PID Options History — May 2021 In May 2021, PID traded between $17.23 and $18.20. ATM implied volatility averaged 24.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 12.9% (HV 20d: 11.2%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2021-05-21 : Highest Volume — 25 contracts2021-05-19 : Largest IV spike — 190.1% change2021-05-28 : Highest IV Rank — 20.5%2021-05-28 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.77 $17.23 $18.20 $17.37 $18.20 Max Pain $15.30 $15.00 $17.00 $17.00 $15.00 ATM IV 24.1% 10.8% 43.3% 15.6% 43.3% Expected Move 6.7% 2.6% 12.4% 4.5% 12.4% HV 20d 11.2% 7.6% 12.9% 7.6% 12.7% HV 60d 12.4% 11.4% 13.3% 12.1% 11.4% IV Rank 10.7% 3.9% 20.5% 6.3% 20.5% IV Percentile 21.3% 2.8% 59.1% 6.7% 59.1% Term Structure -1.0% -23.1% 34.6% -2.9% -12.1% VWIV 63.3% 63.3% 63.3% 63.3% 63.3% Skew 25d -4.6% -26.8% 13.3% -19.5% 8.4% Skew 10d -10.3% -50.8% 13.4% -27.8% 3.7% Call IV 25d 30.0% 10.1% 56.3% 32.3% 44.6% Put IV 25d 25.4% 12.7% 53.0% 12.7% 53.0% Bid-Ask Spread % 135.63 101.81 151.90 151.90 148.83 Gamma HHI 0.45 0.28 0.80 0.50 0.34 Net GEX 18 -1.3K 843 723 -112 Net DEX -6.5K -13.9K 7.9K -10.5K -2.9K Net VEX -34 -90 -13 -42 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.75 0 25 0 0 Total OI 39 34 50 39 50
Daily Data (20 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 2021-05-03 $17.37 $17.00 15.6% 4.5% 7.6% 6.3% 0.0% -19.5% -2.9% 723 -10.5K -42 0.00 151.90 N/A N/A 0 0 13 26 2021-05-04 $17.23 $17.00 17.5% 5.0% 8.3% 7.3% 0.0% -25.7% -2.7% 793 -10.2K -40 0.00 149.68 N/A N/A 0 0 13 26 2021-05-05 $17.40 $17.00 20.1% 5.8% 8.9% 8.6% 0.0% -26.8% 3.6% 836 -12.1K -36 0.00 145.38 N/A N/A 0 0 13 26 2021-05-06 $17.51 $15.00 24.9% 3.6% 8.8% 11.1% 0.0% -8.9% 4.2% 843 -13.9K -35 0.00 136.59 N/A N/A 0 0 13 26 2021-05-07 $17.70 $15.00 41.9% 9.3% 9.4% 19.8% 0.0% 2.3% -3.3% -167 -5.5K -36 0.00 132.58 N/A N/A 0 0 8 26 2021-05-10 $17.82 $15.00 12.7% 2.6% 9.5% 4.9% 0.0% 5.4% 10.4% 185 -10.7K -19 0.00 132.42 N/A N/A 0 0 8 26 2021-05-11 $17.61 $15.00 13.2% 7.6% 10.7% 5.1% 0.0% -13.5% 34.6% 214 -8.6K -27 0.00 138.55 N/A N/A 0 0 8 26 2021-05-12 $17.48 $15.00 35.4% 10.2% 11.2% 16.5% 0.0% -15.8% -23.1% -60 -4.6K -36 0.00 138.47 N/A N/A 0 0 8 26 2021-05-13 $17.59 $15.00 19.4% 5.6% 11.3% 8.3% 0.0% 11.9% -1.2% 47 -6.2K -32 0.00 101.81 N/A N/A 0 0 8 26 2021-05-14 $17.90 $15.00 18.3% 5.2% 12.6% 7.7% 0.0% -12.5% -3.9% 238 -9.4K -22 0.00 134.67 N/A N/A 0 0 8 26 2021-05-17 $17.94 $15.00 16.4% 4.7% 12.2% 6.7% 0.0% -10.9% 9.2% 181 -9.4K -20 0.00 129.81 N/A N/A 0 0 8 26 2021-05-18 $17.97 $15.00 11.8% 3.4% 11.3% 4.4% 0.0% -8.3% 2.2% -43 -12.0K -15 0.00 126.22 N/A N/A 0 0 8 26 2021-05-19 $17.76 $15.00 34.1% 9.8% 12.2% 15.8% 0.0% 11.6% -8.4% -87 -5.9K -28 0.00 134.75 N/A N/A 0 0 8 26 2021-05-20 $17.97 $15.00 14.8% 4.2% 12.5% 5.9% 0.0% -1.4% 9.7% 147 -9.6K -18 0.00 121.50 N/A N/A 0 0 8 26 2021-05-21 $17.93 $15.00 23.8% 6.8% 12.6% 10.6% 0.0% 8.4% -2.9% -10 -11.5K -17 0.00 135.90 N/A N/A 0 25 8 26 2021-05-24 $18.02 $15.00 10.8% 3.1% 12.7% 3.9% 0.0% 3.1% 6.9% 24 -3.1K -13 0.00 121.79 N/A N/A 0 0 3 47 2021-05-25 $17.93 $15.00 30.6% 8.8% 12.9% 14.0% 0.0% -11.6% -8.6% -1.2K 6.9K -87 0.00 149.63 N/A N/A 0 0 3 47 2021-05-26 $18.01 $15.00 40.1% 11.5% 12.9% 18.8% 0.0% -1.3% -13.7% -892 7.9K -90 0.00 146.60 N/A N/A 0 0 3 47 2021-05-27 $18.11 $15.00 37.4% 10.7% 12.9% 17.5% 63.3% 13.3% -18.5% -1.3K 2.2K -56 0.00 135.41 N/A N/A 0 10 3 47 2021-05-28 $18.20 $15.00 43.3% 12.4% 12.7% 20.5% 0.0% 8.4% -12.1% -112 -2.9K -17 0.00 148.83 N/A N/A 0 0 3 47
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