PL Options History — March 2022 In March 2022, PL traded between $4.53 and $5.65. ATM implied volatility averaged 104.6%, placing in the 64.3% IV rank vs the trailing year. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 21.4% (HV 20d: 83.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.83.
Notable Days 2022-03-31 : Highest Volume — 6,874 contracts2022-03-07 : Largest IV spike — 19.2% change2022-03-07 : Highest IV Rank — 78.2%2022-03-07 : Largest Expected Move — 36.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.13 $4.53 $5.65 $5.65 $5.13 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 104.6% 91.2% 127.0% 119.8% 109.5% Expected Move 29.8% 26.7% 36.4% 34.4% 28.3% HV 20d 83.2% 74.3% 90.0% 77.7% 76.9% HV 60d 229.9% 92.4% 480.3% 479.4% 94.2% IV Rank 64.3% 56.0% 78.2% 73.7% 67.3% IV Percentile 80.3% 72.2% 97.6% 92.9% 85.3% Term Structure -3.9% -11.1% 5.7% -8.9% -11.1% VWIV 106.2% 93.4% 127.1% 117.7% 100.0% Skew 25d -9.2% -24.3% 14.8% 14.8% -17.7% Skew 10d -8.2% -38.7% 54.7% 30.5% -20.5% Call IV 25d 113.3% 100.5% 148.7% 105.5% 131.6% Put IV 25d 104.1% 92.8% 129.7% 120.2% 113.9% Bid-Ask Spread % 22.24 9.46 42.89 12.12 16.81 Gamma HHI 0.28 0.21 0.35 0.35 0.27 Net GEX 14.9K 4.1K 44.1K 44.1K 15.5K Net DEX -597.3K -2.5M 1.7M -2.5M -712.3K Net VEX -24.6K -32.6K -21.3K -32.6K -23.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.28 2.04 1.39 0.38 Total Volume 2,316.13 1,063 6,874 2,866 6,874 Total OI 42,017.913 36,251 46,276 43,909 40,175
Daily Data (23 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 2022-03-01 $5.65 $5.00 119.8% 34.4% 77.7% 73.7% 117.7% 14.8% -8.9% 44.1K -2.5M -32.6K 1.39 12.12 N/A N/A 1,201 1,665 29,115 14,794 2022-03-02 $5.60 $5.00 109.5% 31.4% 74.3% 67.3% 115.9% -1.7% -4.7% 22.9K -2.5M -28.5K 0.68 14.13 N/A N/A 1,345 917 28,668 14,823 2022-03-03 $4.85 $5.00 106.4% 30.5% 78.3% 65.4% 109.5% 14.4% -2.0% 10.5K 16.2K -25.9K 2.04 14.32 N/A N/A 869 1,772 27,925 14,839 2022-03-04 $4.75 $5.00 106.5% 30.5% 78.4% 65.5% 108.4% -17.2% -6.8% 7.4K 290.2K -25.2K 1.06 15.60 N/A N/A 688 731 28,163 15,057 2022-03-07 $4.53 $5.00 127.0% 36.4% 76.0% 78.2% 127.1% -20.4% -4.3% 4.5K 819.2K -23.0K 0.78 15.51 N/A N/A 964 751 28,413 15,111 2022-03-08 $4.71 $5.00 106.8% 34.6% 76.9% 65.6% 121.2% -14.1% -8.1% 7.1K 494.7K -24.0K 0.69 17.88 N/A N/A 1,481 1,021 28,589 15,129 2022-03-09 $5.05 $5.00 103.9% 31.9% 81.8% 63.9% 111.4% -6.0% -6.0% 13.4K -91.1K -25.3K 0.87 19.47 N/A N/A 1,041 901 28,687 14,998 2022-03-10 $4.97 $5.00 108.1% 34.1% 81.7% 66.5% 119.2% -10.1% -4.6% 14.9K -229.5K -25.4K 0.53 16.10 N/A N/A 846 447 28,766 14,992 2022-03-11 $4.76 $5.00 107.2% 29.4% 82.2% 65.9% 102.6% -13.3% -5.3% 9.7K 359.0K -23.7K 0.28 24.12 N/A N/A 3,403 951 28,822 14,990 2022-03-14 $4.55 $5.00 106.4% 29.4% 81.3% 65.4% 104.6% -17.9% -4.0% 7.6K 1.7M -21.3K 1.15 35.15 N/A N/A 1,465 1,685 31,498 14,778 2022-03-15 $4.89 $5.00 108.4% 29.3% 86.2% 66.7% 104.6% -11.3% -5.3% 17.7K 188.2K -23.8K 0.78 35.63 N/A N/A 597 466 31,273 14,649 2022-03-16 $5.09 $5.00 103.8% 28.3% 87.6% 63.8% 99.2% -12.0% -3.9% 24.0K -471.5K -24.9K 0.34 41.37 N/A N/A 1,480 509 31,300 14,657 2022-03-17 $5.33 $0.00 102.8% 29.1% 89.3% 63.2% 103.0% -9.3% -2.0% 28.5K -1.5M -25.6K 0.52 42.89 N/A N/A 995 521 31,365 14,594 2022-03-18 $5.42 $5.00 97.9% 29.1% 84.9% 60.1% 107.8% -2.4% 5.7% 18.1K -2.5M -25.2K 0.51 41.37 N/A N/A 1,381 704 31,579 14,593 2022-03-21 $5.04 $5.00 97.5% 28.0% 88.2% 59.9% 101.0% -13.1% 0.0% 4.1K 131.0K -21.9K 1.17 14.06 N/A N/A 882 1,030 24,306 11,945 2022-03-22 $5.33 $5.00 93.0% 28.0% 90.0% 57.2% 101.7% -5.7% 4.7% 5.8K -394.7K -23.8K 0.68 36.06 N/A N/A 1,147 777 24,665 12,446 2022-03-23 $5.34 $5.00 95.0% 27.2% 88.3% 58.4% 101.1% -5.7% -0.1% 12.3K -865.4K -24.3K 0.52 26.72 N/A N/A 2,114 1,097 25,365 12,106 2022-03-24 $5.37 $5.00 96.9% 27.3% 86.8% 59.5% 105.7% -6.1% -1.3% 13.1K -879.8K -24.1K 1.52 25.51 N/A N/A 443 675 25,678 12,212 2022-03-25 $5.15 $5.00 91.2% 26.7% 87.6% 56.0% 93.4% -13.5% 1.5% 7.9K -515.9K -23.6K 0.91 12.71 N/A N/A 770 700 25,874 12,333 2022-03-28 $5.28 $5.00 101.6% 27.3% 84.5% 62.4% 95.3% -11.4% -6.3% 9.6K -578.3K -22.6K 1.32 10.94 N/A N/A 872 1,151 26,080 12,459 2022-03-29 $5.63 $5.00 104.8% 27.3% 87.8% 64.4% 95.2% -24.3% -9.0% 19.8K -2.2M -21.8K 0.45 9.46 N/A N/A 1,504 672 26,414 12,396 2022-03-30 $5.59 $5.00 101.7% 26.9% 87.8% 62.5% 96.3% -8.4% -7.8% 25.5K -1.8M -25.7K 0.54 13.58 N/A N/A 1,149 617 27,456 12,335 2022-03-31 $5.13 $5.00 109.5% 28.3% 76.9% 67.3% 100.0% -17.7% -11.1% 15.5K -712.3K -23.8K 0.38 16.81 N/A N/A 4,995 1,879 27,852 12,323
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