PFFA Options History — February 2021 In February 2021, PFFA traded between $22.07 and $22.62. ATM implied volatility averaged 14.4%. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.2% (HV 20d: 10.2%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.26.
Notable Days 2021-02-25 : Highest Volume — 18 contracts2021-02-09 : Largest IV spike — 81.5% change2021-02-16 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $22.41 $22.07 $22.62 $22.07 $22.32 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 14.4% 6.1% 23.5% 11.1% 11.5% Expected Move 4.6% 3.2% 6.7% 3.2% 3.3% HV 20d 10.2% 7.7% 11.7% 11.7% 7.7% Term Structure 8.3% -1.8% 27.9% 2.4% 18.8% VWIV 15.3% 10.4% 23.5% 23.5% 11.8% Skew 25d 16.0% -52.0% 72.2% 19.3% 4.7% Skew 10d 33.6% -44.1% 142.3% 32.9% 8.0% Call IV 25d 11.6% 6.2% 71.9% 10.5% 8.3% Put IV 25d 27.6% 13.0% 81.7% 29.8% 13.0% Bid-Ask Spread % 137.94 126.03 173.33 127.01 131.30 Gamma HHI 0.71 0.50 0.92 0.68 0.92 Net GEX 9.2K -507 14.3K 3.7K 8.7K Net DEX -76.9K -107.3K -33.5K -46.4K -84.7K Net VEX -400 -492 -236 -407 -492 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 1.00 0.00 0.67 Total Volume 3.789 0 18 0 5 Total OI 108.579 55 142 106 142
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-01 $22.07 $22.00 11.1% 3.2% 11.7% 0.0% 0.0% 19.3% 2.4% 3.7K -46.4K -407 0.00 127.01 N/A N/A 0 0 83 23 2021-02-02 $22.22 $22.00 11.7% 3.4% 11.6% 0.0% 0.0% 61.2% 3.6% 5.2K -54.9K -413 0.00 126.03 N/A N/A 0 0 83 23 2021-02-03 $22.16 $22.00 12.1% 3.5% 11.3% 0.0% 0.0% 72.2% 2.1% 4.6K -52.8K -411 0.00 126.97 N/A N/A 0 0 83 23 2021-02-04 $22.30 $22.00 14.1% 3.7% 11.4% 0.0% 0.0% 5.7% -0.5% 6.7K -61.1K -403 0.00 156.83 N/A N/A 6 0 83 23 2021-02-05 $22.48 $22.00 6.1% 5.5% 11.6% 0.0% 0.0% 0.0% -1.6% 9.0K -33.9K -240 0.00 173.33 N/A N/A 0 0 52 3 2021-02-08 $22.47 $22.00 7.0% 5.4% 11.6% 0.0% 0.0% 0.0% -1.8% 8.9K -33.5K -236 0.00 171.43 N/A N/A 0 0 52 3 2021-02-09 $22.61 $22.00 12.7% 5.1% 11.5% 0.0% 0.0% 8.0% 0.9% 13.8K -94.2K -377 0.00 144.85 N/A N/A 0 0 89 23 2021-02-10 $22.62 $22.00 18.0% 5.2% 11.4% 0.0% 0.0% 14.2% 1.2% 11.0K -89.3K -405 0.00 129.79 N/A N/A 0 0 89 23 2021-02-11 $22.52 $22.00 18.3% 5.3% 10.0% 0.0% 0.0% 33.8% 4.9% 7.9K -84.4K -415 0.00 129.29 N/A N/A 0 0 89 23 2021-02-12 $22.51 $22.00 18.2% 5.2% 9.7% 0.0% 0.0% 26.9% 2.8% 7.9K -89.7K -396 0.00 130.16 N/A N/A 3 0 89 23 2021-02-16 $22.48 $22.00 23.5% 6.7% 9.7% 0.0% 23.5% -52.0% 1.7% -507 -43.1K -282 1.00 152.05 N/A N/A 1 1 55 22 2021-02-17 $22.52 $22.00 20.1% 5.8% 9.6% 0.0% 13.9% 15.1% 1.3% 11.4K -92.6K -384 0.13 129.95 N/A N/A 8 1 93 24 2021-02-18 $22.48 $22.00 13.8% 4.0% 9.6% 0.0% 15.4% 24.9% 14.2% 9.7K -93.2K -418 0.00 131.77 N/A N/A 0 1 101 26 2021-02-19 $22.53 $22.00 20.9% 6.0% 9.6% 0.0% 10.4% 8.5% 18.8% 12.7K -102.9K -414 0.00 129.07 N/A N/A 15 0 101 27 2021-02-22 $22.41 $22.00 12.3% 3.5% 9.7% 0.0% 0.0% 7.2% 27.9% 13.6K -107.3K -482 0.00 130.85 N/A N/A 10 0 114 7 2021-02-23 $22.39 $22.00 12.6% 3.6% 9.3% 0.0% 13.6% 7.5% 17.6% 14.3K -104.7K -479 0.00 130.86 N/A N/A 0 3 114 7 2021-02-24 $22.43 $22.00 13.3% 3.8% 9.3% 0.0% 0.0% 7.8% 17.3% 14.1K -104.9K -482 0.00 130.79 N/A N/A 0 0 114 10 2021-02-25 $22.19 $22.00 16.2% 4.6% 7.7% 0.0% 18.6% 6.9% 25.6% 11.5K -88.6K -469 0.00 138.56 N/A N/A 0 18 114 10 2021-02-26 $22.32 $22.00 11.5% 3.3% 7.7% 0.0% 11.8% 4.7% 18.8% 8.7K -84.7K -492 0.67 131.30 N/A N/A 3 2 114 28
« Jan 2021 | All History | Mar 2021 » Home PFFA History February 2021