PPL Options History — July 2020 In July 2020, PPL traded between $24.43 and $26.49. ATM implied volatility averaged 33.3%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 0.5% (HV 20d: 32.9%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2020-07-14 : Highest Volume — 10,475 contracts2020-07-13 : Largest IV spike — 19.2% change2020-07-13 : Highest IV Rank — 32.4%2020-07-09 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.75 $24.43 $26.49 $26.31 $26.49 Max Pain $25.95 $25.00 $27.00 $27.00 $26.00 ATM IV 33.3% 29.4% 41.5% 34.4% 31.4% Expected Move 9.5% 8.4% 10.9% 9.9% 9.0% HV 20d 32.9% 27.7% 38.3% 38.3% 33.0% HV 60d 43.3% 41.1% 46.2% 46.2% 41.1% IV Rank 23.1% 18.6% 32.4% 24.3% 20.9% IV Percentile 67.5% 60.3% 80.6% 70.6% 62.3% Term Structure -0.3% -2.3% 2.1% 0.9% -1.5% VWIV 32.1% 27.4% 36.5% 34.1% 29.2% Skew 25d 8.5% 6.8% 10.4% 9.8% 6.8% Skew 10d 17.8% 8.0% 25.4% 20.6% 11.1% Call IV 25d 29.0% 24.8% 34.5% 29.7% 25.6% Put IV 25d 37.4% 32.5% 42.0% 39.5% 32.5% Bid-Ask Spread % 22.72 10.97 32.95 17.01 24.76 Gamma HHI 0.19 0.12 0.25 0.25 0.24 Net GEX 1.5M 91.1K 3.5M 1.9M 3.5M Net DEX 1.4M -16.0M 17.3M -944.5K -16.0M Net VEX -212.2K -257.0K -169.4K -234.9K -255.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.05 1.05 0.22 0.16 Total Volume 2,845.273 783 10,475 1,144 1,278 Total OI 80,031.909 60,534 97,484 82,686 78,656
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 2020-07-01 $26.31 $27.00 34.4% 9.9% 38.3% 24.3% 34.1% 9.8% 0.9% 1.9M -944.5K -234.9K 0.22 17.01 N/A N/A 941 203 61,928 20,758 2020-07-02 $26.22 $27.00 31.6% 9.0% 38.3% 21.0% 31.0% 6.8% 2.1% 1.8M 1.0M -225.4K 0.47 10.97 N/A N/A 532 251 62,214 20,703 2020-07-06 $25.86 $26.00 35.3% 10.0% 37.9% 25.3% 35.5% 8.3% -2.3% 1.2M 5.8M -205.3K 0.42 32.71 N/A N/A 2,440 1,015 62,420 20,677 2020-07-07 $25.45 $26.00 37.1% 10.3% 36.9% 27.4% 35.0% 9.6% -1.0% 745.0K 9.9M -190.3K 0.49 30.10 N/A N/A 869 425 62,825 20,895 2020-07-08 $25.76 $26.00 33.3% 10.1% 27.7% 23.0% 35.0% 9.6% 0.1% 824.2K 8.3M -192.0K 0.34 32.95 N/A N/A 816 275 62,632 21,132 2020-07-09 $24.43 $26.00 37.9% 10.9% 32.4% 28.3% 36.5% 7.5% -0.1% 91.1K 17.3M -169.4K 0.29 27.11 N/A N/A 1,908 551 62,949 21,155 2020-07-10 $25.32 $26.00 34.8% 10.6% 30.6% 24.8% 33.3% 10.4% -1.7% 334.2K 11.1M -182.2K 0.19 30.62 N/A N/A 1,263 240 63,210 21,042 2020-07-13 $25.23 $26.00 41.5% 10.8% 30.5% 32.4% 35.6% 8.6% -1.8% 245.0K 11.3M -181.5K 0.43 24.74 N/A N/A 816 350 63,565 21,135 2020-07-14 $25.70 $26.00 35.1% 10.1% 31.2% 25.1% 34.0% 8.2% -1.2% 349.1K 8.4M -184.2K 0.18 23.05 N/A N/A 8,853 1,622 63,739 21,197 2020-07-15 $25.78 $25.00 35.2% 10.1% 30.6% 25.2% 32.8% 8.8% -1.1% 873.2K 4.3M -208.3K 0.78 29.73 N/A N/A 1,387 1,085 70,895 22,743 2020-07-16 $25.89 $26.00 34.6% 9.9% 30.6% 24.5% 34.6% 9.6% -0.1% 902.9K 4.1M -206.0K 0.05 17.86 N/A N/A 6,590 327 70,870 22,893 2020-07-17 $26.01 $26.00 32.3% 9.3% 30.6% 21.9% 31.7% 8.7% -1.2% 1.2M -896.8K -216.3K 0.07 21.43 N/A N/A 3,896 287 75,278 22,206 2020-07-20 $25.43 $26.00 33.4% 9.6% 31.5% 23.1% 32.6% 8.7% 0.2% 1.1M 4.8M -195.4K 0.68 25.90 N/A N/A 1,341 906 43,372 17,162 2020-07-21 $25.31 $25.00 32.1% 9.2% 31.4% 21.7% 28.6% 8.7% 0.7% 1.0M 6.7M -187.9K 0.05 17.13 N/A N/A 6,987 363 44,045 18,029 2020-07-22 $26.16 $25.00 29.7% 8.5% 32.8% 18.8% 28.1% 8.1% 1.4% 2.3M -6.8M -233.2K 0.24 19.86 N/A N/A 1,698 403 50,265 18,231 2020-07-23 $25.82 $26.00 29.9% 8.6% 33.1% 19.2% 27.4% 8.9% 1.1% 2.0M -3.6M -228.2K 0.18 18.59 N/A N/A 2,568 467 51,232 18,428 2020-07-24 $25.69 $26.00 29.4% 8.4% 33.1% 18.6% 29.6% 7.2% 1.3% 2.0M -2.6M -225.8K 0.05 18.09 N/A N/A 4,600 220 53,595 18,650 2020-07-27 $25.21 $26.00 33.2% 9.5% 33.0% 22.9% 32.5% 7.6% -0.7% 1.8M 2.0M -210.6K 0.48 18.54 N/A N/A 1,142 545 58,016 18,742 2020-07-28 $25.89 $26.00 30.1% 8.6% 33.4% 19.3% 29.7% 7.8% -0.1% 2.6M -6.5M -236.3K 0.46 18.54 N/A N/A 777 357 58,245 19,150 2020-07-29 $26.20 $26.00 30.5% 8.7% 33.6% 19.8% 29.0% 8.5% -0.9% 2.9M -10.3M -243.3K 0.28 21.56 N/A N/A 726 204 58,639 19,013 2020-07-30 $26.43 $26.00 30.9% 8.9% 33.0% 20.2% 30.5% 7.8% 0.1% 3.3M -15.9M -257.0K 1.05 18.49 N/A N/A 524 548 59,046 19,125 2020-07-31 $26.49 $26.00 31.4% 9.0% 33.0% 20.9% 29.2% 6.8% -1.5% 3.5M -16.0M -255.2K 0.16 24.76 N/A N/A 1,104 174 59,350 19,306
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