PID Options History — April 2019 In April 2019, PID traded between $16.05 and $16.45. ATM implied volatility averaged 17.1%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 8.6% (HV 20d: 8.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2019-04-08 : Largest IV spike — 260.0% change2019-04-08 : Highest IV Rank — 59.3%2019-04-18 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.31 $16.05 $16.45 $16.05 $16.45 ATM IV 17.1% 9.8% 41.8% 30.8% 11.5% Expected Move 4.3% 2.3% 8.1% 6.3% 3.3% HV 20d 8.5% 5.3% 10.4% 10.4% 5.3% HV 60d 9.2% 8.6% 10.6% 10.6% 8.6% IV Rank 23.1% 12.4% 59.3% 43.2% 15.0% IV Percentile 28.1% 3.2% 96.0% 73.0% 15.1% Term Structure -3.3% -10.7% 2.5% -7.5% -3.0% Skew 25d -0.2% -4.4% 4.0% 2.9% 0.9% Skew 10d 2.7% -2.0% 7.3% 3.1% -0.1% Call IV 25d 15.3% 8.8% 29.5% 16.1% 12.1% Put IV 25d 15.1% 7.7% 31.3% 19.0% 12.9% Bid-Ask Spread % 104.78 45.99 171.37 171.37 48.90 Gamma HHI 0.80 0.63 0.88 0.63 0.86 Net GEX 597 296 826 296 680 Net DEX -6.8K -8.5K -5.3K -5.3K -8.5K Net VEX -15 -21 -8 -21 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
Daily Data (21 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 2019-04-01 $16.05 $0.00 30.8% 6.3% 10.4% 43.2% 0.0% 2.9% -7.5% 296 -5.3K -21 0.00 171.37 N/A N/A 0 0 6 2 2019-04-02 $16.11 $0.00 10.1% 3.1% 10.4% 12.9% 0.0% -1.3% 2.3% 705 -5.8K -17 0.00 83.01 N/A N/A 0 0 6 2 2019-04-03 $16.20 $0.00 25.6% 5.5% 10.4% 35.7% 0.0% -3.8% -4.2% 509 -6.2K -18 0.00 165.95 N/A N/A 0 0 6 2 2019-04-04 $16.19 $0.00 12.5% 2.9% 10.0% 16.4% 0.0% 4.0% 0.9% 736 -6.1K -17 0.00 83.40 N/A N/A 0 0 6 2 2019-04-05 $16.24 $0.00 11.6% 2.3% 9.9% 15.1% 0.0% -0.0% 2.5% 749 -6.4K -16 0.00 68.81 N/A N/A 0 0 6 2 2019-04-08 $16.30 $0.00 41.8% 7.1% 9.4% 59.3% 0.0% 1.5% -4.7% 315 -6.1K -19 0.00 171.32 N/A N/A 0 0 6 2 2019-04-09 $16.23 $0.00 14.0% 2.8% 9.6% 18.6% 0.0% -0.3% -1.9% 696 -6.5K -16 0.00 73.12 N/A N/A 0 0 6 2 2019-04-10 $16.31 $0.00 25.4% 7.3% 9.4% 35.3% 0.0% 1.1% -5.4% 350 -6.2K -18 0.00 171.10 N/A N/A 0 0 6 2 2019-04-11 $16.24 $0.00 10.1% 2.9% 9.6% 13.0% 0.0% -0.3% -2.0% 694 -6.5K -16 0.00 76.45 N/A N/A 0 0 6 2 2019-04-12 $16.31 $0.00 25.4% 7.3% 9.4% 35.4% 0.0% 0.6% -5.9% 316 -6.1K -19 0.00 170.83 N/A N/A 0 0 6 2 2019-04-15 $16.32 $0.00 9.8% 2.8% 9.0% 12.4% 0.0% -0.8% -1.6% 721 -6.9K -15 0.00 73.75 N/A N/A 0 0 6 2 2019-04-16 $16.38 $0.00 10.4% 3.0% 9.0% 13.3% 0.0% 0.3% -1.9% 732 -8.0K -12 0.00 72.23 N/A N/A 0 0 6 2 2019-04-17 $16.45 $0.00 14.6% 4.2% 9.0% 19.5% 0.0% 1.4% -3.0% 612 -7.8K -12 0.00 125.96 N/A N/A 0 0 6 2 2019-04-18 $16.45 $0.00 28.3% 8.1% 8.9% 39.6% 0.0% 1.8% -8.3% 324 -6.5K -17 0.00 170.05 N/A N/A 0 0 6 2 2019-04-22 $16.44 $0.00 10.4% 3.0% 6.2% 13.3% 0.0% 0.1% -2.3% 690 -8.3K -10 0.00 49.17 N/A N/A 0 0 6 2 2019-04-23 $16.40 $0.00 22.6% 6.5% 6.2% 31.3% 0.0% -0.4% -10.7% 325 -6.3K -17 0.00 157.52 N/A N/A 0 0 6 2 2019-04-24 $16.34 $0.00 10.5% 3.0% 6.4% 13.6% 0.0% -4.4% -3.5% 777 -7.7K -12 0.00 45.99 N/A N/A 0 0 6 2 2019-04-25 $16.30 $0.00 10.2% 2.9% 6.5% 13.1% 0.0% -2.9% -2.4% 826 -6.9K -13 0.00 51.50 N/A N/A 0 0 6 2 2019-04-26 $16.38 $0.00 9.9% 2.8% 6.5% 12.7% 0.0% -2.5% -2.4% 812 -7.3K -12 0.00 120.82 N/A N/A 0 0 6 2 2019-04-29 $16.40 $0.00 12.6% 3.6% 6.5% 16.6% 0.0% -1.8% -4.2% 665 -7.7K -11 0.00 49.17 N/A N/A 0 0 6 2 2019-04-30 $16.45 $0.00 11.5% 3.3% 5.3% 15.0% 0.0% 0.9% -3.0% 680 -8.5K -8 0.00 48.90 N/A N/A 0 0 6 2
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