PL Options History — July 2023 In July 2023, PL traded between $3.17 and $3.70. ATM implied volatility averaged 57.1%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 11.3% (HV 20d: 68.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.24.
Notable Days 2023-07-13 : Highest Volume — 1,352 contracts2023-07-12 : Largest IV drop — 48.9% change2023-07-11 : Highest IV Rank — 39.8%2023-07-31 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.38 $3.17 $3.70 $3.24 $3.70 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 57.1% 40.8% 89.1% 70.3% 70.5% Expected Move 15.0% 11.5% 20.2% 20.2% 20.2% HV 20d 68.4% 40.8% 139.6% 139.5% 50.2% HV 60d 86.7% 85.4% 89.7% 89.7% 88.7% IV Rank 15.0% 2.4% 39.8% 25.3% 25.4% IV Percentile 24.1% 1.2% 86.5% 44.0% 50.0% Term Structure 1.5% -42.6% 30.6% -42.6% -16.3% VWIV 54.9% 37.0% 86.0% 86.0% 68.9% Bid-Ask Spread % 7.50 5.57 9.30 5.62 8.31 Gamma HHI 0.72 0.68 0.75 0.69 0.75 Net GEX 24.9K 20.9K 32.6K 25.9K 32.6K Net DEX -979.4K -1.3M -709.9K -882.3K -1.3M Net VEX -8.7K -10.5K -7.6K -8.3K -10.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.00 1.95 0.33 0.02 Total Volume 312.05 15 1,352 170 581 Total OI 24,491.25 16,925 28,087 27,366 17,210
Daily Data (20 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 2023-07-03 $3.24 $2.50 70.3% 20.2% 139.5% 25.3% 86.0% 0.0% -42.6% 25.9K -882.3K -8.3K 0.33 5.62 N/A N/A 128 42 24,514 2,852 2023-07-05 $3.25 $2.50 57.6% 16.5% 139.6% 15.4% 56.5% 0.0% -13.6% 22.9K -923.7K -8.3K 0.00 5.72 N/A N/A 15 0 24,441 2,874 2023-07-06 $3.17 $2.50 51.4% 11.6% 137.9% 10.7% 37.0% 0.0% 30.6% 20.9K -775.9K -7.6K 0.01 9.05 N/A N/A 167 2 24,450 2,874 2023-07-07 $3.25 $2.50 70.7% 11.5% 138.7% 25.6% 43.9% 0.0% 22.7% 23.2K -913.2K -8.4K 0.07 6.86 N/A N/A 366 24 24,592 2,876 2023-07-10 $3.33 $2.50 65.0% 15.1% 139.1% 21.2% 65.5% 0.0% 5.3% 24.8K -1.0M -8.9K 0.00 6.48 N/A N/A 230 1 24,832 2,898 2023-07-11 $3.42 $2.50 89.1% 12.9% 42.0% 39.8% 0.0% 0.0% 23.2% 27.2K -1.2M -9.2K 0.22 9.30 N/A N/A 277 60 25,006 2,897 2023-07-12 $3.42 $2.50 45.6% 13.1% 41.2% 6.1% 47.8% 0.0% 24.5% 26.3K -1.1M -9.7K 0.04 7.22 N/A N/A 329 13 24,935 2,932 2023-07-13 $3.48 $2.50 57.5% 16.5% 40.8% 15.3% 47.0% 0.0% 17.1% 29.0K -1.3M -10.1K 0.01 6.38 N/A N/A 1,342 10 25,221 2,866 2023-07-14 $3.29 $2.50 40.8% 11.7% 45.2% 2.4% 40.8% 0.0% 28.9% 22.3K -944.1K -8.0K 0.02 5.57 N/A N/A 417 8 24,523 2,856 2023-07-17 $3.42 $2.50 49.1% 14.1% 47.4% 8.9% 0.0% 0.0% 9.5% 25.6K -1.1M -8.8K 1.95 7.22 N/A N/A 56 109 24,819 2,863 2023-07-18 $3.54 $2.50 50.6% 14.5% 47.4% 10.0% 50.4% 0.0% 8.2% 28.1K -1.2M -9.6K 0.19 7.41 N/A N/A 275 51 24,860 2,967 2023-07-19 $3.46 $2.50 53.3% 15.3% 42.8% 12.1% 59.3% 0.0% -3.0% 25.1K -998.4K -8.6K 0.16 8.13 N/A N/A 204 33 24,784 3,024 2023-07-20 $3.33 $2.50 47.6% 13.7% 45.3% 7.7% 0.0% 0.0% -3.1% 22.3K -848.4K -7.9K 0.81 7.47 N/A N/A 74 60 24,681 3,054 2023-07-21 $3.34 $2.50 47.4% 13.6% 45.1% 7.6% 47.4% 0.0% -6.1% 22.6K -883.0K -8.3K 0.25 8.49 N/A N/A 299 76 24,729 3,114 2023-07-24 $3.35 $2.50 49.0% 14.0% 43.5% 8.8% 47.5% 0.0% -6.5% 22.2K -763.4K -7.9K 0.02 8.49 N/A N/A 221 5 14,800 2,125 2023-07-25 $3.34 $2.50 51.4% 14.7% 43.3% 10.6% 51.6% 0.0% -8.5% 23.4K -787.5K -8.2K 0.02 8.49 N/A N/A 119 2 14,950 2,124 2023-07-26 $3.42 $2.50 58.3% 16.7% 43.4% 16.0% 61.7% 0.0% -4.5% 26.4K -999.2K -9.2K 0.44 7.22 N/A N/A 182 80 14,974 2,121 2023-07-27 $3.29 $2.50 51.9% 14.9% 46.3% 11.1% 53.2% 0.0% -9.6% 21.3K -709.9K -7.6K 0.04 7.71 N/A N/A 81 3 15,013 2,045 2023-07-28 $3.46 $2.50 64.0% 18.3% 49.1% 20.4% 69.1% 0.0% -25.5% 25.4K -918.2K -8.8K 0.20 8.90 N/A N/A 249 50 15,082 2,047 2023-07-31 $3.70 $2.50 70.5% 20.2% 50.2% 25.4% 68.9% 0.0% -16.3% 32.6K -1.3M -10.5K 0.02 8.31 N/A N/A 568 13 15,113 2,097
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