PFFA Options History — October 2024

In October 2024, PFFA traded between $22.51 and $23.20. ATM implied volatility averaged 12.3%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 5.6% (HV 20d: 6.6%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 2.29.

Notable Days

  • 2024-10-29: Highest Volume — 61 contracts
  • 2024-10-23: Largest IV spike — 99.4% change
  • 2024-10-31: Highest IV Rank — 26.7%
  • 2024-10-31: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.84$22.51$23.20$22.88$22.52
Max Pain$24.35$22.00$25.00$22.00$24.00
ATM IV12.3%5.6%19.5%5.6%19.5%
Expected Move3.7%1.6%5.6%1.6%5.6%
HV 20d6.6%5.3%8.4%5.5%8.4%
HV 60d7.5%7.0%8.0%7.6%7.0%
IV Rank15.0%4.2%26.7%4.2%26.7%
IV Percentile68.6%9.1%97.2%9.1%97.2%
Term Structure-0.6%-12.0%10.3%4.1%-1.1%
VWIV19.0%3.5%40.5%3.5%40.5%
Skew 25d2.1%-4.8%25.7%3.9%2.9%
Skew 10d7.5%-0.9%37.1%2.6%7.1%
Call IV 25d8.5%5.5%15.7%5.5%9.7%
Put IV 25d10.7%6.1%32.8%9.4%12.6%
Bid-Ask Spread %134.09106.54171.51106.54134.59
Gamma HHI0.360.270.520.350.33
Net GEX10.1K-18.2K29.2K19.4K-18.2K
Net DEX-156.5K-454.8K67.6K-105.8K67.6K
Net VEX-1.6K-2.1K-828-1.7K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.290.0011.502.087.71
Total Volume25.4350613718
Total OI652.739558739558739

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$22.88$22.005.6%1.6%5.5%4.2%3.5%3.9%4.1%19.4K-105.8K-1.7K2.08106.54N/AN/A1225186372
2024-10-02$22.87$22.005.7%1.6%5.5%4.5%0.0%3.9%10.3%25.4K-133.5K-1.6K11.00110.53N/AN/A111195378
2024-10-03$22.84$0.0010.7%4.5%5.4%12.4%0.0%-0.4%-6.0%15.7K-107.5K-1.7K0.16140.38N/AN/A193196379
2024-10-04$22.77$0.007.3%3.4%5.5%7.0%0.0%-4.8%-5.1%18.8K-108.1K-1.7K0.00130.15N/AN/A017204381
2024-10-07$22.62$0.008.3%4.9%6.0%8.6%33.5%-4.7%-6.2%10.5K-34.4K-1.7K3.17132.99N/AN/A619204398
2024-10-08$22.72$25.0013.4%3.6%6.1%16.8%12.7%3.9%-0.1%11.9K-54.1K-1.8K2.20132.65N/AN/A511210403
2024-10-09$22.76$25.0017.6%5.0%6.1%23.6%11.9%0.7%-4.5%14.0K-61.0K-1.7K0.08136.38N/AN/A504210414
2024-10-10$22.76$25.006.7%1.9%6.0%6.0%0.0%0.8%4.3%8.2K-166.9K-1.8K0.09134.66N/AN/A111260418
2024-10-11$22.95$25.007.4%2.1%6.5%7.2%0.0%0.7%1.4%29.2K-254.7K-1.4K0.13134.60N/AN/A81266419
2024-10-14$23.09$25.0013.1%3.8%6.5%16.4%8.6%25.7%0.1%26.0K-352.8K-1.2K1.55129.00N/AN/A2031272420
2024-10-15$23.12$23.0013.0%3.7%6.5%16.3%9.7%3.1%-2.9%19.7K-369.6K-1.2K0.47138.31N/AN/A3215289415
2024-10-16$23.20$25.0017.5%5.0%6.3%23.4%0.0%4.1%-12.0%15.8K-401.9K-8680.05135.34N/AN/A372284430
2024-10-17$23.19$25.0012.9%3.7%5.7%16.1%0.0%4.8%-0.0%24.6K-454.8K-8280.25137.13N/AN/A41305430
2024-10-18$23.20$25.0013.2%3.8%5.3%16.5%9.0%1.1%-10.6%29.1K-453.7K-8712.17138.10N/AN/A1226305431
2024-10-21$22.94$25.006.7%1.9%6.8%6.0%12.8%1.8%5.2%799-123.3K-1.6K0.23171.51N/AN/A133203394
2024-10-22$22.94$25.007.8%2.2%6.7%7.9%25.6%0.9%3.5%-1.5K-157.6K-1.4K0.00127.62N/AN/A90216396
2024-10-23$22.70$25.0015.6%4.5%7.7%20.4%24.4%0.4%2.3%2.7K-64.7K-1.9K0.35132.42N/AN/A4014224396
2024-10-24$22.76$25.0014.9%4.3%7.8%19.3%0.0%2.1%2.5%65-115.1K-1.7K1.67138.56N/AN/A610230400
2024-10-25$22.73$24.0014.6%4.2%7.8%18.8%0.0%1.2%2.2%3.0K-45.6K-2.0K1.00137.14N/AN/A11236420
2024-10-28$22.73$24.0016.4%4.7%7.7%21.7%0.0%1.2%1.7%-586-85.2K-1.7K11.50137.43N/AN/A223240421
2024-10-29$22.51$24.0014.8%4.2%8.3%19.0%35.3%-0.3%1.6%-8.0K-21.5K-1.8K7.71133.03N/AN/A754242443
2024-10-30$22.56$24.0019.1%5.5%8.4%26.0%0.0%-4.3%-4.7%-13.7K3.7K-2.0K0.00134.91N/AN/A00242497
2024-10-31$22.52$24.0019.5%5.6%8.4%26.7%40.5%2.9%-1.1%-18.2K67.6K-2.1K0.00134.59N/AN/A018242497