PID Options History — February 2021 In February 2021, PID traded between $15.63 and $16.69. ATM implied volatility averaged 37.8%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 21.5% (HV 20d: 16.3%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 9 of 19 days.
Notable Days 2021-02-18 : Highest Volume — 10 contracts2021-02-03 : Largest IV spike — 108.1% change2021-02-04 : Highest IV Rank — 25.6%2021-02-01 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.19 $15.63 $16.69 $15.63 $16.04 Max Pain $15.16 $15.00 $16.00 $16.00 $15.00 ATM IV 37.8% 20.0% 53.4% 49.3% 33.4% Expected Move 10.5% 5.7% 14.1% 14.1% 9.6% HV 20d 16.3% 14.5% 19.9% 19.6% 16.0% HV 60d 18.3% 16.1% 22.4% 22.3% 16.7% IV Rank 17.7% 8.6% 25.6% 23.5% 15.4% IV Percentile 26.5% 3.6% 48.4% 40.5% 21.0% Term Structure 0.1% -23.0% 49.1% 49.1% 10.7% Skew 25d 8.2% -20.1% 59.1% 9.6% 49.7% Skew 10d 8.9% -33.4% 75.1% 12.0% 71.7% Call IV 25d 40.8% 11.8% 108.3% 108.3% 42.6% Put IV 25d 49.1% 18.8% 117.8% 117.8% 92.3% Bid-Ask Spread % 146.12 115.72 180.34 180.34 134.63 Gamma HHI 0.46 0.32 0.80 0.32 0.52 Net GEX -321 -1.2K 208 -193 -449 Net DEX 465 -3.5K 4.5K 4.4K 2.9K Net VEX -44 -66 -26 -66 -36 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.579 0 10 1 0 Total OI 31.316 28 40 28 35
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 2021-02-01 $15.63 $16.00 49.3% 14.1% 19.6% 23.5% 0.0% 9.6% 49.1% -193 4.4K -66 0.00 180.34 N/A N/A 0 1 7 21 2021-02-02 $15.79 $16.00 20.7% 5.9% 19.9% 9.0% 0.0% 2.5% 13.0% -221 1.7K -54 0.00 115.72 N/A N/A 0 0 7 22 2021-02-03 $15.86 $16.00 43.2% 12.4% 17.7% 20.4% 0.0% 22.0% 2.7% -353 1.3K -52 0.00 148.66 N/A N/A 0 0 7 22 2021-02-04 $15.91 $15.00 53.4% 13.7% 17.4% 25.6% 0.0% -3.9% -16.1% -322 1.4K -54 0.00 155.72 N/A N/A 0 0 7 22 2021-02-05 $16.02 $15.00 43.0% 11.3% 17.1% 20.3% 0.0% -11.0% -7.5% -358 -606 -46 0.00 154.54 N/A N/A 0 0 7 22 2021-02-08 $16.14 $15.00 46.0% 11.5% 17.3% 21.8% 0.0% -18.2% -8.9% -202 242 -47 0.00 157.66 N/A N/A 0 0 7 22 2021-02-09 $16.18 $15.00 49.3% 12.2% 17.1% 23.5% 0.0% -20.1% -9.8% -192 955 -52 0.00 142.50 N/A N/A 0 0 7 22 2021-02-10 $16.14 $15.00 41.1% 11.8% 16.2% 19.4% 0.0% 5.0% -10.3% -191 413 -47 0.00 157.28 N/A N/A 0 0 7 22 2021-02-11 $16.15 $15.00 20.0% 5.7% 16.1% 8.6% 0.0% 15.3% 8.8% 104 -2.1K -38 0.00 127.67 N/A N/A 0 0 7 22 2021-02-12 $16.26 $15.00 31.6% 9.1% 15.3% 14.5% 0.0% 2.4% 2.7% 83 -3.1K -31 0.00 131.00 N/A N/A 0 0 8 22 2021-02-16 $16.46 $15.00 44.2% 12.7% 15.3% 21.0% 0.0% 10.1% -13.0% -102 -3.1K -40 0.00 154.73 N/A N/A 0 0 8 22 2021-02-17 $16.36 $15.00 37.0% 10.6% 15.2% 17.3% 0.0% 3.6% -10.4% 48 -3.5K -28 0.00 154.04 N/A N/A 0 0 8 22 2021-02-18 $16.27 $15.00 37.1% 10.6% 15.3% 17.3% 0.0% 4.5% -0.7% 208 -2.7K -28 0.00 143.50 N/A N/A 0 10 8 22 2021-02-19 $16.35 $15.00 45.4% 13.0% 15.2% 21.6% 0.0% 4.0% -8.8% -813 647 -59 0.00 155.16 N/A N/A 0 0 8 32 2021-02-22 $16.45 $15.00 29.7% 8.5% 14.9% 13.6% 0.0% 5.1% 10.1% -855 4.2K -44 0.00 147.29 N/A N/A 0 0 3 32 2021-02-23 $16.53 $15.00 27.9% 8.0% 14.7% 12.6% 0.0% 30.3% 1.6% -814 4.5K -49 0.00 135.59 N/A N/A 0 0 3 32 2021-02-24 $16.69 $15.00 42.1% 12.1% 15.0% 19.9% 0.0% -13.4% -23.0% -1.2K -964 -26 0.00 133.63 N/A N/A 0 0 3 32 2021-02-25 $16.34 $15.00 23.1% 6.6% 14.5% 10.2% 0.0% 59.1% 12.3% -303 2.3K -44 0.00 146.60 N/A N/A 0 0 3 32 2021-02-26 $16.04 $15.00 33.4% 9.6% 16.0% 15.4% 0.0% 49.7% 10.7% -449 2.9K -36 0.00 134.63 N/A N/A 0 0 3 32
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