PID Options History — February 2023 In February 2023, PID traded between $17.39 and $18.07. ATM implied volatility averaged 81.3%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 71.9% (HV 20d: 9.3%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days.
Notable Days 2023-02-03 : Highest Volume — 1 contracts2023-02-08 : Largest IV drop — 58.1% change2023-02-07 : Highest IV Rank — 43.9%2023-02-28 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.73 $17.39 $18.07 $18.07 $17.39 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 81.3% 46.7% 122.4% 101.1% 103.8% Expected Move 20.1% 10.6% 29.8% 29.0% 29.8% HV 20d 9.3% 8.2% 12.0% 11.8% 9.3% HV 60d 14.2% 13.1% 16.6% 16.6% 13.1% IV Rank 27.5% 13.8% 43.9% 35.4% 36.5% IV Percentile 81.5% 54.4% 96.0% 92.1% 91.7% Term Structure 2.0% -37.8% 60.5% -24.9% -20.2% Skew 25d 45.2% -41.7% 142.2% 141.6% 142.2% Skew 10d 57.1% -38.7% 200.2% 200.2% 97.3% Call IV 25d 43.8% 24.7% 73.1% 73.1% 69.1% Put IV 25d 89.0% 15.1% 214.6% 214.6% 211.3% Bid-Ask Spread % 146.60 126.34 157.44 157.17 145.55 Gamma HHI 0.42 0.27 0.65 0.51 0.40 Net GEX 298 102 575 175 255 Net DEX -16.0K -20.0K -12.5K -20.0K -12.8K Net VEX -24 -36 -9 -9 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.053 0 1 0 0 Total OI 15.842 15 16 15 16
Daily Data (19 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 2023-02-01 $18.07 $0.00 101.1% 29.0% 11.8% 35.4% 0.0% 141.6% -24.9% 175 -20.0K -9 0.00 157.17 N/A N/A 0 0 13 2 2023-02-02 $17.91 $16.00 81.2% 18.2% 11.9% 27.5% 0.0% 78.1% -10.6% 447 -16.9K -29 0.00 150.04 N/A N/A 0 0 13 2 2023-02-03 $17.77 $16.00 107.0% 10.6% 12.0% 37.8% 0.0% 83.8% 5.8% 143 -19.5K -9 0.00 149.72 N/A N/A 0 1 13 2 2023-02-06 $17.68 $16.00 112.4% 13.4% 9.1% 39.9% 0.0% 85.4% -5.1% 102 -18.5K -14 0.00 150.54 N/A N/A 0 0 13 3 2023-02-07 $17.77 $16.00 122.4% 18.8% 9.2% 43.9% 0.0% 67.9% -37.8% 575 -19.0K -15 0.00 156.75 N/A N/A 0 0 13 3 2023-02-08 $17.77 $16.00 51.3% 14.7% 9.2% 15.6% 0.0% 66.3% 5.5% 266 -18.8K -18 0.00 152.73 N/A N/A 0 0 13 3 2023-02-09 $17.63 $16.00 63.7% 18.3% 9.0% 20.5% 0.0% 83.0% 14.6% 386 -17.6K -22 0.00 152.31 N/A N/A 0 0 13 3 2023-02-10 $17.73 $16.00 46.7% 13.4% 8.7% 13.8% 0.0% 93.9% 6.8% 307 -13.5K -36 0.00 157.44 N/A N/A 0 0 13 3 2023-02-13 $17.88 $16.00 65.3% 18.7% 9.1% 21.2% 0.0% 9.7% 4.0% 123 -19.3K -14 0.00 126.34 N/A N/A 0 0 13 3 2023-02-14 $17.91 $16.00 60.5% 17.3% 8.8% 19.2% 0.0% 21.8% 5.5% 232 -15.3K -30 0.00 133.55 N/A N/A 0 0 13 3 2023-02-15 $17.87 $16.00 66.9% 19.2% 8.3% 21.8% 0.0% 114.3% 12.7% 300 -13.5K -33 0.00 145.16 N/A N/A 0 0 13 3 2023-02-16 $17.79 $16.00 73.7% 21.1% 8.5% 24.5% 0.0% -30.2% 50.7% 349 -13.8K -33 0.00 153.97 N/A N/A 0 0 13 3 2023-02-17 $17.80 $16.00 52.9% 15.2% 8.2% 16.2% 0.0% 32.2% 60.5% 201 -18.7K -15 0.00 152.29 N/A N/A 0 0 13 3 2023-02-21 $17.70 $16.00 77.8% 22.3% 8.3% 26.2% 0.0% 10.1% 5.1% 263 -13.9K -32 0.00 149.25 N/A N/A 0 0 13 3 2023-02-22 $17.59 $16.00 87.4% 25.1% 8.6% 30.0% 0.0% -41.7% -23.0% 330 -14.0K -31 0.00 136.47 N/A N/A 0 0 13 3 2023-02-23 $17.63 $16.00 87.2% 25.0% 8.6% 29.9% 0.0% -32.4% 4.0% 401 -13.6K -29 0.00 132.58 N/A N/A 0 0 13 3 2023-02-24 $17.45 $16.00 90.7% 26.0% 9.1% 31.3% 0.0% -32.9% -11.4% 441 -12.5K -26 0.00 142.90 N/A N/A 0 0 13 3 2023-02-27 $17.52 $16.00 91.8% 26.3% 9.2% 31.7% 0.0% -33.4% -3.5% 374 -13.4K -28 0.00 140.59 N/A N/A 0 0 13 3 2023-02-28 $17.39 $16.00 103.8% 29.8% 9.3% 36.5% 0.0% 142.2% -20.2% 255 -12.8K -29 0.00 145.55 N/A N/A 0 0 13 3
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