PID Options History — January 2023 In January 2023, PID traded between $16.69 and $18.02. ATM implied volatility averaged 84.1%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 68.2% (HV 20d: 15.9%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-11 : Highest Volume — 2 contracts2023-01-30 : Largest IV spike — 65.8% change2023-01-10 : Highest IV Rank — 45.5%2023-01-03 : Largest Expected Move — 31.6%Monthly Statistics Metric Avg Min Max Open Close Price $17.60 $16.69 $18.02 $16.69 $18.02 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 84.1% 46.4% 125.7% 110.2% 91.0% Expected Move 21.5% 13.3% 31.6% 31.6% 26.1% HV 20d 15.9% 11.9% 18.8% 16.0% 11.9% HV 60d 17.7% 16.6% 19.3% 19.0% 16.6% IV Rank 28.9% 13.6% 45.5% 39.3% 31.4% IV Percentile 85.6% 56.7% 97.2% 95.2% 89.3% Term Structure -12.9% -38.2% 6.7% -14.8% -10.0% Skew 25d 103.0% 60.8% 139.2% 139.2% 137.3% Skew 10d 127.4% 34.6% 194.4% 180.7% 194.4% Call IV 25d 51.3% 11.5% 89.0% 89.0% 71.5% Put IV 25d 154.3% 91.4% 228.1% 228.1% 208.9% Bid-Ask Spread % 158.36 146.72 169.81 164.36 153.94 Gamma HHI 0.46 0.28 0.66 0.66 0.36 Net GEX 274 132 407 406 212 Net DEX -17.4K -21.8K -9.4K -9.4K -20.2K Net VEX -20 -36 -9 -34 -11 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 0.1 0 2 0 0 Total OI 14.95 14 16 14 15
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 2023-01-03 $16.69 $17.00 110.2% 31.6% 16.0% 39.3% 0.0% 139.2% -14.8% 406 -9.4K -34 0.00 164.36 N/A N/A 0 0 12 2 2023-01-04 $16.94 $17.00 107.7% 30.9% 16.1% 38.3% 0.0% 108.3% -10.6% 407 -12.1K -35 0.00 165.52 N/A N/A 0 0 12 2 2023-01-05 $16.82 $0.00 87.0% 14.9% 16.3% 30.1% 0.0% 82.1% 6.7% 404 -10.0K -36 0.00 153.06 N/A N/A 0 0 12 2 2023-01-06 $17.24 $0.00 111.3% 19.1% 18.5% 39.8% 0.0% 100.8% -4.1% 273 -12.5K -36 0.00 150.93 N/A N/A 0 0 12 2 2023-01-09 $17.31 $0.00 120.3% 19.8% 18.6% 43.3% 0.0% 93.0% -5.4% 234 -12.4K -36 0.00 165.74 N/A N/A 0 0 12 2 2023-01-10 $17.36 $0.00 125.7% 21.2% 18.6% 45.5% 0.0% 87.5% -2.7% 386 -14.0K -31 0.00 158.45 N/A N/A 0 0 12 2 2023-01-11 $17.55 $0.00 68.1% 19.5% 18.8% 22.7% 0.0% 60.8% -33.2% 270 -13.3K -35 0.00 156.45 N/A N/A 2 0 12 2 2023-01-12 $17.69 $0.00 74.1% 21.2% 18.8% 25.0% 0.0% 74.8% -38.2% 347 -21.0K -12 0.00 162.81 N/A N/A 0 0 14 2 2023-01-13 $17.77 $0.00 64.5% 18.5% 18.7% 21.2% 0.0% 89.1% -8.5% 255 -20.8K -14 0.00 160.07 N/A N/A 0 0 14 2 2023-01-17 $17.88 $0.00 79.7% 22.9% 16.8% 27.2% 0.0% 96.3% -31.6% 216 -21.1K -12 0.00 167.66 N/A N/A 0 0 14 2 2023-01-18 $17.73 $0.00 81.3% 23.3% 16.6% 27.9% 0.0% 98.6% -32.6% 296 -20.6K -15 0.00 169.81 N/A N/A 0 0 14 2 2023-01-19 $17.73 $0.00 73.3% 21.0% 15.6% 24.7% 0.0% 109.4% -14.5% 284 -21.2K -14 0.00 162.13 N/A N/A 0 0 14 2 2023-01-20 $17.84 $0.00 82.0% 23.5% 15.3% 27.8% 0.0% 100.8% -22.7% 162 -21.8K -11 0.00 164.84 N/A N/A 0 0 14 2 2023-01-23 $17.89 $0.00 81.3% 23.3% 15.2% 27.5% 0.0% 118.3% -14.1% 147 -19.7K -9 0.00 163.57 N/A N/A 0 0 13 2 2023-01-24 $17.88 $0.00 48.7% 14.0% 14.3% 14.6% 0.0% 109.4% 0.7% 232 -19.5K -10 0.00 150.89 N/A N/A 0 0 13 2 2023-01-25 $17.88 $0.00 77.4% 22.2% 14.0% 26.0% 0.0% 136.9% 0.6% 132 -19.7K -9 0.00 146.72 N/A N/A 0 0 13 2 2023-01-26 $17.95 $0.00 76.2% 21.9% 13.9% 25.5% 0.0% 120.6% -15.5% 256 -19.6K -11 0.00 153.19 N/A N/A 0 0 13 2 2023-01-27 $17.99 $0.00 46.4% 13.3% 12.5% 13.6% 0.0% 79.9% -1.7% 279 -20.3K -12 0.00 148.66 N/A N/A 0 0 13 2 2023-01-30 $17.89 $0.00 76.9% 22.0% 12.3% 25.8% 0.0% 116.3% -6.1% 281 -19.6K -13 0.00 148.46 N/A N/A 0 0 13 2 2023-01-31 $18.02 $0.00 91.0% 26.1% 11.9% 31.4% 0.0% 137.3% -10.0% 212 -20.2K -11 0.00 153.94 N/A N/A 0 0 13 2
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