PPL Options History — August 2019 In August 2019, PPL traded between $29.07 and $29.88. ATM implied volatility averaged 20.2%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.3% (HV 20d: 14.9%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2019-08-02 : Highest Volume — 18,559 contracts2019-08-02 : Largest IV spike — 22.2% change2019-08-05 : Highest IV Rank — 87.8%2019-08-02 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.49 $29.07 $29.88 $29.80 $29.57 Max Pain $30.09 $30.00 $31.00 $31.00 $30.00 ATM IV 20.2% 16.7% 27.2% 19.4% 17.4% Expected Move 5.6% 4.8% 6.8% 5.6% 5.0% HV 20d 14.9% 11.4% 16.1% 11.4% 15.6% HV 60d 16.4% 14.7% 17.8% 17.5% 14.7% IV Rank 49.2% 29.9% 87.8% 44.8% 33.7% IV Percentile 71.1% 27.8% 98.4% 73.0% 36.9% Term Structure -1.5% -2.8% 0.4% -0.9% -0.9% VWIV 19.5% 16.9% 24.8% 18.8% 19.5% Skew 25d 3.6% -0.6% 5.7% 3.6% 5.7% Skew 10d 7.4% -1.4% 12.6% -1.4% 6.3% Call IV 25d 17.7% 14.6% 24.8% 17.9% 14.6% Put IV 25d 21.3% 18.3% 24.5% 21.5% 20.2% Bid-Ask Spread % 16.55 9.57 43.51 13.15 13.78 Gamma HHI 0.36 0.27 0.51 0.38 0.35 Net GEX 3.2M 1.5M 5.2M 3.7M 3.8M Net DEX 5.8M -7.4M 17.7M -2.6M 4.9M Net VEX -380.5K -435.4K -338.1K -402.4K -363.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.02 3.22 0.74 0.31 Total Volume 3,026.773 227 18,559 4,799 255 Total OI 98,799.045 81,573 111,182 92,128 94,498
Daily Data (22 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 2019-08-01 $29.80 $31.00 19.4% 5.6% 11.4% 44.8% 18.8% 3.6% -0.9% 3.7M -2.6M -402.4K 0.74 13.15 N/A N/A 2,754 2,045 65,178 26,950 2019-08-02 $29.72 $31.00 23.7% 6.8% 11.4% 68.4% 24.8% -0.6% -2.7% 3.7M -5.9M -412.2K 0.06 14.31 N/A N/A 17,496 1,063 65,384 27,120 2019-08-05 $29.07 $30.00 27.2% 6.6% 13.3% 87.8% 21.9% 3.7% -2.6% 3.1M 9.6M -370.1K 2.62 17.13 N/A N/A 1,062 2,779 75,302 28,129 2019-08-06 $29.54 $30.00 22.3% 6.0% 14.6% 60.5% 21.6% 3.8% -1.7% 3.9M 2.7M -410.2K 0.37 19.02 N/A N/A 2,992 1,096 75,657 29,907 2019-08-07 $29.87 $30.00 21.1% 6.1% 14.9% 54.4% 19.6% 3.6% -1.4% 5.2M -7.4M -435.4K 0.05 18.00 N/A N/A 3,348 178 75,885 30,476 2019-08-08 $29.88 $30.00 18.9% 5.5% 14.9% 42.0% 19.4% 3.5% -1.4% 5.1M -5.6M -424.6K 0.47 18.19 N/A N/A 321 150 78,227 30,684 2019-08-09 $29.47 $30.00 20.8% 6.0% 15.5% 52.3% 20.7% 3.6% -2.1% 2.9M 8.6M -393.7K 3.22 15.83 N/A N/A 530 1,706 78,378 30,699 2019-08-12 $29.27 $30.00 25.2% 6.0% 15.0% 76.9% 20.9% 4.0% -1.3% 1.7M 16.4M -362.5K 1.37 17.09 N/A N/A 263 361 78,292 31,287 2019-08-13 $29.59 $30.00 20.5% 5.5% 15.7% 51.1% 19.2% 4.1% -1.4% 2.2M 9.2M -380.1K 0.66 16.43 N/A N/A 272 179 78,356 31,349 2019-08-14 $29.21 $30.00 21.4% 6.1% 16.1% 55.7% 22.1% 3.6% -1.0% 1.5M 17.7M -360.7K 0.72 19.72 N/A N/A 359 260 78,418 31,331 2019-08-15 $29.27 $30.00 20.9% 6.0% 15.7% 53.4% 19.9% 5.1% -2.3% 1.6M 16.7M -370.6K 0.02 18.36 N/A N/A 4,988 77 79,083 31,296 2019-08-16 $29.38 $30.00 19.8% 5.7% 15.5% 47.1% 17.9% 4.2% -1.5% 2.3M 13.3M -373.7K 0.85 16.33 N/A N/A 1,088 921 79,896 31,286 2019-08-19 $29.54 $30.00 17.7% 5.1% 15.5% 35.6% 16.9% 3.9% -0.0% 2.6M 5.9M -361.6K 0.05 9.57 N/A N/A 7,185 368 53,598 27,975 2019-08-20 $29.46 $30.00 19.6% 5.6% 15.5% 45.9% 18.1% 3.1% -2.8% 3.3M 3.9M -375.4K 0.06 17.68 N/A N/A 2,950 175 59,732 28,089 2019-08-21 $29.70 $30.00 17.5% 5.0% 15.7% 34.2% 18.0% 3.9% -1.0% 3.8M -705.3K -384.6K 0.47 10.44 N/A N/A 278 131 59,874 28,110 2019-08-22 $29.81 $30.00 16.7% 4.8% 15.8% 29.9% 17.2% 4.5% 0.4% 4.3M -4.5M -393.0K 0.36 12.20 N/A N/A 400 145 60,067 28,146 2019-08-23 $29.51 $30.00 17.7% 5.1% 15.9% 35.7% 17.2% 2.9% -0.9% 3.3M 3.4M -376.7K 0.11 43.51 N/A N/A 5,690 625 60,065 28,262 2019-08-26 $29.38 $30.00 19.8% 5.7% 15.6% 47.0% 19.5% 4.0% -2.4% 3.7M 4.5M -379.5K 0.63 11.26 N/A N/A 139 88 65,356 28,574 2019-08-27 $29.30 $30.00 19.0% 5.5% 14.9% 42.8% 19.1% 5.4% -1.9% 2.9M 10.8M -355.0K 0.53 14.10 N/A N/A 521 274 65,505 28,592 2019-08-28 $29.18 $30.00 19.1% 5.5% 14.9% 43.0% 19.1% 2.2% -1.0% 2.7M 13.1M -348.1K 0.23 18.30 N/A N/A 524 121 65,492 28,707 2019-08-29 $29.20 $30.00 18.6% 5.3% 14.8% 40.2% 16.9% 1.7% -1.9% 2.7M 13.4M -338.1K 0.76 9.64 N/A N/A 246 186 65,596 28,771 2019-08-30 $29.57 $30.00 17.4% 5.0% 15.6% 33.7% 19.5% 5.7% -0.9% 3.8M 4.9M -363.4K 0.31 13.78 N/A N/A 194 61 65,695 28,803
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