PID Options History — July 2021 In July 2021, PID traded between $17.03 and $17.80. ATM implied volatility averaged 35.7%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 23.7% (HV 20d: 12.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-30 : Highest Volume — 26 contracts2021-07-02 : Largest IV spike — 445.9% change2021-07-13 : Highest IV Rank — 55.0%2021-07-02 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.55 $17.03 $17.80 $17.76 $17.76 ATM IV 35.7% 7.8% 85.1% 7.8% 30.2% Expected Move 6.9% 2.2% 12.3% 2.2% 8.7% HV 20d 12.1% 8.4% 15.0% 9.0% 15.0% HV 60d 11.5% 10.2% 12.5% 10.2% 12.4% IV Rank 22.3% 2.9% 55.0% 2.9% 21.9% IV Percentile 44.0% 0.8% 96.4% 0.8% 39.3% Term Structure -3.3% -24.5% 15.0% 8.8% -2.1% VWIV 17.9% 17.9% 17.9% 17.9% 17.9% Skew 25d -5.3% -43.5% 13.8% 2.1% -9.5% Skew 10d -10.6% -47.7% 14.9% -27.0% 9.2% Call IV 25d 31.9% 10.1% 59.3% 10.1% 40.5% Put IV 25d 26.6% 10.3% 53.9% 12.2% 31.0% Bid-Ask Spread % 140.76 111.90 161.28 135.89 140.39 Gamma HHI 0.45 0.35 0.59 0.35 0.41 Net GEX -599 -1.2K -97 -97 -387 Net DEX 686 -2.9K 5.9K -2.9K 20 Net VEX -87 -160 -35 -73 -82 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 1.238 0 26 0 26 Total OI 50 50 50 50 50
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 2021-07-01 $17.76 $0.00 7.8% 2.2% 9.0% 2.9% 0.0% 2.1% 8.8% -97 -2.9K -73 0.00 135.89 N/A N/A 0 0 23 27 2021-07-02 $17.80 $0.00 42.8% 12.3% 9.1% 24.5% 0.0% -43.5% -14.4% -448 3.3K -89 0.00 132.50 N/A N/A 0 0 23 27 2021-07-06 $17.64 $0.00 44.2% 2.4% 8.4% 25.4% 0.0% -2.0% 4.6% -733 -1.2K -91 0.00 140.62 N/A N/A 0 0 23 27 2021-07-07 $17.65 $0.00 74.8% 8.9% 8.4% 44.0% 0.0% -4.9% 5.7% -316 1.5K -160 0.00 161.10 N/A N/A 0 0 23 27 2021-07-08 $17.42 $0.00 49.2% 11.4% 9.2% 28.1% 0.0% 13.8% -12.7% -657 1.8K -47 0.00 155.52 N/A N/A 0 0 23 27 2021-07-09 $17.68 $0.00 43.8% 9.0% 11.1% 24.7% 0.0% -19.8% -24.5% -681 -1.8K -116 0.00 111.90 N/A N/A 0 0 23 27 2021-07-12 $17.72 $0.00 85.1% 2.8% 10.9% 49.2% 0.0% -3.4% 3.0% -692 -1.3K -66 0.00 112.77 N/A N/A 0 0 23 27 2021-07-13 $17.64 $0.00 76.6% 3.0% 11.0% 55.0% 0.0% -4.5% 6.2% -363 -645 -108 0.00 133.79 N/A N/A 0 0 23 27 2021-07-14 $17.68 $0.00 21.9% 6.3% 11.0% 11.2% 0.0% -15.5% -11.0% -460 -1.5K -116 0.00 149.94 N/A N/A 0 0 23 27 2021-07-15 $17.53 $0.00 20.6% 5.9% 11.1% 10.2% 0.0% -19.0% 7.6% -319 -2.7K -35 0.00 161.28 N/A N/A 0 0 23 27 2021-07-16 $17.47 $0.00 12.1% 3.5% 11.1% 4.2% 0.0% 0.1% -2.6% -1.2K 990 -40 0.00 117.41 N/A N/A 0 0 23 27 2021-07-19 $17.03 $0.00 31.4% 9.0% 13.2% 23.1% 0.0% -5.5% -10.0% -812 5.3K -125 0.00 149.71 N/A N/A 0 0 23 27 2021-07-20 $17.23 $0.00 38.8% 11.1% 13.7% 30.3% 0.0% -3.1% -17.1% -792 5.9K -100 0.00 157.57 N/A N/A 0 0 23 27 2021-07-21 $17.41 $0.00 34.7% 10.0% 14.3% 26.4% 0.0% -2.2% -15.3% -595 -291 -64 0.00 140.89 N/A N/A 0 0 23 27 2021-07-22 $17.39 $0.00 22.7% 6.5% 14.3% 14.6% 0.0% 7.9% -7.0% -697 4.5K -107 0.00 139.34 N/A N/A 0 0 23 27 2021-07-23 $17.45 $0.00 37.0% 10.6% 14.4% 28.6% 0.0% -5.2% -8.1% -286 -1.5K -73 0.00 133.80 N/A N/A 0 0 23 27 2021-07-26 $17.48 $0.00 20.7% 5.9% 14.4% 12.7% 0.0% -0.8% 5.8% -599 -19 -82 0.00 133.08 N/A N/A 0 0 23 27 2021-07-27 $17.47 $0.00 27.9% 8.0% 14.3% 19.7% 0.0% -1.0% -6.8% -971 1.8K -104 0.00 140.60 N/A N/A 0 0 23 27 2021-07-28 $17.62 $0.00 17.4% 5.0% 14.6% 9.4% 0.0% -0.9% 15.0% -474 1.5K -89 0.00 150.12 N/A N/A 0 0 23 27 2021-07-29 $17.80 $0.00 10.9% 3.1% 15.0% 3.0% 0.0% 6.3% 6.0% -982 1.8K -51 0.00 157.79 N/A N/A 0 0 23 27 2021-07-30 $17.76 $0.00 30.2% 8.7% 15.0% 21.9% 17.9% -9.5% -2.1% -387 20 -82 0.00 140.39 N/A N/A 26 0 23 27
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