PID Options History — March 2020

In March 2020, PID traded between $9.39 and $15.68. ATM implied volatility averaged 113.5%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 43.3% (HV 20d: 70.2%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-03-23: Highest Volume — 10 contracts
  • 2020-03-24: Largest IV spike — 1358.5% change
  • 2020-03-10: Highest IV Rank — 100.0%
  • 2020-03-12: Largest Expected Move — 47.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.22$9.39$15.68$15.39$11.38
Max Pain$11.67$10.00$15.00$15.00$10.00
ATM IV113.5%11.0%180.3%66.5%67.2%
Expected Move26.1%3.2%47.9%19.1%19.3%
HV 20d70.2%23.7%107.7%23.8%107.4%
HV 60d43.1%16.5%63.5%16.6%63.5%
IV Rank70.2%1.2%100.0%54.7%34.0%
IV Percentile90.9%10.7%100.0%86.9%80.6%
Term Structure1.8%-55.9%148.7%0.0%-46.9%
VWIV91.8%91.8%91.8%91.8%91.8%
Skew 25d4.1%-33.2%39.6%2.2%11.1%
Skew 10d0.1%-47.7%53.5%53.5%-1.4%
Call IV 25d119.8%44.2%193.7%102.9%44.2%
Put IV 25d123.8%55.3%200.8%105.2%55.3%
Bid-Ask Spread %176.90117.21198.32191.62156.30
Gamma HHI0.640.450.950.490.95
Net GEX-71-370194-370194
Net DEX6.1K-5.6K13.4K9.9K-2.0K
Net VEX-22-37-6-36-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.45501000
Total OI15.1369191519

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$15.39$15.0066.5%19.1%23.8%54.7%0.0%2.2%0.0%-3709.9K-360.00191.62N/AN/A00213
2020-03-03$15.34$15.0086.5%24.8%23.7%73.7%0.0%-2.4%-15.0%-2768.5K-370.00197.50N/AN/A00213
2020-03-04$15.68$15.0083.4%23.9%25.3%70.8%0.0%39.6%-19.9%-3329.5K-350.00187.22N/AN/A00213
2020-03-05$15.23$0.00103.4%18.6%26.4%89.8%0.0%-2.8%-17.1%-2799.6K-340.00187.24N/AN/A00213
2020-03-06$14.93$0.0091.1%19.1%26.7%78.1%0.0%-3.3%-22.1%-30910.1K-330.00181.17N/AN/A00213
2020-03-09$13.37$0.00102.4%18.9%45.5%88.9%0.0%-10.6%3.0%-22412.0K-250.00198.32N/AN/A00213
2020-03-10$13.70$0.00164.4%28.2%47.1%100.0%0.0%-18.2%-28.1%-17810.2K-290.00180.73N/AN/A00213
2020-03-11$13.05$0.0073.8%21.2%48.5%41.7%0.0%15.9%-38.0%-20713.4K-180.00189.76N/AN/A00213
2020-03-12$11.38$0.00167.1%47.9%64.6%100.0%0.0%0.0%-37.3%-3411.2K-200.00189.87N/AN/A00213
2020-03-13$12.11$0.00115.8%33.2%70.9%67.6%0.0%20.4%-23.1%-4613.0K-180.00171.21N/AN/A00213
2020-03-16$10.90$0.00180.3%0.0%77.0%100.0%0.0%0.0%0.0%-236.0K-200.00190.38N/AN/A00210
2020-03-17$11.08$0.00178.3%0.0%78.0%98.8%0.0%19.0%148.7%-286.9K-200.00186.25N/AN/A00210
2020-03-18$9.88$0.0065.5%18.8%83.7%33.0%0.0%-33.2%126.0%-297.3K-150.00174.06N/AN/A00210
2020-03-19$10.41$0.00158.8%45.5%88.1%87.5%0.0%0.3%-55.9%-318.5K-130.00167.27N/AN/A00210
2020-03-20$10.14$0.00178.2%0.0%87.8%98.8%0.0%7.2%10.3%-287.7K-150.00183.23N/AN/A00210
2020-03-23$9.39$0.0011.0%3.2%89.6%1.2%91.8%-15.2%99.6%-233.6K-160.00175.61N/AN/A10027
2020-03-24$10.38$10.00161.0%46.2%100.6%88.7%0.0%-22.1%-10.3%73-1.1K-250.00179.40N/AN/A00127
2020-03-25$11.28$10.00155.7%0.0%107.3%85.7%0.0%25.3%35.6%169-5.6K-220.00182.68N/AN/A00127
2020-03-26$11.44$10.00120.8%34.6%107.7%65.3%0.0%10.5%-35.2%97-1.6K-190.00158.44N/AN/A00127
2020-03-27$11.16$10.0091.3%26.2%107.5%48.1%0.0%14.3%-25.1%147-826-140.00146.35N/AN/A00127
2020-03-30$11.18$10.0073.6%21.1%106.8%37.7%0.0%23.6%-11.0%170-1.6K-160.00117.21N/AN/A00127
2020-03-31$11.38$10.0067.2%19.3%107.4%34.0%0.0%11.1%-46.9%194-2.0K-60.00156.30N/AN/A00127