PID Options History — November 2020 In November 2020, PID traded between $12.80 and $15.10. ATM implied volatility averaged 47.6%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 18.4% (HV 20d: 29.2%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-11 : Highest Volume — 50 contracts2020-11-19 : Largest IV spike — 209.0% change2020-11-03 : Highest IV Rank — 44.0%2020-11-03 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $14.13 $12.80 $15.10 $12.80 $14.80 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 47.6% 20.6% 89.5% 32.0% 36.8% Expected Move 12.4% 5.9% 25.7% 9.2% 10.6% HV 20d 29.2% 21.9% 33.2% 21.9% 29.2% HV 60d 22.5% 18.6% 24.7% 18.6% 24.7% IV Rank 22.7% 8.9% 44.0% 14.7% 17.2% IV Percentile 35.3% 4.8% 82.9% 15.1% 21.8% Term Structure -7.4% -68.2% 22.7% -6.6% -9.4% Skew 25d -11.7% -49.4% 81.0% 3.9% -5.7% Skew 10d -1.6% -54.2% 110.5% -5.5% -14.8% Call IV 25d 51.2% 19.3% 101.4% 31.0% 34.9% Put IV 25d 39.5% 20.5% 115.9% 34.9% 29.2% Bid-Ask Spread % 149.35 127.03 182.34 180.30 137.81 Gamma HHI 0.45 0.36 0.69 0.43 0.37 Net GEX -1.6K -3.4K 481 -2.6K -168 Net DEX 8.8K -21.8K 43.0K 43.0K -16.8K Net VEX -195 -314 -59 -287 -94 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.55 0 50 10 0 Total OI 111.25 82 145 125 82
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 2020-11-02 $12.80 $13.00 32.0% 9.2% 21.9% 14.7% 0.0% 3.9% -6.6% -2.6K 43.0K -287 0.00 180.30 N/A N/A 0 10 21 104 2020-11-03 $13.09 $13.00 89.5% 25.7% 22.6% 44.0% 0.0% -26.7% -68.2% -2.5K 35.7K -289 0.00 182.34 N/A N/A 0 0 21 104 2020-11-04 $13.12 $13.00 42.3% 12.1% 22.5% 20.0% 0.0% 12.3% -15.0% -3.4K 40.7K -310 0.00 152.16 N/A N/A 0 0 21 114 2020-11-05 $13.33 $13.00 69.2% 7.4% 22.9% 33.7% 0.0% -17.9% 18.1% -3.1K 32.7K -313 0.00 149.20 N/A N/A 0 0 21 114 2020-11-06 $13.28 $13.00 42.2% 6.5% 22.0% 19.9% 0.0% -5.9% 20.0% -3.0K 37.5K -314 0.00 145.22 N/A N/A 0 0 21 114 2020-11-09 $14.13 $13.00 73.5% 8.8% 31.2% 35.9% 0.0% -18.2% 17.1% -2.1K 15.8K -269 0.00 132.74 N/A N/A 0 0 21 114 2020-11-10 $14.08 $13.00 42.0% 17.9% 31.2% 19.8% 0.0% -21.3% -20.2% -1.6K 24.2K -296 0.00 139.45 N/A N/A 0 0 21 114 2020-11-11 $14.15 $13.00 45.1% 12.9% 30.8% 21.4% 0.0% -7.8% -26.3% -424 -4.2K -133 0.00 133.62 N/A N/A 0 50 21 114 2020-11-12 $13.80 $13.00 51.1% 14.7% 32.4% 24.5% 0.0% -28.3% -6.5% -3.3K 16.4K -269 0.00 148.01 N/A N/A 0 10 21 114 2020-11-13 $13.97 $13.00 40.6% 11.6% 32.4% 19.1% 0.0% -10.1% -2.3% -3.0K 23.1K -286 0.00 154.51 N/A N/A 0 0 21 124 2020-11-16 $14.30 $13.00 64.5% 18.5% 33.2% 31.3% 0.0% -43.3% -17.7% -1.5K 7.6K -167 0.00 168.22 N/A N/A 0 0 21 74 2020-11-17 $14.41 $13.00 64.5% 18.5% 32.9% 31.3% 0.0% -46.5% -16.1% -1.2K 8.4K -165 0.00 167.21 N/A N/A 0 0 21 74 2020-11-18 $14.46 $13.00 21.5% 6.2% 32.8% 9.4% 0.0% 2.0% 22.7% -1.3K -6.6K -119 0.00 154.48 N/A N/A 0 0 21 74 2020-11-19 $14.45 $13.00 66.5% 19.1% 32.8% 32.3% 0.0% -49.4% -10.8% -1.7K 2.4K -157 0.00 164.70 N/A N/A 0 0 21 74 2020-11-20 $14.46 $13.00 20.6% 5.9% 32.5% 8.9% 0.0% -0.8% -3.5% -568 -15.7K -90 0.00 127.03 N/A N/A 0 0 21 74 2020-11-23 $14.67 $13.00 36.3% 10.4% 32.8% 16.9% 0.0% -7.8% -14.5% -478 -12.8K -113 0.00 129.40 N/A N/A 0 0 21 61 2020-11-24 $15.10 $13.00 27.0% 7.7% 31.5% 12.2% 0.0% 81.0% 9.9% 481 -21.8K -60 0.00 132.54 N/A N/A 0 0 21 61 2020-11-25 $15.08 $13.00 33.7% 9.6% 27.7% 15.6% 0.0% -0.4% -13.1% -75 -21.6K -59 0.00 143.04 N/A N/A 1 0 21 61 2020-11-27 $15.10 $13.00 52.4% 15.0% 27.7% 25.1% 0.0% -43.5% -5.5% -559 -11.5K -114 0.00 144.95 N/A N/A 0 0 21 61 2020-11-30 $14.80 $13.00 36.8% 10.6% 29.2% 17.2% 0.0% -5.7% -9.4% -168 -16.8K -94 0.00 137.81 N/A N/A 0 0 21 61
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