PID Options History — November 2023 In November 2023, PID traded between $16.31 and $17.55. ATM implied volatility averaged 85.8%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 67.1% (HV 20d: 18.7%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-21 : Highest Volume — 10 contracts2023-11-06 : Largest IV spike — 1063.9% change2023-11-08 : Highest IV Rank — 49.8%2023-11-08 : Largest Expected Move — 38.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.03 $16.31 $17.55 $16.31 $17.55 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 85.8% 7.5% 134.9% 87.9% 86.7% Expected Move 22.4% 2.9% 38.7% 25.2% 24.9% HV 20d 18.7% 16.6% 21.0% 16.6% 16.7% HV 60d 16.6% 14.8% 17.3% 14.8% 16.9% IV Rank 30.6% 0.0% 49.8% 30.7% 31.0% IV Percentile 60.9% 0.0% 94.0% 70.6% 65.5% Term Structure 22.3% -41.0% 172.6% -3.0% 8.3% Skew 25d 69.2% -56.8% 151.3% -8.3% 142.3% Skew 10d 74.2% -61.6% 198.9% -61.6% 198.9% Call IV 25d 52.3% 10.8% 86.5% 58.9% 86.0% Put IV 25d 121.5% 15.0% 228.3% 50.6% 228.3% Bid-Ask Spread % 151.82 127.10 173.03 161.09 155.05 Gamma HHI 0.36 0.29 0.47 0.38 0.32 Net GEX 30 -206 211 76 40 Net DEX 1.5K -2.6K 15.3K -468 4.9K Net VEX -22 -41 -10 -10 -40 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 0.571 0 10 1 0 Total OI 8.714 4 16 4 16
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 2023-11-01 $16.31 $0.00 87.9% 25.2% 16.6% 30.7% 0.0% -8.3% -3.0% 76 -468 -10 0.00 161.09 N/A N/A 0 1 3 1 2023-11-02 $16.79 $16.00 115.9% 2.9% 19.2% 41.8% 0.0% 27.1% 20.5% -8 -2.1K -12 0.00 142.56 N/A N/A 1 0 3 2 2023-11-03 $16.98 $16.00 7.5% 8.4% 19.3% 0.0% 0.0% 59.4% 6.1% 211 -2.5K -16 0.00 149.69 N/A N/A 0 0 4 2 2023-11-06 $16.86 $16.00 86.8% 15.4% 19.5% 31.0% 0.0% 95.4% 24.5% 86 -2.3K -19 0.00 162.38 N/A N/A 0 0 4 2 2023-11-07 $16.73 $16.00 114.0% 20.5% 19.2% 41.6% 0.0% 92.5% 46.0% 38 -2.1K -13 0.00 158.73 N/A N/A 0 0 4 2 2023-11-08 $16.56 $16.00 134.9% 38.7% 19.4% 49.8% 0.0% 98.6% 11.9% 45 -2.4K -17 0.00 173.03 N/A N/A 0 0 4 2 2023-11-09 $16.54 $16.00 27.0% 7.7% 18.5% 7.6% 0.0% 94.4% 7.9% 22 -1.2K -20 0.00 153.03 N/A N/A 0 0 4 2 2023-11-10 $16.57 $16.00 67.6% 19.4% 18.4% 23.5% 0.0% 98.9% 21.8% 71 -1.5K -18 0.00 160.24 N/A N/A 0 0 4 2 2023-11-13 $16.62 $16.00 83.0% 23.8% 18.1% 29.5% 0.0% 109.5% 45.6% 63 -1.2K -18 0.00 159.74 N/A N/A 0 0 4 2 2023-11-14 $17.13 $16.00 130.6% 37.4% 21.0% 48.1% 0.0% 126.0% 24.1% 54 -2.6K -17 0.00 155.50 N/A N/A 0 0 4 2 2023-11-15 $17.11 $16.00 96.0% 27.5% 19.5% 34.6% 0.0% 105.7% 4.6% 134 -1.9K -17 0.00 153.20 N/A N/A 0 0 4 2 2023-11-16 $17.09 $16.00 95.1% 27.3% 19.3% 34.3% 0.0% 51.2% 172.6% 65 -2.5K -18 0.00 149.23 N/A N/A 0 0 4 2 2023-11-17 $17.26 $16.00 119.3% 34.2% 19.1% 43.7% 0.0% 151.3% 128.4% 76 -1.5K -10 0.00 141.74 N/A N/A 0 0 4 2 2023-11-20 $17.32 $16.00 63.9% 18.3% 19.0% 22.1% 0.0% -42.0% 49.7% 21 -2.6K -21 0.00 140.67 N/A N/A 0 0 4 2 2023-11-21 $17.30 $16.00 65.3% 18.7% 19.1% 22.6% 0.0% -30.8% 33.3% 16 -2.4K -20 0.00 138.14 N/A N/A 0 10 4 2 2023-11-22 $17.30 $16.00 83.1% 23.8% 19.0% 29.6% 0.0% 121.2% -20.7% 55 15.3K -20 0.00 155.30 N/A N/A 0 0 4 12 2023-11-24 $17.38 $16.00 102.4% 29.4% 19.0% 37.1% 0.0% -42.2% -41.0% -66 13.7K -26 0.00 138.14 N/A N/A 0 0 4 12 2023-11-27 $17.34 $16.00 104.4% 29.9% 17.7% 37.9% 0.0% 126.4% -31.9% -206 9.7K -39 0.00 127.10 N/A N/A 0 0 4 12 2023-11-28 $17.41 $16.00 52.9% 15.2% 17.3% 17.8% 0.0% 134.3% -20.4% -61 8.8K -41 0.00 155.51 N/A N/A 0 0 4 12 2023-11-29 $17.38 $16.00 76.9% 22.0% 17.3% 27.1% 0.0% -56.8% -20.7% -101 7.7K -40 0.00 158.21 N/A N/A 0 0 4 12 2023-11-30 $17.55 $16.00 86.7% 24.9% 16.7% 31.0% 0.0% 142.3% 8.3% 40 4.9K -40 0.00 155.05 N/A N/A 0 0 4 12
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