PCH Options History — July 2024

In July 2024, PCH traded between $37.53 and $44.80. ATM implied volatility averaged 26.7%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 0.8% (HV 20d: 25.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 7.21.

Notable Days

  • 2024-07-17: Highest Volume — 187 contracts
  • 2024-07-03: Largest IV spike — 82.8% change
  • 2024-07-01: Highest IV Rank — 36.9%
  • 2024-07-01: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.66$37.53$44.80$37.86$44.49
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV26.7%19.4%36.4%36.4%19.4%
Expected Move7.4%5.6%10.4%10.4%5.6%
HV 20d25.9%16.6%33.2%16.8%31.0%
HV 60d21.4%17.8%23.9%21.2%23.9%
IV Rank19.6%6.7%36.9%36.9%6.7%
IV Percentile59.6%6.7%90.5%90.5%6.7%
Term Structure-0.2%-4.6%9.1%1.0%2.4%
VWIV27.1%19.5%50.4%19.7%19.5%
Skew 25d2.8%-0.1%6.2%-0.1%2.6%
Skew 10d2.2%-4.6%14.8%-3.3%4.1%
Call IV 25d23.3%16.8%27.2%26.1%18.8%
Put IV 25d26.2%18.7%33.3%26.0%21.4%
Bid-Ask Spread %91.4072.78108.16102.1995.52
Gamma HHI0.590.430.790.730.73
Net GEX-20.0K-147.1K114.1K-45.0K114.1K
Net DEX193.9K-865.5K886.8K886.8K-862.6K
Net VEX-2.6K-3.9K-1.5K-1.5K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.210.00100.0013.000.33
Total Volume51.72721871493
Total OI864.9556721,0616721,061

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$37.86$40.0036.4%10.4%16.8%36.9%19.7%-0.1%1.0%-45.0K886.8K-1.5K13.00102.19N/AN/A113333339
2024-07-02$37.89$40.0019.9%5.7%16.9%7.4%0.0%1.9%9.1%-46.0K839.9K-1.6K0.42108.16N/AN/A125334341
2024-07-03$37.53$40.0036.3%10.4%16.8%36.7%0.0%3.3%6.1%-38.0K803.5K-1.7K0.0093.56N/AN/A09344346
2024-07-05$37.65$40.0030.6%6.4%17.0%26.5%33.6%2.2%-0.2%-42.2K839.6K-1.7K0.0683.24N/AN/A1016344358
2024-07-08$37.86$40.0025.2%6.5%17.6%16.9%22.8%1.8%-0.2%-44.0K838.3K-1.7K1.3188.14N/AN/A1317445358
2024-07-09$37.60$40.0033.9%6.5%16.9%32.4%28.4%2.9%-0.2%-40.1K841.0K-1.8K0.2887.19N/AN/A185456373
2024-07-10$37.58$40.0023.3%6.7%16.6%13.5%30.2%2.6%-0.9%-38.6K817.2K-1.9K0.0788.30N/AN/A594474376
2024-07-11$39.53$40.0022.8%6.5%25.7%12.7%24.3%0.7%-0.2%-112.9K580.1K-2.3K0.1493.58N/AN/A142474380
2024-07-12$39.73$40.0022.2%6.4%25.8%11.5%50.4%1.6%-0.0%-147.1K530.6K-2.3K3.8394.88N/AN/A623484381
2024-07-15$39.91$40.0024.7%7.1%25.5%16.1%27.2%2.9%-1.5%-136.9K419.9K-2.4K6.0085.80N/AN/A636493402
2024-07-16$41.47$40.0025.1%7.2%28.9%16.7%25.1%3.0%-1.5%-14.6K34.6K-2.8K14.7192.25N/AN/A7103499432
2024-07-17$42.74$40.0023.9%6.8%30.5%14.6%23.7%3.1%-1.3%-757-247.7K-3.3K0.0094.63N/AN/A1870505533
2024-07-18$42.41$40.0028.3%8.1%30.5%22.4%26.7%3.6%-1.5%-12.7K-159.6K-3.2K0.6793.64N/AN/A64494533
2024-07-19$42.19$40.0027.3%7.8%30.6%20.6%27.3%2.2%-0.2%19.2K-273.8K-3.0K0.6094.29N/AN/A53498533
2024-07-22$42.34$40.0029.1%8.3%30.6%23.8%23.3%4.7%-1.8%22.6K-260.3K-2.9K100.0072.78N/AN/A1100487286
2024-07-23$41.36$40.0027.7%7.9%31.9%21.4%24.7%4.6%-2.0%-12.2K70.8K-3.3K0.0087.28N/AN/A30488386
2024-07-24$40.94$40.0028.1%8.1%31.5%22.0%28.1%0.5%-1.7%-19.7K151.9K-3.3K0.0089.42N/AN/A02490386
2024-07-25$42.14$40.0030.2%8.7%32.6%25.8%25.4%3.7%-2.6%5.0K-84.6K-3.4K0.0094.44N/AN/A30490388
2024-07-26$43.13$40.0024.8%7.1%33.2%16.2%32.1%5.9%-2.1%24.9K-291.5K-3.3K1.6789.80N/AN/A35492388
2024-07-29$43.27$40.0027.5%7.9%33.1%20.9%29.0%6.2%-4.6%30.2K-343.8K-3.3K0.3385.95N/AN/A9431497388
2024-07-30$44.80$40.0021.2%6.1%30.7%9.8%21.2%2.3%0.4%95.2K-865.5K-3.1K0.8695.85N/AN/A7464547393
2024-07-31$44.49$40.0019.4%5.6%31.0%6.7%19.5%2.6%2.4%114.1K-862.6K-3.9K0.3395.52N/AN/A7023613448