PFFA Options History — April 2021 In April 2021, PFFA traded between $24.30 and $24.60. ATM implied volatility averaged 23.2%. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 15.5% (HV 20d: 7.8%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.12.
Notable Days 2021-04-13 : Highest Volume — 39 contracts2021-04-05 : Largest IV spike — 406.1% change2021-04-05 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.44 $24.30 $24.60 $24.30 $24.32 Max Pain $24.67 $24.00 $25.00 $24.00 $25.00 ATM IV 23.2% 8.7% 50.8% 9.7% 20.9% Expected Move 5.6% 2.5% 7.8% 2.8% 6.0% HV 20d 7.8% 6.1% 8.9% 7.9% 6.1% HV 60d 8.4% 7.4% 9.3% 9.1% 7.4% Term Structure -3.1% -17.5% 13.6% -0.7% -7.5% VWIV 13.8% 7.1% 26.8% 8.4% 13.0% Skew 25d 1.6% -31.4% 13.4% -31.4% 5.6% Skew 10d -1.7% -35.1% 9.6% -35.1% 8.6% Call IV 25d 13.7% 5.9% 41.9% 41.9% 9.5% Put IV 25d 15.3% 10.3% 21.0% 10.4% 15.1% Bid-Ask Spread % 134.20 122.96 184.00 133.75 125.58 Gamma HHI 0.45 0.33 0.76 0.46 0.44 Net GEX 8.6K -1.1K 18.1K 10.8K 8.0K Net DEX -189.8K -263.9K 1.5K -214.8K -185.5K Net VEX -261 -378 -63 -331 -337 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 0.50 0.20 0.00 Total Volume 4.905 0 39 12 0 Total OI 123 23 151 134 130
Daily Data (21 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 2021-04-01 $24.30 $24.00 9.7% 2.8% 7.9% 0.0% 8.4% -31.4% -0.7% 10.8K -214.8K -331 0.20 133.75 N/A N/A 10 2 114 20 2021-04-05 $24.59 $24.00 49.3% 7.8% 8.4% 0.0% 0.0% -12.6% -16.1% 9.2K -219.4K -329 0.00 131.14 N/A N/A 1 0 114 20 2021-04-06 $24.60 $24.00 28.3% 7.5% 8.4% 0.0% 0.0% -11.8% -17.5% 8.8K -246.4K -263 0.00 132.72 N/A N/A 0 0 123 20 2021-04-07 $24.57 $24.00 29.8% 7.0% 8.6% 0.0% 0.0% -10.9% -13.3% 10.5K -256.5K -274 0.00 132.21 N/A N/A 1 0 131 20 2021-04-08 $24.55 $24.00 32.4% 7.0% 8.7% 0.0% 7.1% 6.1% -7.3% 10.6K -263.9K -194 0.00 135.11 N/A N/A 10 0 131 20 2021-04-09 $24.55 $24.00 14.0% 6.3% 8.8% 0.0% 0.0% 0.0% -13.2% -750 1.5K -67 0.00 184.00 N/A N/A 0 1 8 19 2021-04-12 $24.52 $25.00 44.1% 7.4% 8.9% 0.0% 0.0% 5.1% -8.6% 18.1K -237.9K -211 0.00 134.28 N/A N/A 1 0 121 21 2021-04-13 $24.51 $25.00 50.8% 5.4% 8.6% 0.0% 26.8% 11.2% 7.9% 13.2K -199.3K -272 0.18 134.78 N/A N/A 33 6 112 21 2021-04-14 $24.46 $25.00 25.9% 7.4% 8.3% 0.0% 0.0% 10.9% -4.5% 5.8K -168.1K -378 0.00 134.53 N/A N/A 1 0 101 21 2021-04-15 $24.45 $24.00 11.6% 3.3% 8.2% 0.0% 0.0% 0.0% 0.8% -1.1K 552 -63 0.50 180.00 N/A N/A 2 1 8 15 2021-04-16 $24.52 $25.00 23.2% 6.6% 7.1% 0.0% 0.0% 7.4% 9.5% 12.4K -215.9K -103 0.00 141.59 N/A N/A 0 0 104 22 2021-04-19 $24.53 $25.00 14.2% 4.1% 6.9% 0.0% 0.0% 13.4% 5.6% 6.8K -209.4K -188 0.45 122.96 N/A N/A 11 5 102 13 2021-04-20 $24.30 $25.00 8.7% 2.5% 7.8% 0.0% 0.0% 3.1% 12.9% 9.2K -196.5K -297 0.00 125.44 N/A N/A 4 0 112 18 2021-04-21 $24.38 $25.00 9.8% 2.8% 7.8% 0.0% 0.0% 4.9% 13.0% 8.9K -206.3K -299 0.00 124.24 N/A N/A 0 0 116 18 2021-04-22 $24.35 $25.00 10.0% 2.9% 7.8% 0.0% 0.0% 4.4% 13.6% 9.4K -204.5K -282 0.00 124.14 N/A N/A 0 3 115 18 2021-04-23 $24.39 $25.00 19.7% 5.6% 7.8% 0.0% 0.0% 7.0% -6.2% 8.9K -201.6K -323 0.00 123.81 N/A N/A 10 0 115 21 2021-04-26 $24.38 $25.00 21.4% 6.1% 6.7% 0.0% 13.0% 4.7% -8.0% 7.7K -197.3K -285 0.00 123.98 N/A N/A 0 1 108 21 2021-04-27 $24.32 $25.00 21.2% 6.1% 6.7% 0.0% 0.0% 0.1% -9.3% 8.1K -186.0K -338 0.00 123.55 N/A N/A 0 0 108 22 2021-04-28 $24.38 $25.00 21.1% 6.0% 6.6% 0.0% 0.0% 6.9% -7.8% 7.8K -189.0K -334 0.00 125.36 N/A N/A 0 0 108 22 2021-04-29 $24.37 $25.00 22.1% 6.3% 6.6% 0.0% 0.0% 7.0% -9.3% 7.9K -190.3K -313 0.00 125.02 N/A N/A 0 0 108 22 2021-04-30 $24.32 $25.00 20.9% 6.0% 6.1% 0.0% 0.0% 5.6% -7.5% 8.0K -185.5K -337 0.00 125.58 N/A N/A 0 0 108 22
« Mar 2021 | All History | May 2021 » Home PFFA History April 2021