PID Options History — September 2019 In September 2019, PID traded between $15.47 and $16.26. ATM implied volatility averaged 22.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 11.2% (HV 20d: 10.9%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2019-09-09 : Largest IV spike — 151.4% change2019-09-10 : Highest IV Rank — 42.8%2019-09-30 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.02 $15.47 $16.26 $15.47 $16.05 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 22.1% 10.4% 36.7% 19.6% 29.9% Expected Move 5.8% 3.0% 8.6% 5.6% 8.6% HV 20d 10.9% 7.5% 15.3% 14.6% 8.2% HV 60d 12.1% 11.5% 12.8% 12.3% 11.6% IV Rank 24.4% 9.5% 42.8% 21.2% 34.3% IV Percentile 53.0% 5.6% 89.7% 54.0% 76.2% Term Structure -5.2% -18.5% 1.4% -3.4% 0.3% Skew 25d -1.3% -14.4% 22.0% 0.2% 3.1% Skew 10d 3.2% -11.9% 37.1% -5.2% 13.5% Call IV 25d 23.3% 11.4% 35.9% 19.1% 35.9% Put IV 25d 22.0% 11.8% 39.0% 19.3% 39.0% Bid-Ask Spread % 136.45 65.73 168.01 112.85 167.27 Gamma HHI 0.60 0.41 0.85 0.44 0.85 Net GEX -417 -934 56 -9 -756 Net DEX -12.0K -16.8K -7.1K -7.1K -13.2K Net VEX -39 -71 -3 -71 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19.7 19 20 20 19
Daily Data (20 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 2019-09-03 $15.47 $15.00 19.6% 5.6% 14.6% 21.2% 0.0% 0.2% -3.4% -9 -7.1K -71 0.00 112.85 N/A N/A 0 0 11 9 2019-09-04 $15.65 $15.00 15.1% 4.3% 15.1% 15.6% 0.0% 0.7% -0.8% -14 -8.1K -70 0.00 146.18 N/A N/A 0 0 11 9 2019-09-05 $15.80 $0.00 33.9% 6.8% 15.3% 39.3% 0.0% -10.9% -3.5% -290 -10.2K -41 0.00 161.61 N/A N/A 0 0 11 9 2019-09-06 $15.88 $0.00 13.9% 3.8% 14.9% 14.0% 0.0% -6.7% -2.9% -216 -11.0K -55 0.00 153.26 N/A N/A 0 0 11 9 2019-09-09 $15.93 $0.00 35.0% 6.8% 14.9% 40.7% 0.0% -11.7% -3.8% -200 -11.3K -53 0.00 164.22 N/A N/A 0 0 11 9 2019-09-10 $16.01 $0.00 36.7% 7.1% 13.7% 42.8% 0.0% -2.1% -7.2% -241 -11.8K -50 0.00 158.10 N/A N/A 0 0 11 9 2019-09-11 $16.07 $0.00 10.4% 3.0% 13.5% 9.5% 0.0% 0.8% 1.4% -361 -13.6K -40 0.00 100.25 N/A N/A 0 0 11 9 2019-09-12 $16.14 $0.00 24.3% 7.0% 10.1% 27.1% 0.0% 0.9% -7.8% -427 -11.6K -39 0.00 165.58 N/A N/A 0 0 11 9 2019-09-13 $16.14 $0.00 11.5% 3.3% 10.1% 11.0% 0.0% -1.1% -2.2% -355 -14.0K -37 0.00 75.13 N/A N/A 0 0 11 9 2019-09-16 $16.20 $0.00 11.5% 3.3% 9.6% 10.9% 0.0% -0.3% -1.3% -269 -12.4K -50 0.00 90.74 N/A N/A 0 0 11 9 2019-09-17 $16.26 $0.00 26.2% 7.5% 9.6% 29.5% 0.0% -14.4% -10.1% -508 -13.1K -35 0.00 153.97 N/A N/A 0 0 11 9 2019-09-18 $16.22 $0.00 25.0% 7.2% 9.5% 28.0% 0.0% -2.6% -8.2% -707 -14.3K -25 0.00 155.57 N/A N/A 0 0 11 9 2019-09-19 $16.26 $0.00 27.5% 7.9% 9.2% 31.2% 0.0% -0.4% -12.5% -661 -14.3K -25 0.00 165.93 N/A N/A 0 0 11 9 2019-09-20 $16.24 $0.00 27.7% 7.9% 9.0% 31.4% 0.0% 7.9% -18.5% -782 -16.8K -3 0.00 163.30 N/A N/A 0 0 11 9 2019-09-23 $16.10 $0.00 12.2% 3.5% 7.5% 11.8% 0.0% 8.5% 0.0% -899 -13.7K -17 0.00 65.73 N/A N/A 0 0 10 9 2019-09-24 $16.01 $0.00 25.2% 7.2% 8.0% 28.3% 0.0% -12.8% 0.0% 56 -9.6K -47 0.00 161.11 N/A N/A 0 0 10 9 2019-09-25 $15.98 $0.00 16.3% 4.7% 8.2% 17.1% 0.0% -1.3% -2.8% -934 -13.0K -22 0.00 112.63 N/A N/A 0 0 10 9 2019-09-26 $16.04 $0.00 11.8% 3.4% 8.2% 11.4% 0.0% 22.0% 0.3% -784 -13.0K -24 0.00 87.53 N/A N/A 0 0 10 9 2019-09-27 $15.99 $0.00 28.6% 8.2% 8.3% 32.6% 0.0% -5.8% 0.0% 17 -8.7K -53 0.00 168.01 N/A N/A 0 0 10 9 2019-09-30 $16.05 $0.00 29.9% 8.6% 8.2% 34.3% 0.0% 3.1% 0.0% -756 -13.2K -22 0.00 167.27 N/A N/A 0 0 10 9
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