PID Options History — May 2020 In May 2020, PID traded between $11.34 and $12.34. ATM implied volatility averaged 71.5%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 31.9% (HV 20d: 39.6%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days.
Notable Days 2020-05-15 : Highest Volume — 10 contracts2020-05-26 : Largest IV spike — 81.5% change2020-05-11 : Highest IV Rank — 85.5%2020-05-26 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.87 $11.34 $12.34 $11.59 $12.21 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 71.5% 34.7% 155.4% 51.2% 71.8% Expected Move 16.6% 9.9% 22.4% 14.7% 20.6% HV 20d 39.6% 34.2% 45.3% 45.3% 34.2% HV 60d 69.8% 69.0% 70.7% 69.0% 70.1% IV Rank 36.5% 15.0% 85.5% 24.6% 36.7% IV Percentile 72.0% 39.7% 96.8% 56.0% 78.6% Term Structure 16.3% -38.9% 50.0% 5.9% -0.0% Skew 25d 0.1% -40.7% 40.1% -1.8% -5.5% Skew 10d 11.9% -32.3% 35.4% -28.7% -32.3% Call IV 25d 66.5% 33.2% 93.7% 57.6% 93.7% Put IV 25d 66.7% 33.5% 100.5% 55.9% 88.3% Bid-Ask Spread % 135.43 111.89 149.78 122.06 147.96 Gamma HHI 0.79 0.45 1.00 0.91 0.53 Net GEX -49 -168 -2 -5 -66 Net DEX 9.5K 7.7K 11.8K 8.1K 11.6K Net VEX -14 -32 0 0 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 10 0 0 Total OI 13.5 9 19 9 19
Daily Data (20 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 2020-05-01 $11.59 $0.00 51.2% 14.7% 45.3% 24.6% 0.0% -1.8% 5.9% -5 8.1K 0 0.00 122.06 N/A N/A 0 0 2 7 2020-05-04 $11.80 $17.00 74.6% 17.5% 45.0% 38.3% 0.0% 11.0% 39.9% -23 8.0K -2 0.00 136.94 N/A N/A 0 0 2 7 2020-05-05 $11.81 $17.00 79.5% 12.5% 40.2% 41.1% 0.0% 5.1% 50.0% -20 8.0K -2 0.00 145.70 N/A N/A 0 0 2 7 2020-05-06 $11.69 $17.00 70.0% 17.9% 40.0% 35.6% 0.0% 27.2% 27.4% -29 7.7K -3 0.00 131.72 N/A N/A 0 0 2 7 2020-05-07 $11.80 $17.00 58.4% 14.7% 39.5% 28.8% 0.0% 6.6% 9.6% -19 8.0K -2 0.00 137.81 N/A N/A 0 0 2 7 2020-05-08 $12.01 $17.00 91.8% 20.1% 39.5% 48.3% 0.0% 40.1% 30.1% -25 8.1K -3 0.00 122.25 N/A N/A 0 0 2 7 2020-05-11 $11.94 $17.00 155.4% 13.7% 39.4% 85.5% 0.0% 14.5% 40.1% -6 8.3K 0 0.00 121.22 N/A N/A 0 0 2 7 2020-05-12 $11.83 $17.00 121.5% 12.9% 39.1% 65.7% 0.0% 3.4% 43.3% -6 8.2K 0 0.00 139.88 N/A N/A 0 0 2 7 2020-05-13 $11.34 $17.00 47.2% 13.5% 37.9% 22.3% 0.0% 14.3% 2.7% -2 7.9K 0 0.00 126.25 N/A N/A 0 0 2 7 2020-05-14 $11.39 $17.00 72.9% 20.9% 37.9% 37.3% 0.0% -18.2% -36.1% -18 7.7K -2 0.00 131.30 N/A N/A 0 0 2 7 2020-05-15 $11.44 $17.00 52.6% 15.1% 36.0% 25.4% 0.0% -0.9% 0.0% -2 8.0K 0 0.00 128.91 N/A N/A 0 10 2 7 2020-05-18 $12.03 $17.00 47.6% 13.6% 40.4% 22.5% 0.0% 29.9% 42.9% -98 11.6K -30 0.00 132.40 N/A N/A 0 0 2 17 2020-05-19 $11.88 $17.00 71.2% 20.4% 39.3% 36.3% 0.0% -4.6% 23.6% -70 11.2K -32 0.00 149.78 N/A N/A 0 0 2 17 2020-05-20 $12.02 $17.00 63.2% 18.1% 39.3% 31.7% 0.0% -40.7% 7.0% -168 10.6K -26 0.00 149.53 N/A N/A 0 0 2 17 2020-05-21 $11.91 $17.00 34.7% 9.9% 39.5% 15.0% 0.0% 0.4% 16.5% -64 11.8K -30 0.00 136.88 N/A N/A 0 0 2 17 2020-05-22 $11.80 $17.00 43.0% 12.3% 39.6% 19.9% 0.0% 10.5% 36.9% -155 11.3K -27 0.00 111.89 N/A N/A 0 0 2 17 2020-05-26 $12.20 $17.00 78.1% 22.4% 40.9% 40.3% 0.0% -36.3% -38.9% -66 11.1K -30 0.00 148.86 N/A N/A 0 0 2 17 2020-05-27 $12.29 $17.00 73.3% 21.0% 40.5% 37.5% 0.0% -38.3% 10.8% -66 11.4K -30 0.00 148.09 N/A N/A 0 0 2 17 2020-05-28 $12.34 $17.00 71.4% 20.5% 37.9% 36.4% 0.0% -14.0% -1.5% -66 11.4K -30 0.00 139.10 N/A N/A 0 0 2 17 2020-05-29 $12.21 $17.00 71.8% 20.6% 34.2% 36.7% 0.0% -5.5% -0.0% -66 11.6K -30 0.00 147.96 N/A N/A 0 0 2 17
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