PCH Options History — October 2022

In October 2022, PCH traded between $42.11 and $44.96. ATM implied volatility averaged 35.0%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 1.6% (HV 20d: 33.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 4.09.

Notable Days

  • 2022-10-25: Highest Volume — 674 contracts
  • 2022-10-04: Largest IV drop — 19.1% change
  • 2022-10-24: Highest IV Rank — 67.0%
  • 2022-10-24: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.59$42.11$44.96$42.11$44.60
Max Pain$41.67$40.00$45.00$45.00$45.00
ATM IV35.0%30.3%38.6%38.0%35.7%
Expected Move10.2%8.7%11.1%10.9%10.2%
HV 20d33.4%25.6%41.5%41.3%25.6%
HV 60d31.7%30.6%32.7%31.2%31.9%
IV Rank56.9%43.8%67.0%65.4%58.8%
IV Percentile85.8%69.0%96.8%96.0%86.5%
Term Structure-2.3%-7.9%3.0%0.7%-1.6%
VWIV38.3%31.1%42.5%34.1%41.6%
Skew 25d6.6%1.1%8.3%5.5%7.3%
Skew 10d13.6%3.0%19.8%18.6%12.2%
Call IV 25d34.3%30.6%37.4%32.5%34.9%
Put IV 25d41.0%36.4%44.3%38.0%42.2%
Bid-Ask Spread %81.8366.1595.4393.0880.45
Gamma HHI0.410.330.510.490.44
Net GEX-32.1K-111.0K32.4K-44.2K-107.3K
Net DEX-614.5K-1.3M105.0K-278.1K-140.9K
Net VEX-4.4K-5.9K-3.6K-4.9K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.090.3410.000.690.68
Total Volume374.905113674113143
Total OI1,637.3331,4882,0801,5912,057

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$42.11$45.0038.0%10.9%41.3%65.4%34.1%5.5%0.7%-44.2K-278.1K-4.9K0.6993.08N/AN/A6746721870
2022-10-04$42.67$45.0030.7%8.8%41.5%45.0%31.7%6.2%2.9%-37.8K-456.4K-4.7K9.0293.29N/AN/A64577723871
2022-10-05$42.73$45.0030.3%8.7%41.0%43.8%31.1%5.8%3.0%-22.9K-620.5K-4.2K8.7494.60N/AN/A66577738750
2022-10-06$42.87$40.0031.6%9.9%41.1%47.3%39.0%6.6%-2.2%-20.7K-648.8K-4.2K7.8073.86N/AN/A74577741750
2022-10-07$42.55$40.0031.9%10.1%39.9%48.3%39.6%7.0%-2.3%-24.4K-541.7K-4.2K10.0079.69N/AN/A58580741750
2022-10-10$42.74$40.0033.3%10.4%39.5%52.3%41.1%7.7%-3.3%-21.8K-620.3K-4.1K10.0095.43N/AN/A58580741750
2022-10-11$43.24$40.0034.9%10.8%35.2%56.6%42.2%5.9%-3.9%-13.4K-718.0K-4.1K8.7779.08N/AN/A66579742750
2022-10-12$42.73$40.0037.5%10.8%34.4%64.2%42.5%7.2%-4.0%-20.6K-608.5K-4.0K8.7777.11N/AN/A66579751750
2022-10-13$43.56$40.0036.4%10.4%34.3%60.9%42.1%7.3%-3.6%-4.3K-775.5K-3.8K8.9774.31N/AN/A66592751750
2022-10-14$42.74$40.0036.7%10.5%32.3%61.9%40.3%6.4%-3.2%-22.1K-567.4K-3.8K1.3981.28N/AN/A6489753763
2022-10-17$42.62$40.0035.8%10.3%31.3%59.3%40.7%6.5%-3.2%-29.9K-520.0K-3.6K1.2383.04N/AN/A6479755765
2022-10-18$44.84$40.0037.2%10.7%31.5%63.3%38.0%7.8%-3.7%32.4K-1.1M-3.6K0.5582.02N/AN/A13373755769
2022-10-19$44.00$40.0037.1%10.6%32.3%63.0%36.7%7.3%-3.7%15.2K-894.5K-4.0K0.4779.74N/AN/A14367804800
2022-10-20$43.86$40.0038.1%10.9%32.2%65.6%37.2%7.1%-2.8%1.0K-863.5K-4.1K0.5777.27N/AN/A11767804799
2022-10-21$44.41$40.0037.7%10.8%29.5%64.5%37.6%8.3%-2.6%-28.4K-838.8K-3.8K0.3477.91N/AN/A19767805799
2022-10-24$44.48$40.0038.6%11.1%28.3%67.0%40.6%8.1%-3.5%-11.3K-1.1M-4.1K0.4366.15N/AN/A10445769756
2022-10-25$44.91$40.0032.5%9.3%28.3%49.9%32.8%6.3%-7.9%2.2K-1.3M-3.7K5.4279.58N/AN/A105569801768
2022-10-26$44.09$45.0032.7%9.4%28.4%50.6%36.3%1.1%-0.9%-111.0K105.0K-5.9K0.6580.25N/AN/A108708071,264
2022-10-27$44.66$45.0033.7%9.7%27.4%53.4%37.3%7.0%-0.9%-104.2K-156.2K-5.8K0.7388.31N/AN/A95698031,268
2022-10-28$44.96$45.0034.2%9.8%26.1%54.7%42.0%7.1%-1.3%-101.6K-273.4K-5.7K0.7781.93N/AN/A75588041,276
2022-10-31$44.60$45.0035.7%10.2%25.6%58.8%41.6%7.3%-1.6%-107.3K-140.9K-5.4K0.6880.45N/AN/A85588051,252