PTIR Options History — November 2024

In November 2024, PTIR traded between $2.91 and $7.08. ATM implied volatility averaged 115.8%. The 30-day expected move averaged 31.6%. IV traded below realized volatility by 64.7% (HV 20d: 180.5%). Max pain ranged from $2.93 to $6.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 3.67.

Notable Days

  • 2024-11-11: Highest Volume — 20,580 contracts
  • 2024-11-11: Largest IV spike — 54.2% change
  • 2024-11-01: Largest Expected Move — 51.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.71$2.91$7.08$3.00$7.08
Max Pain$4.87$2.93$6.00$3.27$6.00
ATM IV115.8%83.3%204.7%180.3%96.0%
Expected Move31.6%25.7%51.7%51.7%27.5%
HV 20d180.5%163.5%196.0%196.0%163.5%
Term Structure-1.9%-59.6%14.1%-59.6%7.8%
VWIV111.2%91.2%175.6%175.6%100.1%
Skew 25d4.4%-11.2%42.5%42.5%2.5%
Skew 10d0.9%-40.1%24.8%-40.1%15.4%
Call IV 25d108.7%82.9%148.1%148.1%103.8%
Put IV 25d113.1%85.8%190.7%190.7%106.3%
Bid-Ask Spread %79.7355.5689.4771.0284.91
Gamma HHI0.180.100.730.100.13
Net GEX14.3K-59.5K73.1K43773.1K
Net DEX-2.9M-5.7M2.1M-345.3K-5.7M
Net VEX-7.1K-12.8K-1.8K-2.5K-12.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.670.1446.6346.630.89
Total Volume4,083.7551020,58019,290510
Total OI20,904.756,75030,4956,75021,555

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$3.00$3.27180.3%51.7%0.0%0.0%175.6%42.5%-59.6%437-345.3K-2.5K46.6371.02N/AN/A40518,8853,9002,850
2024-11-04$2.91$3.47204.7%37.0%0.0%0.0%128.8%6.8%-6.1%-59.5K2.1M-6.0K1.3255.56N/AN/A8401,1104,06520,700
2024-11-05$4.30$2.93106.7%30.6%0.0%0.0%105.4%6.5%-5.3%-19.3K-1.5M-2.2K1.4465.18N/AN/A1,6352,3554,56021,750
2024-11-06$4.94$3.0083.3%26.3%0.0%0.0%94.8%8.3%-1.5%7.5K-2.1M-1.8K1.4483.80N/AN/A6459304,83023,190
2024-11-07$5.13$3.0796.1%25.7%0.0%0.0%92.1%2.9%1.2%5.5K-2.0M-1.8K0.6982.39N/AN/A2,1301,4704,53023,625
2024-11-08$5.50$4.6787.8%25.8%0.0%0.0%91.2%12.1%3.9%6.4K-2.3M-2.9K0.3787.02N/AN/A1,6506155,17524,720
2024-11-11$5.93$4.67135.3%31.4%0.0%0.0%107.7%6.1%-3.5%7.9K-2.7M-3.2K13.9186.95N/AN/A1,38019,2005,62524,870
2024-11-12$5.82$5.33116.8%28.8%0.0%0.0%100.0%6.2%2.4%8.7K-2.6M-3.8K1.0584.36N/AN/A3003156,27012,810
2024-11-13$6.02$5.33104.4%29.9%0.0%0.0%107.1%-5.0%1.0%5.8K-2.9M-4.2K1.0289.47N/AN/A9159306,64513,005
2024-11-14$5.68$5.33104.1%29.8%0.0%0.0%109.5%-5.4%-0.4%6.5K-2.5M-4.8K1.0082.69N/AN/A1,6051,6056,66013,260
2024-11-15$6.72$5.33118.5%34.0%0.0%0.0%114.5%0.9%-2.2%-791-4.2M-5.2K0.1481.03N/AN/A4,3356157,68014,730
2024-11-18$6.05$5.33115.9%33.2%0.0%0.0%117.5%-11.2%-1.2%14.1K-2.5M-7.9K0.3574.63N/AN/A4,6051,5907,8154,905
2024-11-19$6.21$5.67103.3%29.6%0.0%0.0%109.4%1.8%14.1%23.8K-3.4M-11.3K0.1978.23N/AN/A85516510,6956,090
2024-11-20$6.14$5.67112.1%32.1%196.0%0.0%111.6%12.6%8.7%23.2K-3.3M-10.9K0.7583.19N/AN/A60045010,8006,150
2024-11-21$6.02$5.67106.3%30.5%191.1%0.0%108.8%-9.9%8.8%21.5K-3.2M-11.6K0.6082.38N/AN/A75045011,2056,540
2024-11-22$6.51$5.67108.0%31.0%185.6%0.0%110.2%5.1%4.6%25.3K-3.9M-11.5K0.1778.79N/AN/A1,44024011,0706,615
2024-11-25$6.54$5.67116.3%33.4%180.6%0.0%120.0%-7.5%-4.2%32.1K-4.2M-12.1K0.6478.78N/AN/A2,0701,33511,9856,705
2024-11-26$6.78$5.67112.5%32.3%175.5%0.0%114.5%0.6%-3.8%48.0K-5.1M-11.9K0.5682.07N/AN/A88549513,2756,675
2024-11-27$6.88$5.67106.7%30.6%171.0%0.0%106.1%11.3%-2.3%56.4K-5.1M-12.7K0.2382.16N/AN/A1,11025513,5457,020
2024-11-29$7.08$6.0096.0%27.5%163.5%0.0%100.1%2.5%7.8%73.1K-5.7M-12.8K0.8984.91N/AN/A27024014,3707,185