PCH Options History — December 2024

In December 2024, PCH traded between $38.62 and $44.49. ATM implied volatility averaged 19.4%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 8.5% (HV 20d: 27.8%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2024-12-23: Highest Volume — 188 contracts
  • 2024-12-10: Largest IV spike — 114.1% change
  • 2024-12-10: Highest IV Rank — 44.7%
  • 2024-12-13: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.52$38.62$44.49$44.14$39.21
Max Pain$42.14$40.00$45.00$40.00$40.00
ATM IV19.4%15.2%40.2%15.2%17.3%
Expected Move5.3%4.4%7.4%4.4%4.9%
HV 20d27.8%23.6%34.6%23.8%28.1%
HV 60d25.2%22.5%26.9%26.2%26.9%
IV Rank8.3%1.1%44.7%1.1%4.7%
IV Percentile17.5%0.4%95.2%0.4%8.3%
Term Structure1.8%-1.4%4.0%0.1%3.3%
VWIV22.2%15.6%60.0%15.6%17.7%
Skew 25d7.8%-3.4%36.5%36.5%11.4%
Skew 10d11.7%-4.5%64.0%48.5%14.6%
Call IV 25d19.7%16.2%37.5%20.2%18.2%
Put IV 25d27.6%16.9%71.8%56.7%29.5%
Bid-Ask Spread %83.5662.96104.8385.8865.90
Gamma HHI0.510.440.570.540.49
Net GEX4.0K-57.4K57.7K51.8K-30.8K
Net DEX-2.0K-762.6K854.3K-618.0K468.8K
Net VEX-4.8K-5.5K-3.9K-5.4K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.005.200.001.17
Total Volume23.57101882026
Total OI1,027.6199841,0821,0021,082

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$44.14$40.0015.2%4.4%23.8%1.1%15.6%36.5%0.1%51.8K-618.0K-5.4K0.0085.88N/AN/A200516486
2024-12-03$44.04$40.0016.4%4.7%23.6%3.2%0.0%35.2%-0.4%48.0K-639.0K-5.5K0.0087.82N/AN/A10527486
2024-12-04$43.66$40.0018.0%5.2%23.7%5.9%60.0%34.3%-1.4%39.4K-536.8K-5.2K0.5097.09N/AN/A21528486
2024-12-05$43.68$45.0016.5%4.7%23.7%3.3%0.0%3.3%2.8%41.6K-551.3K-5.4K0.0072.09N/AN/A01530486
2024-12-06$44.14$45.0016.6%4.9%23.8%3.5%17.1%26.6%2.3%50.4K-660.9K-5.2K1.00103.16N/AN/A22530486
2024-12-09$44.49$45.0018.8%4.8%23.9%7.3%0.0%4.3%3.0%57.7K-762.6K-5.2K0.0082.14N/AN/A10531485
2024-12-10$43.11$45.0040.2%7.2%26.7%44.7%20.5%-3.0%-1.3%29.6K-405.9K-5.2K0.0092.23N/AN/A160531485
2024-12-11$43.97$45.0017.2%4.9%25.6%4.6%0.0%3.9%2.2%50.6K-633.3K-5.2K0.0070.97N/AN/A01539485
2024-12-12$43.19$45.0016.6%4.7%26.6%3.4%0.0%0.8%2.5%35.1K-440.9K-5.2K0.0076.49N/AN/A00539486
2024-12-13$42.75$45.0025.8%7.4%26.9%19.6%0.0%4.9%1.3%21.8K-315.0K-5.1K0.0062.96N/AN/A06539486
2024-12-16$42.12$45.0020.3%5.8%27.5%9.9%0.0%1.6%2.5%9.4K-145.3K-5.0K0.0091.06N/AN/A100523489
2024-12-17$41.23$45.0020.0%5.7%28.6%9.4%20.0%-1.6%2.1%-6.0K27.2K-4.8K5.2078.62N/AN/A1052533489
2024-12-18$39.01$40.0021.3%6.1%34.5%11.6%0.0%6.0%1.1%-57.4K854.3K-4.2K1.2097.65N/AN/A56533533
2024-12-19$38.63$40.0021.1%6.0%34.6%11.3%21.1%-3.4%1.2%-45.1K846.6K-4.1K0.43103.52N/AN/A73537536
2024-12-20$38.62$40.0019.0%5.4%34.4%7.7%19.0%-2.3%2.1%-35.9K804.3K-3.9K0.25104.83N/AN/A328542488
2024-12-23$39.50$40.0017.5%5.0%34.3%5.2%17.6%1.2%2.8%-36.3K490.2K-4.2K0.0279.19N/AN/A1844537447
2024-12-24$39.56$40.0015.8%4.5%28.9%2.0%0.0%1.4%4.0%-38.2K479.7K-4.2K0.0084.36N/AN/A40554449
2024-12-26$39.10$40.0018.1%5.2%28.9%6.1%18.1%0.9%2.1%-39.8K583.7K-4.0K0.0071.11N/AN/A680558449
2024-12-27$38.87$40.0017.3%5.0%28.4%4.7%17.4%0.9%2.5%-30.8K553.7K-4.2K0.0071.41N/AN/A30617449
2024-12-30$38.90$40.0017.5%5.0%28.1%5.1%17.7%1.8%2.8%-31.6K557.7K-4.1K1.0076.25N/AN/A1010619449
2024-12-31$39.21$40.0017.3%4.9%28.1%4.7%0.0%11.4%3.3%-30.8K468.8K-4.4K1.1765.90N/AN/A1214623459