PPL Options History — March 2021 In March 2021, PPL traded between $26.90 and $29.95. ATM implied volatility averaged 20.2%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 5.3% (HV 20d: 25.5%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2021-03-18 : Highest Volume — 18,074 contracts2021-03-09 : Largest IV spike — 30.7% change2021-03-09 : Highest IV Rank — 8.3%2021-03-02 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.31 $26.90 $29.95 $26.90 $28.80 Max Pain $27.91 $27.00 $28.00 $28.00 $28.00 ATM IV 20.2% 17.8% 23.4% 21.9% 17.8% Expected Move 5.9% 5.1% 6.6% 6.3% 5.1% HV 20d 25.5% 15.1% 33.8% 15.3% 31.4% HV 60d 20.5% 18.0% 22.6% 18.0% 22.1% IV Rank 4.7% 1.7% 8.3% 6.6% 2.4% IV Percentile 3.4% 0.4% 13.5% 1.6% 0.8% Term Structure 1.4% -1.0% 4.3% -0.5% 2.2% VWIV 20.1% 17.6% 22.4% 22.0% 18.8% Skew 25d 2.2% -0.5% 5.2% 2.4% 1.3% Skew 10d 9.7% 1.6% 47.4% 40.6% 7.7% Call IV 25d 19.5% 16.2% 22.0% 20.6% 18.6% Put IV 25d 21.7% 18.7% 24.1% 23.0% 19.9% Bid-Ask Spread % 51.66 29.45 79.88 52.51 44.27 Gamma HHI 0.26 0.15 0.86 0.15 0.25 Net GEX 6.2M 589.1K 47.3M 589.1K 5.8M Net DEX -27.7M -90.0M 5.7M 5.7M -35.6M Net VEX -286.5K -356.0K -218.3K -218.3K -316.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.06 1.62 0.56 0.51 Total Volume 3,214.304 684 18,074 3,346 684 Total OI 83,232.739 77,959 95,904 78,779 84,261
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 2021-03-01 $26.90 $28.00 21.9% 6.3% 15.3% 6.6% 22.0% 2.4% -0.5% 589.1K 5.7M -218.3K 0.56 52.51 N/A N/A 2,148 1,198 57,405 21,374 2021-03-02 $27.22 $27.00 23.2% 6.6% 15.1% 8.0% 18.4% 5.2% -1.0% 1.1M 1.2M -226.5K 0.08 53.24 N/A N/A 1,665 135 58,028 21,493 2021-03-03 $27.53 $27.00 20.4% 5.9% 15.8% 4.8% 22.1% 3.2% -0.9% 1.6M -4.7M -234.7K 1.05 53.00 N/A N/A 858 905 59,005 21,568 2021-03-04 $27.85 $28.00 20.9% 6.1% 16.2% 5.3% 21.0% 3.4% 1.5% 2.4M -11.2M -244.5K 0.25 33.34 N/A N/A 2,146 536 59,528 22,079 2021-03-05 $28.34 $28.00 17.9% 6.0% 17.3% 1.8% 20.4% 3.1% 1.4% 4.9M -24.8M -248.9K 0.76 48.66 N/A N/A 1,163 884 60,048 21,890 2021-03-08 $28.49 $28.00 17.9% 6.1% 17.4% 1.7% 20.0% 2.3% 1.4% 5.2M -31.3M -264.4K 0.10 64.84 N/A N/A 7,618 749 60,626 22,116 2021-03-09 $27.28 $28.00 23.4% 6.5% 23.5% 8.3% 22.4% 1.9% 1.1% 1.9M -4.3M -260.1K 0.47 55.03 N/A N/A 2,225 1,040 60,841 22,369 2021-03-10 $27.40 $28.00 22.6% 6.5% 23.5% 7.3% 21.7% 1.2% 0.6% 2.2M -6.2M -266.5K 0.21 49.88 N/A N/A 882 183 61,132 23,004 2021-03-11 $27.31 $28.00 22.7% 6.5% 23.4% 7.4% 21.7% 1.9% 0.5% 1.9M -4.0M -258.9K 0.59 61.10 N/A N/A 763 447 61,397 23,039 2021-03-12 $27.65 $28.00 21.1% 6.1% 23.8% 5.6% 22.2% 2.6% 1.4% 2.9M -10.7M -267.8K 1.62 63.10 N/A N/A 977 1,587 61,621 23,258 2021-03-15 $28.07 $28.00 21.5% 6.2% 24.4% 6.0% 21.6% 2.7% 1.3% 4.1M -19.7M -273.7K 0.49 64.29 N/A N/A 1,111 549 61,871 24,319 2021-03-16 $28.38 $28.00 21.2% 6.1% 24.7% 5.7% 20.1% 2.9% 1.6% 4.6M -26.5M -279.3K 0.12 60.98 N/A N/A 2,335 284 62,106 24,466 2021-03-17 $28.12 $28.00 20.5% 5.9% 24.9% 4.8% 19.7% 2.2% 1.8% 4.7M -21.8M -274.0K 0.13 72.33 N/A N/A 2,157 272 63,080 24,530 2021-03-18 $29.62 $28.00 21.8% 6.2% 30.8% 6.4% 21.8% 2.3% -0.1% 11.2M -74.6M -309.1K 0.06 77.66 N/A N/A 17,040 1,034 62,911 24,584 2021-03-19 $29.95 $28.00 20.7% 5.9% 30.7% 5.1% 20.2% 1.5% 0.8% 47.3M -90.0M -356.0K 0.34 79.88 N/A N/A 5,308 1,829 71,050 24,854 2021-03-22 $29.10 $28.00 18.1% 5.2% 32.7% 2.2% 18.3% 1.2% 2.6% 5.7M -46.1M -336.7K 0.60 56.42 N/A N/A 1,594 961 55,924 22,035 2021-03-23 $28.48 $28.00 18.7% 5.3% 33.8% 3.0% 18.7% -0.5% 2.4% 4.7M -29.9M -318.0K 0.35 32.14 N/A N/A 1,505 522 56,410 22,697 2021-03-24 $28.48 $28.00 18.0% 5.2% 33.8% 2.4% 17.6% 1.2% 4.3% 4.7M -28.3M -316.3K 0.25 33.54 N/A N/A 1,310 325 56,794 23,023 2021-03-25 $28.77 $28.00 18.7% 5.4% 33.0% 3.5% 19.2% 2.0% 2.0% 5.4M -36.2M -329.7K 1.23 36.62 N/A N/A 355 437 57,680 23,304 2021-03-26 $29.22 $28.00 18.1% 5.2% 31.6% 2.5% 17.9% 3.6% 2.6% 6.5M -48.7M -332.3K 0.24 29.45 N/A N/A 1,341 316 57,703 23,378 2021-03-29 $29.09 $28.00 17.8% 5.1% 31.3% 2.2% 18.1% 0.7% 2.9% 6.5M -47.0M -323.8K 0.82 35.01 N/A N/A 1,507 1,232 58,484 23,518 2021-03-30 $29.03 $28.00 18.9% 5.4% 31.3% 4.3% 19.0% 2.8% 2.0% 6.3M -43.4M -333.2K 0.86 30.88 N/A N/A 975 837 58,967 24,583 2021-03-31 $28.80 $28.00 17.8% 5.1% 31.4% 2.4% 18.8% 1.3% 2.2% 5.8M -35.6M -316.6K 0.51 44.27 N/A N/A 452 232 59,171 25,090
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