PL Options History — October 2022

In October 2022, PL traded between $4.57 and $6.18. ATM implied volatility averaged 76.6%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 0.0% (HV 20d: 76.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.40.

Notable Days

  • 2022-10-21: Highest Volume — 2,111 contracts
  • 2022-10-11: Largest IV spike — 24.4% change
  • 2022-10-11: Highest IV Rank — 52.4%
  • 2022-10-11: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.57$6.18$5.55$5.26
Max Pain$5.36$5.00$7.50$5.00$5.00
ATM IV76.6%68.6%85.4%81.6%77.1%
Expected Move22.2%20.3%23.8%23.4%22.1%
HV 20d76.6%61.2%100.8%96.3%65.1%
HV 60d74.0%71.8%75.5%71.8%75.3%
IV Rank47.0%42.1%52.4%50.1%47.3%
IV Percentile26.8%16.3%42.5%36.1%25.0%
Term Structure3.4%-5.3%24.6%-5.3%4.9%
VWIV78.7%72.1%87.2%87.2%77.1%
Skew 25d11.2%-18.2%44.8%-18.2%23.6%
Skew 10d24.0%-9.8%50.5%9.4%42.4%
Call IV 25d73.3%40.5%100.3%100.3%63.8%
Put IV 25d84.5%78.8%93.6%82.1%87.5%
Bid-Ask Spread %17.297.5748.8610.3717.33
Gamma HHI0.340.290.440.410.30
Net GEX37.0K2.2K92.8K51.1K37.3K
Net DEX-1.7M-3.7M-286.4K-2.2M-1.7M
Net VEX-13.2K-19.9K-9.1K-16.3K-11.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.153.191.570.25
Total Volume1,036.4763862,111946386
Total OI27,493.23823,10830,34427,91724,394

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$5.55$5.0081.6%23.4%96.3%50.1%87.2%-18.2%-5.3%51.1K-2.2M-16.3K1.5710.37N/AN/A36857824,0213,896
2022-10-04$6.08$5.0071.2%20.4%100.4%43.6%82.4%44.8%19.1%83.2K-3.3M-18.8K1.107.57N/AN/A60065924,0263,904
2022-10-05$6.05$5.0070.7%20.3%100.0%43.4%76.0%-2.1%24.6%84.7K-3.5M-18.9K1.848.72N/AN/A32760324,3203,891
2022-10-06$6.18$7.5075.6%23.3%98.6%46.4%78.6%7.2%-1.1%92.8K-3.7M-19.9K1.3817.75N/AN/A47865824,4043,889
2022-10-07$5.95$7.5071.7%22.3%99.5%44.0%78.8%-0.8%-0.4%76.7K-3.2M-18.0K2.4421.68N/AN/A20650224,6103,973
2022-10-10$5.71$7.5068.6%22.8%100.8%42.1%82.0%-1.6%2.2%50.5K-2.5M-15.9K3.1922.60N/AN/A26283524,6713,969
2022-10-11$5.45$5.0085.4%23.8%90.8%52.4%83.0%3.6%-2.6%41.4K-2.1M-14.7K2.4023.80N/AN/A34682924,7043,690
2022-10-12$5.37$5.0082.6%23.7%72.4%50.7%82.9%0.3%-3.3%33.7K-1.9M-13.5K2.5748.86N/AN/A4301,10324,7513,687
2022-10-13$5.29$5.0079.5%22.8%71.8%48.8%77.1%-7.9%4.9%28.2K-1.8M-13.7K2.4626.77N/AN/A22555324,8533,954
2022-10-14$4.94$5.0077.5%22.2%69.7%47.5%80.2%-5.7%3.7%14.5K-1.1M-11.5K0.8137.51N/AN/A85869524,8423,940
2022-10-17$5.05$5.0076.0%21.8%70.0%46.6%76.1%-0.4%4.8%10.9K-1.2M-11.6K2.0812.34N/AN/A31465325,3074,280
2022-10-18$5.01$5.0081.8%23.4%63.5%50.2%81.4%29.1%-3.5%5.7K-1.0M-10.9K0.7910.82N/AN/A54242625,2104,534
2022-10-19$4.74$5.0079.5%22.8%65.4%48.8%79.5%22.0%0.9%2.2K-476.6K-10.1K0.8211.39N/AN/A96378825,3524,574
2022-10-20$4.77$5.0080.7%23.1%61.8%49.5%80.7%22.3%-1.3%2.6K-553.6K-10.4K1.7612.13N/AN/A32356725,6324,674
2022-10-21$4.78$5.0072.6%20.8%61.9%44.5%72.6%22.5%5.9%26.5K-286.4K-10.2K2.6013.85N/AN/A5871,52425,6444,700
2022-10-24$4.57$5.0077.0%22.1%62.9%47.2%76.9%7.0%4.6%19.3K-519.0K-9.1K0.4615.34N/AN/A80436819,5383,570
2022-10-25$4.85$5.0076.2%21.9%67.6%46.8%76.2%16.9%3.0%27.3K-1.0M-10.7K0.1910.28N/AN/A62511920,1303,738
2022-10-26$4.81$5.0077.6%22.2%64.5%47.6%77.6%15.9%0.9%26.3K-889.0K-10.3K0.2510.69N/AN/A51413020,1283,761
2022-10-27$4.85$5.0073.9%21.2%61.2%45.3%73.7%26.5%5.6%27.0K-928.1K-10.3K0.1510.10N/AN/A4386720,2213,781
2022-10-28$5.10$5.0072.0%20.7%64.3%44.2%72.1%29.2%4.7%34.0K-1.4M-11.5K0.3313.17N/AN/A38612720,4063,789
2022-10-31$5.26$5.0077.1%22.1%65.1%47.3%77.1%23.6%4.9%37.3K-1.7M-11.6K0.2517.33N/AN/A3087820,5733,821