PFFA Options History — November 2024

In November 2024, PFFA traded between $22.23 and $23.01. ATM implied volatility averaged 12.4%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 3.6% (HV 20d: 8.9%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 4.52.

Notable Days

  • 2024-11-13: Highest Volume — 264 contracts
  • 2024-11-26: Largest IV spike — 71.2% change
  • 2024-11-01: Highest IV Rank — 32.4%
  • 2024-11-01: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.61$22.23$23.01$22.39$22.71
Max Pain$22.55$22.00$24.00$24.00$23.00
ATM IV12.4%5.7%23.1%23.1%5.7%
Expected Move2.8%1.6%6.6%6.6%1.6%
HV 20d8.9%8.2%9.2%8.6%8.9%
HV 60d7.3%6.9%7.8%7.1%7.8%
IV Rank15.3%4.5%32.4%32.4%4.5%
IV Percentile69.1%9.9%98.4%98.4%9.9%
Term Structure0.6%-24.1%9.9%-24.1%-2.3%
VWIV10.3%7.0%16.0%11.0%7.7%
Skew 25d4.9%-0.4%46.3%0.5%46.3%
Skew 10d25.8%-0.3%72.9%5.6%72.9%
Call IV 25d8.8%4.1%18.8%13.5%18.8%
Put IV 25d13.7%5.5%65.1%14.0%65.1%
Bid-Ask Spread %106.4992.04135.74135.74109.90
Gamma HHI0.400.270.710.340.71
Net GEX18.4K-27.7K113.8K-27.7K113.8K
Net DEX-85.0K-222.6K103.2K103.2K-206.2K
Net VEX-2.2K-2.8K-1.6K-2.1K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.520.0019.000.0511.00
Total Volume30.2532642312
Total OI1,000.557541,2247541,224

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$22.39$24.0023.1%6.6%8.6%32.4%0.0%0.5%-24.1%-27.7K103.2K-2.1K0.05135.74N/AN/A221242512
2024-11-04$22.55$22.0013.2%1.9%8.7%16.4%11.0%5.5%6.5%-17.2K39.7K-2.1K11.00108.21N/AN/A111264513
2024-11-05$22.70$22.0020.1%3.0%8.9%27.7%11.2%1.3%-0.0%-13.7K-11.7K-2.1K7.00112.69N/AN/A214265516
2024-11-06$22.71$22.0015.2%2.4%8.9%19.8%7.0%3.7%1.1%-4.5K-37.5K-1.9K0.00114.98N/AN/A30267530
2024-11-07$22.84$22.0016.4%2.2%9.1%21.7%8.1%2.7%3.2%-13.0K-47.9K-2.0K0.00108.29N/AN/A320266530
2024-11-08$23.01$22.0016.7%2.4%9.0%22.1%12.1%1.9%3.1%14.9K-194.2K-1.6K1.33109.27N/AN/A34295530
2024-11-11$22.86$22.0014.1%3.7%9.0%17.9%13.0%1.2%-3.4%-4.7K-85.7K-2.1K19.00104.61N/AN/A119298529
2024-11-12$22.75$22.0021.8%2.5%9.1%30.4%9.5%2.5%-0.9%-8.6K-90.0K-1.6K1.18111.05N/AN/A1113299546
2024-11-13$22.70$22.0010.3%2.9%9.0%11.8%10.1%2.3%-2.8%-6.4K-102.7K-1.6K0.00107.73N/AN/A2640310550
2024-11-14$22.65$22.0010.8%3.1%9.0%12.6%9.9%-0.4%1.9%52.5K-222.6K-2.4K0.00108.35N/AN/A010572550
2024-11-15$22.64$22.009.6%2.8%9.0%10.8%9.9%0.3%4.1%62.4K-130.9K-2.2K5.50108.80N/AN/A211572558
2024-11-18$22.56$23.006.9%2.0%8.2%6.4%9.6%5.1%9.9%46.5K-134.8K-2.0K2.40100.63N/AN/A512555520
2024-11-19$22.53$23.006.8%2.0%8.2%6.2%9.4%6.2%-1.6%43.8K-49.6K-2.2K12.00100.70N/AN/A560560532
2024-11-20$22.23$23.009.2%2.6%8.7%10.0%9.7%4.0%9.8%13.6K33.0K-2.7K3.1792.04N/AN/A619565586
2024-11-21$22.36$23.0011.3%3.2%9.0%13.4%0.0%7.6%3.8%1.8K29.9K-2.6K0.25101.67N/AN/A41570602
2024-11-22$22.44$23.0010.2%2.9%9.1%11.6%0.0%6.8%7.4%45.1K-152.2K-2.8K0.0097.87N/AN/A130571603
2024-11-25$22.52$23.007.3%2.1%9.2%6.9%10.7%-0.3%0.9%14.5K-81.2K-2.3K2.50100.64N/AN/A820582603
2024-11-26$22.48$23.0012.4%3.6%8.6%15.3%10.4%-0.2%-1.4%21.6K-156.4K-2.8K0.0097.48N/AN/A04588623
2024-11-27$22.58$23.008.0%2.3%8.7%8.1%16.0%0.9%-2.4%33.7K-202.1K-2.6K5.0099.18N/AN/A210588625
2024-11-29$22.71$23.005.7%1.6%8.9%4.5%7.7%46.3%-2.3%113.8K-206.2K-2.0K11.00109.90N/AN/A111589635