PID Options History — July 2020 In July 2020, PID traded between $12.10 and $13.03. ATM implied volatility averaged 61.3%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 35.8% (HV 20d: 25.5%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 7.33.
Notable Days 2020-07-06 : Highest Volume — 12 contracts2020-07-02 : Largest IV spike — 4309.9% change2020-07-08 : Highest IV Rank — 82.5%2020-07-02 : Largest Expected Move — 39.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.61 $12.10 $13.03 $12.22 $12.62 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 61.3% 3.1% 164.9% 3.1% 60.6% Expected Move 14.3% 6.9% 39.7% 39.7% 17.4% HV 20d 25.5% 18.7% 37.8% 37.5% 21.1% HV 60d 34.3% 30.7% 36.7% 36.7% 31.1% IV Rank 29.7% 0.0% 82.5% 0.0% 29.3% IV Percentile 46.4% 0.0% 97.2% 0.0% 53.6% Term Structure -5.0% -131.0% 86.4% -11.3% -10.0% Skew 25d 3.0% -93.2% 74.3% -93.2% -2.8% Skew 10d 4.2% -63.6% 153.0% 96.2% -4.5% Call IV 25d 52.7% 19.1% 125.2% 125.2% 32.8% Put IV 25d 55.7% 27.9% 131.3% 32.0% 30.0% Bid-Ask Spread % 164.42 113.01 198.88 198.88 140.83 Gamma HHI 0.79 0.64 1.00 0.64 0.92 Net GEX -770 -1.4K -280 -280 -1.2K Net DEX 18.8K 14.5K 25.1K 18.5K 18.2K Net VEX -103 -116 -86 -115 -112 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.33 0.00 11.00 11.00 0.00 Total Volume 1.545 0 12 0 0 Total OI 39.182 37 47 38 47
Daily Data (22 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 2020-07-01 $12.22 $13.00 3.1% 0.0% 37.5% 0.0% 0.0% 0.0% -11.3% -280 18.5K -115 0.00 198.88 N/A N/A 0 0 1 37 2020-07-02 $12.36 $13.00 138.5% 39.7% 37.8% 69.0% 0.0% -93.2% 29.5% -385 18.8K -116 0.00 171.98 N/A N/A 0 0 1 37 2020-07-06 $12.55 $0.00 133.5% 23.7% 35.8% 66.5% 0.0% 20.1% 86.4% -281 18.0K -114 11.00 189.54 N/A N/A 1 11 1 37 2020-07-07 $12.35 $0.00 4.0% 0.0% 34.0% 0.4% 0.0% 0.0% -5.3% -349 19.3K -115 0.00 189.29 N/A N/A 0 0 1 37 2020-07-08 $12.35 $0.00 164.9% 22.5% 33.6% 82.5% 0.0% 74.3% -131.0% -298 14.9K -104 0.00 160.55 N/A N/A 0 0 1 37 2020-07-09 $12.10 $0.00 112.7% 18.1% 33.5% 55.9% 0.0% 17.8% -36.7% -463 20.1K -110 0.00 162.78 N/A N/A 0 0 1 37 2020-07-10 $12.24 $0.00 91.3% 18.2% 22.7% 45.0% 0.0% 32.6% 19.0% -550 20.4K -109 0.00 161.99 N/A N/A 0 0 1 37 2020-07-13 $12.28 $0.00 132.9% 11.6% 22.1% 66.2% 0.0% 38.0% -1.8% -534 18.0K -106 0.00 163.69 N/A N/A 0 0 1 37 2020-07-14 $12.43 $0.00 88.0% 15.6% 22.5% 43.3% 0.0% 17.9% -20.9% -845 21.1K -95 0.00 142.09 N/A N/A 0 0 1 37 2020-07-15 $12.77 $0.00 40.9% 11.7% 23.8% 19.3% 0.0% -20.9% 6.4% -625 19.6K -108 11.00 146.43 N/A N/A 1 11 1 37 2020-07-16 $12.73 $0.00 40.8% 11.7% 23.6% 19.2% 0.0% -24.4% 31.8% -517 15.5K -101 0.00 151.67 N/A N/A 0 0 1 37 2020-07-17 $12.73 $0.00 25.9% 7.4% 23.6% 11.6% 0.0% 48.7% 9.8% -1.1K 19.6K -86 0.00 145.92 N/A N/A 0 0 1 37 2020-07-20 $12.67 $0.00 36.0% 10.3% 23.6% 16.8% 0.0% 20.1% -0.4% -913 19.0K -99 0.00 181.38 N/A N/A 1 0 0 37 2020-07-21 $12.88 $0.00 33.2% 9.5% 23.1% 15.3% 0.0% 15.1% 12.0% -596 14.5K -99 0.00 170.81 N/A N/A 0 0 1 37 2020-07-22 $12.94 $0.00 36.6% 10.5% 23.1% 17.0% 0.0% -37.5% -1.4% -969 17.2K -99 0.00 157.11 N/A N/A 0 0 1 37 2020-07-23 $12.84 $0.00 24.0% 6.9% 20.7% 10.6% 0.0% 1.8% -7.2% -1.0K 18.4K -88 0.00 176.12 N/A N/A 0 0 1 37 2020-07-24 $12.77 $0.00 25.3% 7.2% 20.9% 11.3% 0.0% 3.2% -7.8% -1.0K 19.0K -87 0.00 170.23 N/A N/A 0 0 1 37 2020-07-27 $12.95 $0.00 24.0% 6.9% 18.7% 10.6% 0.0% 5.5% -6.0% -1.2K 17.8K -88 0.00 168.28 N/A N/A 0 0 1 37 2020-07-28 $12.83 $0.00 30.6% 8.8% 18.7% 14.0% 0.0% 5.1% -7.7% -1.1K 18.8K -86 0.00 113.01 N/A N/A 0 9 1 37 2020-07-29 $13.03 $0.00 77.2% 22.1% 19.2% 37.8% 0.0% -29.9% -56.8% -1.4K 22.8K -116 0.00 176.45 N/A N/A 0 0 1 46 2020-07-30 $12.80 $0.00 24.5% 7.0% 20.6% 10.9% 0.0% -31.7% -0.4% -1.4K 25.1K -113 0.00 178.22 N/A N/A 0 0 1 46 2020-07-31 $12.62 $0.00 60.6% 17.4% 21.1% 29.3% 0.0% -2.8% -10.0% -1.2K 18.2K -112 0.00 140.83 N/A N/A 0 0 1 46
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