PID Options History — July 2023 In July 2023, PID traded between $17.70 and $18.48. ATM implied volatility averaged 60.9%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 47.3% (HV 20d: 13.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2023-07-14 : Highest Volume — 1 contracts2023-07-12 : Largest IV spike — 382.7% change2023-07-07 : Highest IV Rank — 79.9%2023-07-05 : Largest Expected Move — 27.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.20 $17.70 $18.48 $18.16 $18.39 ATM IV 60.9% 10.1% 212.8% 68.1% 42.3% Expected Move 16.2% 3.5% 27.4% 19.5% 12.1% HV 20d 13.6% 11.4% 15.8% 11.4% 12.6% HV 60d 13.0% 12.3% 13.5% 12.3% 12.8% IV Rank 20.0% 0.0% 79.9% 22.3% 12.7% IV Percentile 40.8% 0.0% 98.8% 53.6% 23.8% Term Structure 1.9% -21.5% 21.7% 21.7% -14.9% Skew 25d 28.2% -41.2% 129.4% 44.3% 129.4% Skew 10d 43.3% -38.9% 158.7% 155.4% 158.7% Call IV 25d 39.2% 10.1% 60.7% 60.4% 60.7% Put IV 25d 67.4% 13.9% 190.1% 104.7% 190.1% Bid-Ask Spread % 147.44 133.92 166.20 135.53 153.08 Gamma HHI 0.70 0.51 0.89 0.66 0.84 Net GEX 285 105 710 139 624 Net DEX -2.7K -3.7K -1.6K -2.3K -2.4K Net VEX -17 -21 -14 -16 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 6.55 6 7 6 7
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 2023-07-03 $18.16 $0.00 68.1% 19.5% 11.4% 22.3% 0.0% 44.3% 21.7% 139 -2.3K -16 0.00 135.53 N/A N/A 0 0 5 1 2023-07-05 $18.01 $0.00 95.5% 27.4% 11.7% 33.2% 0.0% 107.3% -13.1% 297 -2.7K -17 0.00 157.17 N/A N/A 0 0 5 1 2023-07-06 $17.70 $0.00 58.0% 16.5% 13.1% 18.3% 0.0% -11.3% -20.0% 178 -1.7K -15 0.00 151.83 N/A N/A 0 0 5 1 2023-07-07 $17.74 $0.00 212.8% 10.7% 13.1% 79.9% 0.0% 8.8% 4.8% 266 -1.9K -16 0.00 133.92 N/A N/A 0 0 5 1 2023-07-10 $17.70 $0.00 10.1% 16.6% 13.0% 0.0% 0.0% -20.9% -0.1% 128 -1.6K -14 0.00 143.19 N/A N/A 0 0 5 1 2023-07-11 $17.80 $0.00 11.4% 14.9% 13.2% 0.5% 0.0% 16.0% -9.7% 220 -1.8K -15 0.00 150.20 N/A N/A 0 0 5 1 2023-07-12 $18.09 $0.00 55.1% 15.8% 14.5% 17.8% 0.0% 45.4% 4.8% 389 -3.7K -17 0.00 139.00 N/A N/A 0 0 5 1 2023-07-13 $18.38 $0.00 58.7% 16.8% 15.5% 19.2% 0.0% 59.1% 21.7% 161 -2.6K -14 0.00 155.27 N/A N/A 0 0 5 1 2023-07-14 $18.23 $0.00 56.9% 16.3% 15.8% 18.5% 0.0% 33.1% 10.8% 256 -3.0K -17 0.00 140.28 N/A N/A 0 1 5 1 2023-07-17 $18.20 $0.00 56.0% 16.1% 15.6% 18.1% 0.0% -14.3% -21.5% 453 -2.0K -17 0.00 148.12 N/A N/A 0 0 5 2 2023-07-18 $18.34 $0.00 78.1% 22.4% 15.8% 26.9% 0.0% -35.2% -6.8% 106 -3.6K -21 0.00 166.20 N/A N/A 0 0 5 2 2023-07-19 $18.45 $0.00 57.8% 16.6% 14.1% 18.9% 0.0% 44.4% -0.4% 151 -3.6K -21 0.00 142.15 N/A N/A 0 0 5 2 2023-07-20 $18.44 $0.00 55.6% 15.9% 14.1% 18.0% 0.0% 6.4% 8.3% 129 -3.6K -20 0.00 159.06 N/A N/A 0 0 5 2 2023-07-21 $18.46 $0.00 66.1% 19.0% 13.9% 22.1% 0.0% 105.9% 21.2% 105 -3.7K -20 0.00 160.94 N/A N/A 0 0 5 2 2023-07-24 $18.46 $0.00 50.8% 14.6% 13.0% 16.1% 0.0% 80.6% 8.2% 439 -2.7K -16 0.00 140.44 N/A N/A 0 0 5 2 2023-07-25 $18.48 $0.00 12.2% 3.5% 12.7% 0.8% 0.0% 14.2% 3.3% 494 -2.8K -15 0.00 138.05 N/A N/A 0 0 5 2 2023-07-26 $18.46 $0.00 34.5% 9.9% 12.7% 9.6% 0.0% -30.3% 3.7% 710 -2.7K -15 0.00 142.75 N/A N/A 0 0 5 2 2023-07-27 $18.30 $0.00 86.8% 24.9% 13.2% 30.3% 0.0% 23.2% -1.0% 123 -2.4K -16 0.00 145.99 N/A N/A 0 0 5 2 2023-07-28 $18.31 $0.00 51.6% 14.8% 13.1% 16.4% 0.0% -41.2% 16.0% 333 -3.2K -14 0.00 145.65 N/A N/A 0 0 5 2 2023-07-31 $18.39 $0.00 42.3% 12.1% 12.6% 12.7% 0.0% 129.4% -14.9% 624 -2.4K -14 0.00 153.08 N/A N/A 0 0 5 2
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