PID Options History — June 2023 In June 2023, PID traded between $17.55 and $18.16. ATM implied volatility averaged 71.8%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 59.3% (HV 20d: 12.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days.
Notable Days 2023-06-22 : Largest IV spike — 177.8% change2023-06-08 : Highest IV Rank — 43.2%2023-06-02 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.91 $17.55 $18.16 $17.68 $18.09 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 71.8% 20.3% 120.6% 87.7% 46.0% Expected Move 14.4% 4.8% 30.7% 25.1% 13.2% HV 20d 12.5% 10.9% 14.8% 14.0% 12.4% HV 60d 12.3% 11.7% 13.3% 13.0% 12.3% IV Rank 23.8% 3.3% 43.2% 30.1% 13.5% IV Percentile 54.3% 4.0% 93.3% 79.8% 27.4% Term Structure 3.7% -12.6% 23.5% 18.4% -12.6% Skew 25d 25.7% -43.0% 103.5% -43.0% -1.8% Skew 10d 38.0% -37.7% 136.3% 99.5% -22.5% Call IV 25d 33.9% 12.9% 61.7% 61.7% 45.5% Put IV 25d 59.6% 7.5% 133.3% 18.7% 43.6% Bid-Ask Spread % 143.21 128.44 160.84 135.49 138.28 Gamma HHI 0.56 0.37 0.75 0.46 0.70 Net GEX 451 -29 1.2K 270 137 Net DEX -3.2K -6.2K -504 -3.9K -2.8K Net VEX -18 -23 -7 -23 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.143 6 8 8 6
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 2023-06-01 $17.68 $18.00 87.7% 25.1% 14.0% 30.1% 0.0% -43.0% 18.4% 270 -3.9K -23 0.00 135.49 N/A N/A 0 0 7 1 2023-06-02 $17.94 $18.00 106.9% 30.7% 14.8% 37.8% 0.0% 73.5% -5.9% 310 -3.4K -19 0.00 128.44 N/A N/A 0 0 7 1 2023-06-05 $17.87 $0.00 98.6% 4.8% 12.2% 34.5% 0.0% 58.5% 14.4% 421 -3.4K -19 0.00 138.19 N/A N/A 0 0 7 1 2023-06-06 $17.98 $0.00 95.8% 13.5% 12.5% 33.4% 0.0% 66.6% 9.0% 670 -3.3K -18 0.00 160.84 N/A N/A 0 0 7 1 2023-06-07 $17.98 $0.00 101.0% 9.0% 12.5% 35.4% 0.0% 38.4% 4.2% 616 -4.9K -23 0.00 135.16 N/A N/A 0 0 7 1 2023-06-08 $18.05 $0.00 120.6% 16.0% 12.6% 43.2% 0.0% -24.9% -6.4% 435 -4.1K -22 0.00 151.00 N/A N/A 0 0 7 1 2023-06-09 $18.02 $0.00 120.0% 13.7% 12.1% 43.0% 0.0% 23.2% 2.0% 379 -4.5K -22 0.00 157.94 N/A N/A 0 0 7 1 2023-06-12 $17.98 $0.00 107.2% 16.5% 12.1% 37.9% 0.0% 31.0% 14.9% 1.0K -3.9K -20 0.00 154.27 N/A N/A 0 0 7 1 2023-06-13 $18.02 $0.00 118.9% 15.5% 11.6% 42.5% 0.0% 103.5% 3.1% 1.2K -4.4K -21 0.00 152.95 N/A N/A 0 0 7 1 2023-06-14 $18.02 $0.00 20.3% 5.8% 10.9% 3.3% 0.0% 73.4% 7.9% 1.2K -4.6K -21 0.00 142.77 N/A N/A 0 0 7 1 2023-06-15 $18.16 $0.00 49.0% 14.1% 11.3% 14.7% 0.0% -8.8% -5.1% 1.2K -5.2K -19 0.00 148.22 N/A N/A 0 0 7 1 2023-06-16 $18.16 $0.00 64.2% 18.4% 11.1% 20.8% 0.0% 59.3% -3.5% 247 -6.2K -18 0.00 151.06 N/A N/A 0 0 7 1 2023-06-20 $17.81 $0.00 63.0% 18.1% 13.1% 20.3% 0.0% 101.4% 22.5% 312 -1.9K -17 0.00 137.13 N/A N/A 0 0 5 1 2023-06-21 $17.84 $0.00 24.0% 6.9% 13.2% 4.8% 0.0% -25.8% 6.1% 103 -1.1K -13 0.00 128.73 N/A N/A 0 0 5 1 2023-06-22 $17.76 $0.00 66.7% 19.1% 13.1% 21.8% 0.0% 30.2% 2.0% 319 -1.5K -15 0.00 144.07 N/A N/A 0 0 5 1 2023-06-23 $17.55 $0.00 70.7% 20.3% 12.9% 23.4% 0.0% -35.6% -3.0% 237 -1.6K -16 0.00 141.43 N/A N/A 0 0 5 1 2023-06-26 $17.71 $0.00 29.6% 8.5% 12.8% 7.0% 0.0% 70.9% -9.6% -29 -504 -7 0.00 139.02 N/A N/A 0 0 5 1 2023-06-27 $17.80 $0.00 29.3% 8.4% 12.7% 6.9% 0.0% -25.2% 3.1% 128 -2.0K -17 0.00 137.99 N/A N/A 0 0 5 1 2023-06-28 $17.77 $0.00 32.1% 9.2% 12.5% 8.0% 0.0% -22.9% -6.6% 142 -1.7K -16 0.00 137.13 N/A N/A 0 0 5 1 2023-06-29 $17.88 $0.00 55.5% 15.9% 12.5% 17.3% 0.0% -1.9% 23.5% 141 -1.7K -15 0.00 147.32 N/A N/A 0 0 5 1 2023-06-30 $18.09 $0.00 46.0% 13.2% 12.4% 13.5% 0.0% -1.8% -12.6% 137 -2.8K -18 0.00 138.28 N/A N/A 0 0 5 1
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