PPL Options History — October 2019 In October 2019, PPL traded between $30.29 and $33.43. ATM implied volatility averaged 19.7%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 0.0% (HV 20d: 19.6%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.35.
Notable Days 2019-10-18 : Highest Volume — 28,420 contracts2019-10-04 : Largest IV drop — 14.6% change2019-10-09 : Highest IV Rank — 53.9%2019-10-03 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $31.95 $30.29 $33.43 $31.35 $33.43 Max Pain $31.13 $30.00 $32.00 $30.00 $32.00 ATM IV 19.7% 17.5% 21.1% 17.7% 19.3% Expected Move 5.7% 5.1% 6.1% 5.1% 5.5% HV 20d 19.6% 15.7% 21.6% 17.7% 18.1% HV 60d 17.0% 15.2% 18.1% 15.2% 16.9% IV Rank 46.3% 34.4% 53.9% 35.5% 44.2% IV Percentile 71.2% 39.7% 83.3% 44.8% 68.3% Term Structure -0.0% -1.1% 1.2% 1.2% 1.0% VWIV 19.9% 16.4% 23.1% 16.4% 19.3% Skew 25d 2.8% -1.0% 5.0% 3.4% 2.9% Skew 10d 7.9% -4.6% 16.8% 6.6% 9.2% Call IV 25d 18.9% 15.1% 20.4% 15.1% 18.5% Put IV 25d 21.6% 17.6% 23.8% 18.4% 21.4% Bid-Ask Spread % 21.23 12.22 39.21 16.76 17.63 Gamma HHI 0.35 0.27 0.51 0.31 0.39 Net GEX 10.4M 7.3M 18.1M 9.2M 12.7M Net DEX -85.0M -131.0M -22.8M -65.8M -131.0M Net VEX -406.4K -466.3K -349.2K -374.3K -448.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.02 2.90 0.18 0.34 Total Volume 5,756.087 571 28,420 6,220 738 Total OI 105,835.783 90,216 116,608 90,216 115,023
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 2019-10-01 $31.35 $30.00 17.7% 5.1% 17.7% 35.5% 16.4% 3.4% 1.2% 9.2M -65.8M -374.3K 0.18 16.76 N/A N/A 5,288 932 62,212 28,004 2019-10-02 $30.66 $30.00 18.8% 5.4% 19.8% 41.5% 19.0% -1.0% 0.6% 8.1M -39.1M -381.6K 0.39 15.59 N/A N/A 1,577 613 67,259 28,665 2019-10-03 $30.45 $31.00 20.5% 6.1% 19.4% 50.8% 19.8% 2.8% -0.3% 7.3M -30.2M -371.6K 0.04 12.62 N/A N/A 5,519 235 68,105 28,932 2019-10-04 $30.90 $31.00 17.5% 5.6% 19.8% 34.4% 19.3% 3.4% -0.8% 9.6M -49.7M -386.6K 0.09 18.22 N/A N/A 837 78 70,793 28,988 2019-10-07 $30.85 $31.00 19.6% 5.7% 18.2% 46.1% 19.7% 3.3% -0.3% 9.8M -46.1M -372.1K 0.09 14.43 N/A N/A 1,656 148 71,304 29,013 2019-10-08 $30.29 $31.00 20.9% 5.9% 18.4% 53.0% 21.3% 0.9% -0.8% 7.6M -22.8M -351.6K 0.45 21.83 N/A N/A 713 318 72,391 29,079 2019-10-09 $30.32 $31.00 21.1% 6.0% 15.7% 53.9% 20.4% 2.0% -0.9% 8.0M -23.5M -350.4K 0.10 20.67 N/A N/A 2,164 217 72,551 29,199 2019-10-10 $30.55 $31.00 19.6% 5.6% 15.7% 45.8% 19.3% 2.7% -0.3% 9.4M -30.1M -349.2K 0.06 15.54 N/A N/A 1,182 72 74,057 29,277 2019-10-11 $31.55 $31.00 19.3% 5.5% 19.6% 44.0% 19.6% 1.4% -0.1% 13.5M -87.4M -373.2K 0.11 39.21 N/A N/A 5,783 623 75,127 29,297 2019-10-14 $32.16 $31.00 20.2% 5.8% 20.4% 49.0% 20.1% 2.6% -1.0% 13.1M -129.1M -368.7K 0.05 27.68 N/A N/A 15,784 803 77,834 29,469 2019-10-15 $31.90 $31.00 19.4% 5.6% 20.6% 45.2% 21.3% 3.7% -0.3% 12.1M -104.5M -369.1K 0.99 32.68 N/A N/A 2,073 2,060 74,650 29,792 2019-10-16 $32.31 $31.00 20.7% 5.9% 20.9% 52.1% 23.1% 3.0% -0.7% 9.8M -124.2M -377.9K 0.70 31.28 N/A N/A 2,470 1,722 74,950 34,651 2019-10-17 $32.08 $31.00 20.4% 5.8% 21.0% 50.3% 18.7% 2.4% -1.1% 12.2M -113.9M -369.5K 0.02 17.55 N/A N/A 19,831 426 75,384 35,832 2019-10-18 $32.09 $31.00 20.3% 5.8% 21.0% 49.8% 20.7% 2.4% -0.3% 18.1M -108.9M -425.1K 0.15 28.10 N/A N/A 24,673 3,747 80,502 36,106 2019-10-21 $32.59 $31.00 20.3% 5.8% 21.6% 49.8% 21.3% 3.6% -0.3% 7.7M -85.2M -466.2K 0.25 12.22 N/A N/A 2,591 639 68,820 34,741 2019-10-22 $32.75 $31.00 20.2% 5.8% 21.5% 49.3% 20.5% 3.2% -0.1% 8.7M -94.4M -466.3K 0.04 28.46 N/A N/A 7,174 260 71,267 35,143 2019-10-23 $33.20 $31.00 19.4% 5.6% 21.2% 44.9% 19.2% 2.0% 0.8% 9.0M -112.6M -459.3K 0.17 15.83 N/A N/A 1,876 318 71,068 35,275 2019-10-24 $33.12 $31.00 18.7% 5.4% 20.8% 41.3% 18.7% 2.9% 1.0% 9.4M -110.4M -456.1K 0.05 19.97 N/A N/A 11,422 577 71,331 35,562 2019-10-25 $33.16 $32.00 18.8% 5.4% 20.6% 41.6% 18.9% 4.0% 0.8% 10.6M -115.0M -464.6K 0.42 18.18 N/A N/A 470 197 75,890 35,964 2019-10-28 $32.99 $32.00 19.6% 5.6% 20.8% 46.2% 19.8% 3.0% 0.7% 10.8M -106.2M -452.5K 0.11 21.24 N/A N/A 2,439 260 76,025 36,088 2019-10-29 $32.95 $32.00 20.2% 5.8% 20.6% 49.0% 20.2% 3.8% 0.3% 11.0M -104.9M -460.5K 2.90 16.38 N/A N/A 337 977 77,559 36,260 2019-10-30 $33.26 $32.00 19.9% 5.7% 18.5% 47.3% 21.0% 5.0% 0.7% 11.6M -120.9M -452.4K 0.34 26.18 N/A N/A 427 144 77,735 37,049 2019-10-31 $33.43 $32.00 19.3% 5.5% 18.1% 44.2% 19.3% 2.9% 1.0% 12.7M -131.0M -448.9K 0.34 17.63 N/A N/A 551 187 77,991 37,032
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