PID Options History — April 2021 In April 2021, PID traded between $16.82 and $17.34. ATM implied volatility averaged 23.2%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 13.0% (HV 20d: 10.2%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.13.
Notable Days 2021-04-13 : Highest Volume — 44 contracts2021-04-26 : Largest IV spike — 119.9% change2021-04-30 : Highest IV Rank — 21.3%2021-04-05 : Largest Expected Move — 51.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.09 $16.82 $17.34 $16.82 $17.26 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 23.2% 9.2% 44.9% 9.7% 44.9% Expected Move 9.9% 2.8% 51.3% 2.8% 12.9% HV 20d 10.2% 7.7% 13.4% 13.4% 7.8% HV 60d 13.8% 12.1% 15.1% 15.1% 12.1% IV Rank 10.2% 3.1% 21.3% 3.3% 21.3% IV Percentile 17.9% 1.6% 55.2% 1.6% 55.2% Term Structure -6.4% -159.1% 27.6% 27.6% -18.0% VWIV 17.9% 13.1% 21.3% 19.4% 13.1% Skew 25d 3.2% -24.6% 19.6% -2.3% 5.0% Skew 10d 6.6% -20.4% 19.6% -20.4% 15.8% Call IV 25d 30.9% 13.5% 53.3% 20.1% 53.3% Put IV 25d 34.1% 10.8% 58.3% 17.8% 58.3% Bid-Ask Spread % 158.08 126.85 176.32 153.66 170.25 Gamma HHI 0.52 0.27 0.80 0.77 0.31 Net GEX -1.3K -3.8K 1.5K -2.9K 81 Net DEX 3.4K -6.4K 15.1K 15.1K -6.1K Net VEX -48 -65 -23 -50 -60 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.00 4.50 0.00 0.00 Total Volume 3.19 0 44 0 0 Total OI 41.762 29 54 43 39
Daily Data (21 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 2021-04-01 $16.82 $17.00 9.7% 2.8% 13.4% 3.3% 0.0% -2.3% 27.6% -2.9K 15.1K -50 0.00 153.66 N/A N/A 0 0 1 42 2021-04-05 $16.96 $0.00 14.7% 51.3% 12.9% 5.9% 0.0% 19.6% -159.1% -3.0K 12.8K -48 0.00 176.32 N/A N/A 0 0 1 42 2021-04-06 $16.96 $0.00 15.0% 10.1% 12.8% 6.1% 0.0% 3.9% -3.4% -3.0K 12.9K -48 0.00 173.73 N/A N/A 0 0 1 42 2021-04-07 $16.94 $0.00 15.2% 9.9% 12.8% 6.2% 0.0% 4.0% -5.1% -1.1K 7.7K -54 0.00 173.61 N/A N/A 0 0 8 42 2021-04-08 $17.06 $0.00 13.6% 5.1% 12.3% 5.3% 19.4% -7.2% 12.6% -1.3K 3.5K -48 0.00 137.96 N/A N/A 0 4 8 42 2021-04-09 $17.06 $17.00 9.2% 8.8% 11.9% 3.1% 0.0% 0.2% -15.1% -2.2K 5.4K -62 0.00 144.94 N/A N/A 0 0 8 46 2021-04-12 $17.03 $17.00 13.4% 4.3% 11.8% 5.2% 0.0% 1.8% 16.5% -2.1K 5.9K -48 0.00 146.51 N/A N/A 7 0 8 46 2021-04-13 $17.04 $17.00 18.0% 7.2% 11.8% 7.6% 21.3% 4.2% 2.1% -3.8K 10.8K -45 4.50 126.85 N/A N/A 8 36 4 46 2021-04-14 $17.06 $17.00 29.7% 8.5% 11.8% 13.5% 0.0% 0.7% 0.0% -3.0K 10.0K -47 0.00 155.87 N/A N/A 0 0 4 46 2021-04-15 $17.14 $17.00 36.8% 10.6% 11.7% 17.2% 0.0% 4.0% -2.8% -3.7K 6.6K -45 0.00 170.76 N/A N/A 0 0 4 46 2021-04-16 $17.22 $17.00 15.2% 4.4% 9.2% 6.2% 0.0% 10.9% 16.5% -816 -1.0K -34 0.00 161.54 N/A N/A 2 0 4 46 2021-04-19 $17.11 $17.00 13.6% 3.9% 9.2% 5.3% 0.0% 18.7% 1.9% -528 1.1K -31 0.00 162.87 N/A N/A 0 0 3 26 2021-04-20 $16.94 $17.00 18.7% 5.4% 9.9% 7.9% 0.0% 11.2% 8.5% -655 4.3K -48 0.00 164.96 N/A N/A 0 0 3 26 2021-04-21 $17.09 $17.00 35.8% 10.3% 7.7% 16.6% 0.0% 11.2% -13.5% -456 2.0K -36 0.00 152.29 N/A N/A 0 0 3 26 2021-04-22 $17.03 $17.00 24.7% 7.1% 7.9% 11.0% 0.0% -24.6% 3.1% -781 2.0K -34 0.00 154.42 N/A N/A 0 0 3 26 2021-04-23 $17.10 $17.00 11.1% 3.2% 7.9% 4.1% 13.1% -3.8% 6.1% -501 -10 -23 0.00 144.46 N/A N/A 10 0 3 26 2021-04-26 $17.15 $17.00 24.5% 7.0% 7.8% 10.9% 0.0% -3.1% 13.4% 1.5K -3.4K -60 0.00 148.22 N/A N/A 0 0 13 26 2021-04-27 $17.19 $17.00 36.4% 10.4% 7.8% 17.0% 0.0% 2.1% -6.2% 138 -5.3K -65 0.00 159.18 N/A N/A 0 0 13 26 2021-04-28 $17.30 $17.00 43.6% 12.5% 7.8% 20.6% 0.0% 5.5% -9.4% 76 -5.9K -65 0.00 171.73 N/A N/A 0 0 13 26 2021-04-29 $17.34 $17.00 43.7% 12.5% 7.8% 20.7% 0.0% 5.0% -9.8% 85 -6.4K -64 0.00 169.64 N/A N/A 0 0 13 26 2021-04-30 $17.26 $17.00 44.9% 12.9% 7.8% 21.3% 0.0% 5.0% -18.0% 81 -6.1K -60 0.00 170.25 N/A N/A 0 0 13 26
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