PCH Options History — April 2024

In April 2024, PCH traded between $40.04 and $46.61. ATM implied volatility averaged 26.0%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 2.5% (HV 20d: 23.6%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.25.

Notable Days

  • 2024-04-30: Highest Volume — 124 contracts
  • 2024-04-30: Largest IV drop — 20.8% change
  • 2024-04-29: Highest IV Rank — 23.7%
  • 2024-04-29: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.14$40.04$46.61$46.61$40.04
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV26.0%20.9%30.9%20.9%24.5%
Expected Move7.6%6.0%8.9%6.0%7.0%
HV 20d23.6%17.4%26.8%24.4%24.9%
HV 60d22.0%19.9%23.3%19.9%22.8%
IV Rank15.4%6.7%23.7%6.7%12.8%
IV Percentile47.8%5.6%75.4%5.6%42.9%
Term Structure-1.2%-4.8%4.3%4.1%-1.1%
VWIV29.4%20.8%58.5%20.8%24.6%
Skew 25d2.6%-1.5%4.9%-0.5%2.1%
Skew 10d2.6%-5.5%9.8%-1.6%3.4%
Call IV 25d25.0%18.5%31.7%22.6%23.5%
Put IV 25d27.6%21.4%32.0%22.1%25.6%
Bid-Ask Spread %81.0570.3996.2872.4790.08
Gamma HHI0.480.400.560.430.49
Net GEX-57.5K-109.3K-21.8K-21.8K-64.8K
Net DEX1.3M527.7K2.1M527.7K1.9M
Net VEX-6.7K-8.2K-4.1K-8.2K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.250.0034.000.000.04
Total Volume16.77311246124
Total OI1,234.1361,0781,3311,2831,108

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$46.61$45.0020.9%6.0%24.4%6.7%20.8%-0.5%4.1%-21.8K527.7K-8.2K0.0072.47N/AN/A60399884
2024-04-02$45.97$45.0021.4%6.1%21.2%7.6%0.0%3.2%4.0%-29.2K657.3K-8.2K0.0093.70N/AN/A70404884
2024-04-03$45.69$45.0020.9%6.0%18.5%6.7%0.0%2.8%4.3%-32.9K732.0K-8.1K1.0096.28N/AN/A44408884
2024-04-04$45.39$45.0023.2%7.5%18.4%10.6%26.2%3.9%-1.3%-35.8K788.1K-8.2K0.0076.02N/AN/A01412884
2024-04-05$45.35$45.0022.0%7.3%18.4%8.5%22.3%4.0%-0.7%-36.2K803.9K-8.1K1.0074.66N/AN/A11412885
2024-04-08$45.34$45.0022.0%7.3%17.4%8.6%0.0%4.9%-0.8%-36.1K805.1K-7.9K0.0075.34N/AN/A20413886
2024-04-09$46.25$45.0021.9%7.4%19.0%8.5%23.9%4.5%-1.4%-26.5K581.9K-8.1K0.2571.37N/AN/A41415888
2024-04-10$43.91$45.0025.0%7.2%25.7%13.6%26.3%1.1%-0.8%-52.4K1.1M-7.4K0.1083.52N/AN/A313415887
2024-04-11$44.52$45.0024.7%7.1%26.2%13.2%0.0%3.5%-0.3%-45.9K1.0M-7.5K0.0078.85N/AN/A60409890
2024-04-12$43.93$45.0026.4%7.6%24.7%16.1%29.6%3.3%-1.3%-49.6K1.1M-7.4K3.4075.02N/AN/A517413890
2024-04-15$43.16$45.0027.4%7.9%25.4%17.8%31.0%1.6%-2.3%-86.1K1.4M-7.3K0.0075.14N/AN/A016412892
2024-04-16$42.55$45.0026.7%7.7%25.7%16.6%30.3%2.3%-2.0%-94.2K1.5M-6.9K0.0083.25N/AN/A04412893
2024-04-17$41.38$45.0029.4%8.4%26.8%21.1%58.5%2.4%-2.7%-109.3K1.9M-6.0K0.2582.12N/AN/A41412898
2024-04-18$40.79$45.0028.6%8.2%25.4%19.8%0.0%4.8%-1.9%-108.5K2.1M-5.6K0.2088.70N/AN/A204417898
2024-04-19$40.90$45.0029.0%8.3%24.9%20.5%32.9%0.9%-2.3%-60.8K1.7M-5.5K0.0076.55N/AN/A40433898
2024-04-22$41.36$45.0029.8%8.6%25.6%21.9%29.3%3.4%-2.9%-62.0K1.6M-5.7K0.1882.86N/AN/A112417662
2024-04-23$41.52$45.0029.1%8.3%25.7%20.6%25.1%2.9%-2.4%-63.0K1.6M-5.8K0.0085.03N/AN/A60427664
2024-04-24$41.34$45.0029.5%8.5%25.6%21.3%29.5%2.4%-2.9%-63.9K1.6M-5.7K34.0084.22N/AN/A134428664
2024-04-25$41.12$45.0029.6%8.5%25.4%21.5%0.0%3.0%-2.8%-61.2K1.7M-5.6K0.0087.35N/AN/A50428653
2024-04-26$41.05$45.0029.4%8.4%24.7%21.1%29.4%2.0%-3.6%-61.5K1.7M-5.2K1.7580.21N/AN/A814425653
2024-04-29$40.82$45.0030.9%8.9%24.6%23.7%31.0%-1.5%-4.8%-63.7K1.7M-5.2K0.5070.39N/AN/A126430665
2024-04-30$40.04$45.0024.5%7.0%24.9%12.8%24.6%2.1%-1.1%-64.8K1.9M-4.1K0.0490.08N/AN/A1195440668