PID Options History — March 2024 In March 2024, PID traded between $18.16 and $18.71. ATM implied volatility averaged 33.3%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.1% (HV 20d: 13.1%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-04 : Highest Volume — 2 contracts2024-03-12 : Largest IV spike — 154.1% change2024-03-12 : Highest IV Rank — 39.7%2024-03-25 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.42 $18.16 $18.71 $18.29 $18.54 Max Pain $17.89 $17.00 $18.00 $17.00 $18.00 ATM IV 33.3% 14.9% 102.3% 27.5% 27.5% Expected Move 8.9% 4.3% 11.9% 7.9% 7.9% HV 20d 13.1% 10.6% 16.2% 16.2% 11.3% HV 60d 13.0% 12.6% 13.9% 13.5% 12.7% IV Rank 11.0% 3.2% 39.7% 8.4% 8.7% IV Percentile 26.9% 7.9% 86.1% 21.8% 25.0% Term Structure -7.0% -22.5% 8.6% -14.1% -21.9% VWIV 24.0% 24.0% 24.0% 24.0% 24.0% Skew 25d 3.0% -15.2% 24.3% -10.0% -11.9% Skew 10d 10.0% -8.2% 21.0% 7.7% 6.5% Call IV 25d 37.4% 13.6% 55.2% 55.2% 40.8% Put IV 25d 40.4% 15.4% 55.7% 45.1% 28.9% Bid-Ask Spread % 171.40 151.29 179.81 151.29 161.17 Gamma HHI 0.93 0.86 1.00 0.88 1.00 Net GEX 1.4K 378 3.0K 2.4K 731 Net DEX -28.2K -54.4K -10.6K -37.5K -12.2K Net VEX -52 -78 -38 -78 -38 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 0.15 0 2 0 0 Total OI 26.15 12 37 37 13
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 2024-03-01 $18.29 $17.00 27.5% 7.9% 16.2% 8.4% 0.0% -10.0% -14.1% 2.4K -37.5K -78 0.00 151.29 N/A N/A 0 0 35 2 2024-03-04 $18.24 $0.00 20.5% 9.5% 15.5% 5.4% 0.0% 3.4% -22.5% 3.0K -37.3K -73 0.00 179.43 N/A N/A 2 0 35 2 2024-03-05 $18.23 $0.00 21.5% 9.6% 14.8% 5.9% 0.0% 5.3% -7.3% 2.8K -36.8K -72 0.00 179.81 N/A N/A 0 0 35 2 2024-03-06 $18.43 $0.00 35.3% 10.0% 15.1% 11.7% 0.0% 5.5% -7.8% 2.1K -38.9K -70 0.00 179.74 N/A N/A 0 0 35 2 2024-03-07 $18.68 $0.00 47.0% 9.6% 15.7% 16.5% 0.0% 4.8% -6.5% 2.2K -43.2K -66 0.00 178.67 N/A N/A 0 0 35 2 2024-03-08 $18.71 $0.00 19.6% 9.6% 15.3% 5.1% 0.0% 5.0% -6.4% 2.9K -48.1K -60 0.00 174.65 N/A N/A 0 0 35 2 2024-03-11 $18.68 $0.00 40.3% 10.2% 15.3% 13.7% 0.0% 5.4% -7.5% 2.4K -43.8K -58 0.00 174.76 N/A N/A 0 0 35 2 2024-03-12 $18.63 $0.00 102.3% 10.1% 15.2% 39.7% 0.0% 4.7% -7.6% 1.7K -40.3K -57 0.00 174.68 N/A N/A 0 0 35 2 2024-03-13 $18.68 $0.00 36.2% 10.4% 11.2% 12.0% 0.0% 3.5% -8.2% 1.6K -40.6K -53 0.00 174.46 N/A N/A 0 0 35 2 2024-03-14 $18.43 $0.00 36.2% 10.4% 11.9% 12.0% 0.0% 7.5% -6.5% 1.4K -37.3K -51 0.00 174.34 N/A N/A 0 0 35 2 2024-03-15 $18.41 $0.00 36.7% 10.5% 10.6% 12.7% 0.0% 6.1% -6.8% 408 -54.4K -41 0.00 174.21 N/A N/A 0 0 35 2 2024-03-18 $18.20 $0.00 21.4% 6.1% 11.3% 6.0% 24.0% 14.2% 8.6% 574 -12.4K -39 0.00 168.05 N/A N/A 0 1 11 1 2024-03-19 $18.16 $18.00 18.0% 5.2% 11.3% 4.6% 0.0% 3.3% 5.9% 601 -10.8K -42 0.00 159.31 N/A N/A 0 0 11 2 2024-03-20 $18.38 $18.00 16.2% 4.6% 12.1% 3.8% 0.0% -12.4% -3.3% 888 -11.8K -41 0.00 172.67 N/A N/A 0 0 11 2 2024-03-21 $18.43 $18.00 40.1% 11.5% 12.0% 14.2% 0.0% 2.5% -9.3% 408 -11.8K -41 0.00 173.76 N/A N/A 0 0 11 2 2024-03-22 $18.29 $18.00 36.6% 10.5% 12.3% 12.6% 0.0% -15.2% -9.5% 886 -12.2K -39 0.00 164.71 N/A N/A 0 0 11 2 2024-03-25 $18.30 $18.00 41.4% 11.9% 11.8% 14.7% 0.0% 5.9% -9.8% 378 -11.2K -41 0.00 173.66 N/A N/A 0 0 11 2 2024-03-26 $18.30 $18.00 14.9% 4.3% 11.8% 3.2% 0.0% 24.3% 0.1% 661 -10.6K -40 0.00 171.35 N/A N/A 0 0 11 2 2024-03-27 $18.41 $18.00 26.2% 7.5% 11.4% 8.1% 0.0% 9.3% 0.3% 757 -12.4K -38 0.00 167.25 N/A N/A 0 0 11 2 2024-03-28 $18.54 $18.00 27.5% 7.9% 11.3% 8.7% 0.0% -11.9% -21.9% 731 -12.2K -38 0.00 161.17 N/A N/A 0 0 11 2
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