PCH Options History — February 2023 In February 2023, PCH traded between $46.03 and $49.63. ATM implied volatility averaged 36.7%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 12.3% (HV 20d: 24.4%). Max pain ranged from $44.05 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.25.
Notable Days 2023-02-02 : Highest Volume — 37 contracts2023-02-21 : Largest IV spike — 30.2% change2023-02-28 : Highest IV Rank — 79.9%2023-02-28 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $47.52 $46.03 $49.63 $49.41 $46.48 Max Pain $44.95 $44.05 $45.00 $44.05 $45.00 ATM IV 36.7% 24.4% 50.4% 37.1% 50.4% Expected Move 10.3% 6.5% 14.4% 10.6% 14.4% HV 20d 24.4% 19.3% 29.1% 29.1% 19.3% HV 60d 28.1% 26.0% 31.4% 31.3% 26.0% IV Rank 49.2% 21.7% 79.9% 50.1% 79.9% IV Percentile 66.6% 14.7% 97.6% 79.4% 97.6% Term Structure -1.7% -20.0% 13.9% -11.6% -11.7% VWIV 29.5% 22.3% 40.7% 40.7% 22.3% Skew 25d 14.4% 7.8% 34.9% 7.8% 27.0% Skew 10d 17.2% -22.2% 60.0% 1.1% 12.4% Call IV 25d 23.8% 13.7% 29.5% 25.8% 18.8% Put IV 25d 38.2% 30.6% 48.6% 33.6% 45.8% Bid-Ask Spread % 108.50 102.51 114.95 108.38 113.14 Gamma HHI 0.35 0.22 0.55 0.39 0.24 Net GEX 44.3K 16.4K 68.1K 65.9K 23.5K Net DEX -722.1K -1.1M -394.4K -1.1M -521.8K Net VEX -3.4K -3.9K -2.7K -3.7K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.75 0.00 0.00 Total Volume 9.105 1 37 2 2 Total OI 717.263 454 833 777 527
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 2023-02-01 $49.41 $44.05 37.1% 10.6% 29.1% 50.1% 0.0% 7.8% -11.6% 65.9K -1.1M -3.7K 0.00 108.38 N/A N/A 2 0 528 249 2023-02-02 $49.63 $45.00 36.2% 11.1% 29.1% 48.2% 40.7% 12.5% -14.0% 66.3K -1.0M -3.3K 0.03 111.42 N/A N/A 36 1 530 249 2023-02-03 $48.95 $45.00 27.3% 7.6% 28.2% 28.1% 26.6% 8.0% 8.1% 67.6K -976.4K -3.8K 1.75 102.51 N/A N/A 4 7 557 248 2023-02-06 $47.56 $45.00 35.2% 6.5% 28.7% 46.0% 24.1% 10.9% 10.1% 45.7K -689.5K -3.5K 0.00 102.74 N/A N/A 1 0 557 255 2023-02-07 $47.81 $45.00 42.6% 10.8% 28.5% 62.4% 36.7% 8.0% -1.0% 68.1K -1.1M -3.8K 1.00 106.77 N/A N/A 1 1 558 255 2023-02-08 $47.72 $45.00 38.3% 11.0% 25.7% 52.9% 35.2% 9.2% -2.9% 51.3K -924.8K -3.9K 0.00 107.95 N/A N/A 6 0 559 254 2023-02-09 $47.51 $45.00 30.9% 8.9% 23.7% 36.2% 0.0% 8.5% 2.1% 48.3K -764.0K -3.7K 0.29 110.43 N/A N/A 7 2 565 254 2023-02-10 $47.72 $45.00 30.1% 8.6% 23.7% 34.3% 0.0% 18.8% 2.3% 51.4K -813.1K -3.5K 0.00 114.95 N/A N/A 2 0 572 254 2023-02-13 $48.03 $45.00 29.7% 8.5% 23.5% 33.5% 0.0% 8.1% 1.2% 56.4K -813.1K -3.4K 0.00 108.34 N/A N/A 1 0 574 254 2023-02-14 $47.88 $45.00 28.7% 8.2% 23.2% 31.3% 0.0% 7.9% 8.1% 60.9K -728.0K -3.2K 0.00 112.38 N/A N/A 9 0 574 254 2023-02-15 $48.39 $45.00 24.4% 7.0% 23.3% 21.7% 31.2% 9.1% 13.9% 64.8K -846.3K -3.2K 0.20 110.70 N/A N/A 5 1 579 254 2023-02-16 $47.84 $45.00 28.4% 8.2% 23.9% 30.7% 26.0% 11.4% 10.1% 52.6K -755.9K -3.4K 0.00 107.79 N/A N/A 5 0 577 254 2023-02-17 $47.10 $45.00 34.2% 9.8% 22.6% 43.6% 28.3% 16.9% -0.0% 17.9K -540.6K -3.2K 0.10 111.39 N/A N/A 10 1 578 254 2023-02-21 $46.03 $45.00 44.5% 12.8% 23.1% 66.7% 0.0% 17.4% -8.8% 16.4K -394.4K -3.0K 0.31 105.14 N/A N/A 26 8 293 161 2023-02-22 $46.06 $45.00 40.7% 11.7% 22.9% 58.2% 23.5% 13.2% -3.2% 19.0K -440.2K -3.6K 0.00 103.55 N/A N/A 21 0 326 169 2023-02-23 $46.55 $45.00 45.9% 13.2% 23.1% 69.9% 22.3% 16.9% -20.0% 23.2K -468.0K -3.4K 0.00 103.34 N/A N/A 2 0 347 169 2023-02-24 $46.06 $45.00 44.2% 12.7% 21.5% 66.2% 0.0% 34.9% -7.2% 20.6K -426.1K -3.1K 1.00 110.62 N/A N/A 5 5 346 169 2023-02-27 $46.23 $45.00 48.0% 13.8% 19.8% 74.6% 0.0% 28.2% -8.5% 20.9K -457.1K -3.4K 0.00 110.04 N/A N/A 2 0 351 174 2023-02-28 $46.48 $45.00 50.4% 14.4% 19.3% 79.9% 0.0% 27.0% -11.7% 23.5K -521.8K -2.7K 0.00 113.14 N/A N/A 2 0 353 174
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