PL Options History — June 2022

In June 2022, PL traded between $4.32 and $6.10. ATM implied volatility averaged 93.1%, placing in the 57.2% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded below realized volatility by 0.3% (HV 20d: 93.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2022-06-13: Highest Volume — 4,706 contracts
  • 2022-06-06: Largest IV spike — 21.7% change
  • 2022-06-06: Highest IV Rank — 73.7%
  • 2022-06-01: Largest Expected Move — 31.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.15$4.32$6.10$5.95$4.32
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV93.1%67.7%119.8%108.0%67.7%
Expected Move25.8%19.4%31.0%31.0%19.4%
HV 20d93.4%75.7%104.6%104.6%75.7%
HV 60d86.5%84.8%88.8%86.0%85.2%
IV Rank57.2%41.5%73.7%66.4%41.5%
IV Percentile63.7%46.0%92.5%81.7%46.0%
Term Structure-2.3%-20.7%7.5%-20.7%7.3%
VWIV91.1%62.4%108.5%108.5%62.4%
Skew 25d-1.5%-19.5%20.5%-2.1%-0.2%
Skew 10d-8.0%-37.8%32.2%-12.4%7.9%
Call IV 25d91.2%69.8%111.3%92.8%84.3%
Put IV 25d89.7%82.4%94.9%90.7%84.1%
Bid-Ask Spread %13.307.0034.1323.267.08
Gamma HHI0.380.300.480.400.31
Net GEX44.0K14.8K94.9K90.9K14.8K
Net DEX-2.6M-6.1M59.2K-5.6M-107.6K
Net VEX-22.2K-32.2K-14.3K-30.4K-14.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.262.770.551.76
Total Volume1,908.199344,7063,394934
Total OI41,134.04835,19747,13642,20836,767

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$5.95$5.00108.0%31.0%104.6%66.4%108.5%-2.1%-20.7%90.9K-5.6M-30.4K0.5523.26N/AN/A2,1921,20234,1698,039
2022-06-02$6.10$5.0099.2%26.3%103.1%61.0%92.0%-6.4%-5.2%94.9K-6.1M-32.2K2.4734.13N/AN/A4091,00933,8978,534
2022-06-03$5.80$5.0098.5%25.9%101.8%60.5%98.3%-3.2%-1.1%76.2K-4.7M-29.3K2.7727.24N/AN/A34796234,0658,934
2022-06-06$5.97$5.00119.8%25.9%101.1%73.7%90.8%-3.0%-0.8%83.3K-5.2M-29.5K2.579.88N/AN/A38699234,0728,959
2022-06-07$5.75$5.00111.9%26.2%93.7%68.8%94.2%-5.9%-1.0%70.8K-4.4M-27.7K1.398.02N/AN/A7391,02434,1308,993
2022-06-08$5.88$5.0095.7%27.4%89.4%58.8%94.8%0.7%-7.2%53.4K-5.1M-26.8K1.129.09N/AN/A9111,01934,3709,077
2022-06-09$5.43$5.0091.4%26.2%95.7%56.1%95.2%-11.5%-1.9%56.5K-3.5M-25.7K1.5924.91N/AN/A7041,11734,6059,089
2022-06-10$5.13$5.0095.7%27.4%96.9%58.8%99.9%-13.7%-7.6%44.3K-2.7M-24.2K1.399.99N/AN/A8491,18034,7909,117
2022-06-13$5.08$5.00105.4%30.2%90.5%64.8%106.1%-10.8%-14.4%44.9K-2.4M-22.7K0.2616.40N/AN/A3,73397334,9959,079
2022-06-14$5.08$5.00102.6%29.4%90.2%63.1%105.9%-16.9%-12.7%57.1K-2.8M-22.8K0.6610.01N/AN/A1,5541,03136,7659,270
2022-06-15$4.56$5.0093.4%26.8%95.9%57.4%94.6%-19.5%-6.3%22.5K59.2K-17.0K1.028.88N/AN/A2,1132,14737,6629,474
2022-06-16$4.61$5.0089.0%25.5%95.7%54.7%89.4%-16.8%1.2%21.4K-445.9K-18.1K1.577.00N/AN/A54986437,5308,832
2022-06-17$5.11$5.0089.8%25.7%99.3%55.1%89.0%-4.8%-1.5%30.0K-3.8M-20.5K0.9425.25N/AN/A1,2871,20437,5078,856
2022-06-21$4.97$5.0085.9%24.6%99.5%52.7%86.2%-10.1%2.7%28.7K-1.7M-19.1K1.067.11N/AN/A76981528,2266,971
2022-06-22$4.83$5.0085.6%24.5%99.5%52.5%86.5%17.0%7.5%25.9K-1.5M-19.0K0.948.20N/AN/A48445328,5027,143
2022-06-23$4.96$5.0087.2%25.0%99.8%53.5%88.0%20.5%1.0%27.9K-1.7M-19.2K1.148.59N/AN/A46953528,7077,147
2022-06-24$4.81$5.0078.8%22.6%87.7%48.4%79.0%17.5%4.6%24.6K-1.5M-18.8K1.048.54N/AN/A72575428,7477,225
2022-06-27$4.89$5.0081.2%23.3%85.4%49.8%82.1%17.9%2.0%21.6K-1.3M-18.1K1.568.16N/AN/A38960628,8157,479
2022-06-28$4.54$5.0086.3%24.7%80.2%53.0%86.8%10.1%3.0%19.0K-669.9K-16.4K1.178.59N/AN/A66577728,9527,519
2022-06-29$4.39$5.0082.9%23.8%75.8%50.9%83.5%10.9%3.7%16.4K-453.6K-15.3K1.228.87N/AN/A54165929,3137,492
2022-06-30$4.32$5.0067.7%19.4%75.7%41.5%62.4%-0.2%7.3%14.8K-107.6K-14.3K1.767.08N/AN/A33859629,1727,595