PCH Options History — June 2024

In June 2024, PCH traded between $38.95 and $42.84. ATM implied volatility averaged 20.4%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.4% (HV 20d: 14.0%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 2.11.

Notable Days

  • 2024-06-14: Highest Volume — 105 contracts
  • 2024-06-04: Largest IV spike — 30.9% change
  • 2024-06-04: Highest IV Rank — 19.9%
  • 2024-06-06: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.78$38.95$42.84$42.83$39.32
Max Pain$41.58$40.00$45.00$45.00$40.00
ATM IV20.4%15.9%26.9%20.5%18.3%
Expected Move6.0%5.2%8.0%5.9%5.2%
HV 20d14.0%12.5%16.0%16.0%13.1%
HV 60d20.3%19.8%21.3%21.3%20.0%
IV Rank8.4%0.4%19.9%8.6%4.6%
IV Percentile12.9%0.4%63.5%7.9%4.8%
Term Structure2.9%2.0%4.3%4.0%4.0%
VWIV19.6%18.0%20.9%18.0%18.9%
Skew 25d2.3%-1.7%10.1%1.7%0.7%
Skew 10d3.8%-4.0%17.1%7.9%-0.2%
Call IV 25d18.1%14.9%21.1%21.1%19.8%
Put IV 25d20.4%17.8%25.4%22.8%20.5%
Bid-Ask Spread %90.7475.03110.15104.89102.12
Gamma HHI0.670.460.810.710.77
Net GEX-66.2K-84.3K-26.0K-67.5K-77.8K
Net DEX1.2M539.4K2.1M1.4M611.6K
Net VEX-3.6K-5.4K-2.1K-5.4K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.110.0020.000.000.75
Total Volume20.737010561
Total OI857.7376571,059921671

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$42.83$45.0020.5%5.9%16.0%8.6%0.0%1.7%4.0%-67.5K1.4M-5.4K0.00104.89N/AN/A60293628
2024-06-04$42.84$45.0026.9%7.7%14.4%19.9%0.0%2.8%4.3%-67.4K1.4M-5.4K0.00110.15N/AN/A40299628
2024-06-05$42.81$45.0024.7%7.1%14.4%16.0%0.0%10.1%3.7%-67.1K1.4M-5.4K0.0082.80N/AN/A00303628
2024-06-06$42.51$45.0020.4%8.0%14.6%8.3%0.0%4.1%3.3%-66.1K1.5M-5.0K0.0075.03N/AN/A00303628
2024-06-07$41.72$45.0015.9%5.8%15.2%0.4%18.0%2.0%2.5%-64.5K1.6M-4.7K0.1078.30N/AN/A101303628
2024-06-10$41.12$45.0020.8%6.0%15.7%9.0%20.8%1.2%2.3%-57.4K1.7M-4.3K0.0093.32N/AN/A076304629
2024-06-11$41.09$40.0021.4%6.0%14.0%10.2%20.9%1.5%2.9%-72.7K1.8M-4.6K0.0084.94N/AN/A051304704
2024-06-12$40.92$40.0020.5%5.9%13.4%8.6%0.0%5.3%2.4%-83.7K1.9M-4.5K0.0091.03N/AN/A10304755
2024-06-13$40.38$40.0020.3%5.8%13.5%8.3%0.0%3.1%2.2%-79.9K2.1M-3.9K0.0091.13N/AN/A023304755
2024-06-14$40.23$40.0020.7%5.9%13.5%9.0%20.7%3.0%2.0%-43.8K871.7K-2.6K20.0090.27N/AN/A5100304425
2024-06-17$40.64$40.0021.1%6.0%14.4%9.6%0.0%4.3%2.1%-68.4K956.7K-3.1K0.2091.50N/AN/A102307525
2024-06-18$40.31$40.0020.6%5.9%14.5%8.8%0.0%2.9%2.1%-71.3K1.0M-3.0K0.0089.30N/AN/A290311523
2024-06-20$40.22$40.0020.4%5.9%13.8%8.4%0.0%2.5%2.7%-48.7K975.2K-3.0K0.10102.06N/AN/A101336523
2024-06-21$40.17$40.0019.7%5.6%13.8%7.1%19.7%2.2%2.7%-26.0K963.2K-2.9K5.00101.47N/AN/A210342524
2024-06-24$40.18$40.0019.1%5.5%12.5%6.0%19.0%0.8%3.4%-84.3K1.0M-2.8K0.5075.95N/AN/A168312506
2024-06-25$39.51$40.0019.2%5.5%13.4%6.2%19.2%-1.1%2.7%-70.5K539.4K-2.2K0.6377.66N/AN/A85328329
2024-06-26$39.13$40.0018.9%5.4%13.4%5.7%18.9%-1.7%3.2%-70.7K629.6K-2.1K0.1491.26N/AN/A71329334
2024-06-27$38.95$40.0018.3%5.3%12.9%4.7%0.0%-1.5%3.7%-70.8K676.6K-2.1K0.7590.79N/AN/A43333335
2024-06-28$39.32$40.0018.3%5.2%13.1%4.6%0.0%0.7%4.0%-77.8K611.6K-2.2K0.00102.12N/AN/A01333338