PID Options History — January 2024 In January 2024, PID traded between $17.98 and $18.61. ATM implied volatility averaged 24.4%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.8% (HV 20d: 11.6%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2024-01-08 : Highest Volume — 1 contracts2024-01-05 : Largest IV spike — 164.5% change2024-01-02 : Highest IV Rank — 36.8%2024-01-02 : Largest Expected Move — 27.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.29 $17.98 $18.61 $18.38 $18.24 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 24.4% 8.4% 95.3% 95.3% 21.1% Expected Move 7.5% 3.8% 27.3% 27.3% 6.0% HV 20d 11.6% 9.0% 14.4% 13.8% 9.9% HV 60d 15.0% 13.0% 15.9% 15.9% 13.0% IV Rank 7.1% 0.4% 36.8% 36.8% 5.7% IV Percentile 11.3% 0.4% 74.2% 74.2% 11.1% Term Structure -2.0% -16.8% 9.4% -1.1% -6.9% VWIV 16.2% 16.2% 16.2% 16.2% 16.2% Skew 25d 9.2% -16.4% 140.6% 140.6% 10.9% Skew 10d 10.5% -34.9% 181.9% 181.9% 22.4% Call IV 25d 28.1% 11.8% 75.4% 75.4% 15.6% Put IV 25d 37.3% 13.6% 216.0% 216.0% 26.5% Bid-Ask Spread % 153.98 126.52 171.79 163.80 163.40 Gamma HHI 0.81 0.70 0.94 0.70 0.89 Net GEX 1.5K 873 2.6K 873 1.7K Net DEX -17.3K -21.9K -13.6K -18.5K -16.3K Net VEX -37 -49 -24 -49 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 1 0 0 Total OI 19.714 18 21 20 19
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 2024-01-02 $18.38 $18.00 95.3% 27.3% 13.8% 36.8% 0.0% 140.6% -1.1% 873 -18.5K -49 0.00 163.80 N/A N/A 0 0 18 2 2024-01-03 $18.34 $18.00 41.7% 12.0% 13.8% 14.3% 0.0% 32.9% -16.8% 1.1K -18.1K -46 0.00 142.76 N/A N/A 0 0 18 2 2024-01-04 $18.37 $18.00 8.4% 7.7% 13.4% 0.4% 0.0% -4.6% -9.4% 1.2K -21.9K -41 0.00 139.44 N/A N/A 0 0 18 2 2024-01-05 $18.43 $18.00 22.2% 8.0% 13.4% 6.2% 0.0% 7.2% 1.8% 1.1K -20.1K -44 0.00 144.52 N/A N/A 0 0 18 2 2024-01-08 $18.61 $18.00 23.1% 7.4% 13.7% 6.5% 16.2% -16.4% -13.1% 1.2K -21.7K -41 0.00 135.29 N/A N/A 0 1 18 2 2024-01-09 $18.44 $18.00 13.4% 7.6% 14.3% 2.5% 0.0% -12.8% -1.7% 1.1K -20.0K -43 0.00 156.41 N/A N/A 0 0 18 3 2024-01-10 $18.48 $18.00 13.1% 3.8% 14.3% 2.4% 0.0% -14.1% 9.1% 1.3K -19.5K -42 0.00 157.01 N/A N/A 0 0 18 3 2024-01-11 $18.36 $18.00 30.5% 8.7% 14.4% 9.6% 0.0% -0.1% -5.7% 910 -17.5K -45 0.00 171.79 N/A N/A 0 0 18 3 2024-01-12 $18.37 $18.00 28.7% 8.2% 11.9% 8.9% 0.0% -0.0% 6.9% 896 -17.9K -44 0.00 171.12 N/A N/A 0 0 18 3 2024-01-16 $18.21 $18.00 23.7% 6.8% 11.3% 6.8% 0.0% 4.1% -3.8% 1.7K -14.7K -37 0.00 165.35 N/A N/A 0 0 18 3 2024-01-17 $17.98 $18.00 15.4% 4.4% 11.2% 3.3% 0.0% -3.9% -0.6% 1.8K -15.3K -37 0.00 162.76 N/A N/A 0 0 18 3 2024-01-18 $18.06 $18.00 13.8% 3.9% 11.2% 2.6% 0.0% 1.8% 9.4% 2.6K -15.9K -36 0.00 126.52 N/A N/A 0 0 18 3 2024-01-19 $18.18 $18.00 16.0% 4.6% 10.7% 3.6% 0.0% 2.4% -1.7% 2.0K -17.1K -34 0.00 148.04 N/A N/A 0 0 18 3 2024-01-22 $18.13 $18.00 17.6% 5.0% 10.2% 4.2% 0.0% 4.8% 0.6% 1.7K -13.9K -34 0.00 136.72 N/A N/A 0 0 16 2 2024-01-23 $18.14 $18.00 32.7% 9.4% 9.3% 10.6% 0.0% -3.2% -7.6% 1.1K -14.4K -35 0.00 168.15 N/A N/A 0 0 16 2 2024-01-24 $18.11 $18.00 29.6% 8.5% 9.0% 9.3% 0.0% 18.7% -5.4% 1.2K -13.6K -33 0.00 168.65 N/A N/A 0 0 16 2 2024-01-25 $18.23 $18.00 15.9% 4.6% 9.1% 3.5% 0.0% 4.4% -0.0% 1.9K -16.3K -29 0.00 150.97 N/A N/A 0 0 16 2 2024-01-26 $18.27 $18.00 16.9% 4.9% 9.1% 4.0% 0.0% 23.1% 5.3% 1.9K -15.6K -30 0.00 138.29 N/A N/A 0 0 16 2 2024-01-29 $18.41 $18.00 19.5% 5.6% 9.6% 5.0% 0.0% -8.0% -5.1% 2.6K -18.5K -24 0.00 165.84 N/A N/A 0 1 16 2 2024-01-30 $18.41 $18.00 13.9% 4.0% 9.6% 2.7% 0.0% 4.9% 2.8% 1.4K -17.0K -29 0.00 156.82 N/A N/A 0 0 16 3 2024-01-31 $18.24 $18.00 21.1% 6.0% 9.9% 5.7% 0.0% 10.9% -6.9% 1.7K -16.3K -28 0.00 163.40 N/A N/A 0 0 16 3
« Dec 2023 | All History | Feb 2024 » Home PID History January 2024