K 0.24 95.93 N/A N/A 17 4 49,522 17,582 2024-10-14 $7.88 $5.00 51.8% 14.9% 14.5% 32.3% 56.4% 11.5% -10.6% 269.2K -32.9M -31.3K 0.08 84.63 N/A N/A 181 15 49,522 17,585 2024-10-15 $8.00 $5.00 59.4% 17.0% 14.4% 38.9% 59.5% 10.0% -11.8% 264.6K -33.5M -31.7K 0.05 91.05 N/A N/A 78 4 49,506 17,598 2024-10-16 $8.09 $5.00 57.9% 16.6% 14.6% 37.6% 58.4% -8.6% -14.5% 257.6K -34.6M -29.9K 0.01 83.44 N/A N/A 153 2 49,486 17,602 2024-10-17 $8.20 $5.00 49.6% 14.2% 15.0% 30.3% 48.2% -1.0% 12.7% 261.2K -35.9M -27.0K 0.71 84.61 N/A N/A 145 103 49,545 17,604 2024-10-18 $8.34 $5.00 62.0% 17.8% 15.6% 41.2% 61.8% -2.5% -12.9% 242.4K -36.3M -28.0K 0.00 75.14 N/A N/A 664 3 49,556 17,685 2024-10-21 $8.38 $5.00 64.8% 18.6% 15.6% 43.6% 61.5% 13.7% -24.8% 243.2K -37.2M -25.9K 0.22 62.38 N/A N/A 639 142 49,632 16,226 2024-10-22 $8.48 $5.00 56.4% 16.2% 15.7% 36.3% 61.9% 8.6% -20.9% 232.8K -37.9M -26.5K 0.01 79.34 N/A N/A 655 4 49,785 16,352 2024-10-23 $8.43 $5.00 66.4% 19.0% 16.1% 45.0% 60.0% -3.8% -18.6% 258.4K -37.2M -27.9K 0.00 86.78 N/A N/A 528 2 50,309 16,356 2024-10-24 $8.36 $5.00 57.8% 16.6% 16.6% 37.5% 44.1% -16.6% -27.5% 245.8K -36.6M -29.2K 0.85 89.83 N/A N/A 52 44 50,194 16,357 2024-10-25 $8.34 $5.00 75.5% 21.7% 15.9% 53.0% 65.5% -3.2% -36.7% 255.4K -36.4M -27.4K 0.53 82.60 N/A N/A 93 49 50,086 16,396 2024-10-28 $8.43 $5.00 74.9% 21.5% 14.8% 52.5% 71.2% 14.5% -28.7% 243.8K -37.1M -27.0K 0.30 77.39 N/A N/A 172 52 50,036 16,445 2024-10-29 $8.52 $5.00 67.1% 19.2% 14.2% 45.7% 70.6% -17.0% -18.2% 261.2K -37.9M -25.4K 0.14 86.15 N/A N/A 1,265 180 49,977 16,497 2024-10-30 $8.57 $5.00 58.3% 16.7% 12.7% 38.0% 72.3% 27.5% -12.2% 242.0K -38.6M -27.7K 0.02 65.21 N/A N/A 2,803 57 51,171 16,677 2024-10-31 $8.66 $5.00 101.8% 29.2% 12.7% 76.0% 80.8% 11.5% -18.8% 284.3K -40.1M -29.3K 0.00 78.61 N/A N/A 1,892 8 53,600 16,732
« Sep 2024 | All History | Nov 2024 » Home PAYO History October 2024