PCH Options History — October 2024

In October 2024, PCH traded between $40.41 and $44.77. ATM implied volatility averaged 24.7%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 4.4% (HV 20d: 20.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.33.

Notable Days

  • 2024-10-07: Highest Volume — 171 contracts
  • 2024-10-25: Largest IV spike — 27.6% change
  • 2024-10-28: Highest IV Rank — 31.8%
  • 2024-10-28: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.05$40.41$44.77$44.77$41.76
Max Pain$40.43$40.00$45.00$45.00$40.00
ATM IV24.7%19.1%32.8%21.2%28.6%
Expected Move7.3%6.0%9.4%6.1%8.2%
HV 20d20.3%13.7%28.3%27.5%28.1%
HV 60d29.0%26.9%31.6%31.4%29.6%
IV Rank17.6%7.9%31.8%11.6%24.5%
IV Percentile52.0%7.9%88.9%25.4%76.6%
Term Structure-2.7%-5.1%4.2%3.7%-3.6%
VWIV26.4%22.6%31.6%24.5%28.1%
Skew 25d5.0%0.1%9.8%0.1%9.8%
Skew 10d7.3%0.1%11.6%0.1%11.6%
Call IV 25d22.8%18.0%27.9%21.2%20.2%
Put IV 25d27.8%20.5%32.4%21.3%30.0%
Bid-Ask Spread %86.4866.40100.2582.3096.68
Gamma HHI0.630.440.860.850.50
Net GEX-138.8K-348.6K32.6K-334.2K-30.0K
Net DEX1.4M-370.8K3.7M1.4M106.7K
Net VEX-6.8K-10.2K-4.6K-10.2K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.330.0025.000.000.00
Total Volume40.69601711135
Total OI1,748.5221,0742,2072,0941,286

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$44.77$45.0021.2%6.1%27.5%11.6%0.0%0.1%3.7%-334.2K1.4M-10.2K0.0082.30N/AN/A1106241,470
2024-10-02$44.73$45.0020.8%6.0%26.7%10.8%0.0%2.5%4.2%-348.6K1.4M-9.9K0.0066.40N/AN/A026341,470
2024-10-03$44.14$40.0021.1%7.0%27.1%11.3%24.5%4.1%-2.8%-329.6K2.0M-9.5K0.4390.58N/AN/A736341,470
2024-10-04$44.00$40.0019.1%6.8%27.1%7.9%0.0%2.5%-2.3%-345.8K2.4M-9.1K0.0079.02N/AN/A006341,470
2024-10-07$43.63$40.0020.8%7.0%25.2%10.8%24.6%7.4%-3.1%-302.7K2.8M-8.2K0.1383.17N/AN/A151206341,470
2024-10-08$43.61$40.0020.6%7.0%22.2%10.5%24.3%7.3%-3.1%-289.4K2.7M-8.1K0.1882.73N/AN/A1127021,463
2024-10-09$42.72$40.0022.6%6.5%23.2%14.0%22.6%5.8%-1.8%-147.8K2.7M-8.1K0.0076.19N/AN/A16707031,462
2024-10-10$42.67$40.0023.2%6.6%14.4%15.0%28.2%4.7%-2.9%-168.4K2.9M-7.4K25.0088.13N/AN/A41006051,463
2024-10-11$43.01$40.0022.9%6.6%14.1%14.5%0.0%4.4%-2.5%-186.9K2.7M-7.8K0.0088.74N/AN/A006091,562
2024-10-14$43.03$40.0023.2%6.6%13.7%15.0%28.2%5.3%-2.9%-204.1K3.4M-6.4K0.3387.54N/AN/A936091,562
2024-10-15$43.88$40.0024.1%6.9%15.2%16.7%0.0%7.0%-3.3%-189.3K2.0M-7.2K0.0089.99N/AN/A006141,559
2024-10-16$43.99$40.0024.5%7.0%15.1%17.3%0.0%6.1%-3.7%-199.2K2.0M-6.7K0.0095.48N/AN/A006141,559
2024-10-17$43.48$40.0023.8%6.8%14.5%16.1%0.0%5.5%-2.9%-187.5K2.3M-6.3K0.0092.92N/AN/A0366141,559
2024-10-18$44.00$40.0024.0%6.9%15.4%16.4%24.0%6.4%-3.0%32.6K3.7M-5.3K0.0094.88N/AN/A706141,593
2024-10-21$42.87$40.0024.6%7.1%17.2%17.5%24.6%4.7%-3.8%20.4K-370.8K-5.2K0.0076.64N/AN/A190578496
2024-10-22$42.14$40.0029.1%8.4%17.7%25.4%0.0%3.1%-3.7%11.5K-221.2K-5.3K8.0088.20N/AN/A216592496
2024-10-23$42.09$40.0030.8%8.8%17.5%28.3%30.5%5.4%-4.2%9.9K-195.0K-5.5K1.0077.57N/AN/A11594512
2024-10-24$42.59$40.0024.9%7.1%17.9%17.9%0.0%5.4%-3.9%16.7K-309.5K-5.4K0.0095.08N/AN/A00595512
2024-10-25$42.30$40.0031.7%9.1%17.9%29.9%27.0%4.7%-4.9%12.2K-216.3K-5.3K1.5077.26N/AN/A23595512
2024-10-28$42.27$40.0032.8%9.4%17.9%31.8%31.6%4.5%-5.1%12.1K-204.9K-5.1K2.8879.86N/AN/A823597512
2024-10-29$40.41$40.0025.2%7.2%23.2%18.6%25.2%4.4%-3.3%-27.8K315.6K-4.6K7.0599.46N/AN/A19134607535
2024-10-30$42.08$40.0028.0%8.0%28.3%23.4%28.1%4.0%-3.4%-15.8K-61.2K-5.3K6.78100.25N/AN/A18122588633
2024-10-31$41.76$40.0028.6%8.2%28.1%24.5%0.0%9.8%-3.6%-30.0K106.7K-5.7K0.0096.68N/AN/A350601685