PFFA Options History — February 2025 In February 2025, PFFA traded between $21.89 and $22.16. ATM implied volatility averaged 7.6%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 1.2% (HV 20d: 6.4%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.78.
Notable Days 2025-02-25 : Highest Volume — 88 contracts2025-02-12 : Largest IV spike — 79.3% change2025-02-26 : Highest IV Rank — 18.3%2025-02-07 : Largest Expected Move — 2.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.04 $21.89 $22.16 $21.99 $22.11 Max Pain $22.21 $22.00 $24.00 $24.00 $22.00 ATM IV 7.6% 4.3% 9.5% 7.6% 8.6% Expected Move 2.3% 1.6% 2.8% 2.2% 2.5% HV 20d 6.4% 4.4% 9.7% 9.7% 5.0% HV 60d 7.8% 7.3% 8.3% 8.3% 7.3% IV Rank 13.0% 3.9% 18.3% 13.0% 15.7% IV Percentile 41.2% 3.2% 67.9% 40.5% 56.3% Term Structure 3.4% -3.7% 34.4% 0.9% 34.4% VWIV 9.1% 6.2% 24.4% 6.2% 8.6% Skew 25d 15.3% 0.4% 23.0% 21.6% 10.1% Skew 10d 25.0% 0.9% 37.7% 32.3% 18.2% Call IV 25d 7.8% 6.7% 9.1% 9.1% 8.1% Put IV 25d 23.0% 8.7% 31.2% 30.7% 18.2% Bid-Ask Spread % 108.61 78.62 134.65 118.45 134.65 Gamma HHI 0.53 0.24 0.85 0.39 0.39 Net GEX -153.0K -517.9K 59.0K -106.3K 59.0K Net DEX 125.8K -183.6K 331.0K 206.1K -183.6K Net VEX -2.2K -3.1K -1.1K -2.4K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.78 0.00 11.50 10.00 1.33 Total Volume 31.211 2 88 66 7 Total OI 1,224.789 1,124 1,360 1,127 1,250
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 2025-02-03 $21.99 $24.00 7.6% 2.2% 9.7% 13.0% 6.2% 21.6% 0.9% -106.3K 206.1K -2.4K 10.00 118.45 N/A N/A 6 60 489 638 2025-02-04 $22.01 $23.00 8.1% 2.3% 9.3% 14.4% 8.4% 22.7% 1.5% -98.3K 250.2K -2.7K 0.33 125.08 N/A N/A 3 1 494 682 2025-02-05 $22.12 $23.00 8.6% 2.5% 9.5% 15.8% 0.0% 18.2% 0.4% -61.8K 128.7K -2.8K 0.00 125.89 N/A N/A 45 0 497 682 2025-02-06 $22.11 $22.00 6.7% 2.7% 9.0% 10.4% 9.4% 3.6% -3.7% -285.4K 75.6K -2.8K 11.50 115.04 N/A N/A 2 23 476 682 2025-02-07 $22.04 $22.00 8.3% 2.8% 8.9% 14.9% 10.0% 4.0% -2.8% -121.0K 247.2K -3.1K 2.50 118.90 N/A N/A 2 5 476 705 2025-02-10 $22.02 $22.00 4.3% 2.0% 8.3% 3.9% 7.1% 21.7% 6.2% -400.2K 262.0K -2.3K 1.00 115.95 N/A N/A 8 8 478 710 2025-02-11 $22.05 $22.00 4.7% 1.6% 7.2% 4.8% 0.0% 20.6% 7.4% -517.9K 183.5K -1.9K 0.14 115.89 N/A N/A 7 1 479 717 2025-02-12 $21.99 $22.00 8.4% 2.4% 7.1% 15.3% 8.4% 22.5% -2.3% -250.7K 319.3K -2.1K 1.08 111.07 N/A N/A 37 40 484 718 2025-02-13 $22.03 $22.00 7.0% 2.0% 4.4% 11.4% 7.0% 23.0% -0.7% -274.8K 292.1K -2.4K 1.73 114.15 N/A N/A 11 19 503 758 2025-02-14 $22.12 $22.00 7.6% 2.2% 4.7% 13.0% 24.4% 19.5% -0.7% -287.2K 161.3K -2.3K 0.08 105.00 N/A N/A 12 1 506 777 2025-02-18 $22.11 $22.00 6.5% 1.9% 4.5% 10.0% 6.5% 17.4% -2.0% -313.8K 137.4K -1.7K 0.75 119.15 N/A N/A 16 12 518 778 2025-02-19 $22.16 $22.00 7.0% 2.0% 4.5% 11.3% 7.8% 16.2% 0.8% 22.1K -22.0K -1.1K 0.33 112.08 N/A N/A 3 1 525 790 2025-02-20 $22.05 $22.00 8.0% 2.3% 4.8% 14.1% 8.1% 23.0% 4.2% -228.1K 225.2K -2.1K 0.22 106.05 N/A N/A 63 14 524 791 2025-02-21 $21.93 $22.00 9.1% 2.6% 5.2% 17.3% 9.1% 0.4% 5.6% -161.7K 331.0K -2.5K 1.07 96.55 N/A N/A 15 16 567 793 2025-02-24 $21.89 $22.00 7.1% 2.0% 4.8% 11.6% 7.1% 12.4% 6.2% 11.6K 70.7K -2.2K 0.47 84.09 N/A N/A 38 18 562 562 2025-02-25 $21.99 $22.00 8.8% 2.5% 4.9% 16.4% 8.8% 11.3% -3.1% 9.2K -19.6K -1.9K 0.00 82.44 N/A N/A 88 0 585 580 2025-02-26 $22.04 $22.00 9.5% 2.7% 5.0% 18.3% 0.0% 11.1% 5.9% 43.0K -127.6K -2.1K 1.25 84.60 N/A N/A 4 5 663 580 2025-02-27 $22.05 $22.00 8.5% 2.4% 4.9% 15.5% 8.5% 11.1% 7.1% 55.6K -147.4K -1.9K 0.00 78.62 N/A N/A 2 0 667 585 2025-02-28 $22.11 $22.00 8.6% 2.5% 5.0% 15.7% 8.6% 10.1% 34.4% 59.0K -183.6K -2.0K 1.33 134.65 N/A N/A 3 4 665 585
« Jan 2025 | All History | Mar 2025 » Home PFFA History February 2025