PCEF Options History — March 2026 In March 2026, PCEF traded between $18.30 and $20.05. ATM implied volatility averaged 203.0%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 191.6% (HV 20d: 11.4%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2026-03-20 : Highest Volume — 13 contracts2026-03-16 : Largest IV spike — 1540.2% change2026-03-16 : Highest IV Rank — 100.0%2026-03-30 : Largest Expected Move — 128.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.23 $18.30 $20.05 $20.05 $18.87 Max Pain $20.50 $19.00 $21.00 $19.00 $21.00 ATM IV 203.0% 22.5% 489.7% 36.7% 363.1% Expected Move 33.3% 5.8% 128.5% 10.5% 104.1% HV 20d 11.4% 7.4% 19.3% 7.4% 19.3% HV 60d 8.8% 6.6% 12.7% 6.6% 12.7% IV Rank 53.1% 9.6% 100.0% 16.6% 80.9% IV Percentile 78.8% 26.2% 100.0% 74.2% 98.8% Term Structure -6.8% -19.8% 13.3% -9.6% -17.8% VWIV 72.9% 36.3% 139.4% 36.3% 139.4% Skew 25d 4.3% -31.5% 27.1% -17.3% 7.3% Skew 10d 11.7% -12.5% 20.5% 2.0% 14.5% Call IV 25d 35.7% 11.6% 61.8% 30.4% 51.2% Put IV 25d 40.0% 10.9% 69.4% 13.1% 58.4% Bid-Ask Spread % 94.93 50.90 153.19 153.19 50.90 Gamma HHI 0.45 0.34 0.56 0.48 0.34 Net GEX 258 -319 1.8K 655 -280 Net DEX 5.9K -7.2K 25.9K -7.2K 8.2K Net VEX -40 -67 -10 -67 -25 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 1.105 0 13 0 0 Total OI 27.421 5 40 35 7
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 2026-03-02 $20.05 $19.00 36.7% 10.5% 7.4% 16.6% 0.0% -17.3% -9.6% 655 -7.2K -67 0.00 153.19 N/A N/A 0 0 17 18 2026-03-03 $19.84 $19.00 37.2% 10.7% 8.2% 16.9% 0.0% -31.5% -9.0% 735 -4.9K -65 0.00 152.05 N/A N/A 0 0 17 18 2026-03-04 $19.91 $19.00 22.5% 6.4% 8.3% 9.6% 0.0% -13.7% 3.4% 1.1K -6.7K -61 0.00 153.13 N/A N/A 0 0 17 18 2026-03-05 $19.76 $0.00 31.0% 5.8% 8.7% 13.8% 0.0% 6.5% 13.3% 770 -3.7K -62 0.00 135.12 N/A N/A 0 0 17 18 2026-03-06 $19.48 $0.00 33.0% 10.1% 9.8% 14.8% 36.3% 27.1% -6.7% 1.8K 2.9K -39 0.00 138.03 N/A N/A 0 1 17 18 2026-03-09 $19.34 $21.00 32.3% 9.8% 9.5% 14.5% 43.0% 26.7% 3.6% 433 3.2K -56 0.00 138.38 N/A N/A 0 3 17 19 2026-03-10 $19.48 $21.00 49.5% 9.5% 9.5% 23.0% 0.0% 19.0% -10.8% 359 6.4K -58 0.00 137.11 N/A N/A 0 0 17 22 2026-03-11 $19.52 $21.00 28.7% 8.2% 9.6% 12.7% 0.0% 7.3% 3.6% 343 5.0K -57 0.00 138.25 N/A N/A 0 0 17 22 2026-03-12 $19.30 $21.00 36.1% 0.0% 10.0% 16.3% 0.0% 5.9% -7.2% 169 8.1K -53 0.00 63.12 N/A N/A 0 0 17 22 2026-03-13 $19.19 $21.00 27.6% 7.4% 10.1% 12.2% 0.0% 2.4% -11.2% 82 10.3K -49 0.00 62.01 N/A N/A 0 1 17 22 2026-03-16 $19.34 $21.00 453.2% 10.5% 10.6% 100.0% 0.0% 6.2% -7.8% -319 14.7K -33 0.00 63.37 N/A N/A 0 0 17 23 2026-03-18 $19.32 $21.00 452.6% 10.3% 10.6% 100.0% 0.0% 6.8% -7.2% 371 12.0K -37 0.00 61.53 N/A N/A 0 0 17 23 2026-03-20 $18.82 $21.00 160.7% 15.0% 13.4% 78.1% 0.0% 7.6% -19.8% -243 25.9K -22 0.00 81.07 N/A N/A 0 13 17 23 2026-03-23 $18.88 $21.00 350.6% 10.8% 13.6% 100.0% 0.0% 8.0% -6.7% -299 9.9K -19 0.00 52.67 N/A N/A 0 0 0 7 2026-03-25 $19.00 $0.00 489.7% 11.2% 13.9% 100.0% 0.0% 1.1% -8.5% -207 6.5K -17 0.00 60.16 N/A N/A 0 0 0 5 2026-03-26 $18.69 $0.00 371.9% 106.6% 14.3% 100.0% 139.4% 3.2% -6.4% -206 6.9K -15 0.00 53.13 N/A N/A 1 0 0 5 2026-03-27 $18.36 $0.00 432.4% 124.0% 14.9% 100.0% 0.0% 5.8% -9.8% -185 7.1K -14 0.00 55.14 N/A N/A 0 0 0 5 2026-03-30 $18.30 $0.00 448.1% 128.5% 14.6% 100.0% 0.0% 3.4% -14.2% -169 7.6K -10 0.00 55.34 N/A N/A 0 2 0 5 2026-03-31 $18.87 $0.00 363.1% 104.1% 19.3% 80.9% 0.0% 7.3% -17.8% -280 8.2K -25 0.00 50.90 N/A N/A 0 0 0 7
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