PID Options History — October 2019 In October 2019, PID traded between $15.53 and $16.20. ATM implied volatility averaged 53.7%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 42.0% (HV 20d: 11.7%). Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2019-10-29 : Largest IV spike — 308.9% change2019-10-07 : Highest IV Rank — 100.0%2019-10-30 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.91 $15.53 $16.20 $15.85 $16.10 ATM IV 53.7% 10.1% 110.6% 28.2% 30.7% Expected Move 13.7% 2.9% 19.2% 8.1% 8.8% HV 20d 11.7% 8.4% 13.1% 9.2% 8.8% HV 60d 12.8% 11.8% 13.4% 11.8% 11.8% IV Rank 49.1% 1.5% 100.0% 32.1% 21.7% IV Percentile 87.9% 3.6% 100.0% 69.4% 74.2% Term Structure -4.3% -54.6% 35.8% -10.5% 28.8% Skew 25d -5.1% -81.8% 23.5% -20.3% 1.7% Skew 10d -11.8% -83.5% 13.5% -21.6% -83.5% Call IV 25d 62.9% 12.9% 102.6% 36.8% 101.6% Put IV 25d 57.8% 14.4% 103.3% 16.6% 103.3% Bid-Ask Spread % 185.72 150.29 200.00 150.29 191.41 Gamma HHI 0.52 0.40 0.91 0.44 0.91 Net GEX -224 -857 11 -17 -736 Net DEX -8.6K -13.7K -4.7K -8.2K -12.9K Net VEX -49 -72 -17 -56 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19 19 19 19 19
Daily Data (23 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 2019-10-01 $15.85 $0.00 28.2% 8.1% 9.2% 32.1% 0.0% -20.3% 0.0% -17 -8.2K -56 0.00 150.29 N/A N/A 0 0 10 9 2019-10-02 $15.53 $0.00 38.3% 11.0% 11.2% 44.9% 0.0% -21.8% -10.5% 11 -7.3K -56 0.00 161.87 N/A N/A 0 0 10 9 2019-10-03 $15.55 $0.00 38.6% 7.2% 10.6% 45.3% 0.0% 3.1% -3.5% -44 -6.0K -67 0.00 170.22 N/A N/A 0 0 10 9 2019-10-04 $15.69 $0.00 71.7% 12.9% 11.0% 87.3% 0.0% 4.1% -10.7% -750 -10.8K -29 0.00 199.17 N/A N/A 0 0 10 9 2019-10-07 $15.69 $0.00 103.9% 17.2% 10.9% 100.0% 0.0% 5.1% -11.9% -8 -5.0K -72 0.00 199.57 N/A N/A 0 0 10 9 2019-10-08 $15.53 $0.00 110.6% 17.0% 11.1% 100.0% 0.0% 0.5% -12.6% -7 -4.7K -71 0.00 193.72 N/A N/A 0 0 10 9 2019-10-09 $15.58 $0.00 58.1% 16.7% 11.1% 51.3% 0.0% 2.9% -12.9% -6 -4.7K -71 0.00 187.67 N/A N/A 0 0 10 9 2019-10-10 $15.72 $0.00 61.3% 17.6% 11.5% 54.2% 0.0% 5.9% -12.9% -9 -5.1K -71 0.00 199.56 N/A N/A 0 0 10 9 2019-10-11 $15.95 $0.00 61.1% 17.5% 12.8% 54.1% 0.0% 7.9% -12.3% -11 -5.7K -69 0.00 200.00 N/A N/A 0 0 10 9 2019-10-14 $15.85 $0.00 64.1% 18.4% 12.9% 56.8% 0.0% 19.1% -5.3% -101 -9.3K -47 0.00 181.62 N/A N/A 0 0 10 9 2019-10-15 $15.91 $0.00 63.3% 18.2% 12.9% 56.1% 0.0% 5.2% -6.8% -117 -9.8K -45 0.00 195.92 N/A N/A 0 0 10 9 2019-10-16 $15.95 $0.00 63.5% 18.2% 12.9% 56.3% 0.0% 6.0% -17.2% 5 -5.3K -66 0.00 199.13 N/A N/A 0 0 10 9 2019-10-17 $16.03 $0.00 63.4% 18.2% 13.1% 56.2% 0.0% 8.6% -17.6% -11 -5.8K -67 0.00 193.57 N/A N/A 0 0 10 9 2019-10-18 $16.02 $0.00 66.8% 19.1% 13.1% 59.3% 0.0% 5.3% -54.6% -792 -12.8K -23 0.00 191.14 N/A N/A 0 0 10 9 2019-10-21 $16.04 $0.00 30.7% 8.8% 12.7% 25.8% 0.0% 14.1% 25.4% -213 -12.2K -30 0.00 182.71 N/A N/A 0 0 10 9 2019-10-22 $16.03 $0.00 34.7% 10.0% 12.6% 29.6% 0.0% 23.5% 35.8% -14 -5.7K -66 0.00 176.26 N/A N/A 0 0 10 9 2019-10-23 $16.06 $0.00 54.7% 15.7% 12.6% 48.1% 0.0% -12.7% -3.4% -465 -12.4K -25 0.00 197.20 N/A N/A 0 0 10 9 2019-10-24 $16.06 $0.00 32.1% 9.2% 12.5% 27.1% 0.0% -23.1% 14.0% -22 -9.6K -46 0.00 189.21 N/A N/A 0 0 10 9 2019-10-25 $16.12 $0.00 40.9% 11.7% 12.5% 31.7% 0.0% -38.9% -17.4% -857 -11.8K -19 0.00 183.97 N/A N/A 0 0 10 9 2019-10-28 $16.19 $0.00 10.1% 2.9% 12.5% 1.5% 0.0% 1.5% 16.2% -240 -12.1K -32 0.00 162.61 N/A N/A 0 0 10 9 2019-10-29 $16.20 $0.00 41.2% 11.8% 11.5% 32.0% 0.0% -81.8% 20.8% -706 -13.7K -17 0.00 172.60 N/A N/A 0 0 10 9 2019-10-30 $16.19 $0.00 66.9% 19.2% 8.4% 57.2% 0.0% -33.5% -26.5% -43 -7.1K -63 0.00 192.09 N/A N/A 0 0 10 9 2019-10-31 $16.10 $0.00 30.7% 8.8% 8.8% 21.7% 0.0% 1.7% 28.8% -736 -12.9K -20 0.00 191.41 N/A N/A 0 0 10 9
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