PL Options History — February 2024 In February 2024, PL traded between $2.15 and $2.42. ATM implied volatility averaged 55.3%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 5.3% (HV 20d: 60.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2024-02-02 : Highest Volume — 414 contracts2024-02-20 : Largest IV spike — 43.1% change2024-02-06 : Highest IV Rank — 31.1%2024-02-13 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.22 $2.15 $2.42 $2.30 $2.20 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 55.3% 39.8% 76.9% 53.0% 53.8% Expected Move 16.1% 11.4% 21.5% 18.2% 15.4% HV 20d 60.5% 54.1% 70.1% 54.3% 56.8% HV 60d 54.6% 51.0% 56.2% 53.8% 56.0% IV Rank 14.4% 2.4% 31.1% 12.7% 13.2% IV Percentile 36.5% 3.2% 85.7% 29.0% 32.9% Term Structure 12.6% -15.5% 55.6% 3.0% -15.5% VWIV 59.6% 37.5% 86.4% 56.4% 62.0% Skew 25d -2.4% -31.2% 20.9% -20.1% 20.2% Skew 10d 35.9% -23.1% 176.0% -19.3% 104.7% Call IV 25d 56.7% 36.1% 82.5% 67.9% 42.5% Put IV 25d 54.3% 41.9% 72.9% 47.8% 62.7% Bid-Ask Spread % 67.94 32.32 95.99 86.61 86.31 Gamma HHI 0.49 0.43 0.57 0.54 0.50 Net GEX 10.1K 6.3K 14.6K 12.6K 9.3K Net DEX -429.3K -641.9K -260.6K -525.1K -371.5K Net VEX -4.5K -5.1K -3.3K -5.0K -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 0.58 0.02 0.18 Total Volume 103.15 11 414 178 100 Total OI 11,057.5 10,490 11,376 11,108 10,978
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 2024-02-01 $2.30 $1.00 53.0% 18.2% 54.3% 12.7% 56.4% -20.1% 3.0% 12.6K -525.1K -5.0K 0.02 86.61 N/A N/A 175 3 9,544 1,564 2024-02-02 $2.26 $1.00 47.1% 19.7% 54.6% 8.1% 0.0% -21.0% -13.7% 12.3K -492.5K -5.0K 0.00 83.05 N/A N/A 414 0 9,660 1,566 2024-02-05 $2.16 $1.00 65.0% 18.1% 56.1% 21.9% 86.4% -4.7% -8.0% 10.7K -432.2K -4.6K 0.02 53.50 N/A N/A 50 1 9,713 1,566 2024-02-06 $2.19 $1.00 76.9% 17.9% 55.5% 31.1% 63.8% -2.2% -7.5% 10.8K -449.7K -4.9K 0.58 41.38 N/A N/A 12 7 9,741 1,567 2024-02-07 $2.19 $1.00 56.5% 16.2% 54.5% 15.4% 0.0% -8.3% 37.3% 10.8K -496.1K -5.0K 0.00 50.70 N/A N/A 13 0 9,742 1,570 2024-02-08 $2.21 $1.00 49.6% 14.2% 54.1% 10.0% 0.0% -18.0% 18.0% 11.1K -416.8K -4.2K 0.00 41.18 N/A N/A 46 0 9,752 1,570 2024-02-09 $2.30 $1.00 55.9% 16.0% 55.4% 14.9% 57.9% -12.3% 6.0% 13.4K -540.4K -4.9K 0.13 40.23 N/A N/A 142 18 9,766 1,570 2024-02-12 $2.42 $1.00 58.7% 16.8% 57.9% 17.0% 58.8% -17.9% 7.4% 14.6K -641.9K -5.1K 0.03 53.76 N/A N/A 87 3 9,711 1,580 2024-02-13 $2.17 $1.00 75.1% 21.5% 69.0% 29.8% 79.3% -9.6% -6.5% 11.2K -450.0K -4.7K 0.14 66.86 N/A N/A 169 23 9,761 1,580 2024-02-14 $2.25 $1.00 52.7% 15.1% 69.9% 12.4% 51.7% 7.3% 16.1% 8.6K -484.2K -4.7K 0.13 32.32 N/A N/A 16 2 9,755 1,600 2024-02-15 $2.29 $1.00 55.6% 15.9% 69.9% 14.6% 58.3% -10.2% 24.0% 9.4K -535.1K -4.8K 0.20 62.61 N/A N/A 10 2 9,771 1,597 2024-02-16 $2.25 $1.00 42.6% 12.2% 70.1% 4.5% 64.1% -31.2% 42.8% 8.8K -418.4K -4.2K 0.05 79.00 N/A N/A 126 6 9,779 1,597 2024-02-20 $2.21 $1.00 60.9% 17.5% 63.2% 18.8% 44.0% 18.5% 0.3% 8.0K -318.4K -3.7K 0.24 76.76 N/A N/A 82 20 9,011 1,479 2024-02-21 $2.17 $1.00 54.9% 15.7% 63.4% 14.1% 0.0% 20.9% 22.3% 8.3K -345.5K -4.3K 0.00 82.71 N/A N/A 20 0 9,086 1,479 2024-02-22 $2.16 $1.00 39.8% 11.4% 63.4% 2.4% 37.5% 5.2% 40.2% 6.3K -260.6K -3.3K 0.10 84.46 N/A N/A 10 1 9,100 1,479 2024-02-23 $2.16 $1.00 40.7% 11.7% 63.3% 3.1% 42.9% 5.2% 55.6% 7.5K -330.4K -4.2K 0.25 80.11 N/A N/A 12 3 9,109 1,479 2024-02-26 $2.21 $1.00 48.4% 13.9% 63.9% 9.0% 0.0% 15.2% 39.1% 8.5K -349.0K -4.2K 0.00 95.99 N/A N/A 310 0 9,109 1,478 2024-02-27 $2.24 $1.00 63.1% 18.1% 57.3% 20.4% 71.5% 15.1% -8.5% 10.1K -392.3K -4.3K 0.00 80.84 N/A N/A 90 0 9,355 1,478 2024-02-28 $2.15 $1.00 55.0% 15.8% 57.9% 14.2% 62.0% 0.5% -0.4% 8.9K -335.1K -4.2K 0.13 80.43 N/A N/A 80 10 9,430 1,478 2024-02-29 $2.20 $1.00 53.8% 15.4% 56.8% 13.2% 0.0% 20.2% -15.5% 9.3K -371.5K -4.2K 0.18 86.31 N/A N/A 85 15 9,505 1,473
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