PID Options History — September 2024 In September 2024, PID traded between $19.37 and $19.87. ATM implied volatility averaged 37.8%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 28.4% (HV 20d: 9.4%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-10 : Highest Volume — 1 contracts2024-09-09 : Largest IV spike — 126.5% change2024-09-18 : Highest IV Rank — 24.7%2024-09-18 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.66 $19.37 $19.87 $19.42 $19.73 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 37.8% 12.8% 64.4% 45.0% 40.4% Expected Move 11.5% 7.4% 18.5% 12.9% 11.6% HV 20d 9.4% 8.4% 10.4% 9.0% 10.4% HV 60d 10.8% 10.5% 11.2% 11.0% 11.1% IV Rank 13.2% 2.3% 24.7% 16.3% 14.3% IV Percentile 59.5% 8.7% 77.4% 69.0% 70.2% Term Structure -8.3% -38.7% 19.3% -18.0% -6.8% Skew 25d 7.2% -1.0% 29.9% 7.1% 24.6% Skew 10d 12.3% 2.9% 46.3% 14.3% 14.2% Call IV 25d 44.2% 31.6% 57.8% 43.1% 53.1% Put IV 25d 51.4% 30.6% 87.6% 50.3% 77.7% Bid-Ask Spread % 173.63 148.20 193.52 164.50 171.41 Gamma HHI 0.56 0.44 0.69 0.45 0.58 Net GEX 472 161 1.2K 406 191 Net DEX -6.5K -8.4K -5.3K -7.3K -5.4K Net VEX -29 -36 -24 -27 -32 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 1 0 0 Total OI 9.45 8 12 9 8
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 2024-09-03 $19.42 $18.00 45.0% 12.9% 9.0% 16.3% 0.0% 7.1% -18.0% 406 -7.3K -27 0.00 164.50 N/A N/A 0 0 8 1 2024-09-04 $19.52 $18.00 25.7% 7.4% 8.4% 7.9% 0.0% -1.0% 19.3% 505 -7.4K -26 0.00 148.20 N/A N/A 0 0 8 1 2024-09-05 $19.52 $0.00 12.8% 9.7% 8.5% 2.3% 0.0% 4.3% -8.7% 795 -6.8K -24 0.00 175.37 N/A N/A 0 0 8 1 2024-09-06 $19.38 $0.00 16.6% 10.1% 8.6% 3.9% 0.0% 4.7% -8.1% 636 -6.2K -24 0.00 175.17 N/A N/A 0 0 8 1 2024-09-09 $19.54 $0.00 37.5% 10.1% 8.9% 13.0% 0.0% 4.7% -8.8% 609 -7.3K -24 0.00 174.70 N/A N/A 0 0 8 1 2024-09-10 $19.37 $0.00 26.8% 10.4% 9.7% 8.4% 0.0% 4.1% -9.2% 545 -6.6K -24 0.00 174.54 N/A N/A 0 1 8 1 2024-09-11 $19.48 $0.00 36.4% 10.4% 9.4% 12.6% 0.0% 3.9% -9.0% 730 -5.5K -27 0.00 174.42 N/A N/A 0 0 8 2 2024-09-12 $19.66 $0.00 35.8% 10.3% 9.8% 12.3% 0.0% 3.4% -9.4% 742 -6.9K -28 0.00 173.98 N/A N/A 0 0 8 2 2024-09-13 $19.73 $0.00 35.2% 10.1% 9.5% 12.0% 0.0% 9.4% -10.5% 549 -7.4K -28 0.00 173.96 N/A N/A 0 0 8 2 2024-09-16 $19.84 $0.00 36.8% 10.5% 9.6% 12.7% 0.0% 1.8% -15.4% 1.2K -7.9K -26 0.00 173.88 N/A N/A 1 0 8 2 2024-09-17 $19.73 $0.00 37.4% 10.7% 9.5% 13.0% 0.0% 1.2% -11.0% 456 -8.4K -31 0.00 173.77 N/A N/A 0 1 9 2 2024-09-18 $19.68 $0.00 64.4% 18.5% 9.5% 24.7% 0.0% 29.9% -38.7% 221 -7.4K -36 0.00 193.52 N/A N/A 0 0 9 3 2024-09-19 $19.82 $0.00 37.5% 10.7% 9.7% 13.0% 0.0% 2.5% -6.4% 459 -7.7K -35 0.00 173.43 N/A N/A 0 0 9 3 2024-09-20 $19.85 $0.00 37.5% 10.8% 9.5% 13.1% 0.0% 3.0% -6.7% 414 -5.3K -33 0.00 173.65 N/A N/A 0 0 9 3 2024-09-23 $19.70 $0.00 51.4% 14.7% 9.1% 19.1% 0.0% 2.8% -8.4% 185 -5.3K -33 0.00 173.43 N/A N/A 0 0 6 2 2024-09-24 $19.83 $0.00 33.1% 9.5% 9.3% 11.1% 0.0% 3.3% -2.9% 209 -5.7K -33 0.00 175.89 N/A N/A 0 0 6 2 2024-09-25 $19.66 $0.00 38.3% 11.0% 9.9% 13.4% 0.0% 24.4% -8.2% 209 -5.3K -32 0.00 172.87 N/A N/A 0 0 6 2 2024-09-26 $19.87 $0.00 63.0% 18.1% 10.3% 24.1% 0.0% 1.5% -13.0% 161 -5.6K -32 0.00 184.50 N/A N/A 0 0 6 2 2024-09-27 $19.85 $0.00 44.6% 12.8% 10.2% 16.1% 0.0% 7.6% 14.1% 206 -5.7K -32 0.00 171.40 N/A N/A 0 0 6 2 2024-09-30 $19.73 $0.00 40.4% 11.6% 10.4% 14.3% 0.0% 24.6% -6.8% 191 -5.4K -32 0.00 171.41 N/A N/A 0 0 6 2
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