PID Options History — January 2020 In January 2020, PID traded between $16.74 and $17.57. ATM implied volatility averaged 63.5%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 55.2% (HV 20d: 8.3%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2020-01-07 : Largest IV spike — 324.1% change2020-01-10 : Highest IV Rank — 100.0%2020-01-31 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.23 $16.74 $17.57 $17.15 $16.74 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 63.5% 17.9% 114.1% 62.5% 73.8% Expected Move 15.1% 5.3% 21.2% 17.9% 21.2% HV 20d 8.3% 6.1% 12.1% 8.6% 12.1% HV 60d 8.2% 7.6% 9.9% 8.6% 9.9% IV Rank 52.6% 9.1% 100.0% 52.9% 61.8% IV Percentile 84.8% 44.0% 100.0% 91.3% 93.7% Term Structure -9.1% -21.5% 26.7% -1.4% -21.5% Skew 25d 1.4% -79.7% 62.9% 10.0% 4.6% Skew 10d 2.8% -81.0% 74.3% -75.9% 4.8% Call IV 25d 52.5% 8.6% 96.2% 28.0% 91.3% Put IV 25d 53.8% 11.8% 95.9% 38.0% 95.9% Bid-Ask Spread % 192.61 139.55 200.00 139.55 193.75 Gamma HHI 0.45 0.35 0.70 0.70 0.43 Net GEX -450 -913 -285 -913 -295 Net DEX 6.7K 4.3K 9.0K 6.6K 6.9K Net VEX -51 -60 -43 -43 -49 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 17.286 15 19 19 15
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 2020-01-02 $17.15 $17.00 62.5% 17.9% 8.6% 52.9% 0.0% 10.0% -1.4% -913 6.6K -43 0.00 139.55 N/A N/A 0 0 2 17 2020-01-03 $17.06 $17.00 68.7% 19.7% 8.7% 58.9% 0.0% -79.7% -18.6% -480 9.0K -60 0.00 198.00 N/A N/A 0 0 2 17 2020-01-06 $17.09 $0.00 17.9% 8.4% 8.7% 9.1% 0.0% 28.4% 3.7% -651 6.1K -43 0.00 179.00 N/A N/A 0 0 2 17 2020-01-07 $17.05 $0.00 75.8% 14.9% 8.5% 65.9% 0.0% -8.7% -7.3% -496 8.9K -58 0.00 197.98 N/A N/A 0 0 2 17 2020-01-08 $17.15 $0.00 79.5% 13.4% 8.5% 69.5% 0.0% 29.1% 1.2% -513 8.7K -58 0.00 198.67 N/A N/A 0 0 2 17 2020-01-09 $17.20 $0.00 95.4% 14.9% 8.5% 85.1% 0.0% 8.4% -7.4% -487 8.6K -57 0.00 199.23 N/A N/A 0 0 2 17 2020-01-10 $17.17 $0.00 114.1% 15.1% 8.6% 100.0% 0.0% -48.7% -8.2% -467 8.8K -57 0.00 200.00 N/A N/A 0 0 2 17 2020-01-13 $17.29 $0.00 88.0% 15.8% 8.2% 75.3% 0.0% 8.1% -8.6% -551 8.1K -54 0.00 199.56 N/A N/A 0 0 2 17 2020-01-14 $17.35 $0.00 96.9% 16.1% 7.2% 83.7% 0.0% 9.4% -11.0% -525 7.5K -54 0.00 198.71 N/A N/A 0 0 2 17 2020-01-15 $17.38 $0.00 56.2% 16.1% 6.7% 45.2% 0.0% 8.8% -10.7% -673 6.1K -53 0.00 198.74 N/A N/A 0 0 2 17 2020-01-16 $17.46 $0.00 34.3% 9.8% 6.8% 24.4% 0.0% -49.5% -11.2% -572 5.7K -52 0.00 197.33 N/A N/A 0 0 2 17 2020-01-17 $17.57 $0.00 55.3% 15.9% 7.0% 44.3% 0.0% 10.1% -11.2% -285 5.0K -52 0.00 197.28 N/A N/A 0 0 2 17 2020-01-21 $17.47 $0.00 61.9% 17.7% 7.4% 50.5% 0.0% 6.6% -14.6% -291 5.1K -50 0.00 196.64 N/A N/A 0 0 2 13 2020-01-22 $17.41 $0.00 33.0% 9.5% 7.5% 23.2% 0.0% 1.3% -11.3% -479 4.3K -45 0.00 190.06 N/A N/A 0 0 2 13 2020-01-23 $17.43 $0.00 35.6% 10.2% 6.1% 25.6% 0.0% 45.2% -13.4% -296 5.2K -49 0.00 182.42 N/A N/A 0 0 2 13 2020-01-24 $17.35 $0.00 64.0% 18.4% 6.4% 52.6% 0.0% 62.9% -14.5% -288 5.5K -50 0.00 198.60 N/A N/A 0 0 2 13 2020-01-27 $17.05 $0.00 61.4% 17.6% 9.1% 50.1% 0.0% 5.5% -12.2% -299 6.3K -50 0.00 196.97 N/A N/A 0 0 2 13 2020-01-28 $17.22 $0.00 18.4% 5.3% 9.7% 9.3% 0.0% -40.3% 26.7% -307 6.2K -48 0.00 183.20 N/A N/A 0 0 2 13 2020-01-29 $17.19 $0.00 70.3% 20.2% 9.7% 58.5% 0.0% 9.5% -19.7% -292 5.9K -49 0.00 199.07 N/A N/A 0 0 2 13 2020-01-30 $17.09 $0.00 69.9% 20.0% 9.9% 58.1% 0.0% 8.3% -20.4% -296 6.1K -49 0.00 200.00 N/A N/A 0 0 2 13 2020-01-31 $16.74 $0.00 73.8% 21.2% 12.1% 61.8% 0.0% 4.6% -21.5% -295 6.9K -49 0.00 193.75 N/A N/A 0 0 2 13
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