PID Options History — November 2019 In November 2019, PID traded between $16.21 and $16.56. ATM implied volatility averaged 47.3%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 40.7% (HV 20d: 6.6%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-05 : Highest Volume — 10 contracts2019-11-20 : Largest IV spike — 481.6% change2019-11-12 : Highest IV Rank — 94.8%2019-11-27 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.43 $16.21 $16.56 $16.21 $16.47 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 47.3% 11.4% 105.4% 18.5% 12.9% Expected Move 11.0% 3.3% 21.3% 5.3% 3.7% HV 20d 6.6% 5.1% 8.8% 8.6% 7.6% HV 60d 9.9% 9.1% 11.8% 11.7% 9.1% IV Rank 38.0% 2.8% 94.8% 9.7% 4.3% IV Percentile 75.8% 16.7% 99.6% 49.2% 31.0% Term Structure -4.6% -49.6% 38.7% -4.9% -3.9% Skew 25d -2.7% -42.0% 22.0% -25.5% -0.3% Skew 10d -0.2% -29.4% 19.1% 8.9% -0.5% Call IV 25d 44.4% 9.6% 94.1% 94.1% 11.3% Put IV 25d 41.7% 11.0% 77.5% 68.6% 11.0% Bid-Ask Spread % 181.00 45.21 198.60 182.62 45.21 Gamma HHI 0.45 0.28 0.71 0.71 0.36 Net GEX -260 -781 29 -684 -277 Net DEX -2.6K -15.2K 3.5K -13.8K -258 Net VEX -26 -46 -7 -18 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.7 0 10 0 0 Total OI 12.6 3 21 19 9
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 2019-11-01 $16.21 $0.00 18.5% 5.3% 8.6% 9.7% 0.0% -25.5% -4.9% -684 -13.8K -18 0.00 182.62 N/A N/A 0 0 10 9 2019-11-04 $16.34 $16.00 56.1% 9.3% 8.8% 46.6% 0.0% 7.3% 9.5% -440 -13.1K -22 0.00 182.74 N/A N/A 2 0 10 9 2019-11-05 $16.39 $16.00 11.8% 10.4% 7.6% 3.1% 0.0% 11.2% -3.4% -356 -14.6K -27 0.00 183.80 N/A N/A 10 0 12 9 2019-11-06 $16.38 $16.00 63.0% 10.2% 7.6% 53.4% 0.0% -9.6% -11.6% -781 -15.2K -21 0.00 179.47 N/A N/A 0 0 12 9 2019-11-07 $16.47 $16.00 68.8% 10.9% 7.4% 59.0% 0.0% 3.2% 2.5% -226 -11.9K -34 0.00 168.62 N/A N/A 0 0 12 9 2019-11-08 $16.44 $16.00 73.8% 16.0% 5.9% 63.9% 0.0% 11.7% -16.4% 29 -12.6K -46 0.00 198.02 N/A N/A 0 0 12 9 2019-11-11 $16.45 $16.00 91.3% 9.7% 5.2% 81.0% 0.0% 1.6% -49.6% -462 60 -9 0.00 173.04 N/A N/A 0 1 2 9 2019-11-12 $16.45 $16.00 105.4% 17.2% 5.1% 94.8% 0.0% 11.5% -19.7% -106 3.5K -34 0.00 198.33 N/A N/A 0 0 2 8 2019-11-13 $16.43 $16.00 55.9% 16.0% 5.2% 46.4% 0.0% 11.7% -20.9% -120 3.3K -36 0.00 198.37 N/A N/A 0 0 2 8 2019-11-14 $16.39 $16.00 34.1% 9.8% 5.2% 25.0% 0.0% 8.5% 1.6% -337 1.4K -27 0.00 183.60 N/A N/A 0 0 2 8 2019-11-15 $16.52 $16.00 34.5% 9.9% 5.7% 25.4% 0.0% 1.6% 33.6% -156 3.2K -33 0.00 196.57 N/A N/A 0 0 2 8 2019-11-18 $16.48 $16.00 38.6% 11.1% 5.9% 29.4% 0.0% -1.6% 0.0% -156 3.3K -35 0.00 196.08 N/A N/A 0 0 2 8 2019-11-19 $16.47 $16.00 11.4% 3.3% 5.9% 2.8% 0.0% -10.7% -1.9% -477 503 -15 0.00 196.64 N/A N/A 0 0 2 8 2019-11-20 $16.38 $16.00 66.4% 19.0% 6.4% 56.6% 0.0% 11.2% 6.4% -137 3.1K -35 0.00 198.60 N/A N/A 0 0 2 8 2019-11-21 $16.37 $16.00 40.3% 11.5% 6.4% 31.1% 0.0% -32.0% -16.1% -172 3.0K -35 0.00 198.42 N/A N/A 0 1 2 8 2019-11-22 $16.38 $16.00 36.7% 10.5% 6.3% 27.6% 0.0% -30.5% -7.3% -129 3.3K -29 0.00 196.33 N/A N/A 0 0 2 7 2019-11-25 $16.54 $16.00 38.5% 11.0% 6.9% 29.4% 0.0% 22.0% 38.7% -63 2.0K -25 0.00 166.98 N/A N/A 0 0 2 7 2019-11-26 $16.45 $16.00 13.9% 4.0% 7.3% 5.3% 0.0% -42.0% -3.3% -169 2.7K -26 0.00 181.09 N/A N/A 0 0 2 7 2019-11-27 $16.56 $16.00 74.2% 21.3% 7.6% 64.3% 0.0% 0.0% -21.4% 23 -639 -11 0.00 195.52 N/A N/A 0 0 2 1 2019-11-29 $16.47 $16.00 12.9% 3.7% 7.6% 4.3% 0.0% -0.3% -3.9% -277 -258 -7 0.00 45.21 N/A N/A 0 0 2 7
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