PID Options History — December 2019 In December 2019, PID traded between $16.22 and $17.13. ATM implied volatility averaged 55.6%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 46.2% (HV 20d: 9.5%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2019-12-20 : Highest Volume — 4 contracts2019-12-17 : Largest IV spike — 567.2% change2019-12-04 : Highest IV Rank — 77.0%2019-12-04 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.78 $16.22 $17.13 $16.34 $17.06 Max Pain $16.79 $16.00 $17.00 $16.00 $17.00 ATM IV 55.6% 9.0% 87.2% 84.0% 60.7% Expected Move 16.1% 2.6% 25.0% 24.1% 17.4% HV 20d 9.5% 7.8% 10.9% 7.9% 9.2% HV 60d 9.5% 8.5% 10.1% 9.2% 8.5% IV Rank 46.1% 0.4% 77.0% 73.9% 51.0% IV Percentile 84.3% 0.4% 98.4% 98.4% 89.7% Term Structure -0.9% -72.1% 192.5% -28.8% -13.4% VWIV 63.4% 58.1% 68.7% 58.1% 68.7% Skew 25d -7.3% -65.2% 60.0% -10.0% -2.6% Skew 10d -5.9% -73.9% 64.0% 60.5% -0.3% Call IV 25d 45.6% 9.0% 86.3% 57.7% 19.4% Put IV 25d 38.3% 13.0% 82.7% 47.8% 16.8% Bid-Ask Spread % 191.66 67.85 200.00 198.15 198.25 Gamma HHI 0.43 0.30 0.89 0.42 0.36 Net GEX -396 -1.3K -122 -132 -499 Net DEX 6.2K 1.5K 9.4K 2.7K 9.1K Net VEX -48 -64 -17 -29 -61 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.286 0 4 0 0 Total OI 15 9 19 9 19
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 2019-12-02 $16.34 $16.00 84.0% 24.1% 7.9% 73.9% 0.0% -10.0% -28.8% -132 2.7K -29 0.00 198.15 N/A N/A 0 0 2 7 2019-12-03 $16.22 $16.00 53.8% 15.4% 7.8% 44.3% 0.0% -65.2% -72.1% -497 1.5K -17 0.00 193.88 N/A N/A 0 0 2 7 2019-12-04 $16.36 $16.00 87.2% 25.0% 8.4% 77.0% 0.0% -39.5% -31.1% -148 2.5K -29 0.00 198.39 N/A N/A 0 0 2 7 2019-12-05 $16.35 $0.00 57.4% 16.5% 8.4% 47.9% 0.0% -53.3% -14.6% -235 2.4K -29 0.00 196.43 N/A N/A 0 0 2 7 2019-12-06 $16.49 $0.00 51.1% 15.7% 8.7% 41.7% 0.0% -53.8% -12.3% -151 2.5K -29 0.00 192.19 N/A N/A 0 0 2 7 2019-12-09 $16.47 $0.00 24.8% 17.0% 8.7% 15.9% 0.0% -56.3% -17.5% -123 3.0K -26 0.00 196.33 N/A N/A 0 0 2 7 2019-12-10 $16.48 $0.00 61.5% 10.4% 8.7% 51.9% 0.0% -55.5% -18.1% -122 2.8K -27 0.00 196.10 N/A N/A 0 0 2 7 2019-12-11 $16.56 $0.00 58.9% 16.9% 8.9% 49.3% 0.0% -0.8% -17.2% -360 8.4K -60 0.00 195.87 N/A N/A 0 0 2 14 2019-12-12 $16.73 $0.00 58.3% 16.7% 9.5% 48.7% 0.0% 56.4% -16.7% -344 7.8K -60 0.00 198.19 N/A N/A 0 0 2 14 2019-12-13 $16.94 $0.00 57.0% 16.4% 10.3% 47.5% 58.1% 40.5% -16.0% -324 7.4K -60 0.00 199.51 N/A N/A 0 2 2 14 2019-12-16 $17.08 $17.00 9.0% 2.6% 10.3% 0.4% 0.0% 6.1% 3.9% -920 6.0K -41 0.00 67.85 N/A N/A 0 0 2 16 2019-12-17 $17.05 $17.00 60.0% 17.2% 10.2% 50.4% 0.0% 59.9% -18.0% -425 8.7K -62 0.00 197.33 N/A N/A 0 0 2 16 2019-12-18 $17.11 $17.00 60.0% 17.2% 10.2% 50.4% 0.0% 60.0% -19.7% -348 7.3K -61 0.00 200.00 N/A N/A 0 0 2 16 2019-12-19 $17.11 $17.00 60.4% 17.3% 9.9% 50.7% 0.0% 5.9% -19.7% -326 7.3K -61 0.00 200.00 N/A N/A 0 0 2 16 2019-12-20 $17.13 $17.00 61.4% 17.6% 9.8% 51.7% 68.7% 7.2% -20.4% -328 7.2K -60 0.00 200.00 N/A N/A 0 4 2 16 2019-12-23 $16.94 $17.00 34.9% 10.0% 10.9% 25.8% 0.0% 26.2% 192.5% -1.3K 8.7K -61 0.00 200.00 N/A N/A 0 0 2 17 2019-12-24 $16.95 $17.00 64.9% 18.6% 10.5% 55.2% 0.0% -2.5% 135.2% -473 9.4K -64 0.00 200.00 N/A N/A 0 0 2 17 2019-12-26 $17.02 $17.00 67.8% 19.4% 10.2% 58.1% 0.0% -8.1% -21.0% -287 6.7K -48 0.00 200.00 N/A N/A 0 0 2 17 2019-12-27 $17.07 $17.00 41.4% 11.9% 10.1% 32.2% 0.0% -56.6% 1.5% -507 9.0K -62 0.00 198.44 N/A N/A 0 0 2 17 2019-12-30 $17.02 $17.00 53.7% 15.4% 9.9% 44.2% 0.0% -11.8% 4.4% -513 9.3K -62 0.00 197.88 N/A N/A 0 0 2 17 2019-12-31 $17.06 $17.00 60.7% 17.4% 9.2% 51.0% 0.0% -2.6% -13.4% -499 9.1K -61 0.00 198.25 N/A N/A 0 0 2 17
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