PID Options History — August 2020

In August 2020, PID traded between $12.74 and $13.53. ATM implied volatility averaged 45.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 28.5% (HV 20d: 16.6%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-08-05: Highest Volume — 11 contracts
  • 2020-08-28: Largest IV spike — 178.9% change
  • 2020-08-11: Highest IV Rank — 39.2%
  • 2020-08-28: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.26$12.74$13.53$12.74$13.33
Max Pain$13.00$13.00$13.00$13.00$13.00
ATM IV45.1%19.2%80.0%30.0%27.8%
Expected Move11.8%5.5%20.1%8.6%8.0%
HV 20d16.6%11.5%20.7%20.7%12.7%
HV 60d28.1%24.9%31.1%31.1%24.9%
IV Rank21.4%8.2%39.2%13.7%12.6%
IV Percentile36.9%10.3%77.8%20.6%17.1%
Term Structure-6.5%-33.5%25.1%-6.1%25.1%
VWIV34.1%21.6%46.7%46.7%21.6%
Skew 25d-12.1%-75.5%22.1%4.9%-27.0%
Skew 10d-21.3%-79.8%33.0%5.1%-60.1%
Call IV 25d45.4%18.5%102.0%29.3%56.5%
Put IV 25d33.3%17.6%50.7%34.1%29.5%
Bid-Ask Spread %122.9175.84176.2899.43115.94
Gamma HHI0.620.441.000.770.53
Net GEX-745-1.3K-282-1.1K-501
Net DEX12.6K6.6K25.0K25.0K8.5K
Net VEX-162-181-115-122-157
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.85701110
Total OI60.28647654763

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$12.74$0.0030.0%8.6%20.7%13.7%0.0%4.9%-6.1%-1.1K25.0K-1220.0099.43N/AN/A10146
2020-08-04$12.82$0.0067.6%19.4%19.8%32.9%0.0%-75.5%-25.0%-1.3K24.1K-1150.00176.28N/AN/A20246
2020-08-05$12.96$0.0052.5%15.1%20.0%25.2%0.0%0.1%-12.9%-82016.0K-1300.00126.04N/AN/A110446
2020-08-06$13.01$13.0075.3%14.8%18.1%36.8%0.0%-32.7%-3.7%-6939.1K-1710.00144.30N/AN/A001546
2020-08-07$13.02$13.0043.0%12.8%17.9%20.3%0.0%17.6%15.5%-53416.1K-1810.00118.79N/AN/A001546
2020-08-10$13.26$13.0079.0%16.2%18.7%38.7%0.0%-19.9%-33.5%-68915.4K-1560.00117.99N/AN/A001546
2020-08-11$13.39$13.0080.0%12.8%18.6%39.2%0.0%7.3%-1.3%-91911.5K-1700.00104.32N/AN/A001546
2020-08-12$13.53$13.0033.1%9.5%16.6%15.3%0.0%-11.6%-14.8%-7618.1K-1660.00138.44N/AN/A001546
2020-08-13$13.47$13.0043.5%12.5%16.7%20.6%0.0%7.2%-0.4%-6509.3K-1740.00134.31N/AN/A001546
2020-08-14$13.44$13.0053.6%15.4%16.8%25.7%0.0%3.4%-29.7%-6519.9K-1730.00127.86N/AN/A001546
2020-08-17$13.43$13.0056.9%16.3%16.6%27.4%0.0%22.1%-25.8%-31513.6K-1740.0087.81N/AN/A001546
2020-08-18$13.34$13.0024.8%7.1%16.1%11.1%0.0%-1.5%-2.2%-1.1K10.1K-1620.0075.84N/AN/A001546
2020-08-19$13.28$13.0046.5%13.3%16.2%22.1%46.7%-41.0%-2.7%-76010.7K-1700.00140.71N/AN/A011546
2020-08-20$13.29$13.0023.1%6.6%15.9%10.2%34.0%4.0%4.3%-1.0K11.5K-1650.00116.74N/AN/A011547
2020-08-21$13.18$13.0021.0%6.0%16.1%9.1%0.0%1.9%1.5%-72813.0K-1740.00143.32N/AN/A001548
2020-08-24$13.36$13.0019.2%5.5%16.0%8.2%21.6%-4.1%-5.0%-68612.4K-1710.00147.39N/AN/A201548
2020-08-25$13.41$13.0027.0%7.7%15.5%12.2%0.0%6.6%-6.1%-95811.1K-1600.0088.92N/AN/A001748
2020-08-26$13.39$13.0047.8%13.7%14.8%22.8%0.0%-46.2%-8.0%-6986.6K-1580.00138.21N/AN/A001748
2020-08-27$13.40$13.0025.2%7.2%12.9%11.2%0.0%-19.6%7.8%-46811.3K-1760.00114.91N/AN/A001748
2020-08-28$13.51$13.0070.2%20.1%11.5%34.2%0.0%-50.2%-13.0%-28211.7K-1760.00123.57N/AN/A001748
2020-08-31$13.33$13.0027.8%8.0%12.7%12.6%0.0%-27.0%25.1%-5018.5K-1570.00115.94N/AN/A001548