PID Options History — October 2023 In October 2023, PID traded between $15.84 and $16.84. ATM implied volatility averaged 82.3%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 65.2% (HV 20d: 17.1%). Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-19 : Highest Volume — 1 contracts2023-10-03 : Largest IV spike — 516.9% change2023-10-09 : Highest IV Rank — 90.0%2023-10-10 : Largest Expected Move — 34.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.30 $15.84 $16.84 $16.27 $16.02 ATM IV 82.3% 14.3% 237.9% 14.3% 38.1% Expected Move 20.8% 4.1% 34.2% 4.1% 10.9% HV 20d 17.1% 15.3% 18.5% 15.8% 15.3% HV 60d 13.8% 13.0% 14.3% 13.5% 14.3% IV Rank 28.5% 1.7% 90.0% 1.7% 11.1% IV Percentile 58.0% 2.4% 99.2% 2.4% 13.5% Term Structure -2.7% -47.4% 44.6% -1.4% -0.8% Skew 25d 25.1% -46.7% 109.5% -29.0% -46.7% Skew 10d 35.4% -52.9% 182.7% -38.6% -50.7% Call IV 25d 46.7% 15.5% 80.0% 43.5% 64.3% Put IV 25d 71.9% 13.2% 179.2% 14.5% 17.6% Bid-Ask Spread % 153.13 138.53 175.19 145.63 152.63 Gamma HHI 0.48 0.36 0.75 0.55 0.47 Net GEX 10 -46 101 -46 101 Net DEX -724 -1.6K 6 -435 -965 Net VEX -11 -14 -8 -10 -12 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 0.045 0 1 0 0 Total OI 3.364 3 4 3 4
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 2023-10-02 $16.27 $0.00 14.3% 4.1% 15.8% 1.7% 0.0% -29.0% -1.4% -46 -435 -10 0.00 145.63 N/A N/A 0 0 2 1 2023-10-03 $16.07 $0.00 88.5% 25.4% 16.1% 31.0% 0.0% 92.8% 44.6% 6 -380 -10 0.00 142.61 N/A N/A 0 0 2 1 2023-10-04 $16.14 $0.00 76.8% 22.0% 16.2% 26.3% 0.0% 63.3% 2.0% -44 -347 -10 0.00 143.38 N/A N/A 0 0 2 1 2023-10-05 $16.30 $0.00 105.4% 14.3% 16.9% 37.6% 0.0% 24.8% -12.7% -40 -364 -9 0.00 144.17 N/A N/A 0 0 2 1 2023-10-06 $16.45 $0.00 69.8% 23.9% 17.4% 23.6% 0.0% 24.6% -1.1% -8 -430 -10 0.00 139.23 N/A N/A 0 0 2 1 2023-10-09 $16.52 $0.00 237.9% 22.1% 17.0% 90.0% 0.0% -28.1% -21.8% 11 -585 -10 0.00 157.32 N/A N/A 0 0 2 1 2023-10-10 $16.74 $0.00 128.5% 34.2% 17.8% 46.8% 0.0% 10.5% 0.7% -30 -893 -10 0.00 138.53 N/A N/A 0 0 2 1 2023-10-11 $16.84 $0.00 89.8% 25.7% 18.0% 31.5% 0.0% 22.8% -2.4% -8 -761 -10 0.00 154.11 N/A N/A 0 0 2 1 2023-10-12 $16.56 $0.00 59.4% 17.0% 17.1% 19.5% 0.0% 50.1% 8.5% -14 -559 -9 0.00 164.50 N/A N/A 0 0 2 1 2023-10-13 $16.48 $0.00 84.7% 24.3% 17.1% 29.4% 0.0% -3.9% -34.7% -10 -683 -10 0.00 150.27 N/A N/A 0 0 2 1 2023-10-16 $16.64 $0.00 71.9% 20.6% 17.6% 24.4% 0.0% 109.5% 43.4% 12 -646 -10 0.00 139.68 N/A N/A 0 0 2 1 2023-10-17 $16.62 $0.00 17.8% 5.1% 17.6% 3.0% 0.0% 60.4% 10.4% 68 -548 -10 0.00 150.32 N/A N/A 0 0 2 1 2023-10-18 $16.30 $0.00 93.8% 26.9% 18.5% 33.0% 0.0% 95.7% -5.8% -17 6 -8 0.00 166.34 N/A N/A 0 0 2 1 2023-10-19 $16.20 $0.00 98.2% 28.1% 17.6% 34.8% 0.0% 58.0% -47.4% 19 -469 -9 0.00 160.70 N/A N/A 1 0 2 1 2023-10-20 $16.07 $0.00 101.1% 29.0% 17.7% 35.9% 0.0% 4.8% -5.8% 0 -1.0K -12 0.00 155.84 N/A N/A 0 0 3 1 2023-10-23 $16.09 $0.00 95.9% 27.5% 17.7% 33.9% 0.0% -35.3% -8.8% 40 -1.6K -14 0.00 154.12 N/A N/A 0 0 3 1 2023-10-24 $16.14 $0.00 99.2% 28.4% 17.3% 35.2% 0.0% 102.5% -10.1% 40 -1.6K -14 0.00 175.19 N/A N/A 0 0 3 1 2023-10-25 $16.09 $0.00 100.7% 28.9% 16.8% 35.8% 0.0% -43.1% -10.5% 34 -1.6K -14 0.00 173.56 N/A N/A 0 0 3 1 2023-10-26 $16.09 $0.00 95.8% 27.5% 16.8% 33.8% 0.0% -42.8% -8.5% 42 -1.4K -14 0.00 171.51 N/A N/A 0 0 3 1 2023-10-27 $15.84 $0.00 16.6% 4.7% 17.5% 2.5% 0.0% -4.0% 7.6% 11 -167 -10 0.00 140.89 N/A N/A 0 0 3 1 2023-10-30 $16.06 $0.00 26.7% 7.7% 15.9% 6.6% 0.0% 66.0% -4.9% 51 -511 -11 0.00 148.36 N/A N/A 0 0 3 1 2023-10-31 $16.02 $0.00 38.1% 10.9% 15.3% 11.1% 0.0% -46.7% -0.8% 101 -965 -12 0.00 152.63 N/A N/A 0 0 3 1
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