PTIR Options History — December 2024

In December 2024, PTIR traded between $6.93 and $10.26. ATM implied volatility averaged 119.1%. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 4.6% (HV 20d: 114.6%). Max pain ranged from $5.33 to $9.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2024-12-16: Highest Volume — 12,480 contracts
  • 2024-12-11: Largest IV drop — 22.3% change
  • 2024-12-10: Largest Expected Move — 38.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.71$6.93$10.26$6.93$8.73
Max Pain$6.86$5.33$9.00$6.00$9.00
ATM IV119.1%99.9%150.0%100.8%99.9%
Expected Move33.3%28.6%38.1%28.9%28.6%
HV 20d114.6%90.2%165.7%164.9%116.9%
Term Structure12.6%-15.3%35.8%8.6%23.6%
VWIV115.6%95.3%134.7%102.9%98.0%
Skew 25d0.3%-12.6%15.7%0.3%-5.7%
Skew 10d7.2%-18.4%37.5%15.5%19.0%
Call IV 25d116.0%102.0%134.8%110.9%102.0%
Put IV 25d116.3%96.4%134.7%111.2%96.4%
Bid-Ask Spread %76.7269.8686.7882.5283.87
Gamma HHI0.110.060.200.120.07
Net GEX69.9K-38.4K163.7K67.7K-38.4K
Net DEX-9.0M-16.1M-1.6M-5.4M-1.6M
Net VEX-21.1K-34.0K-12.9K-13.2K-34.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.122.612.610.68
Total Volume5,565.7141,98012,4802,7606,525
Total OI33,130.71421,79545,58521,79540,005

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$6.93$6.00100.8%28.9%164.9%0.0%102.9%0.3%8.6%67.7K-5.4M-13.2K2.6182.52N/AN/A7651,99514,4907,305
2024-12-03$7.93$6.33122.4%35.1%165.7%0.0%118.7%-3.3%-15.3%75.8K-7.9M-12.9K0.5583.56N/AN/A3,1951,75514,5958,385
2024-12-04$7.61$6.33113.2%32.5%108.6%0.0%108.8%6.8%-7.3%91.6K-7.5M-14.0K0.6886.78N/AN/A2,4751,69515,8258,010
2024-12-05$8.19$5.33118.2%31.7%102.2%0.0%111.3%0.9%13.8%88.5K-9.5M-17.0K0.5581.89N/AN/A1,27570517,3259,555
2024-12-06$9.10$5.33133.6%34.4%106.0%0.0%119.0%1.6%11.6%90.4K-12.7M-16.4K0.1270.75N/AN/A4,57555518,0309,600
2024-12-09$8.11$5.33150.0%36.8%116.3%0.0%132.1%-9.7%10.1%95.4K-9.7M-18.0K0.2270.06N/AN/A7,9201,72519,0059,795
2024-12-10$7.84$5.67149.0%38.1%115.9%0.0%125.7%-7.3%-2.1%130.5K-10.1M-22.8K0.1871.96N/AN/A5,49097523,77510,605
2024-12-11$8.26$5.67115.7%33.2%115.9%0.0%113.4%3.4%11.9%116.7K-10.4M-19.4K1.1373.62N/AN/A2,8953,28521,13510,710
2024-12-12$8.28$6.00124.7%35.7%115.9%0.0%123.1%-1.9%4.3%110.4K-10.9M-20.3K0.6072.06N/AN/A1,6801,00522,14012,540
2024-12-13$8.79$6.00120.2%34.5%113.5%0.0%125.8%15.2%12.1%132.8K-12.8M-20.2K0.2875.69N/AN/A4,7851,33522,75512,990
2024-12-16$8.95$6.33120.2%34.5%99.5%0.0%115.3%1.8%4.3%163.7K-13.2M-18.3K2.0974.68N/AN/A4,0358,44522,50012,960
2024-12-17$8.76$6.67119.0%34.1%90.2%0.0%114.8%2.5%10.3%94.2K-11.7M-20.0K1.9777.73N/AN/A2,3254,59022,24517,775
2024-12-18$7.79$6.67109.2%31.3%102.1%0.0%113.2%-12.6%15.3%57.1K-7.1M-19.7K1.1482.75N/AN/A2,4302,76022,84521,525
2024-12-19$8.68$7.33131.2%37.6%107.2%0.0%134.7%7.6%17.0%67.4K-10.4M-22.7K1.3673.32N/AN/A2,3853,25522,65022,935
2024-12-20$9.63$7.33124.0%35.6%110.5%0.0%125.6%15.7%23.5%79.0K-16.1M-21.0K1.0070.01N/AN/A1,7851,78522,83022,725
2024-12-23$9.98$7.33119.2%34.2%108.7%0.0%118.8%2.1%25.1%37.1K-9.0M-20.1K2.4271.69N/AN/A1,6804,06513,42511,745
2024-12-24$10.24$8.67116.1%33.3%108.6%0.0%115.7%-10.5%27.6%19.9K-8.0M-22.5K1.0269.86N/AN/A1,9652,01013,83014,760
2024-12-26$10.26$8.67106.5%30.5%108.6%0.0%95.3%-2.6%35.8%28.4K-8.2M-25.6K1.7979.31N/AN/A2,2203,97515,18015,645
2024-12-27$9.53$9.00105.2%30.2%113.7%0.0%108.9%3.4%15.5%-13.0K-3.8M-31.2K2.3777.35N/AN/A2,0104,77014,76018,900
2024-12-30$9.23$9.00103.4%29.7%114.9%0.0%106.3%-1.3%18.8%-27.5K-3.3M-33.0K1.4581.73N/AN/A1,5452,23516,08021,855
2024-12-31$8.73$9.0099.9%28.6%116.9%0.0%98.0%-5.7%23.6%-38.4K-1.6M-34.0K0.6883.87N/AN/A3,8852,64016,78523,220