PTIR Options History — October 2024

In October 2024, PTIR traded between $2.95 and $3.25. ATM implied volatility averaged 182.3%. The 30-day expected move averaged 52.3%. Max pain ranged from $3.27 to $3.27. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 9.60.

Notable Days

  • 2024-10-30: Highest Volume — 1,290 contracts
  • 2024-10-31: Largest IV spike — 3.9% change
  • 2024-10-31: Largest Expected Move — 53.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.10$2.95$3.25$3.25$2.95
Max Pain$3.27$3.27$3.27$3.27$3.27
ATM IV182.3%178.8%185.8%178.8%185.8%
Expected Move52.3%51.3%53.3%51.3%53.3%
Term Structure-58.4%-63.0%-53.8%-53.8%-63.0%
VWIV174.9%171.5%178.3%171.5%178.3%
Skew 25d-15.0%-25.2%-4.8%-4.8%-25.2%
Skew 10d-17.9%-25.9%-9.9%-25.9%-9.9%
Call IV 25d181.0%173.2%188.8%173.2%188.8%
Put IV 25d166.1%163.7%168.5%168.5%163.7%
Bid-Ask Spread %67.4464.5070.3870.3864.50
Gamma HHI0.110.100.110.110.10
Net GEX2.4K4804.3K4.3K480
Net DEX-478.5K-641.9K-315.0K-641.9K-315.0K
Net VEX-2.4K-2.5K-2.4K-2.4K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.603.0016.2016.203.00
Total Volume7652401,2901,290240
Total OI6,0755,5806,5705,5806,570

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-30$3.25$3.27178.8%51.3%0.0%0.0%171.5%-4.8%-53.8%4.3K-641.9K-2.4K16.2070.38N/AN/A751,2153,8401,740
2024-10-31$2.95$3.27185.8%53.3%0.0%0.0%178.3%-25.2%-63.0%480-315.0K-2.5K3.0064.50N/AN/A601803,8852,685