PID Options History — October 2024

In October 2024, PID traded between $19.13 and $19.96. ATM implied volatility averaged 33.3%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 22.4% (HV 20d: 10.9%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-24: Highest Volume — 10 contracts
  • 2024-10-23: Largest IV spike — 252.8% change
  • 2024-10-08: Highest IV Rank — 30.0%
  • 2024-10-01: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.61$19.13$19.96$19.88$19.13
ATM IV33.3%10.9%76.6%47.4%14.4%
Expected Move8.2%3.1%13.6%13.6%4.1%
HV 20d10.9%10.2%11.5%10.5%10.5%
HV 60d11.1%10.0%11.6%11.2%10.3%
IV Rank11.9%1.7%30.0%17.3%3.4%
IV Percentile49.6%4.8%84.1%75.0%15.9%
Term Structure-3.3%-21.5%14.5%-5.3%-3.1%
Skew 25d3.2%-14.1%29.7%29.7%3.4%
Skew 10d5.9%-10.5%22.0%22.0%7.6%
Call IV 25d30.5%10.7%57.7%55.5%14.4%
Put IV 25d33.8%12.0%85.2%85.2%17.8%
Bid-Ask Spread %166.00147.10184.56175.02155.88
Gamma HHI0.590.500.710.580.62
Net GEX5271782.1K1801.7K
Net DEX-6.9K-14.6K-4.7K-5.7K-8.3K
Net VEX-34-58-25-32-47
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.43501000
Total OI10.174818818

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$19.88$0.0047.4%13.6%10.5%17.3%0.0%29.7%-5.3%180-5.7K-320.00175.02N/AN/A0062
2024-10-02$19.73$0.0045.9%13.2%10.8%16.7%0.0%4.4%-12.9%183-5.4K-310.00172.91N/AN/A0062
2024-10-03$19.53$0.0046.6%9.4%11.5%17.0%0.0%5.1%-6.0%186-4.9K-310.00176.19N/AN/A0062
2024-10-04$19.66$0.0048.3%8.9%11.4%17.7%0.0%4.3%-6.6%191-5.2K-310.00184.56N/AN/A0062
2024-10-07$19.52$0.0071.1%9.6%11.3%27.6%0.0%4.9%-5.0%182-4.9K-310.00177.37N/AN/A0062
2024-10-08$19.46$0.0076.6%10.1%10.9%30.0%0.0%-2.8%2.5%178-4.8K-300.00176.91N/AN/A0062
2024-10-09$19.55$0.0034.3%9.8%10.8%11.6%0.0%16.7%-5.4%205-5.0K-300.00176.32N/AN/A0062
2024-10-10$19.42$0.0036.7%10.5%10.6%14.3%0.0%11.4%1.9%185-4.7K-300.00173.56N/AN/A0062
2024-10-11$19.59$0.0039.3%11.3%11.0%15.6%0.0%2.8%-18.6%194-5.1K-300.00178.84N/AN/A0062
2024-10-14$19.60$0.0034.7%9.9%10.8%13.3%0.0%0.3%-6.4%219-5.1K-290.00172.92N/AN/A0062
2024-10-15$19.58$0.0036.3%10.4%10.6%14.1%0.0%2.5%-7.5%233-5.0K-290.00169.37N/AN/A0062
2024-10-16$19.83$0.0011.4%3.3%11.5%1.9%0.0%0.9%13.9%409-6.1K-280.00156.44N/AN/A0062
2024-10-17$19.87$0.0012.2%3.5%11.3%2.3%0.0%1.1%9.1%378-6.2K-280.00156.42N/AN/A0062
2024-10-18$19.96$0.0011.8%3.4%11.4%2.1%0.0%1.5%-1.6%516-7.1K-250.00160.35N/AN/A0062
2024-10-21$19.83$0.0025.2%7.2%11.3%8.7%0.0%1.0%-5.4%202-5.5K-280.00160.90N/AN/A0062
2024-10-22$19.77$0.0010.9%3.1%11.1%1.7%0.0%2.1%0.8%563-6.3K-250.00147.10N/AN/A0062
2024-10-23$19.60$0.0038.3%11.0%11.1%15.1%0.0%-7.4%-9.8%498-5.4K-260.00153.95N/AN/A0062
2024-10-24$19.56$0.0020.1%5.8%10.4%6.2%0.0%0.8%12.0%302-5.0K-270.00155.89N/AN/A10062
2024-10-25$19.58$0.0041.4%11.9%10.4%16.6%0.0%3.2%-10.8%769-14.6K-580.00166.77N/AN/A00162
2024-10-28$19.60$0.0022.3%6.4%10.2%7.3%0.0%-14.1%-21.5%2.1K-13.6K-540.00157.62N/AN/A00162
2024-10-29$19.37$0.0025.8%7.4%10.5%9.0%0.0%0.1%14.5%1.2K-12.4K-550.00151.74N/AN/A00162
2024-10-30$19.36$0.0013.9%4.0%10.2%3.2%0.0%2.5%-3.7%1.3K-12.2K-540.00160.91N/AN/A00162
2024-10-31$19.13$0.0014.4%4.1%10.5%3.4%0.0%3.4%-3.1%1.7K-8.3K-470.00155.88N/AN/A00162