PCH Options History — April 2023 In April 2023, PCH traded between $45.22 and $49.55. ATM implied volatility averaged 33.0%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 8.5% (HV 20d: 24.5%). Max pain ranged from $39.05 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.54.
Notable Days 2023-04-24 : Highest Volume — 31 contracts2023-04-26 : Largest IV spike — 77.9% change2023-04-27 : Highest IV Rank — 88.3%2023-04-27 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $48.00 $45.22 $49.55 $48.35 $46.17 Max Pain $39.99 $39.05 $45.00 $45.00 $39.05 ATM IV 33.0% 23.3% 54.6% 25.4% 43.3% Expected Move 9.8% 6.7% 15.7% 7.3% 12.4% HV 20d 24.5% 21.8% 26.9% 26.8% 23.0% HV 60d 22.7% 21.6% 25.1% 25.1% 22.1% IV Rank 35.0% 9.4% 88.3% 23.8% 59.8% IV Percentile 46.2% 6.0% 98.8% 11.9% 88.5% Term Structure 1.9% -14.5% 23.5% 22.4% 2.9% VWIV 28.5% 15.5% 40.5% 32.3% 23.5% Skew 25d 12.5% 2.6% 28.6% 4.7% 21.2% Skew 10d 17.9% 6.7% 44.8% 14.8% 44.8% Call IV 25d 23.8% 15.5% 30.7% 26.6% 24.0% Put IV 25d 36.3% 28.0% 56.8% 31.3% 45.2% Bid-Ask Spread % 102.14 86.85 108.24 103.60 99.25 Gamma HHI 0.37 0.31 0.47 0.34 0.39 Net GEX 68.3K 22.7K 116.2K 71.1K 29.6K Net DEX -939.4K -1.3M -498.0K -1.0M -584.6K Net VEX -3.2K -4.0K -2.4K -4.0K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.00 3.00 0.67 0.00 Total Volume 7.474 0 31 0 1 Total OI 738.158 601 805 755 616
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 2023-04-03 $48.35 $45.00 25.4% 7.3% 26.8% 23.8% 0.0% 4.7% 22.4% 71.1K -1.0M -4.0K 0.00 103.60 N/A N/A 0 0 546 209 2023-04-04 $48.16 $45.00 34.5% 9.9% 26.9% 44.3% 0.0% 5.0% 9.1% 64.7K -930.0K -4.0K 0.00 108.05 N/A N/A 0 0 546 209 2023-04-05 $48.51 $45.00 26.1% 7.5% 25.1% 25.4% 32.3% 8.0% 9.0% 75.9K -1.1M -3.8K 0.67 108.24 N/A N/A 6 4 546 209 2023-04-06 $48.55 $39.05 24.7% 10.6% 25.1% 12.9% 40.1% 14.3% -11.0% 73.4K -1.0M -3.8K 0.67 102.38 N/A N/A 6 4 549 213 2023-04-10 $49.55 $39.05 28.3% 11.3% 26.0% 21.8% 26.4% 9.4% -12.5% 88.7K -1.3M -3.8K 0.86 105.37 N/A N/A 14 12 549 217 2023-04-11 $49.55 $39.05 36.8% 9.8% 25.8% 43.3% 15.5% 15.1% -3.2% 86.4K -1.3M -3.6K 0.00 106.12 N/A N/A 4 0 560 228 2023-04-12 $48.95 $39.05 36.3% 10.4% 26.0% 42.0% 35.9% 13.7% -7.9% 83.2K -1.2M -3.7K 0.33 106.47 N/A N/A 3 1 564 228 2023-04-13 $49.09 $39.05 35.4% 10.1% 25.7% 39.8% 0.0% 2.6% -4.1% 104.8K -1.1M -3.5K 0.00 103.45 N/A N/A 0 0 566 228 2023-04-14 $48.69 $39.05 33.4% 9.6% 24.7% 34.6% 0.0% 14.7% -4.4% 82.6K -1.2M -3.4K 0.00 99.52 N/A N/A 0 0 566 228 2023-04-17 $48.84 $39.05 31.5% 9.0% 24.4% 29.9% 0.0% 5.3% -2.2% 116.2K -963.4K -3.0K 0.30 103.48 N/A N/A 10 3 566 228 2023-04-18 $48.61 $39.05 34.6% 9.9% 24.4% 37.9% 32.5% 15.5% -8.9% 92.8K -1.1M -3.1K 3.00 104.24 N/A N/A 2 6 566 230 2023-04-19 $49.10 $39.05 35.1% 10.1% 24.6% 39.0% 17.6% 12.4% -2.9% 103.5K -1.3M -3.3K 0.00 105.09 N/A N/A 9 0 568 236 2023-04-20 $47.70 $39.05 26.6% 7.6% 23.0% 17.7% 22.6% 7.9% 6.2% 70.1K -849.1K -3.0K 0.00 105.65 N/A N/A 6 0 569 236 2023-04-21 $47.67 $39.05 30.9% 8.9% 22.2% 28.4% 40.5% 24.9% 5.9% 37.0K -712.8K -2.9K 0.33 86.85 N/A N/A 3 1 569 236 2023-04-24 $46.93 $39.05 23.3% 6.7% 23.0% 9.4% 26.8% 14.9% 23.5% 35.3K -639.5K -2.5K 1.58 102.45 N/A N/A 12 19 422 179 2023-04-25 $46.72 $39.05 23.8% 6.8% 21.8% 10.6% 22.6% 6.9% 23.1% 33.2K -609.4K -2.4K 0.00 94.25 N/A N/A 2 0 418 197 2023-04-26 $45.22 $39.05 42.4% 12.1% 23.7% 57.3% 36.7% 13.0% 5.5% 26.1K -536.7K -2.5K 0.38 97.14 N/A N/A 8 3 416 197 2023-04-27 $45.62 $39.05 54.6% 15.7% 22.8% 88.3% 26.8% 28.6% -14.5% 22.7K -498.0K -2.8K 0.00 99.01 N/A N/A 3 0 417 198 2023-04-28 $46.17 $39.05 43.3% 12.4% 23.0% 59.8% 23.5% 21.2% 2.9% 29.6K -584.6K -2.4K 0.00 99.25 N/A N/A 1 0 418 198
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