PID Options History — June 2024 In June 2024, PID traded between $17.77 and $18.54. ATM implied volatility averaged 31.5%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 18.9% (HV 20d: 12.6%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days.
Notable Days 2024-06-26 : Largest IV spike — 110.4% change2024-06-07 : Highest IV Rank — 17.3%2024-06-21 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.06 $17.77 $18.54 $18.41 $17.86 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 31.5% 13.6% 47.3% 22.4% 32.8% Expected Move 9.1% 3.9% 12.0% 6.4% 9.4% HV 20d 12.6% 9.2% 13.4% 13.3% 9.2% HV 60d 12.4% 12.1% 12.7% 12.4% 12.1% IV Rank 10.5% 2.6% 17.3% 6.5% 11.0% IV Percentile 39.3% 5.6% 54.4% 28.6% 43.7% Term Structure -6.6% -30.5% 13.9% 3.3% -30.5% Skew 25d 8.4% 1.8% 17.9% 9.8% 16.1% Skew 10d 9.0% 4.1% 25.0% 10.5% 11.2% Call IV 25d 36.9% 19.9% 44.1% 19.9% 36.6% Put IV 25d 45.3% 29.7% 53.8% 29.7% 52.7% Bid-Ask Spread % 166.39 150.09 176.02 150.09 157.99 Gamma HHI 0.73 0.56 0.88 0.80 0.56 Net GEX 839 74 2.1K 1.2K 74 Net DEX -10.2K -16.4K -2.2K -16.1K -2.3K Net VEX -32 -42 -22 -42 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13.842 5 17 17 5
Daily Data (19 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 2024-06-03 $18.41 $13.00 22.4% 6.4% 13.3% 6.5% 0.0% 9.8% 3.3% 1.2K -16.1K -42 0.00 150.09 N/A N/A 0 0 15 2 2024-06-04 $18.38 $13.00 17.5% 5.0% 13.1% 4.3% 0.0% 10.4% 13.9% 1.1K -15.8K -42 0.00 153.00 N/A N/A 0 0 15 2 2024-06-05 $18.46 $13.00 26.1% 7.5% 13.1% 8.1% 0.0% 2.5% -0.5% 1.0K -16.1K -41 0.00 152.19 N/A N/A 0 0 15 2 2024-06-06 $18.54 $0.00 33.2% 9.9% 13.1% 11.2% 0.0% 3.0% -7.7% 957 -16.4K -40 0.00 176.02 N/A N/A 0 0 15 2 2024-06-07 $18.32 $0.00 47.3% 9.8% 13.2% 17.3% 0.0% 2.8% -8.3% 1.0K -15.0K -40 0.00 175.11 N/A N/A 0 0 15 2 2024-06-10 $18.31 $0.00 18.1% 10.3% 12.9% 4.6% 0.0% 2.8% -8.9% 1.6K -15.9K -38 0.00 174.33 N/A N/A 0 0 15 2 2024-06-11 $18.13 $0.00 36.5% 10.1% 13.2% 12.6% 0.0% 2.7% -8.4% 1.0K -13.7K -37 0.00 174.04 N/A N/A 0 0 15 2 2024-06-12 $18.16 $0.00 35.6% 10.2% 13.3% 12.2% 0.0% 1.8% -10.4% 981 -13.8K -37 0.00 174.16 N/A N/A 0 0 15 2 2024-06-13 $17.98 $0.00 36.9% 10.6% 13.1% 12.8% 0.0% 6.2% -7.8% 1.3K -12.5K -36 0.00 173.65 N/A N/A 0 0 15 2 2024-06-14 $17.81 $0.00 38.0% 10.9% 13.3% 13.3% 0.0% 9.4% -8.0% 850 -11.7K -35 0.00 173.77 N/A N/A 0 0 15 2 2024-06-17 $17.80 $0.00 40.4% 11.6% 13.2% 14.3% 0.0% 9.7% -9.2% 1.0K -11.3K -31 0.00 173.83 N/A N/A 0 0 15 2 2024-06-18 $17.81 $0.00 39.8% 11.4% 13.2% 14.0% 0.0% 9.6% -10.3% 1.3K -11.0K -30 0.00 173.71 N/A N/A 0 0 15 2 2024-06-20 $17.88 $0.00 40.5% 11.6% 13.4% 14.3% 0.0% 10.3% -7.7% 2.1K -10.9K -27 0.00 172.61 N/A N/A 0 0 15 2 2024-06-21 $17.86 $0.00 41.8% 12.0% 13.4% 14.9% 0.0% 10.3% -6.9% 113 -2.2K -23 0.00 172.65 N/A N/A 0 0 15 2 2024-06-24 $17.88 $0.00 30.0% 8.6% 12.1% 9.8% 0.0% 9.6% -17.0% 80 -2.3K -23 0.00 160.45 N/A N/A 0 0 4 1 2024-06-25 $17.88 $0.00 13.6% 3.9% 11.7% 2.6% 0.0% 15.4% 7.2% 80 -2.3K -23 0.00 156.18 N/A N/A 0 0 4 1 2024-06-26 $17.77 $0.00 28.5% 8.2% 11.6% 9.1% 0.0% 17.9% 7.2% 84 -2.2K -23 0.00 159.88 N/A N/A 0 0 4 1 2024-06-27 $17.84 $0.00 20.6% 5.9% 10.1% 5.7% 0.0% 8.6% -15.5% 81 -2.3K -23 0.00 157.80 N/A N/A 0 0 4 1 2024-06-28 $17.86 $0.00 32.8% 9.4% 9.2% 11.0% 0.0% 16.1% -30.5% 74 -2.3K -22 0.00 157.99 N/A N/A 0 0 4 1
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