PID Options History — February 2020 In February 2020, PID traded between $15.04 and $17.20. ATM implied volatility averaged 65.8%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 51.6% (HV 20d: 14.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2020-02-12 : Largest IV drop — 37.2% change2020-02-28 : Highest IV Rank — 82.5%2020-02-28 : Largest Expected Move — 27.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.74 $15.04 $17.20 $16.79 $15.04 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 65.8% 38.3% 95.7% 70.3% 95.7% Expected Move 17.7% 9.1% 27.4% 20.2% 27.4% HV 20d 14.2% 12.1% 22.2% 12.1% 22.2% HV 60d 11.1% 9.9% 15.9% 9.9% 15.9% IV Rank 54.1% 28.2% 82.5% 58.5% 82.5% IV Percentile 86.3% 71.4% 98.0% 92.5% 98.0% Term Structure -17.5% -36.6% 13.9% -21.2% -36.6% Skew 25d 30.4% 3.3% 59.7% 46.6% 28.6% Skew 10d 7.9% -42.9% 85.2% 85.2% 30.9% Call IV 25d 39.5% 11.8% 73.0% 17.8% 73.0% Put IV 25d 69.9% 17.0% 102.3% 64.5% 101.6% Bid-Ask Spread % 188.93 133.91 200.00 189.64 197.65 Gamma HHI 0.46 0.43 0.81 0.43 0.45 Net GEX -354 -894 -272 -281 -272 Net DEX 6.7K 4.9K 10.0K 6.8K 10.0K Net VEX -42 -48 -35 -48 -36 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15 15 15 15 15
Daily Data (19 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 2020-02-03 $16.79 $0.00 70.3% 20.2% 12.1% 58.5% 0.0% 46.6% -21.2% -281 6.8K -48 0.00 189.64 N/A N/A 0 0 2 13 2020-02-04 $16.87 $0.00 58.4% 16.7% 12.3% 47.2% 0.0% 35.9% 13.9% -311 6.6K -48 0.00 200.00 N/A N/A 0 0 2 13 2020-02-05 $17.02 $0.00 38.3% 11.0% 12.7% 28.2% 0.0% 20.6% -7.9% -531 4.9K -35 0.00 180.25 N/A N/A 0 0 2 13 2020-02-06 $17.05 $15.00 50.3% 9.1% 12.5% 39.6% 0.0% 3.3% -0.8% -894 6.1K -38 0.00 133.91 N/A N/A 0 0 2 13 2020-02-07 $16.95 $15.00 61.7% 15.1% 12.6% 50.2% 0.0% 48.0% -14.5% -306 6.3K -47 0.00 193.91 N/A N/A 0 0 2 13 2020-02-10 $16.95 $15.00 68.5% 15.7% 12.6% 56.6% 0.0% 59.7% -17.0% -309 6.3K -46 0.00 192.24 N/A N/A 0 0 2 13 2020-02-11 $17.07 $15.00 90.3% 15.8% 12.6% 77.3% 0.0% 27.8% -17.8% -325 5.6K -44 0.00 192.83 N/A N/A 0 0 2 13 2020-02-12 $17.20 $15.00 56.7% 16.2% 12.9% 45.3% 0.0% 58.2% -22.4% -320 5.5K -44 0.00 192.39 N/A N/A 0 0 2 13 2020-02-13 $17.07 $15.00 55.9% 16.0% 13.1% 44.7% 0.0% 14.7% -18.5% -310 6.1K -45 0.00 192.44 N/A N/A 0 0 2 13 2020-02-14 $17.10 $15.00 56.7% 16.2% 13.0% 45.4% 0.0% 8.6% -19.6% -329 5.6K -44 0.00 191.84 N/A N/A 0 0 2 13 2020-02-18 $17.06 $15.00 58.5% 16.8% 12.7% 47.1% 0.0% 13.8% -16.8% -365 7.0K -42 0.00 190.84 N/A N/A 0 0 2 13 2020-02-19 $17.20 $15.00 62.6% 17.9% 13.0% 51.0% 0.0% 17.2% -27.2% -319 5.8K -43 0.00 190.14 N/A N/A 0 0 2 13 2020-02-20 $17.14 $15.00 61.5% 17.6% 13.0% 49.9% 0.0% 17.9% -23.3% -313 5.9K -43 0.00 193.65 N/A N/A 0 0 2 13 2020-02-21 $17.05 $15.00 62.8% 18.0% 13.1% 51.2% 0.0% 17.3% -24.2% -313 6.1K -43 0.00 179.98 N/A N/A 0 0 2 13 2020-02-24 $16.56 $15.00 71.6% 20.5% 16.4% 59.6% 0.0% 44.3% 0.0% -311 7.1K -41 0.00 192.85 N/A N/A 0 0 2 13 2020-02-25 $16.19 $15.00 71.6% 20.5% 17.2% 59.6% 0.0% 30.6% -18.0% -330 8.2K -40 0.00 189.60 N/A N/A 0 0 2 13 2020-02-26 $16.09 $15.00 75.9% 21.8% 16.5% 63.7% 0.0% 43.9% -18.8% -312 8.2K -40 0.00 197.53 N/A N/A 0 0 2 13 2020-02-27 $15.58 $15.00 82.8% 23.8% 19.4% 70.3% 0.0% 40.2% -23.7% -282 8.9K -38 0.00 198.02 N/A N/A 0 0 2 13 2020-02-28 $15.04 $15.00 95.7% 27.4% 22.2% 82.5% 0.0% 28.6% -36.6% -272 10.0K -36 0.00 197.65 N/A N/A 0 0 2 13
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