PCEF Options History — March 2025 In March 2025, PCEF traded between $18.81 and $19.36. ATM implied volatility averaged 23.8%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 14.9% (HV 20d: 8.9%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-03-26 : Highest Volume — 15 contracts2025-03-10 : Largest IV spike — 177.0% change2025-03-21 : Highest IV Rank — 30.3%2025-03-10 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.04 $18.81 $19.36 $19.36 $18.82 Max Pain $20.46 $20.00 $22.00 $20.00 $22.00 ATM IV 23.8% 9.1% 32.2% 26.9% 23.7% Expected Move 5.3% 2.6% 8.4% 7.7% 5.1% HV 20d 8.9% 6.5% 10.2% 6.5% 9.7% HV 60d 8.8% 8.3% 9.5% 8.3% 8.4% IV Rank 20.6% 3.7% 30.3% 24.2% 20.5% IV Percentile 32.2% 0.8% 59.9% 38.1% 29.0% Term Structure -5.3% -12.4% 15.3% -12.4% -3.2% VWIV 40.7% 16.8% 64.6% 64.6% 16.8% Skew 25d 9.7% -4.5% 30.9% -4.5% 10.1% Skew 10d 10.8% -13.2% 23.0% 23.0% 14.6% Call IV 25d 27.0% 8.9% 41.4% 18.2% 10.4% Put IV 25d 36.7% 13.7% 45.0% 13.7% 20.5% Bid-Ask Spread % 158.32 141.18 185.16 147.19 143.99 Gamma HHI 0.68 0.44 0.97 0.50 0.84 Net GEX -4.3K -24.0K 3.2K -603 -2.3K Net DEX 18.8K -790 38.8K 5.5K 27.7K Net VEX -68 -111 -28 -76 -84 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 1.333 0 15 2 0 Total OI 70.286 13 94 86 28
Daily Data (21 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 2025-03-03 $19.36 $20.00 26.9% 7.7% 6.5% 24.2% 0.0% -4.5% -12.4% -603 5.5K -76 0.00 147.19 N/A N/A 2 0 58 28 2025-03-04 $19.23 $20.00 10.1% 2.9% 6.9% 4.8% 64.6% 1.4% 15.3% -806 9.7K -86 0.00 150.12 N/A N/A 0 1 58 28 2025-03-05 $19.31 $20.00 9.1% 2.6% 6.9% 3.7% 0.0% 4.2% -5.7% 3.2K -790 -111 0.00 153.12 N/A N/A 0 0 58 28 2025-03-06 $19.11 $20.00 13.0% 3.7% 7.5% 8.2% 0.0% 17.1% -5.0% -4.3K 15.4K -74 0.00 148.32 N/A N/A 0 0 58 28 2025-03-07 $19.14 $20.00 10.6% 3.1% 7.5% 5.5% 0.0% -1.5% -5.1% -857 11.0K -87 0.00 157.01 N/A N/A 0 1 58 28 2025-03-10 $18.91 $20.00 29.5% 8.4% 8.4% 27.2% 0.0% 3.3% -5.7% 1.6K 11.9K -96 0.00 155.58 N/A N/A 0 1 58 29 2025-03-11 $18.88 $20.00 29.7% 4.3% 8.3% 27.5% 0.0% 4.0% -7.1% -5.7K 28.3K -66 0.00 155.77 N/A N/A 0 4 58 30 2025-03-12 $18.96 $20.00 29.0% 4.1% 8.4% 26.7% 0.0% 2.7% -6.0% -7.8K 33.8K -67 0.00 153.89 N/A N/A 1 0 58 34 2025-03-13 $18.81 $20.00 30.6% 4.4% 8.7% 28.4% 0.0% 2.6% -7.6% -6.4K 38.8K -68 0.00 154.65 N/A N/A 0 0 59 34 2025-03-14 $18.95 $20.00 28.8% 4.2% 9.0% 26.4% 16.8% 3.1% -6.2% -8.3K 34.0K -67 0.00 153.07 N/A N/A 0 2 59 34 2025-03-17 $19.13 $22.00 29.4% 6.7% 9.7% 27.1% 0.0% 4.0% -6.8% -7.6K 26.7K -62 0.00 164.19 N/A N/A 0 0 59 35 2025-03-18 $19.02 $22.00 31.2% 6.7% 9.8% 29.1% 0.0% 3.2% -9.0% -11.6K 32.0K -57 0.00 163.86 N/A N/A 0 0 59 35 2025-03-19 $19.14 $22.00 31.0% 6.6% 10.2% 28.9% 0.0% 3.4% -7.5% -14.7K 20.6K -51 0.00 164.25 N/A N/A 0 0 59 35 2025-03-20 $19.15 $0.00 30.3% 7.6% 10.2% 28.1% 0.0% 3.6% -4.1% 753 20.4K -58 0.00 185.16 N/A N/A 0 0 59 35 2025-03-21 $19.09 $0.00 32.2% 7.6% 10.1% 30.3% 0.0% 30.9% -5.6% -24.0K 11.6K -39 0.00 172.51 N/A N/A 1 0 59 35 2025-03-24 $19.11 $0.00 18.4% 4.8% 9.6% 14.4% 0.0% 23.2% -6.4% 465 5.8K -33 0.00 167.85 N/A N/A 0 0 7 6 2025-03-25 $19.11 $0.00 22.2% 5.0% 9.5% 18.8% 0.0% 30.6% -9.1% 420 5.5K -35 0.00 169.36 N/A N/A 0 0 7 6 2025-03-26 $18.96 $0.00 20.8% 4.8% 9.8% 17.2% 0.0% 27.1% -6.3% 496 6.8K -28 0.00 162.01 N/A N/A 0 15 7 6 2025-03-27 $18.94 $0.00 21.3% 5.0% 9.7% 17.8% 0.0% 26.9% -7.9% -232 21.2K -102 0.00 161.75 N/A N/A 0 0 7 21 2025-03-28 $18.81 $0.00 21.8% 5.4% 9.7% 18.4% 0.0% 8.7% 0.6% -1.7K 28.4K -71 0.00 141.18 N/A N/A 0 0 7 21 2025-03-31 $18.82 $0.00 23.7% 5.1% 9.7% 20.5% 0.0% 10.1% -3.2% -2.3K 27.7K -84 0.00 143.99 N/A N/A 0 0 7 21
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