PID Options History — October 2020 In October 2020, PID traded between $12.64 and $13.49. ATM implied volatility averaged 54.9%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 36.1% (HV 20d: 18.8%). 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 1 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2020-10-15 : Highest Volume — 11 contracts2020-10-09 : Largest IV spike — 237.5% change2020-10-09 : Highest IV Rank — 54.4%2020-10-30 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $13.09 $12.64 $13.49 $12.73 $12.64 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 54.9% 26.8% 109.7% 28.3% 86.9% Expected Move 13.2% 6.7% 24.9% 8.1% 24.9% HV 20d 18.8% 14.0% 21.6% 20.1% 21.6% HV 60d 17.4% 16.4% 18.5% 17.9% 18.4% IV Rank 26.4% 12.1% 54.4% 12.9% 42.7% IV Percentile 42.8% 11.1% 89.3% 11.9% 81.0% Term Structure -20.3% -68.0% 59.4% -8.3% -68.0% VWIV 43.0% 43.0% 43.0% 43.0% 43.0% Skew 25d 9.7% -19.9% 38.4% 4.4% 11.1% Skew 10d -6.3% -47.4% 22.6% 11.0% -16.6% Call IV 25d 49.6% 22.2% 98.1% 30.0% 98.1% Put IV 25d 59.3% 25.7% 109.1% 34.4% 109.1% Bid-Ask Spread % 158.86 121.23 189.34 176.80 183.00 Gamma HHI 0.47 0.39 0.56 0.52 0.41 Net GEX -2.5K -3.1K -1.8K -2.4K -1.8K Net DEX 36.5K 27.5K 47.8K 43.2K 42.8K Net VEX -290 -309 -268 -302 -297 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.00 0.00 0.00 Total Volume 1.19 0 11 0 0 Total OI 119.238 115 125 115 125
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 2020-10-01 $12.73 $13.00 28.3% 8.1% 20.1% 12.9% 0.0% 4.4% -8.3% -2.4K 43.2K -302 0.00 176.80 N/A N/A 0 0 14 101 2020-10-02 $12.84 $13.00 34.5% 9.9% 19.9% 16.0% 0.0% 9.6% 59.4% -2.3K 40.9K -302 0.00 189.34 N/A N/A 0 1 14 101 2020-10-05 $13.05 $0.00 36.6% 12.8% 20.9% 17.1% 0.0% 34.0% -18.6% -2.5K 41.4K -284 0.00 156.94 N/A N/A 0 0 14 102 2020-10-06 $12.97 $0.00 78.4% 12.1% 19.8% 38.4% 0.0% 5.4% -19.0% -2.8K 38.5K -294 0.00 185.83 N/A N/A 0 0 14 102 2020-10-07 $13.09 $0.00 36.3% 6.7% 19.4% 16.9% 0.0% 3.5% -1.3% -2.5K 37.2K -300 0.00 169.57 N/A N/A 1 0 14 102 2020-10-08 $13.34 $0.00 32.5% 13.1% 20.0% 15.0% 0.0% 5.9% -44.1% -2.7K 31.3K -290 1.00 166.18 N/A N/A 1 1 15 102 2020-10-09 $13.36 $0.00 109.7% 14.2% 20.0% 54.4% 0.0% 11.6% -46.5% -2.1K 37.1K -290 0.00 144.73 N/A N/A 0 0 16 102 2020-10-12 $13.36 $0.00 80.6% 10.5% 19.6% 39.5% 0.0% 19.1% -9.6% -2.1K 29.6K -289 0.00 149.79 N/A N/A 0 0 16 101 2020-10-13 $13.21 $0.00 94.5% 11.5% 19.9% 46.6% 0.0% 33.4% -16.9% -3.1K 28.5K -268 0.00 157.44 N/A N/A 0 0 16 101 2020-10-14 $13.20 $0.00 53.1% 15.2% 19.9% 25.5% 0.0% 30.3% -27.5% -2.7K 32.1K -289 0.00 158.62 N/A N/A 1 0 16 101 2020-10-15 $13.12 $0.00 48.3% 13.9% 19.9% 23.0% 0.0% -6.5% -26.1% -2.3K 34.7K -295 0.00 148.20 N/A N/A 0 11 16 101 2020-10-16 $13.15 $0.00 26.8% 7.7% 19.8% 12.1% 0.0% 11.5% -0.1% -2.5K 37.5K -286 0.00 143.49 N/A N/A 0 0 16 102 2020-10-19 $13.05 $0.00 42.7% 12.2% 15.1% 20.2% 43.0% -4.7% -18.3% -2.7K 34.1K -283 0.00 159.65 N/A N/A 0 3 16 100 2020-10-20 $13.22 $13.00 43.7% 12.5% 15.6% 20.7% 0.0% 14.7% -17.8% -2.6K 35.0K -294 0.00 175.98 N/A N/A 5 0 16 103 2020-10-21 $13.20 $13.00 40.4% 11.6% 14.0% 19.0% 0.0% 10.5% -15.0% -2.4K 33.2K -309 0.00 146.10 N/A N/A 0 0 21 103 2020-10-22 $13.41 $13.00 52.8% 15.1% 14.6% 25.3% 0.0% -17.0% -25.4% -2.4K 36.6K -279 0.00 165.60 N/A N/A 0 0 21 103 2020-10-23 $13.49 $13.00 46.7% 13.4% 14.7% 22.2% 0.0% 38.4% -13.6% -2.6K 27.5K -300 0.00 121.23 N/A N/A 0 0 21 103 2020-10-27 $13.11 $13.00 61.7% 17.7% 17.6% 29.9% 0.0% -19.9% -30.8% -3.0K 33.2K -279 0.00 140.66 N/A N/A 0 0 21 103 2020-10-28 $12.67 $13.00 64.2% 18.4% 21.5% 31.2% 0.0% 9.7% -41.4% -2.5K 43.8K -283 0.00 144.66 N/A N/A 0 1 21 103 2020-10-29 $12.71 $13.00 54.0% 15.5% 21.5% 25.9% 0.0% -2.0% -38.0% -2.3K 47.8K -276 0.00 152.23 N/A N/A 0 0 21 104 2020-10-30 $12.64 $13.00 86.9% 24.9% 21.6% 42.7% 0.0% 11.1% -68.0% -1.8K 42.8K -297 0.00 183.00 N/A N/A 0 0 21 104
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