PCEF Options History — February 2025 In February 2025, PCEF traded between $19.34 and $19.89. ATM implied volatility averaged 25.9%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 19.2% (HV 20d: 6.8%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-28 : Highest Volume — 15 contracts2025-02-28 : Largest IV spike — 184.2% change2025-02-28 : Highest IV Rank — 75.1%2025-02-28 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.68 $19.34 $19.89 $19.62 $19.43 Max Pain $19.53 $19.00 $20.00 $19.00 $20.00 ATM IV 25.9% 18.9% 71.1% 24.1% 71.1% Expected Move 6.9% 5.2% 20.4% 6.9% 20.4% HV 20d 6.8% 5.3% 8.6% 8.6% 6.4% HV 60d 8.2% 8.0% 8.5% 8.5% 8.3% IV Rank 23.1% 15.0% 75.1% 21.0% 75.1% IV Percentile 26.9% 4.4% 97.6% 26.6% 97.6% Term Structure 6.3% -41.6% 20.0% 1.8% -41.6% VWIV 38.4% 16.3% 86.0% 35.6% 16.3% Skew 25d 10.9% -17.8% 43.6% 25.1% -3.4% Skew 10d 21.0% -18.8% 100.1% 24.7% 100.1% Call IV 25d 16.8% 8.3% 35.1% 8.9% 24.5% Put IV 25d 27.8% 12.1% 56.2% 34.0% 21.1% Bid-Ask Spread % 159.48 142.99 194.44 164.41 194.44 Gamma HHI 0.79 0.57 1.00 0.81 0.72 Net GEX 7.2K 2.6K 22.1K 4.6K 7.4K Net DEX -33.6K -42.0K -3.3K -37.9K -14.7K Net VEX -148 -180 -59 -179 -105 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.526 0 15 0 15 Total OI 68.632 65 71 66 71
Daily Data (19 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 2025-02-03 $19.62 $19.00 24.1% 6.9% 8.6% 21.0% 0.0% 25.1% 1.8% 4.6K -37.9K -179 0.00 164.41 N/A N/A 0 0 55 11 2025-02-04 $19.69 $19.00 23.5% 6.7% 8.2% 20.3% 0.0% 21.2% 0.9% 5.6K -38.3K -176 0.00 166.08 N/A N/A 0 1 55 11 2025-02-05 $19.76 $19.00 22.9% 6.6% 8.3% 19.6% 0.0% 18.4% 1.0% 5.7K -39.6K -180 0.00 165.53 N/A N/A 0 0 55 12 2025-02-06 $19.77 $19.00 24.5% 5.2% 8.0% 21.4% 0.0% -2.8% 15.4% 5.8K -39.9K -178 0.00 160.94 N/A N/A 0 0 55 12 2025-02-07 $19.70 $19.00 25.9% 5.4% 8.1% 23.1% 0.0% 6.1% 15.3% 10.9K -27.2K -150 0.00 158.01 N/A N/A 1 0 55 12 2025-02-10 $19.73 $19.00 27.5% 5.9% 7.3% 24.9% 35.6% -13.5% 15.4% 4.9K -40.1K -173 0.00 156.24 N/A N/A 0 2 56 12 2025-02-11 $19.77 $20.00 30.9% 5.4% 7.1% 28.8% 0.0% -1.8% 14.9% 6.0K -37.8K -170 0.00 161.20 N/A N/A 0 0 56 14 2025-02-12 $19.71 $20.00 19.5% 5.6% 7.3% 15.7% 0.0% -17.8% 15.9% 3.9K -38.5K -172 0.00 163.43 N/A N/A 0 0 56 14 2025-02-13 $19.81 $20.00 19.8% 5.7% 5.6% 16.0% 0.0% 12.6% 13.3% 13.5K -32.2K -147 0.00 162.93 N/A N/A 0 0 56 14 2025-02-14 $19.87 $20.00 19.4% 5.6% 5.6% 15.6% 0.0% 13.0% 6.7% 17.0K -36.5K -137 0.00 162.57 N/A N/A 0 0 56 14 2025-02-18 $19.89 $20.00 20.0% 5.7% 5.4% 16.3% 0.0% 43.6% 5.0% 22.1K -35.7K -123 0.00 160.39 N/A N/A 0 1 56 14 2025-02-19 $19.89 $20.00 19.6% 5.6% 5.3% 15.9% 0.0% 19.0% 7.4% 4.3K -42.0K -155 0.00 158.42 N/A N/A 0 0 56 15 2025-02-20 $19.86 $20.00 19.4% 5.6% 5.3% 15.5% 0.0% 23.3% 19.8% 4.1K -41.0K -152 0.00 157.90 N/A N/A 0 0 56 15 2025-02-21 $19.73 $20.00 18.9% 5.4% 5.9% 15.0% 0.0% 27.5% 20.0% 3.4K -35.7K -148 0.00 151.09 N/A N/A 0 0 56 15 2025-02-24 $19.52 $20.00 19.2% 5.5% 7.0% 15.4% 0.0% 7.8% 18.8% 3.4K -36.9K -139 0.00 142.99 N/A N/A 0 0 54 12 2025-02-25 $19.45 $19.00 36.7% 10.5% 6.6% 35.5% 17.2% 3.6% -8.0% 5.4K -31.0K -127 0.00 149.27 N/A N/A 4 0 54 11 2025-02-26 $19.45 $19.00 24.9% 7.1% 6.4% 21.9% 86.0% 30.6% 9.2% 6.0K -30.7K -134 0.00 148.90 N/A N/A 4 0 58 11 2025-02-27 $19.34 $19.00 25.0% 7.2% 6.6% 22.0% 37.0% -4.9% -11.1% 2.6K -3.3K -59 0.00 145.40 N/A N/A 0 1 58 11 2025-02-28 $19.43 $20.00 71.1% 20.4% 6.4% 75.1% 16.3% -3.4% -41.6% 7.4K -14.7K -105 0.00 194.44 N/A N/A 0 15 58 13
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