PCEF Options History — August 2025 In August 2025, PCEF traded between $19.54 and $19.96. ATM implied volatility averaged 33.1%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 28.5% (HV 20d: 4.6%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-08-19 : Highest Volume — 15 contracts2025-08-25 : Largest IV spike — 682.6% change2025-08-25 : Highest IV Rank — 92.3%2025-08-25 : Largest Expected Move — 37.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.79 $19.54 $19.96 $19.54 $19.96 Max Pain $19.50 $19.00 $20.00 $19.00 $20.00 ATM IV 33.1% 3.1% 132.1% 41.7% 18.3% Expected Move 6.4% 0.9% 37.9% 12.0% 5.2% HV 20d 4.6% 3.9% 5.4% 4.7% 5.2% HV 60d 5.5% 5.0% 6.3% 6.2% 5.1% IV Rank 20.9% 0.0% 92.3% 26.2% 10.9% IV Percentile 42.3% 0.0% 99.2% 88.5% 17.1% Term Structure 10.0% -37.4% 23.0% -37.4% 23.0% VWIV 28.7% 2.5% 40.5% 40.5% 2.5% Skew 25d 20.7% 2.2% 154.0% 33.1% 2.3% Skew 10d 28.6% -10.2% 205.2% 25.6% 6.7% Call IV 25d 28.6% 5.4% 39.4% 24.0% 39.4% Put IV 25d 49.4% 27.6% 171.8% 57.1% 41.6% Bid-Ask Spread % 150.13 141.61 193.78 155.92 150.49 Gamma HHI 0.78 0.57 0.87 0.57 0.86 Net GEX 1.0K 409 1.7K 458 1.7K Net DEX -16.8K -28.5K -8.4K -8.4K -26.2K Net VEX -85 -121 -55 -77 -117 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 1.095 0 15 1 3 Total OI 23.238 16 31 22 31
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 2025-08-01 $19.54 $0.00 41.7% 12.0% 4.7% 26.2% 0.0% 33.1% -37.4% 458 -8.4K -77 0.00 155.92 N/A N/A 0 1 15 7 2025-08-04 $19.66 $19.00 28.6% 4.6% 4.2% 16.6% 40.5% 4.0% 17.3% 527 -9.8K -73 0.00 141.61 N/A N/A 0 1 15 6 2025-08-05 $19.68 $19.00 28.1% 4.5% 4.1% 16.2% 40.2% 4.7% 19.0% 595 -10.7K -70 0.00 142.73 N/A N/A 0 1 15 5 2025-08-06 $19.73 $19.00 37.9% 4.8% 3.9% 23.4% 31.5% 7.2% 17.9% 716 -11.8K -67 0.00 149.97 N/A N/A 0 1 15 4 2025-08-07 $19.75 $19.00 49.9% 4.7% 3.9% 32.1% 0.0% 27.5% 18.0% 838 -12.5K -64 0.00 147.32 N/A N/A 0 0 15 3 2025-08-08 $19.83 $19.00 53.3% 4.6% 3.9% 34.6% 0.0% 6.6% -0.3% 959 -12.7K -64 0.00 143.53 N/A N/A 0 0 15 3 2025-08-11 $19.81 $19.00 67.4% 4.6% 3.9% 44.9% 0.0% 4.0% -0.5% 927 -12.5K -63 0.00 149.32 N/A N/A 0 0 15 3 2025-08-12 $19.91 $19.00 76.0% 4.8% 4.2% 51.2% 0.0% 3.3% -0.2% 892 -13.2K -63 0.00 149.49 N/A N/A 1 0 15 3 2025-08-13 $19.91 $19.00 15.8% 4.5% 4.2% 7.2% 0.0% 2.2% -0.2% 968 -13.3K -62 0.00 147.19 N/A N/A 0 0 15 3 2025-08-14 $19.92 $19.00 3.1% 0.9% 4.2% 0.0% 0.0% 118.9% 20.2% 409 -14.0K -64 0.00 152.57 N/A N/A 0 0 15 3 2025-08-15 $19.87 $19.00 16.1% 4.6% 4.2% 9.4% 0.0% 3.5% 21.1% 973 -12.9K -61 0.00 145.48 N/A N/A 0 0 15 3 2025-08-18 $19.76 $20.00 6.1% 1.8% 4.5% 2.2% 0.0% 22.3% 20.0% 1.0K -9.8K -55 0.00 142.68 N/A N/A 0 0 13 3 2025-08-19 $19.70 $20.00 16.0% 4.6% 4.6% 9.2% 0.0% 5.7% 20.2% 670 -10.0K -55 0.00 148.07 N/A N/A 15 0 13 3 2025-08-20 $19.66 $20.00 16.7% 4.8% 4.7% 9.8% 0.0% 7.4% 20.3% 1.6K -23.1K -121 0.00 145.81 N/A N/A 0 0 28 3 2025-08-21 $19.63 $20.00 18.1% 5.2% 4.7% 10.7% 0.0% 7.3% 19.7% 1.5K -22.8K -120 0.00 147.92 N/A N/A 0 0 28 3 2025-08-22 $19.77 $20.00 16.9% 4.8% 5.2% 9.9% 0.0% 5.7% 19.8% 1.6K -24.2K -121 0.00 148.41 N/A N/A 0 0 28 3 2025-08-25 $19.83 $20.00 132.1% 37.9% 5.3% 92.3% 0.0% 154.0% 2.8% 564 -28.5K -120 0.00 193.78 N/A N/A 0 0 28 3 2025-08-26 $19.90 $20.00 17.7% 5.1% 5.4% 10.5% 0.0% 3.8% 2.9% 1.7K -25.6K -119 0.00 149.46 N/A N/A 0 0 28 3 2025-08-27 $19.91 $20.00 17.5% 5.0% 5.3% 10.3% 0.0% 4.0% 3.0% 1.7K -25.7K -118 0.00 150.25 N/A N/A 0 0 28 3 2025-08-28 $19.90 $20.00 17.9% 5.1% 5.4% 10.6% 0.0% 8.3% 2.9% 1.7K -25.5K -118 0.00 150.68 N/A N/A 0 0 28 3 2025-08-29 $19.96 $20.00 18.3% 5.2% 5.2% 10.9% 2.5% 2.3% 23.0% 1.7K -26.2K -117 0.00 150.49 N/A N/A 3 0 28 3
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