PL Options History — October 2024 In October 2024, PL traded between $2.10 and $2.37. ATM implied volatility averaged 73.4%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 20.0% (HV 20d: 53.4%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.30.
Notable Days 2024-10-21 : Highest Volume — 1,164 contracts2024-10-04 : Largest IV spike — 35.0% change2024-10-29 : Highest IV Rank — 44.6%2024-10-07 : Largest Expected Move — 25.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.26 $2.10 $2.37 $2.21 $2.21 Max Pain $2.04 $2.00 $2.50 $2.50 $2.00 ATM IV 73.4% 53.0% 86.0% 72.8% 69.4% Expected Move 21.8% 16.2% 25.2% 20.9% 19.9% HV 20d 53.4% 38.2% 133.1% 132.8% 45.7% HV 60d 99.4% 93.7% 104.0% 104.0% 94.8% IV Rank 33.7% 15.8% 44.6% 33.1% 30.1% IV Percentile 70.8% 26.6% 89.3% 72.2% 59.1% Term Structure 5.2% -14.7% 29.8% -14.7% 10.4% VWIV 76.3% 53.3% 92.2% 90.2% 92.2% Skew 25d -6.7% -39.6% 17.4% -39.6% -38.9% Skew 10d 13.1% -133.9% 93.8% -39.2% 45.0% Call IV 25d 82.0% 50.3% 109.1% 91.8% 100.4% Put IV 25d 75.3% 51.3% 93.0% 52.2% 61.6% Bid-Ask Spread % 67.43 39.45 87.17 60.45 39.45 Gamma HHI 0.55 0.39 0.66 0.42 0.63 Net GEX 10.6K -17.5K 28.5K -5.0K 25.0K Net DEX -858.8K -1.7M 50.5K -596.2K -1.3M Net VEX -8.3K -10.2K -7.1K -10.2K -7.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.00 1.82 0.07 0.44 Total Volume 422.043 141 1,164 397 372 Total OI 37,424.652 27,274 44,387 43,304 27,906
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 2024-10-01 $2.21 $2.50 72.8% 20.9% 132.8% 33.1% 90.2% -39.6% -14.7% -5.0K -596.2K -10.2K 0.07 60.45 N/A N/A 372 25 30,508 12,796 2024-10-02 $2.25 $2.50 56.5% 16.2% 133.1% 18.8% 53.3% 7.1% 29.8% -5.2K -572.9K -10.2K 0.22 61.31 N/A N/A 210 46 30,386 12,909 2024-10-03 $2.21 $2.00 53.0% 21.9% 133.1% 15.8% 73.7% -4.9% 8.8% -4.9K -515.8K -9.8K 1.16 41.71 N/A N/A 79 92 30,527 12,925 2024-10-04 $2.24 $2.00 71.6% 21.7% 45.0% 32.1% 80.9% -3.3% 8.3% -2.0K -513.2K -9.9K 0.03 58.25 N/A N/A 473 14 30,600 12,965 2024-10-07 $2.25 $2.00 68.2% 25.2% 39.3% 29.1% 82.8% 4.9% -11.1% -4.2K -543.4K -9.6K 0.08 74.08 N/A N/A 674 54 30,956 12,958 2024-10-08 $2.15 $2.00 59.8% 20.1% 43.6% 21.8% 69.3% -4.1% 18.2% -11.2K -82.9K -8.4K 0.28 73.95 N/A N/A 271 76 30,626 13,007 2024-10-09 $2.13 $2.00 77.8% 22.3% 43.6% 37.4% 79.2% 2.6% 8.7% -11.4K 50.2K -8.0K 0.28 71.51 N/A N/A 373 104 30,843 13,080 2024-10-10 $2.10 $2.00 76.6% 22.0% 39.7% 36.4% 57.0% 17.4% 4.7% -17.5K 50.5K -8.2K 0.14 73.72 N/A N/A 375 53 31,018 13,053 2024-10-11 $2.25 $2.00 79.8% 22.9% 43.6% 39.2% 76.8% 14.7% 0.9% -6.7K -471.7K -9.0K 0.20 82.77 N/A N/A 573 113 30,775 13,055 2024-10-14 $2.29 $2.00 72.3% 20.7% 43.7% 32.7% 70.7% 9.9% 9.0% -6.1K -537.1K -8.5K 0.27 87.17 N/A N/A 337 90 30,944 13,165 2024-10-15 $2.26 $2.00 79.1% 22.7% 44.1% 38.6% 79.2% -0.9% 7.4% 21.1K -438.5K -7.9K 0.76 81.34 N/A N/A 133 101 31,071 13,098 2024-10-16 $2.33 $2.00 77.8% 22.3% 42.9% 37.5% 78.6% 7.7% -5.1% 20.9K -367.3K -7.1K 0.32 83.79 N/A N/A 233 75 31,129 13,199 2024-10-17 $2.29 $2.00 71.2% 20.4% 42.4% 31.7% 75.4% 12.9% 13.9% 21.2K -467.7K -7.7K 0.04 84.48 N/A N/A 280 10 31,228 13,159 2024-10-18 $2.31 $2.00 75.2% 21.6% 41.2% 35.2% 76.4% -0.3% 13.0% 22.5K -1.1M -7.9K 0.29 81.37 N/A N/A 350 100 31,325 10,637 2024-10-21 $2.27 $2.00 74.3% 21.3% 41.9% 34.4% 76.4% -0.3% 10.6% 21.6K -1.4M -7.7K 1.82 83.81 N/A N/A 413 751 23,716 3,884 2024-10-22 $2.31 $2.00 72.9% 20.9% 42.1% 33.2% 75.9% -0.8% 3.7% 24.7K -1.5M -7.7K 0.03 76.87 N/A N/A 458 13 23,847 3,427 2024-10-23 $2.27 $2.00 80.0% 22.9% 38.3% 39.4% 79.6% -16.1% -2.3% 25.3K -1.4M -7.6K 0.16 61.83 N/A N/A 383 63 24,210 3,420 2024-10-24 $2.31 $2.00 77.2% 22.1% 38.2% 37.0% 80.6% 2.3% 7.3% 25.5K -1.5M -7.6K 0.01 61.80 N/A N/A 140 1 24,015 3,421 2024-10-25 $2.30 $2.00 79.1% 22.7% 38.3% 38.6% 66.1% -32.3% 3.5% 25.5K -1.5M -7.6K 0.00 63.44 N/A N/A 331 1 24,086 3,420 2024-10-28 $2.35 $2.00 75.9% 21.8% 38.9% 35.9% 75.9% -38.1% 4.4% 27.4K -1.6M -7.7K 0.03 60.71 N/A N/A 182 6 24,304 3,419 2024-10-29 $2.37 $2.00 86.0% 24.6% 38.7% 44.6% 83.8% -28.7% -3.8% 28.1K -1.7M -7.7K 0.03 43.11 N/A N/A 438 12 24,382 3,425 2024-10-30 $2.37 $2.00 82.6% 23.7% 38.3% 41.7% 81.0% -25.5% -6.5% 28.5K -1.7M -7.6K 0.19 44.08 N/A N/A 384 73 24,527 3,416 2024-10-31 $2.21 $2.00 69.4% 19.9% 45.7% 30.1% 92.2% -38.9% 10.4% 25.0K -1.3M -7.3K 0.44 39.45 N/A N/A 259 113 24,536 3,370
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