PID Options History — December 2020

In December 2020, PID traded between $14.95 and $15.72. ATM implied volatility averaged 46.0%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 25.1% (HV 20d: 20.9%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2020-12-23: Highest Volume — 2 contracts
2020-12-24: Largest IV spike — 159.8% change
2020-12-07: Highest IV Rank — 41.4%
2020-12-14: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.38	$14.95	$15.72	$14.95	$15.36
Max Pain	$13.00	$13.00	$13.00	$13.00	$13.00
ATM IV	46.0%	20.0%	84.4%	51.4%	42.1%
Expected Move	12.0%	5.7%	17.6%	14.7%	12.1%
HV 20d	20.9%	16.7%	29.1%	29.1%	16.7%
HV 60d	23.7%	22.7%	24.5%	24.5%	23.3%
IV Rank	21.9%	8.6%	41.4%	24.6%	19.9%
IV Percentile	33.5%	3.6%	81.0%	36.9%	29.0%
Term Structure	-3.7%	-45.3%	43.9%	-2.3%	-20.5%
Skew 25d	4.2%	-29.5%	35.7%	-29.5%	-10.3%
Skew 10d	3.3%	-55.5%	79.1%	-55.5%	15.4%
Call IV 25d	43.3%	10.9%	73.2%	51.6%	45.0%
Put IV 25d	47.5%	20.9%	76.2%	22.1%	34.8%
Bid-Ask Spread %	156.46	133.75	178.95	152.77	145.88
Gamma HHI	0.45	0.26	0.62	0.38	0.46
Net GEX	-150	-578	409	-531	-75
Net DEX	-10.0K	-23.6K	-324	-14.8K	-2.5K
Net VEX	-61	-110	-9	-93	-9
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	0.136	0	2	0	0
Total OI	55.318	13	82	82	13

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2020-12-01	$14.95	$13.00	51.4%	14.7%	29.1%	24.6%	0.0%	-29.5%	-2.3%	-531	-14.8K	-93	152.77	N/A	N/A	0	21	61
2020-12-02	$15.03	$13.00	51.9%	14.9%	28.6%	24.9%	0.0%	-12.6%	-17.4%	-537	-12.7K	-108	153.25	N/A	N/A	0	21	61
2020-12-03	$15.08	$0.00	75.2%	12.9%	28.6%	36.8%	0.0%	24.8%	-20.9%	-317	-12.7K	-101	170.47	N/A	N/A	0	21	61
2020-12-04	$15.43	$0.00	74.5%	15.7%	29.0%	36.4%	0.0%	4.3%	-9.4%	-507	-12.8K	-110	178.95	N/A	N/A	0	21	61
2020-12-07	$15.36	$0.00	84.4%	16.2%	29.0%	41.4%	0.0%	3.6%	-10.3%	-543	-12.2K	-107	178.53	N/A	N/A	0	21	61
2020-12-08	$15.42	$0.00	63.2%	14.0%	20.6%	30.6%	0.0%	-0.4%	-1.4%	-234	-19.3K	-80	151.85	N/A	N/A	0	21	61
2020-12-09	$15.45	$0.00	41.4%	11.9%	20.4%	19.5%	0.0%	-8.2%	-13.4%	409	-21.6K	-73	136.29	N/A	N/A	0	21	61
2020-12-10	$15.64	$0.00	27.5%	7.9%	20.6%	12.4%	0.0%	0.2%	3.9%	301	-23.6K	-69	133.75	N/A	N/A	1	21	61
2020-12-11	$15.57	$0.00	30.1%	8.6%	17.7%	13.8%	0.0%	-5.9%	9.4%	351	-23.0K	-73	151.68	N/A	N/A	0	21	61
2020-12-14	$15.49	$0.00	61.3%	17.6%	18.0%	29.7%	0.0%	3.4%	-13.1%	-414	-15.2K	-93	173.87	N/A	N/A	0	21	61
2020-12-15	$15.72	$0.00	57.8%	16.6%	17.1%	27.9%	0.0%	3.0%	-13.1%	-314	-17.3K	-88	163.31	N/A	N/A	0	21	61
2020-12-16	$15.65	$0.00	58.8%	16.9%	17.3%	28.4%	0.0%	7.9%	-15.0%	-578	-1.6K	-46	174.09	N/A	N/A	0	6	61
2020-12-17	$15.66	$0.00	38.3%	11.0%	17.4%	17.9%	0.0%	3.4%	8.4%	-81	-6.8K	-24	169.53	N/A	N/A	0	6	61
2020-12-18	$15.52	$0.00	39.7%	11.4%	17.9%	18.6%	0.0%	2.6%	0.2%	-54	-6.5K	-26	169.30	N/A	N/A	0	6	61
2020-12-21	$15.12	$0.00	27.0%	7.8%	20.8%	12.2%	0.0%	35.7%	43.9%	-31	-1.7K	-44	171.92	N/A	N/A	0	5	10
2020-12-22	$15.07	$0.00	20.0%	5.7%	20.3%	8.6%	0.0%	20.6%	-1.5%	-37	-3.4K	-36	139.74	N/A	N/A	0	5	10
2020-12-23	$15.35	$0.00	20.0%	5.7%	18.7%	8.6%	0.0%	-4.9%	15.7%	-36	-3.2K	-37	143.81	N/A	N/A	2	5	10
2020-12-24	$15.37	$0.00	52.0%	14.9%	18.7%	24.9%	0.0%	-5.3%	-15.7%	68	-6.8K	-29	151.09	N/A	N/A	0	7	10
2020-12-28	$15.34	$0.00	24.2%	6.9%	18.7%	10.7%	0.0%	31.4%	32.5%	-43	-1.5K	-23	145.28	N/A	N/A	0	3	10
2020-12-29	$15.37	$0.00	20.2%	5.8%	17.0%	8.7%	0.0%	18.2%	4.1%	-47	-956	-28	144.89	N/A	N/A	0	3	10
2020-12-30	$15.38	$0.00	50.9%	14.6%	16.8%	24.4%	0.0%	9.5%	-45.3%	-48	-324	-34	141.97	N/A	N/A	0	3	10
2020-12-31	$15.36	$0.00	42.1%	12.1%	16.7%	19.9%	0.0%	-10.3%	-20.5%	-75	-2.5K	-9	145.88	N/A	N/A	0	3	10