PFFA Options History — February 2026 In February 2026, PFFA traded between $21.39 and $22.02. ATM implied volatility averaged 7.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded above realized volatility by 0.2% (HV 20d: 7.6%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 5.30.
Notable Days 2026-02-27 : Highest Volume — 239 contracts2026-02-26 : Largest IV spike — 153.5% change2026-02-19 : Highest IV Rank — 34.2%2026-02-19 : Largest Expected Move — 3.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.74 $21.39 $22.02 $21.73 $21.39 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 7.8% 4.1% 12.1% 4.7% 11.1% Expected Move 2.2% 1.2% 3.5% 1.4% 3.2% HV 20d 7.6% 6.1% 8.6% 7.0% 8.5% HV 60d 7.3% 6.8% 7.6% 7.3% 7.4% IV Rank 18.1% 3.9% 34.2% 6.1% 30.4% IV Percentile 39.8% 2.4% 77.8% 5.2% 73.0% Term Structure 1.4% -4.6% 8.7% -1.3% 6.5% VWIV 9.9% 3.5% 26.6% 4.7% 8.9% Skew 25d 10.7% -1.4% 32.1% 18.0% 0.4% Skew 10d 15.4% -3.8% 36.6% 30.0% 12.9% Call IV 25d 7.1% 3.4% 13.0% 11.1% 8.3% Put IV 25d 17.8% 6.2% 38.9% 29.0% 8.7% Bid-Ask Spread % 114.14 89.90 142.23 116.18 89.90 Gamma HHI 0.68 0.40 0.96 0.66 0.40 Net GEX 165.0K -14.2K 467.1K 139.4K -14.2K Net DEX 10.4K -519.8K 383.3K 42.8K 383.3K Net VEX -3.4K -4.3K -2.6K -3.5K -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.30 0.04 39.67 1.00 6.71 Total Volume 61.211 2 239 14 239 Total OI 2,587.211 2,420 2,798 2,420 2,653
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 2026-02-02 $21.73 $22.00 4.7% 1.4% 7.0% 6.1% 4.7% 18.0% -1.3% 139.4K 42.8K -3.5K 1.00 116.18 N/A N/A 7 7 1,040 1,380 2026-02-03 $21.63 $22.00 6.5% 1.9% 7.2% 13.1% 8.6% -1.4% -1.7% 89.7K 241.6K -4.0K 39.67 114.86 N/A N/A 3 119 1,039 1,387 2026-02-04 $21.73 $22.00 8.2% 2.4% 7.3% 19.5% 11.4% 32.1% -1.6% 95.1K 72.7K -4.2K 14.00 127.69 N/A N/A 1 14 1,041 1,485 2026-02-05 $21.55 $22.00 7.9% 2.1% 7.9% 18.4% 9.0% 3.1% 1.2% 50.1K 318.8K -3.9K 9.33 106.56 N/A N/A 3 28 1,042 1,497 2026-02-06 $21.71 $22.00 6.0% 2.3% 8.2% 11.1% 0.0% 4.2% 1.8% 100.1K 159.5K -3.7K 0.00 127.86 N/A N/A 0 11 1,044 1,525 2026-02-09 $21.79 $22.00 9.3% 1.7% 8.1% 23.7% 0.0% 5.8% 3.5% 123.7K 59.0K -3.6K 10.00 124.54 N/A N/A 1 10 1,044 1,527 2026-02-10 $21.80 $22.00 7.9% 2.3% 8.1% 18.4% 0.0% 6.4% 3.1% 125.5K 62.5K -3.6K 0.04 116.95 N/A N/A 174 7 1,045 1,528 2026-02-11 $21.80 $22.00 6.6% 1.9% 8.1% 13.3% 9.9% 15.8% 3.1% 182.2K 19.4K -3.3K 3.00 126.63 N/A N/A 2 6 1,070 1,530 2026-02-12 $21.77 $22.00 8.0% 2.3% 8.0% 18.8% 0.0% 17.2% 2.9% 154.9K -31.3K -3.2K 1.00 129.42 N/A N/A 1 1 1,070 1,534 2026-02-13 $21.84 $22.00 4.9% 1.4% 8.1% 7.0% 4.7% 12.2% 1.7% 228.5K 58.1K -2.9K 0.17 118.71 N/A N/A 52 9 1,070 1,535 2026-02-17 $22.02 $22.00 10.9% 3.1% 8.6% 29.7% 8.1% 13.2% -1.1% 399.1K -421.4K -2.8K 0.39 115.08 N/A N/A 74 29 1,065 1,530 2026-02-18 $22.01 $22.00 6.5% 1.9% 6.7% 12.8% 26.6% 12.2% 1.2% 339.6K -430.9K -3.2K 0.05 114.41 N/A N/A 111 6 1,117 1,556 2026-02-19 $22.01 $22.00 12.1% 3.5% 6.1% 34.2% 12.5% 12.7% -4.6% 467.1K -519.8K -3.2K 1.00 109.01 N/A N/A 18 18 1,222 1,558 2026-02-20 $21.79 $22.00 12.0% 3.4% 7.0% 34.0% 7.8% 17.0% 8.7% 232.8K -59.5K -3.5K 0.85 142.23 N/A N/A 13 11 1,224 1,574 2026-02-23 $21.62 $22.00 6.1% 1.8% 7.5% 11.6% 10.9% 5.9% 2.8% 75.4K 16.8K -4.1K 0.96 94.29 N/A N/A 26 25 1,070 1,429 2026-02-24 $21.63 $22.00 5.6% 1.6% 7.5% 9.7% 6.6% 12.9% 0.2% 144.8K 104.1K -2.9K 0.26 107.81 N/A N/A 50 13 1,092 1,441 2026-02-25 $21.64 $22.00 4.1% 1.2% 7.5% 3.9% 3.5% 11.0% 0.2% 119.9K 186.5K -2.6K 1.33 92.21 N/A N/A 12 16 1,142 1,444 2026-02-26 $21.64 $22.00 10.4% 3.0% 7.5% 27.9% 15.3% 4.3% 0.1% 82.0K -64.9K -4.3K 5.57 94.25 N/A N/A 7 39 1,147 1,460 2026-02-27 $21.39 $22.00 11.1% 3.2% 8.5% 30.4% 8.9% 0.4% 6.5% -14.2K 383.3K -2.8K 6.71 89.90 N/A N/A 31 208 1,154 1,499
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