PCH Options History — November 2024

In November 2024, PCH traded between $41.34 and $45.14. ATM implied volatility averaged 27.1%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 0.2% (HV 20d: 26.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 2.20.

Notable Days

  • 2024-11-18: Highest Volume — 76 contracts
  • 2024-11-12: Largest IV spike — 66.0% change
  • 2024-11-06: Highest IV Rank — 55.7%
  • 2024-11-01: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.58$41.34$45.14$41.88$45.14
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV27.1%15.9%46.5%29.5%15.9%
Expected Move6.0%4.6%8.5%8.5%4.6%
HV 20d26.9%21.9%31.1%28.2%21.9%
HV 60d27.0%23.7%29.6%29.5%25.8%
IV Rank21.9%2.3%55.7%26.0%2.3%
IV Percentile48.2%1.2%97.6%82.9%1.2%
Term Structure-1.0%-4.3%1.5%-4.3%0.0%
VWIV19.7%16.8%21.4%17.8%16.8%
Skew 25d8.8%-0.1%37.5%9.5%26.8%
Skew 10d25.9%2.6%50.8%12.4%43.1%
Call IV 25d19.0%16.0%21.5%20.5%17.4%
Put IV 25d27.8%20.2%54.9%30.1%44.3%
Bid-Ask Spread %87.8273.5399.1273.5380.68
Gamma HHI0.480.430.560.470.56
Net GEX-155-53.9K58.9K-24.1K58.9K
Net DEX-212.7K-918.7K192.7K29.2K-918.7K
Net VEX-5.5K-5.9K-5.0K-5.9K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.200.0026.000.001.50
Total Volume20.55276610
Total OI1,161.158471,3691,313998

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$41.88$40.0029.5%8.5%28.2%26.0%17.8%9.5%-4.3%-24.1K29.2K-5.9K0.0073.53N/AN/A60628685
2024-11-04$42.41$40.0033.3%7.5%28.6%32.6%20.4%5.2%-3.0%-10.4K-134.2K-5.8K0.2088.58N/AN/A51632685
2024-11-05$42.17$40.0033.5%7.3%28.6%32.9%0.0%5.7%-2.6%-15.9K-78.6K-5.7K0.0085.52N/AN/A20635685
2024-11-06$42.19$40.0046.5%6.1%27.7%55.7%0.0%3.2%0.7%-19.2K-90.7K-5.3K0.0096.63N/AN/A150634685
2024-11-07$42.55$40.0043.8%5.6%27.9%50.9%17.6%3.5%1.5%-2.4K-251.5K-5.5K0.0377.48N/AN/A371640685
2024-11-08$42.52$40.0045.8%5.3%27.8%54.4%0.0%2.1%0.7%-6.9K-222.7K-5.4K1.0091.90N/AN/A44647684
2024-11-11$42.42$40.0026.8%6.3%27.8%21.2%19.6%2.4%-0.7%1.1K-269.7K-5.0K1.0075.59N/AN/A11643686
2024-11-12$41.34$40.0044.4%5.9%28.0%52.1%20.7%5.0%0.7%-53.9K153.2K-5.1K7.0095.89N/AN/A535643686
2024-11-13$41.61$40.0020.3%5.8%28.2%9.9%0.0%2.7%1.0%-43.0K18.1K-5.3K0.0098.53N/AN/A410646719
2024-11-14$41.73$40.0021.1%6.1%28.1%11.4%21.2%2.0%-2.3%-32.1K192.7K-5.4K0.1091.58N/AN/A202629719
2024-11-15$41.78$40.0021.1%6.0%27.6%11.3%0.0%0.7%-1.5%-2.5K-55.9K-5.4K3.6475.02N/AN/A1140649720
2024-11-18$41.76$40.0021.3%6.1%26.2%11.6%21.2%2.1%-1.8%-6863.8K-5.3K0.3686.90N/AN/A5620421426
2024-11-19$41.72$40.0021.0%6.0%25.5%11.3%21.0%-0.1%-1.6%1.1K-1.7K-5.7K26.0088.77N/AN/A126472445
2024-11-20$41.55$40.0020.7%5.9%25.5%10.7%0.0%5.3%-0.7%-10.2K63.4K-5.6K0.0097.42N/AN/A60473472
2024-11-21$41.83$40.0020.9%6.0%25.3%11.1%21.1%0.3%-1.7%-3.4K-26.3K-5.7K2.6799.12N/AN/A38479472
2024-11-22$42.84$40.0025.7%7.4%26.6%19.3%18.9%5.8%-2.2%12.3K-283.8K-5.7K0.0086.36N/AN/A60482480
2024-11-25$44.86$40.0018.0%5.2%31.1%6.0%18.1%26.2%-0.7%46.2K-822.5K-5.4K0.1284.44N/AN/A172486482
2024-11-26$44.50$40.0016.4%4.7%25.9%3.1%21.4%37.5%0.0%48.8K-732.3K-5.4K0.3894.14N/AN/A83498484
2024-11-27$44.86$40.0016.8%4.8%22.3%3.9%16.8%30.0%-0.7%53.2K-825.2K-5.4K0.0088.42N/AN/A140502486
2024-11-29$45.14$40.0015.9%4.6%21.9%2.3%0.0%26.8%0.0%58.9K-918.7K-5.4K1.5080.68N/AN/A46512486