PID Options History — January 2021 In January 2021, PID traded between $15.45 and $16.49. ATM implied volatility averaged 43.8%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 26.4% (HV 20d: 17.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-01-25 : Highest Volume — 5 contracts2021-01-08 : Largest IV spike — 187.9% change2021-01-04 : Highest IV Rank — 33.2%2021-01-29 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.06 $15.45 $16.49 $15.45 $15.49 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 43.8% 22.0% 68.3% 68.3% 51.9% Expected Move 11.0% 7.8% 14.9% 9.3% 14.9% HV 20d 17.5% 15.3% 19.4% 16.8% 19.4% HV 60d 23.2% 21.6% 23.8% 23.2% 22.6% IV Rank 20.8% 9.6% 33.2% 33.2% 24.9% IV Percentile 32.6% 5.6% 63.9% 63.9% 44.0% Term Structure 3.7% -27.5% 46.9% -3.0% -27.5% VWIV 22.5% 14.5% 29.6% 29.6% 14.5% Skew 25d 15.4% -8.3% 57.3% 3.2% 24.8% Skew 10d -4.4% -72.6% 21.1% 8.1% -72.6% Call IV 25d 29.5% 15.6% 48.0% 44.8% 30.1% Put IV 25d 45.0% 18.4% 80.3% 48.0% 54.9% Bid-Ask Spread % 167.80 141.63 200.00 150.21 171.16 Gamma HHI 0.42 0.30 0.74 0.39 0.39 Net GEX 88 -349 430 -45 -349 Net DEX -2.9K -7.0K 3.7K -814 3.7K Net VEX -30 -63 -10 -27 -63 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 0.632 0 5 0 0 Total OI 17.316 13 28 13 28
Daily Data (19 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 2021-01-04 $15.45 $0.00 68.3% 9.3% 16.8% 33.2% 0.0% 3.2% -3.0% -45 -814 -27 0.00 150.21 N/A N/A 0 0 3 10 2021-01-05 $15.85 $0.00 58.6% 10.1% 17.3% 28.3% 0.0% 0.4% -14.9% -39 -523 -31 0.00 152.10 N/A N/A 0 0 3 10 2021-01-06 $15.99 $0.00 61.1% 10.4% 17.3% 29.5% 29.6% 24.6% 3.3% -20 -586 -35 0.00 157.06 N/A N/A 1 0 3 10 2021-01-07 $16.18 $16.00 22.0% 9.9% 17.7% 9.6% 0.0% -1.0% -2.9% 26 -3.6K -16 0.00 141.63 N/A N/A 0 0 4 10 2021-01-08 $16.15 $16.00 63.2% 11.1% 17.7% 30.7% 0.0% 20.3% 6.5% 90 -4.0K -11 0.00 160.68 N/A N/A 0 0 4 10 2021-01-11 $16.03 $16.00 28.0% 8.4% 17.6% 12.7% 0.0% 8.6% 1.6% 64 -3.6K -16 0.00 153.41 N/A N/A 0 0 4 10 2021-01-12 $16.28 $16.00 48.2% 10.8% 18.2% 23.0% 23.5% 28.1% 13.5% 188 -4.3K -10 0.00 166.62 N/A N/A 3 0 4 10 2021-01-13 $16.24 $16.00 33.5% 9.6% 18.1% 15.5% 0.0% 4.2% -7.3% 145 -5.3K -25 0.00 187.65 N/A N/A 0 0 6 10 2021-01-14 $16.49 $16.00 49.1% 14.1% 18.1% 23.4% 0.0% -5.2% -7.0% 172 -6.5K -13 0.00 174.23 N/A N/A 0 0 6 10 2021-01-15 $16.28 $16.00 44.5% 12.8% 18.8% 21.1% 0.0% 5.6% -5.1% 159 -5.8K -21 0.00 163.84 N/A N/A 0 0 6 10 2021-01-19 $16.41 $16.00 46.4% 13.3% 18.9% 22.0% 0.0% 56.3% 12.5% 430 -7.0K -12 0.00 167.98 N/A N/A 0 0 6 10 2021-01-20 $16.38 $16.00 46.5% 13.3% 18.5% 22.1% 0.0% 57.3% 46.9% 275 -4.0K -38 0.00 186.18 N/A N/A 0 0 6 10 2021-01-21 $16.26 $16.00 47.7% 13.7% 15.6% 22.7% 14.5% 26.2% 14.2% 211 -5.0K -30 0.00 148.51 N/A N/A 1 0 6 10 2021-01-22 $16.11 $16.00 27.4% 7.9% 16.0% 12.4% 0.0% -3.3% 12.8% 412 -6.5K -14 0.00 154.32 N/A N/A 0 1 7 10 2021-01-25 $16.03 $16.00 44.0% 12.6% 15.3% 20.8% 0.0% 21.4% 13.5% 274 -4.3K -31 0.00 184.62 N/A N/A 0 5 7 11 2021-01-26 $16.01 $16.00 31.3% 9.0% 15.3% 14.4% 0.0% 15.6% 5.8% -2 -1.1K -49 0.00 200.00 N/A N/A 0 1 7 16 2021-01-27 $15.64 $16.00 34.4% 9.9% 17.7% 16.0% 0.0% -8.3% 1.8% -161 1.8K -58 0.00 200.00 N/A N/A 0 0 7 17 2021-01-28 $15.79 $16.00 27.1% 7.8% 18.0% 12.2% 0.0% 14.5% 5.7% -167 3.3K -63 0.00 168.04 N/A N/A 0 0 7 21 2021-01-29 $15.49 $16.00 51.9% 14.9% 19.4% 24.9% 0.0% 24.8% -27.5% -349 3.7K -63 0.00 171.16 N/A N/A 0 0 7 21
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