PID Options History — April 2020

In April 2020, PID traded between $10.87 and $12.66. ATM implied volatility averaged 66.4%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded below realized volatility by 7.0% (HV 20d: 73.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2020-04-09: Highest Volume — 13 contracts
2020-04-23: Largest IV spike — 103.7% change
2020-04-01: Highest IV Rank — 60.8%
2020-04-01: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.77	$10.87	$12.66	$10.87	$12.09
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	66.4%	35.9%	113.1%	113.1%	58.2%
Expected Move	17.5%	10.3%	32.4%	32.4%	16.7%
HV 20d	73.3%	40.5%	107.7%	107.0%	42.4%
HV 60d	66.5%	64.0%	68.7%	64.0%	68.7%
IV Rank	33.5%	15.7%	60.8%	60.8%	28.7%
IV Percentile	72.4%	48.4%	95.6%	95.6%	62.7%
Term Structure	-14.6%	-54.8%	9.0%	-33.3%	-4.8%
Skew 25d	12.1%	-28.2%	75.3%	13.2%	-10.3%
Skew 10d	1.5%	-44.9%	53.4%	32.8%	-36.0%
Call IV 25d	54.0%	23.4%	128.1%	128.1%	65.0%
Put IV 25d	66.2%	34.6%	141.4%	141.4%	54.7%
Bid-Ask Spread %	136.90	106.89	151.56	149.09	144.44
Gamma HHI	0.76	0.39	0.96	0.96	0.90
Net GEX	35	-114	183	157	-11
Net DEX	2.8K	-4.8K	8.7K	203	8.4K
Net VEX	-5	-13	0	-9	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.30	0.30	0.30	0.30
Total Volume	0.667	0	13	0	0
Total OI	15.429	9	22	19	9

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
2020-04-01	$10.87	$10.00	113.1%	32.4%	107.0%	60.8%	0.0%	13.2%	-33.3%	157	203	-9	0.00	149.09	N/A	N/A	0	0	12	7
2020-04-02	$11.08	$0.00	87.1%	17.7%	107.7%	45.6%	0.0%	9.8%	-9.6%	179	-795	-11	0.00	137.74	N/A	N/A	0	0	12	7
2020-04-03	$10.89	$0.00	82.1%	17.5%	107.7%	42.7%	0.0%	32.7%	-20.4%	183	-883	-9	0.00	130.56	N/A	N/A	0	0	12	7
2020-04-06	$11.54	$0.00	75.9%	15.1%	104.6%	39.1%	0.0%	5.3%	-8.0%	175	-2.2K	-4	0.00	135.85	N/A	N/A	0	0	12	7
2020-04-07	$11.72	$0.00	110.4%	20.3%	104.3%	59.2%	0.0%	9.1%	0.8%	122	-2.1K	-12	0.00	148.18	N/A	N/A	0	0	12	7
2020-04-08	$11.96	$0.00	60.6%	17.4%	103.6%	30.1%	0.0%	38.3%	7.5%	95	-3.8K	-13	0.00	121.92	N/A	N/A	0	0	12	7
2020-04-09	$12.18	$0.00	64.4%	18.5%	91.2%	32.4%	0.0%	21.1%	9.0%	17	-4.8K	-11	0.30	125.99	N/A	N/A	10	3	12	7
2020-04-13	$12.08	$0.00	56.2%	16.1%	88.5%	27.6%	0.0%	-9.8%	4.1%	-109	-1.2K	-7	0.00	121.87	N/A	N/A	0	0	12	10
2020-04-14	$12.26	$0.00	82.2%	23.6%	79.4%	42.7%	0.0%	23.6%	-29.4%	-114	-1.5K	-8	0.00	124.91	N/A	N/A	0	0	12	10
2020-04-15	$11.66	$0.00	63.1%	18.1%	81.7%	31.6%	0.0%	-28.2%	-28.9%	74	585	-5	0.00	145.38	N/A	N/A	0	0	12	10
2020-04-16	$11.61	$0.00	60.2%	17.3%	69.1%	29.9%	0.0%	-3.8%	-14.1%	68	421	-5	0.00	133.65	N/A	N/A	0	0	12	10
2020-04-17	$11.98	$0.00	43.4%	12.4%	67.8%	20.1%	0.0%	11.0%	-12.9%	-19	-189	-2	0.00	131.63	N/A	N/A	0	1	12	10
2020-04-20	$11.86	$0.00	51.5%	14.8%	66.9%	24.8%	0.0%	-0.3%	-11.8%	-10	8.2K	-1	0.00	135.05	N/A	N/A	0	0	2	7
2020-04-21	$11.53	$0.00	65.3%	18.7%	60.7%	32.9%	0.0%	-8.2%	-54.8%	-16	7.9K	-2	0.00	144.01	N/A	N/A	0	0	2	7
2020-04-22	$11.66	$0.00	41.4%	11.9%	50.6%	18.9%	0.0%	12.1%	-6.1%	-2	8.2K	0	0.00	150.30	N/A	N/A	0	0	2	7
2020-04-23	$11.70	$0.00	84.4%	24.2%	41.6%	44.0%	0.0%	13.5%	-30.9%	-16	8.0K	-2	0.00	151.56	N/A	N/A	0	0	2	7
2020-04-24	$11.76	$0.00	52.0%	14.9%	41.3%	25.1%	0.0%	19.8%	-3.0%	-13	8.1K	-1	0.00	106.89	N/A	N/A	0	0	2	7
2020-04-27	$11.97	$0.00	37.7%	10.8%	40.5%	16.7%	0.0%	33.2%	-5.8%	-2	8.4K	0	0.00	150.82	N/A	N/A	0	0	2	7
2020-04-28	$12.17	$0.00	35.9%	10.3%	40.8%	15.7%	0.0%	-2.2%	-7.4%	-9	8.5K	-1	0.00	151.13	N/A	N/A	0	0	2	7
2020-04-29	$12.66	$0.00	68.7%	19.7%	42.4%	34.9%	0.0%	75.3%	-46.2%	-20	8.7K	-2	0.00	133.85	N/A	N/A	0	0	2	7
2020-04-30	$12.09	$0.00	58.2%	16.7%	42.4%	28.7%	0.0%	-10.3%	-4.8%	-11	8.4K	-1	0.00	144.44	N/A	N/A	0	0	2	7