PCH Options History — September 2023 In September 2023, PCH traded between $45.02 and $47.52. ATM implied volatility averaged 23.1%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.7% (HV 20d: 19.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2023-09-14 : Highest Volume — 67 contracts2023-09-12 : Largest IV spike — 62.8% change2023-09-12 : Highest IV Rank — 28.3%2023-09-27 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.99 $45.02 $47.52 $47.34 $45.35 Max Pain $49.00 $45.00 $50.00 $50.00 $45.00 ATM IV 23.1% 17.7% 33.9% 21.3% 22.8% Expected Move 6.3% 5.1% 7.0% 6.1% 6.5% HV 20d 19.4% 17.9% 21.9% 19.8% 17.9% HV 60d 19.8% 18.6% 21.1% 20.4% 18.6% IV Rank 9.9% 0.7% 28.3% 6.8% 9.3% IV Percentile 9.7% 0.4% 48.8% 3.2% 9.5% Term Structure 2.9% 1.9% 3.6% 1.9% 3.6% VWIV 19.4% 11.2% 22.6% 22.6% 22.6% Skew 25d 5.2% 2.2% 10.0% 5.4% 2.2% Skew 10d 9.0% 2.4% 18.7% 18.7% 2.4% Call IV 25d 19.1% 15.0% 21.6% 16.2% 19.3% Put IV 25d 24.3% 20.5% 29.3% 21.7% 21.5% Bid-Ask Spread % 96.89 90.91 106.07 106.07 96.04 Gamma HHI 0.60 0.52 0.67 0.57 0.59 Net GEX 53.3K 35.1K 76.3K 55.8K 65.9K Net DEX -327.4K -629.7K -136.9K -436.2K -449.7K Net VEX -3.3K -4.3K -2.9K -4.1K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 0.75 0.00 0.00 Total Volume 12.25 0 67 9 0 Total OI 762.55 717 827 717 824
Daily Data (20 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 2023-09-01 $47.34 $50.00 21.3% 6.1% 19.8% 6.8% 0.0% 5.4% 1.9% 55.8K -436.2K -4.1K 0.00 106.07 N/A N/A 9 0 609 108 2023-09-05 $46.05 $50.00 25.7% 6.6% 21.2% 14.3% 22.6% 3.7% 2.7% 40.1K -198.2K -3.3K 0.63 90.91 N/A N/A 8 5 610 108 2023-09-06 $46.08 $50.00 25.2% 6.4% 21.0% 13.5% 0.0% 3.8% 3.2% 43.4K -213.8K -3.3K 0.00 91.67 N/A N/A 4 0 616 111 2023-09-07 $46.04 $50.00 25.0% 6.5% 21.0% 13.1% 0.0% 3.4% 3.1% 38.9K -199.8K -3.2K 0.00 93.00 N/A N/A 1 0 616 111 2023-09-08 $46.04 $50.00 23.3% 6.3% 20.1% 10.3% 0.0% 2.9% 3.2% 38.7K -166.2K -3.2K 0.00 95.17 N/A N/A 5 0 617 111 2023-09-11 $46.01 $50.00 20.8% 6.1% 19.0% 5.9% 0.0% 4.6% 3.4% 35.1K -136.9K -2.9K 0.00 95.60 N/A N/A 13 0 612 111 2023-09-12 $46.20 $50.00 33.9% 6.2% 19.2% 28.3% 0.0% 3.8% 3.0% 39.3K -185.2K -2.9K 0.00 97.32 N/A N/A 6 0 609 111 2023-09-13 $46.13 $50.00 20.9% 6.0% 18.0% 6.2% 0.0% 3.3% 3.5% 39.7K -174.3K -2.9K 0.00 101.67 N/A N/A 27 0 610 111 2023-09-14 $47.36 $50.00 21.1% 6.0% 20.6% 6.4% 20.4% 2.5% 3.2% 69.0K -494.9K -3.8K 0.08 96.57 N/A N/A 62 5 618 111 2023-09-15 $47.52 $50.00 17.7% 5.1% 19.1% 0.7% 18.1% 3.5% 3.6% 75.6K -629.7K -4.3K 0.00 96.05 N/A N/A 17 0 680 116 2023-09-18 $47.27 $50.00 22.3% 6.4% 19.2% 8.4% 18.2% 2.7% 2.1% 76.3K -569.2K -4.0K 0.17 91.06 N/A N/A 24 4 652 103 2023-09-19 $46.30 $50.00 21.8% 6.3% 20.6% 7.7% 0.0% 3.1% 3.2% 64.4K -374.6K -3.7K 0.00 94.84 N/A N/A 8 0 676 103 2023-09-20 $45.33 $50.00 21.7% 6.2% 21.9% 7.5% 11.2% 5.5% 2.7% 48.5K -194.7K -3.1K 0.00 99.32 N/A N/A 21 0 678 103 2023-09-21 $45.02 $50.00 22.6% 6.5% 18.4% 8.9% 22.6% 7.8% 2.4% 47.2K -267.2K -2.9K 0.00 93.69 N/A N/A 2 0 693 80 2023-09-22 $45.09 $50.00 21.6% 6.2% 18.4% 7.3% 0.0% 8.4% 3.3% 48.1K -280.1K -2.9K 0.75 103.78 N/A N/A 4 3 694 80 2023-09-25 $45.08 $50.00 22.6% 6.5% 18.4% 9.1% 22.6% 9.4% 3.0% 47.8K -279.9K -2.9K 0.27 102.19 N/A N/A 11 3 698 82 2023-09-26 $45.09 $45.00 24.2% 6.9% 17.9% 11.8% 0.0% 8.1% 2.1% 62.6K -414.7K -3.3K 0.00 99.60 N/A N/A 1 0 743 84 2023-09-27 $45.34 $45.00 24.4% 7.0% 18.1% 12.0% 0.0% 10.0% 2.4% 65.9K -464.7K -3.3K 0.00 95.49 N/A N/A 0 0 742 84 2023-09-28 $45.16 $45.00 23.5% 6.7% 18.0% 10.6% 0.0% 9.3% 2.8% 62.9K -417.8K -3.3K 0.00 97.72 N/A N/A 2 0 742 84 2023-09-29 $45.35 $45.00 22.8% 6.5% 17.9% 9.3% 0.0% 2.2% 3.6% 65.9K -449.7K -3.2K 0.00 96.04 N/A N/A 0 0 740 84
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