PID Options History — December 2023 In December 2023, PID traded between $17.68 and $18.52. ATM implied volatility averaged 105.7%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 91.6% (HV 20d: 14.1%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-21 : Highest Volume — 10 contracts2023-12-26 : Largest IV spike — 282.3% change2023-12-12 : Highest IV Rank — 79.8%2023-12-26 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.09 $17.68 $18.52 $17.87 $18.48 Max Pain $19.00 $16.00 $20.00 $16.00 $18.00 ATM IV 105.7% 28.9% 211.5% 150.1% 28.9% Expected Move 22.9% 8.3% 43.2% 43.0% 8.3% HV 20d 14.1% 11.9% 15.0% 14.8% 14.8% HV 60d 17.1% 15.9% 17.6% 17.3% 15.9% IV Rank 39.5% 9.0% 79.8% 55.8% 9.0% IV Percentile 66.5% 9.5% 97.6% 95.2% 9.5% Term Structure -2.0% -22.7% 23.1% -2.4% -9.7% VWIV 138.7% 14.8% 262.5% 262.5% 14.8% Skew 25d 76.6% -33.9% 152.7% 152.7% 22.5% Skew 10d 101.5% -25.3% 220.8% 220.8% 147.2% Call IV 25d 52.5% 27.7% 88.5% 88.5% 62.3% Put IV 25d 129.1% 17.8% 241.2% 241.2% 84.8% Bid-Ask Spread % 168.76 138.54 182.03 153.64 164.52 Gamma HHI 0.54 0.28 0.93 0.28 0.69 Net GEX 152 -90 824 -36 758 Net DEX -5.2K -22.8K 14.0K 14.0K -18.8K Net VEX -49 -60 -21 -21 -53 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 1.1 0 10 6 0 Total OI 19.35 11 22 16 20
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 2023-12-01 $17.87 $16.00 150.1% 43.0% 14.8% 55.8% 0.0% 152.7% -2.4% -36 14.0K -21 0.00 153.64 N/A N/A 6 0 4 12 2023-12-04 $17.80 $20.00 130.5% 17.9% 14.7% 48.1% 0.0% 89.3% -10.7% -38 1.3K -60 0.00 178.99 N/A N/A 0 0 10 12 2023-12-05 $17.68 $20.00 109.6% 18.1% 14.7% 39.9% 0.0% 91.0% -18.2% -54 1.5K -59 0.00 182.03 N/A N/A 0 0 10 12 2023-12-06 $17.73 $20.00 112.0% 18.3% 14.2% 40.9% 0.0% 91.9% -10.1% -50 1.4K -58 0.00 180.19 N/A N/A 0 0 10 12 2023-12-07 $17.74 $20.00 133.9% 18.4% 13.3% 49.4% 0.0% 92.7% -5.1% -90 860 -57 0.00 176.16 N/A N/A 0 0 10 12 2023-12-08 $17.79 $20.00 124.3% 18.6% 13.2% 45.7% 0.0% 93.8% -13.5% -52 1.2K -57 0.00 176.30 N/A N/A 0 0 10 12 2023-12-11 $17.79 $20.00 146.7% 19.3% 13.3% 54.4% 0.0% 97.1% -22.7% -47 1.3K -56 0.00 175.83 N/A N/A 0 0 10 12 2023-12-12 $17.71 $20.00 211.5% 19.5% 13.6% 79.8% 0.0% 98.2% -10.1% -57 1.3K -55 0.00 176.88 N/A N/A 0 0 10 12 2023-12-13 $18.13 $20.00 69.0% 19.8% 11.9% 24.1% 0.0% 101.0% -4.9% -55 341 -55 0.00 174.94 N/A N/A 0 0 10 12 2023-12-14 $18.38 $20.00 73.9% 21.2% 12.4% 26.0% 0.0% 103.5% -5.4% -30 -749 -55 0.00 174.48 N/A N/A 0 0 10 12 2023-12-15 $18.13 $20.00 144.0% 41.3% 13.8% 57.1% 0.0% 120.4% -3.9% 30 -3.9K -52 0.00 174.98 N/A N/A 0 0 10 12 2023-12-18 $18.06 $20.00 149.1% 42.7% 13.7% 59.3% 262.5% 27.7% -4.9% -21 -203 -50 0.00 174.44 N/A N/A 0 1 9 11 2023-12-19 $18.26 $18.00 72.4% 20.8% 14.0% 27.2% 0.0% -5.6% -10.3% 296 -8.8K -31 0.00 159.85 N/A N/A 0 0 9 2 2023-12-20 $18.09 $18.00 67.0% 19.2% 14.6% 24.9% 0.0% 110.8% 12.0% 162 -8.5K -30 0.00 172.96 N/A N/A 0 0 9 2 2023-12-21 $18.30 $18.00 56.7% 16.3% 15.0% 20.6% 0.0% -33.9% 17.4% 221 -8.8K -30 0.00 161.12 N/A N/A 10 0 9 2 2023-12-22 $18.41 $18.00 39.4% 11.3% 15.0% 13.4% 0.0% 34.0% 18.5% 432 -20.1K -57 0.00 138.54 N/A N/A 0 0 19 2 2023-12-26 $18.52 $18.00 150.8% 43.2% 14.9% 60.0% 14.8% 11.2% 4.1% 824 -22.8K -52 0.00 148.12 N/A N/A 3 0 19 2 2023-12-27 $18.52 $18.00 66.2% 19.0% 14.9% 24.6% 0.0% 114.8% 16.0% 415 -17.6K -48 0.00 157.76 N/A N/A 0 0 16 2 2023-12-28 $18.48 $18.00 78.3% 22.5% 15.0% 29.7% 0.0% 119.2% 23.1% 425 -17.1K -48 0.00 173.53 N/A N/A 2 0 16 2 2023-12-29 $18.48 $18.00 28.9% 8.3% 14.8% 9.0% 0.0% 22.5% -9.7% 758 -18.8K -53 0.00 164.52 N/A N/A 0 0 18 2
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