PID Options History — May 2023 In May 2023, PID traded between $17.46 and $18.34. ATM implied volatility averaged 58.2%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 45.4% (HV 20d: 12.9%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days.
Notable Days 2023-05-10 : Largest IV spike — 244.5% change2023-05-01 : Highest IV Rank — 34.3%2023-05-01 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.00 $17.46 $18.34 $18.19 $17.46 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 58.2% 12.0% 98.2% 98.2% 25.5% Expected Move 16.2% 6.9% 28.1% 28.1% 7.3% HV 20d 12.9% 9.8% 13.8% 9.8% 13.1% HV 60d 12.7% 11.8% 13.3% 11.8% 13.1% IV Rank 18.4% 0.0% 34.3% 34.3% 5.4% IV Percentile 46.3% 0.0% 85.7% 85.7% 7.1% Term Structure -5.7% -41.3% 39.5% -13.8% 10.5% Skew 25d 39.4% -46.0% 142.5% -32.9% 95.6% Skew 10d 17.0% -47.9% 187.7% -27.4% -42.7% Call IV 25d 40.3% 17.9% 69.5% 48.2% 53.2% Put IV 25d 79.7% 9.5% 207.9% 15.3% 148.7% Bid-Ask Spread % 134.44 113.17 168.33 153.74 117.11 Gamma HHI 0.42 0.34 0.50 0.48 0.34 Net GEX 328 118 476 210 118 Net DEX -4.1K -5.8K -1.6K -5.8K -1.6K Net VEX -24 -31 -13 -31 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
Daily Data (22 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 2023-05-01 $18.19 $0.00 98.2% 28.1% 9.8% 34.3% 0.0% -32.9% -13.8% 210 -5.8K -31 0.00 153.74 N/A N/A 0 0 7 1 2023-05-02 $17.95 $0.00 88.7% 25.4% 10.6% 30.5% 0.0% 142.5% -4.0% 400 -5.3K -31 0.00 168.33 N/A N/A 0 0 7 1 2023-05-03 $18.01 $0.00 97.7% 28.0% 10.7% 34.1% 0.0% -46.0% -30.4% 347 -4.4K -27 0.00 141.83 N/A N/A 0 0 7 1 2023-05-04 $17.89 $18.00 94.6% 19.6% 10.9% 32.8% 0.0% 68.5% -23.9% 250 -3.0K -23 0.00 134.39 N/A N/A 0 0 7 1 2023-05-05 $18.30 $18.00 31.2% 12.1% 13.5% 7.6% 0.0% 12.4% -1.7% 388 -5.0K -28 0.00 135.91 N/A N/A 0 0 7 1 2023-05-08 $18.30 $18.00 88.8% 14.0% 13.5% 30.5% 0.0% 60.5% -16.2% 264 -5.2K -29 0.00 132.66 N/A N/A 0 0 7 1 2023-05-09 $18.34 $18.00 12.0% 8.8% 13.1% 0.0% 0.0% 23.8% 0.8% 384 -4.6K -26 0.00 132.94 N/A N/A 0 0 7 1 2023-05-10 $18.34 $18.00 41.3% 11.9% 13.1% 11.7% 0.0% -15.8% -16.8% 476 -4.3K -25 0.00 132.84 N/A N/A 0 0 7 1 2023-05-11 $18.16 $18.00 79.5% 22.8% 12.8% 26.9% 0.0% 38.7% -41.3% 273 -4.3K -27 0.00 134.71 N/A N/A 0 0 7 1 2023-05-12 $18.13 $18.00 26.4% 7.6% 12.7% 5.7% 0.0% -3.7% 26.2% 433 -4.4K -25 0.00 120.62 N/A N/A 0 0 7 1 2023-05-15 $18.30 $18.00 37.0% 10.6% 13.2% 9.9% 0.0% -19.2% -8.1% 385 -4.7K -27 0.00 139.05 N/A N/A 0 0 7 1 2023-05-16 $18.09 $18.00 57.6% 16.5% 13.8% 18.1% 0.0% 64.4% -20.1% 419 -4.7K -28 0.00 132.22 N/A N/A 0 0 7 1 2023-05-17 $18.09 $18.00 24.0% 6.9% 13.7% 4.8% 0.0% -4.8% 0.9% 322 -4.0K -19 0.00 113.17 N/A N/A 0 0 7 1 2023-05-18 $18.01 $18.00 67.2% 19.3% 13.7% 22.0% 0.0% 54.8% 1.5% 381 -2.9K -16 0.00 132.49 N/A N/A 0 0 7 1 2023-05-19 $18.04 $18.00 35.0% 10.0% 13.7% 9.2% 0.0% 16.1% 3.8% 463 -5.6K -28 0.00 132.33 N/A N/A 0 0 7 1 2023-05-22 $18.05 $18.00 54.2% 15.5% 13.7% 16.8% 0.0% 1.2% 1.2% 391 -3.8K -23 0.00 143.40 N/A N/A 0 0 7 1 2023-05-23 $17.94 $18.00 59.0% 16.9% 13.3% 18.7% 0.0% 24.4% -24.9% 291 -3.3K -22 0.00 135.72 N/A N/A 0 0 7 1 2023-05-24 $17.70 $18.00 77.6% 22.2% 13.8% 26.1% 0.0% 68.6% 3.2% 313 -2.8K -22 0.00 140.17 N/A N/A 0 0 7 1 2023-05-25 $17.52 $18.00 40.2% 11.5% 13.5% 11.2% 0.0% 101.6% 7.6% 289 -2.9K -22 0.00 122.91 N/A N/A 0 0 7 1 2023-05-26 $17.64 $18.00 66.3% 19.0% 13.7% 21.6% 0.0% 118.5% -20.3% 223 -3.7K -23 0.00 128.59 N/A N/A 0 0 7 1 2023-05-30 $17.55 $18.00 79.4% 22.8% 13.7% 26.8% 0.0% 97.2% 39.5% 193 -3.0K -20 0.00 132.60 N/A N/A 0 0 7 1 2023-05-31 $17.46 $18.00 25.5% 7.3% 13.1% 5.4% 0.0% 95.6% 10.5% 118 -1.6K -13 0.00 117.11 N/A N/A 0 0 7 1
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