PFFA Options History — April 2025 In April 2025, PFFA traded between $19.54 and $21.20. ATM implied volatility averaged 16.9%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 3.1% (HV 20d: 20.0%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.81.
Notable Days 2025-04-09 : Highest Volume — 155 contracts2025-04-21 : Largest IV drop — 49.1% change2025-04-09 : Highest IV Rank — 61.7%2025-04-07 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.26 $19.54 $21.20 $21.18 $20.67 Max Pain $20.81 $20.00 $22.00 $21.00 $20.00 ATM IV 16.9% 8.2% 25.0% 16.1% 8.6% Expected Move 4.9% 2.2% 9.4% 3.6% 2.5% HV 20d 20.0% 5.1% 25.8% 5.1% 25.8% HV 60d 12.9% 6.8% 15.3% 7.0% 15.3% IV Rank 39.0% 14.7% 61.7% 36.6% 15.9% IV Percentile 83.8% 44.0% 99.2% 91.3% 50.4% Term Structure -6.2% -20.1% 5.4% -5.3% 4.0% VWIV 15.5% 7.4% 31.2% 8.0% 7.8% Skew 25d 9.7% -2.0% 38.2% -2.0% 2.1% Skew 10d 16.1% -0.2% 53.3% 6.6% 0.2% Call IV 25d 12.8% 4.9% 30.4% 13.9% 7.9% Put IV 25d 22.5% 9.0% 47.5% 11.8% 9.9% Bid-Ask Spread % 117.59 86.93 143.03 126.19 96.16 Gamma HHI 0.27 0.21 0.45 0.31 0.22 Net GEX -12.5K -39.2K 23.9K 20.6K -5.9K Net DEX 364.9K -82.7K 613.8K 8.2K 212.0K Net VEX -3.0K -3.9K -1.9K -3.2K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.81 0.00 10.00 0.00 0.86 Total Volume 52.905 11 155 35 26 Total OI 1,501.381 1,352 1,693 1,352 1,693
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 2025-04-01 $21.18 $21.00 16.1% 3.6% 5.1% 36.6% 0.0% -2.0% -5.3% 20.6K 8.2K -3.2K 0.00 126.19 N/A N/A 35 0 844 508 2025-04-02 $21.20 $21.00 15.0% 2.2% 5.2% 33.6% 0.0% 1.3% 0.2% 23.5K -82.7K -3.9K 10.00 123.43 N/A N/A 1 10 879 508 2025-04-03 $20.80 $21.00 19.9% 3.1% 8.1% 47.5% 8.0% -1.1% 0.7% 23.9K 150.2K -3.1K 4.00 135.28 N/A N/A 13 52 880 501 2025-04-04 $20.12 $21.00 16.3% 7.8% 13.5% 37.2% 28.3% 21.9% -16.0% -12.1K 372.5K -3.1K 4.20 139.49 N/A N/A 15 63 884 528 2025-04-07 $19.54 $21.00 21.9% 9.4% 16.2% 52.9% 31.2% 10.9% -20.1% 172 471.7K -3.7K 0.94 142.13 N/A N/A 64 60 895 556 2025-04-08 $19.63 $21.00 24.9% 8.0% 16.4% 61.5% 0.0% -1.6% -15.1% -2.0K 446.2K -3.9K 2.40 125.38 N/A N/A 5 12 951 572 2025-04-09 $20.24 $21.00 25.0% 7.2% 20.6% 61.7% 15.2% 15.6% -9.9% -3.7K 346.5K -3.8K 0.23 143.03 N/A N/A 126 29 948 574 2025-04-10 $19.72 $22.00 22.0% 6.3% 22.0% 53.3% 18.5% 1.2% -8.7% -21.9K 613.8K -2.7K 2.10 127.23 N/A N/A 20 42 866 575 2025-04-11 $19.65 $21.00 22.3% 6.4% 22.0% 54.0% 0.0% 10.0% -10.1% -12.9K 551.0K -3.4K 1.90 120.92 N/A N/A 10 19 873 596 2025-04-14 $19.91 $21.00 21.2% 6.1% 22.7% 51.1% 0.0% 14.6% -13.7% -35.9K 580.5K -2.4K 1.29 117.64 N/A N/A 7 9 885 614 2025-04-15 $19.93 $21.00 19.9% 5.7% 22.7% 47.4% 20.0% 15.0% -10.9% -25.6K 548.6K -3.2K 5.33 115.11 N/A N/A 3 16 890 623 2025-04-16 $20.06 $21.00 21.9% 6.3% 23.0% 52.9% 0.0% 16.5% -12.7% -32.6K 499.4K -2.6K 0.06 122.33 N/A N/A 33 2 890 615 2025-04-17 $20.18 $21.00 21.0% 6.0% 23.2% 50.6% 20.9% 15.5% -11.0% -24.9K 437.1K -2.7K 0.74 116.64 N/A N/A 70 52 921 616 2025-04-21 $19.84 $21.00 10.7% 3.1% 23.7% 21.7% 0.0% 11.9% -2.7% -16.6K 488.1K -2.9K 0.78 111.59 N/A N/A 23 18 876 593 2025-04-22 $20.07 $21.00 14.5% 4.2% 24.3% 32.4% 0.0% 13.0% -7.3% -15.4K 433.5K -3.2K 0.44 114.75 N/A N/A 9 4 870 602 2025-04-23 $20.26 $21.00 10.8% 3.1% 24.7% 22.0% 8.8% 8.6% 2.7% -39.2K 502.6K -1.9K 1.39 104.64 N/A N/A 31 43 877 608 2025-04-24 $20.42 $20.00 13.3% 3.8% 25.0% 28.9% 13.6% 6.7% -3.3% -30.9K 396.7K -2.7K 0.46 86.93 N/A N/A 35 16 908 643 2025-04-25 $20.55 $20.00 12.8% 3.7% 25.2% 27.5% 11.9% 4.8% 5.4% -33.0K 353.3K -2.6K 0.04 96.23 N/A N/A 47 2 920 659 2025-04-28 $20.71 $20.00 8.7% 2.5% 25.4% 16.2% 9.2% 0.1% 1.6% -19.8K 231.5K -2.9K 0.27 103.36 N/A N/A 60 16 950 661 2025-04-29 $20.88 $20.00 8.2% 2.4% 25.6% 14.7% 7.4% 38.2% 1.7% 1.6K 101.5K -2.9K 0.63 100.94 N/A N/A 8 5 1,000 677 2025-04-30 $20.67 $20.00 8.6% 2.5% 25.8% 15.9% 7.8% 2.1% 4.0% -5.9K 212.0K -3.2K 0.86 96.16 N/A N/A 14 12 1,013 680
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