PID Options History — April 2023 In April 2023, PID traded between $17.91 and $18.49. ATM implied volatility averaged 75.5%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 64.5% (HV 20d: 11.0%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-11 : Highest Volume — 5 contracts2023-04-28 : Largest IV drop — 82.9% change2023-04-11 : Highest IV Rank — 46.2%2023-04-25 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.18 $17.91 $18.49 $17.93 $18.21 ATM IV 75.5% 14.7% 128.1% 75.4% 14.7% Expected Move 19.5% 4.2% 25.3% 21.6% 4.2% HV 20d 11.0% 8.8% 15.5% 15.5% 9.8% HV 60d 11.6% 11.4% 12.6% 12.6% 11.9% IV Rank 25.2% 1.0% 46.2% 25.2% 1.0% IV Percentile 68.3% 0.4% 95.2% 72.2% 0.4% Term Structure -6.3% -43.2% 16.2% -4.2% 16.2% Skew 25d 13.3% -39.5% 108.3% -39.5% -17.8% Skew 10d 22.5% -47.2% 147.5% -45.6% -25.5% Call IV 25d 41.8% 10.4% 54.3% 53.0% 32.7% Put IV 25d 55.1% 6.2% 155.8% 13.6% 14.9% Bid-Ask Spread % 147.08 130.16 166.41 143.93 140.37 Gamma HHI 0.50 0.38 0.70 0.56 0.43 Net GEX 218 27 543 79 281 Net DEX -3.9K -5.9K -741 -1.3K -5.7K Net VEX -23 -33 -9 -10 -32 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 0.316 0 5 0 0 Total OI 6.421 3 8 3 8
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 2023-04-03 $17.93 $0.00 75.4% 21.6% 15.5% 25.2% 0.0% -39.5% -4.2% 79 -1.3K -10 0.00 143.93 N/A N/A 0 0 2 1 2023-04-04 $17.91 $0.00 83.9% 24.1% 14.4% 28.6% 0.0% -6.6% -3.6% 103 -741 -10 0.00 140.78 N/A N/A 0 0 2 1 2023-04-05 $17.98 $0.00 84.9% 24.3% 14.5% 29.0% 0.0% 0.4% -5.7% 54 -1.3K -10 0.00 148.37 N/A N/A 0 0 2 1 2023-04-06 $18.04 $0.00 74.5% 10.3% 13.5% 24.8% 0.0% -8.2% -6.1% 63 -1.6K -10 0.00 131.01 N/A N/A 0 0 2 1 2023-04-10 $18.05 $0.00 80.4% 11.2% 12.0% 27.2% 0.0% 26.4% 6.4% 124 -977 -10 0.00 131.64 N/A N/A 0 0 2 1 2023-04-11 $18.23 $0.00 128.1% 19.5% 12.2% 46.2% 0.0% -30.4% -3.3% 27 -1.7K -9 0.00 130.16 N/A N/A 5 0 2 1 2023-04-12 $18.27 $0.00 72.2% 20.7% 12.2% 23.9% 0.0% -32.6% -3.9% 231 -5.9K -33 0.00 150.63 N/A N/A 0 0 7 1 2023-04-13 $18.49 $0.00 76.2% 21.9% 9.7% 25.5% 0.0% -25.7% -43.2% 175 -5.6K -32 0.00 166.41 N/A N/A 0 0 7 1 2023-04-14 $18.39 $0.00 70.5% 20.2% 9.7% 23.2% 0.0% 94.9% 0.5% 318 -5.2K -31 0.00 159.48 N/A N/A 0 0 7 1 2023-04-17 $18.38 $0.00 75.5% 21.6% 8.9% 25.2% 0.0% 12.6% 9.6% 251 -4.9K -30 0.00 152.39 N/A N/A 0 0 7 1 2023-04-18 $18.34 $0.00 74.3% 21.3% 9.2% 24.8% 0.0% 103.9% -19.7% 543 -4.5K -20 0.00 158.67 N/A N/A 0 0 7 1 2023-04-19 $18.27 $0.00 71.5% 20.5% 9.5% 23.6% 0.0% 26.1% -1.2% 366 -5.8K -32 0.00 149.98 N/A N/A 0 0 7 1 2023-04-20 $18.20 $0.00 62.5% 17.9% 9.5% 20.1% 0.0% 108.3% -18.1% 248 -4.9K -31 0.00 157.51 N/A N/A 0 0 7 1 2023-04-21 $18.26 $0.00 69.9% 20.0% 8.8% 23.0% 0.0% 14.8% -8.2% 247 -5.5K -32 0.00 148.95 N/A N/A 0 0 7 1 2023-04-24 $18.29 $0.00 71.4% 20.5% 8.9% 23.6% 0.0% -0.4% -21.9% 263 -4.4K -26 0.00 141.94 N/A N/A 0 0 7 1 2023-04-25 $18.09 $0.00 88.2% 25.3% 9.6% 30.3% 0.0% 101.3% -20.1% 356 -4.1K -25 0.00 149.74 N/A N/A 1 0 7 1 2023-04-26 $17.94 $0.00 74.3% 21.3% 10.2% 24.7% 0.0% -36.3% 8.1% 195 -4.3K -29 0.00 130.62 N/A N/A 0 0 7 1 2023-04-27 $18.13 $0.00 86.1% 24.7% 10.3% 29.5% 0.0% -38.5% -1.0% 225 -5.7K -31 0.00 162.02 N/A N/A 0 0 7 1 2023-04-28 $18.21 $0.00 14.7% 4.2% 9.8% 1.0% 0.0% -17.8% 16.2% 281 -5.7K -32 0.00 140.37 N/A N/A 0 0 7 1
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