PID Options History — March 2021 In March 2021, PID traded between $16.25 and $17.10. ATM implied volatility averaged 28.8%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 13.4% (HV 20d: 15.4%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.33.
Notable Days 2021-03-23 : Highest Volume — 10 contracts2021-03-25 : Largest IV spike — 124.8% change2021-03-25 : Highest IV Rank — 19.4%2021-03-25 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.71 $16.25 $17.10 $16.25 $16.70 Max Pain $15.09 $15.00 $17.00 $15.00 $17.00 ATM IV 28.8% 10.7% 41.1% 31.3% 10.7% Expected Move 8.3% 3.1% 11.8% 9.0% 3.1% HV 20d 15.4% 13.7% 18.1% 14.6% 13.7% HV 60d 16.3% 15.7% 16.8% 16.8% 15.9% IV Rank 13.1% 3.9% 19.4% 14.4% 3.9% IV Percentile 17.7% 1.6% 38.5% 18.3% 1.6% Term Structure -0.6% -29.3% 19.8% 9.3% 9.6% VWIV 14.4% 14.4% 14.4% 14.4% 14.4% Skew 25d 0.9% -28.7% 27.9% 27.9% 4.7% Skew 10d -1.2% -26.9% 19.5% 8.5% -20.7% Call IV 25d 32.5% 15.6% 54.8% 25.1% 15.6% Put IV 25d 33.4% 14.1% 53.0% 53.0% 20.2% Bid-Ask Spread % 140.95 124.76 173.69 133.18 149.57 Gamma HHI 0.63 0.26 0.93 0.88 0.72 Net GEX -572 -2.3K 360 -797 -2.3K Net DEX 1.1K -7.9K 16.6K 4.1K 16.6K Net VEX -29 -53 -10 -37 -53 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.33 0.33 0.33 0.33 Total Volume 1.043 0 10 0 0 Total OI 34.87 23 43 35 43
Daily Data (23 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 2021-03-01 $16.25 $15.00 31.3% 9.0% 14.6% 14.4% 0.0% 27.9% 9.3% -797 4.1K -37 0.00 133.18 N/A N/A 0 0 3 32 2021-03-02 $16.34 $15.00 36.5% 10.5% 14.5% 17.0% 0.0% 15.1% 9.1% -810 3.0K -40 0.00 138.95 N/A N/A 0 0 3 32 2021-03-03 $16.40 $15.00 33.6% 9.6% 14.2% 15.5% 0.0% -5.8% -0.7% -1.1K 1.3K -28 0.00 128.82 N/A N/A 0 0 3 32 2021-03-04 $16.26 $15.00 27.5% 7.1% 14.6% 12.4% 0.0% 5.9% 2.2% -938 2.1K -34 0.00 128.64 N/A N/A 0 0 3 32 2021-03-05 $16.48 $15.00 32.6% 9.9% 15.3% 15.0% 0.0% 6.7% -1.8% -859 2.0K -29 0.00 124.76 N/A N/A 0 0 3 32 2021-03-08 $16.57 $15.00 22.4% 6.8% 15.2% 9.8% 0.0% 4.3% 7.5% -536 961 -23 0.00 138.47 N/A N/A 0 0 3 32 2021-03-09 $16.64 $15.00 27.2% 8.2% 15.1% 12.2% 0.0% 5.8% -7.7% -491 -1.2K -20 0.00 129.38 N/A N/A 0 0 3 32 2021-03-10 $16.85 $15.00 27.4% 7.9% 15.6% 12.4% 0.0% 6.6% -5.8% -324 -2.5K -10 0.33 144.26 N/A N/A 3 1 3 32 2021-03-11 $17.00 $15.00 23.1% 6.6% 15.7% 10.2% 0.0% -10.0% -10.7% 360 -7.9K -12 0.00 130.56 N/A N/A 0 0 6 33 2021-03-12 $17.05 $15.00 39.9% 11.4% 15.6% 18.8% 0.0% 4.4% -14.5% -250 -4.7K -25 0.00 132.78 N/A N/A 0 0 6 33 2021-03-15 $17.05 $15.00 24.1% 6.9% 15.6% 10.7% 0.0% 13.3% 13.9% -112 -6.5K -15 0.00 145.75 N/A N/A 0 0 5 33 2021-03-16 $16.99 $15.00 33.4% 9.6% 15.3% 15.4% 0.0% 2.4% -4.4% -185 -3.0K -23 0.00 143.45 N/A N/A 0 0 5 33 2021-03-17 $17.10 $15.00 35.4% 10.1% 15.1% 16.4% 0.0% 3.3% -6.2% -573 -1.8K -23 0.00 157.57 N/A N/A 0 0 5 33 2021-03-18 $16.77 $15.00 38.0% 10.9% 16.8% 17.8% 0.0% 2.6% 5.7% -638 962 -30 0.00 151.31 N/A N/A 0 0 5 33 2021-03-19 $16.91 $15.00 35.0% 10.0% 16.9% 16.3% 0.0% -15.7% 5.3% -421 -3.2K -26 0.00 144.95 N/A N/A 0 0 5 33 2021-03-22 $16.89 $15.00 21.9% 6.3% 16.8% 9.5% 0.0% -20.2% 5.0% -372 2.2K -19 0.00 173.69 N/A N/A 0 0 1 22 2021-03-23 $16.59 $15.00 31.5% 9.0% 18.1% 14.5% 0.0% 0.2% 1.5% -72 319 -13 0.00 135.48 N/A N/A 0 10 1 22 2021-03-24 $16.60 $15.00 18.3% 5.2% 17.8% 7.7% 0.0% 7.5% 3.8% -740 3.6K -35 0.00 142.86 N/A N/A 0 0 1 32 2021-03-25 $16.66 $15.00 41.1% 11.8% 16.0% 19.4% 0.0% -24.0% -21.4% -402 4.5K -41 0.00 159.37 N/A N/A 0 0 1 32 2021-03-26 $16.75 $15.00 29.5% 8.5% 14.3% 13.4% 0.0% -28.7% -29.3% -719 5.8K -46 0.00 133.36 N/A N/A 0 0 1 32 2021-03-29 $16.76 $15.00 29.5% 8.4% 13.7% 13.4% 0.0% -4.3% -5.0% -423 3.7K -37 0.00 149.40 N/A N/A 0 0 1 32 2021-03-30 $16.70 $15.00 11.9% 3.4% 13.7% 4.5% 14.4% 18.1% 19.8% -458 4.7K -41 0.00 125.34 N/A N/A 0 10 1 32 2021-03-31 $16.70 $17.00 10.7% 3.1% 13.7% 3.9% 0.0% 4.7% 9.6% -2.3K 16.6K -53 0.00 149.57 N/A N/A 0 0 1 42
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