PID Options History — June 2020

In June 2020, PID traded between $11.89 and $13.89. ATM implied volatility averaged 83.1%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 45.4% (HV 20d: 37.7%). Max pain ranged from $13.00 to $17.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 10.67.

Notable Days

  • 2020-06-04: Highest Volume — 44 contracts
  • 2020-06-26: Largest IV spike — 2179.5% change
  • 2020-06-24: Highest IV Rank — 100.0%
  • 2020-06-19: Largest Expected Move — 50.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.70$11.89$13.89$12.44$12.18
Max Pain$14.20$13.00$17.00$17.00$13.00
ATM IV83.1%8.0%199.2%51.0%34.7%
Expected Move23.7%3.3%50.0%14.6%9.9%
HV 20d37.7%30.7%42.9%30.8%39.7%
HV 60d51.1%38.5%70.0%70.0%38.5%
IV Rank42.2%0.0%100.0%24.5%13.9%
IV Percentile64.2%0.0%100.0%49.2%31.0%
Term Structure-28.3%-140.8%32.9%-11.2%1.7%
VWIV92.0%7.3%176.7%176.7%7.3%
Skew 25d-6.8%-151.3%49.4%5.8%4.1%
Skew 10d-25.2%-89.4%18.2%16.0%0.7%
Call IV 25d105.4%23.5%194.1%45.5%33.8%
Put IV 25d98.5%14.0%191.0%51.4%37.8%
Bid-Ask Spread %181.29126.14200.00127.88196.45
Gamma HHI0.710.571.000.990.67
Net GEX-509-1.0K-27-275-741
Net DEX22.1K10.4K28.3K10.4K22.0K
Net VEX-101-125-10-10-105
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.670.0021.0021.0011.00
Total Volume3.81804400
Total OI39.36419461938

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$12.44$17.0051.0%14.6%30.8%24.5%0.0%5.8%-11.2%-27510.4K-100.00127.88N/AN/A00217
2020-06-02$12.63$17.0038.9%11.2%30.7%17.5%0.0%-15.3%29.0%-10811.6K-260.00126.14N/AN/A00217
2020-06-03$13.07$17.0054.7%15.7%32.5%26.7%0.0%-3.8%-4.3%-8710.9K-200.00134.78N/AN/A025217
2020-06-04$13.04$0.0055.3%21.5%32.2%27.0%0.0%-11.3%-8.5%-31727.1K-11721.00189.98N/AN/A242242
2020-06-05$13.51$0.0058.7%25.8%33.9%29.0%0.0%1.7%-31.5%-91223.8K-1080.00181.58N/AN/A00242
2020-06-08$13.89$0.0045.2%19.2%34.5%21.1%0.0%49.4%-32.7%-1.0K19.8K-840.00176.18N/AN/A01242
2020-06-09$13.62$0.0068.1%20.8%35.5%34.5%0.0%-0.6%-91.5%-73424.7K-1220.00172.04N/AN/A00243
2020-06-10$13.31$0.00110.0%31.5%36.6%59.0%0.0%27.2%-27.1%-1.0K24.4K-1120.00193.37N/AN/A00243
2020-06-11$12.39$0.0099.9%28.6%42.7%53.1%0.0%15.2%-23.1%-36326.6K-1200.00193.26N/AN/A01243
2020-06-12$12.57$0.00133.7%38.3%42.9%72.8%0.0%29.5%-34.3%-52527.3K-1220.00196.03N/AN/A00244
2020-06-15$12.62$0.0087.9%25.2%42.9%46.0%0.0%-151.3%-30.8%-39227.6K-1240.00188.24N/AN/A00244
2020-06-16$12.84$0.00109.8%31.5%39.7%58.8%0.0%-9.0%-48.4%-46527.8K-1250.00189.69N/AN/A00244
2020-06-17$12.72$0.00114.3%32.8%39.6%61.5%0.0%-31.6%-29.5%-38625.8K-1200.00181.01N/AN/A00244
2020-06-18$12.71$0.00108.6%31.1%39.5%58.1%0.0%-62.7%-73.5%-26425.9K-1210.00191.60N/AN/A00244
2020-06-19$12.65$0.00174.3%50.0%39.3%96.5%176.7%30.4%-140.8%-52028.3K-1220.00198.50N/AN/A10244
2020-06-22$12.41$13.0056.7%16.3%39.9%27.9%0.0%8.7%-16.2%-60019.5K-1180.00196.82N/AN/A00137
2020-06-23$12.49$13.0011.5%3.3%38.2%1.5%7.3%-9.6%2.4%-2714.0K-9211.00157.70N/AN/A111137
2020-06-24$12.15$13.00199.0%0.0%39.5%100.0%0.0%0.0%32.9%-37419.9K-1190.00200.00N/AN/A00137
2020-06-25$12.18$13.008.7%0.0%39.5%0.0%0.0%0.0%0.0%-67522.2K-1120.00199.69N/AN/A00137
2020-06-26$11.89$13.00199.2%0.0%40.2%100.0%0.0%0.0%0.0%-66623.1K-1080.00199.03N/AN/A00137
2020-06-29$12.09$13.008.0%0.0%40.1%0.0%0.0%0.0%0.0%-68422.6K-1080.00198.48N/AN/A00137
2020-06-30$12.18$13.0034.7%9.9%39.7%13.9%0.0%4.1%1.7%-74122.0K-1050.00196.45N/AN/A00137