PID Options History — September 2023 In September 2023, PID traded between $16.71 and $17.95. ATM implied volatility averaged 71.4%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 59.5% (HV 20d: 11.9%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2023-09-11 : Largest IV spike — 1641.7% change2023-09-12 : Highest IV Rank — 88.2%2023-09-01 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.42 $16.71 $17.95 $17.71 $16.71 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 71.4% 11.3% 233.3% 98.8% 58.1% Expected Move 16.4% 5.0% 28.3% 28.3% 16.7% HV 20d 11.9% 9.5% 13.9% 10.3% 13.5% HV 60d 12.5% 12.1% 12.9% 12.1% 12.4% IV Rank 24.2% 0.5% 88.2% 35.0% 19.0% IV Percentile 42.1% 0.4% 99.2% 82.9% 31.7% Term Structure 0.3% -28.8% 31.1% 5.4% 21.9% Skew 25d 7.8% -50.2% 107.4% 94.2% 17.1% Skew 10d 31.2% -56.0% 200.7% 200.7% -19.3% Call IV 25d 38.7% 17.7% 67.3% 67.3% 21.4% Put IV 25d 46.5% 3.6% 161.5% 161.5% 38.5% Bid-Ask Spread % 150.27 137.94 163.14 150.25 146.26 Gamma HHI 0.46 0.30 0.58 0.40 0.50 Net GEX 55 -167 260 136 0 Net DEX -1.6K -4.5K -628 -4.1K -676 Net VEX -13 -20 -9 -20 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 3 9 9 3
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 2023-09-01 $17.71 $17.00 98.8% 28.3% 10.3% 35.0% 0.0% 94.2% 5.4% 136 -4.1K -20 0.00 150.25 N/A N/A 0 0 7 2 2023-09-05 $17.59 $0.00 107.3% 12.6% 10.5% 38.4% 0.0% 36.5% 15.3% 260 -2.7K -18 0.00 144.00 N/A N/A 0 0 7 2 2023-09-06 $17.41 $0.00 14.9% 17.4% 11.0% 1.9% 0.0% -22.1% -4.6% 124 -1.1K -16 0.00 154.13 N/A N/A 0 0 7 2 2023-09-07 $17.38 $0.00 15.2% 15.4% 11.0% 2.0% 0.0% -26.1% 8.9% 71 -833 -15 0.00 151.15 N/A N/A 0 0 7 2 2023-09-08 $17.39 $0.00 11.3% 16.3% 11.0% 0.5% 0.0% -24.0% -15.7% -167 -749 -12 0.00 144.45 N/A N/A 0 0 7 2 2023-09-11 $17.57 $0.00 197.2% 17.2% 11.7% 73.9% 0.0% 107.4% 3.8% 178 -3.0K -15 0.00 157.82 N/A N/A 0 0 7 2 2023-09-12 $17.63 $0.00 233.3% 5.0% 11.5% 88.2% 0.0% -15.1% -9.3% 216 -3.9K -15 0.00 144.57 N/A N/A 0 0 7 2 2023-09-13 $17.64 $0.00 63.3% 18.1% 9.5% 21.0% 0.0% 72.0% -6.8% 129 -4.5K -12 0.00 156.73 N/A N/A 0 0 7 2 2023-09-14 $17.95 $0.00 22.3% 6.4% 11.0% 4.8% 0.0% -20.4% 16.4% 33 -1.2K -12 0.00 152.44 N/A N/A 0 0 7 2 2023-09-15 $17.89 $0.00 65.2% 18.7% 11.0% 21.8% 0.0% 57.3% -2.2% -14 -1.4K -10 0.00 160.45 N/A N/A 0 0 7 2 2023-09-18 $17.69 $0.00 64.3% 18.4% 11.9% 21.4% 0.0% -44.4% -2.1% 5 -1.1K -11 0.00 146.35 N/A N/A 0 0 2 1 2023-09-19 $17.63 $0.00 47.3% 13.5% 12.1% 14.7% 0.0% -19.3% 12.6% 25 -937 -11 0.00 137.94 N/A N/A 0 0 2 1 2023-09-20 $17.63 $0.00 65.1% 18.7% 12.0% 21.7% 0.0% -28.7% -7.8% -3 -1.6K -9 0.00 146.79 N/A N/A 0 0 2 1 2023-09-21 $17.30 $0.00 77.0% 22.1% 13.4% 26.4% 0.0% -26.0% -21.4% 57 -793 -11 0.00 163.14 N/A N/A 0 0 2 1 2023-09-22 $17.30 $0.00 53.9% 15.5% 13.3% 17.3% 0.0% 10.9% 15.6% 39 -699 -11 0.00 154.68 N/A N/A 0 0 2 1 2023-09-25 $17.29 $0.00 83.4% 23.9% 13.2% 29.0% 0.0% -50.2% -28.8% 7 -945 -11 0.00 140.82 N/A N/A 0 0 2 1 2023-09-26 $17.02 $0.00 64.4% 18.5% 13.9% 21.4% 0.0% -37.9% -28.6% 25 -776 -10 0.00 153.62 N/A N/A 0 0 2 1 2023-09-27 $16.80 $0.00 67.4% 19.3% 13.5% 22.6% 0.0% 90.5% 31.1% -8 -628 -11 0.00 155.59 N/A N/A 0 0 2 1 2023-09-28 $16.81 $0.00 18.5% 5.3% 13.5% 3.3% 0.0% -16.2% 2.6% -10 -791 -11 0.00 144.22 N/A N/A 0 0 2 1 2023-09-29 $16.71 $0.00 58.1% 16.7% 13.5% 19.0% 0.0% 17.1% 21.9% 0 -676 -11 0.00 146.26 N/A N/A 0 0 2 1
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