PID Options History — November 2024 In November 2024, PID traded between $18.79 and $19.29. ATM implied volatility averaged 29.4%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 17.2% (HV 20d: 12.2%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-20 : Highest Volume — 12 contracts2024-11-20 : Largest IV spike — 119.9% change2024-11-25 : Highest IV Rank — 23.0%2024-11-25 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $19.03 $18.79 $19.29 $19.09 $19.03 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 29.4% 11.8% 55.0% 49.5% 40.5% Expected Move 7.6% 3.3% 15.8% 14.2% 11.6% HV 20d 12.2% 9.9% 15.9% 10.1% 15.8% HV 60d 11.0% 10.1% 12.6% 10.1% 12.6% IV Rank 10.4% 1.7% 23.0% 20.6% 15.8% IV Percentile 51.8% 7.1% 88.1% 81.3% 80.2% Term Structure 0.5% -39.3% 18.0% -39.3% -14.3% VWIV 27.2% 27.2% 27.2% 27.2% 27.2% Skew 25d -2.9% -21.7% 8.1% 5.5% 1.8% Skew 10d -0.5% -22.9% 13.8% 13.8% 13.0% Call IV 25d 32.9% 11.3% 60.4% 60.4% 53.3% Put IV 25d 30.0% 10.2% 65.9% 65.9% 55.1% Bid-Ask Spread % 153.66 142.74 166.56 161.49 166.56 Gamma HHI 0.67 0.60 0.81 0.61 0.70 Net GEX 1.2K 685 1.9K 1.8K 880 Net DEX -9.0K -13.6K -3.4K -7.4K -12.3K Net VEX -43 -49 -34 -45 -40 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 0.65 0 12 0 0 Total OI 18.85 18 20 18 20
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 2024-11-01 $19.09 $0.00 49.5% 14.2% 10.1% 20.6% 0.0% 5.5% -39.3% 1.8K -7.4K -45 0.00 161.49 N/A N/A 0 0 16 2 2024-11-04 $19.09 $19.00 15.0% 3.3% 9.9% 3.7% 0.0% -0.3% 15.8% 1.5K -8.8K -48 0.00 148.72 N/A N/A 0 0 16 2 2024-11-05 $19.23 $19.00 18.3% 4.2% 10.3% 5.3% 0.0% 2.9% 12.6% 1.9K -9.1K -46 0.00 144.40 N/A N/A 0 0 16 2 2024-11-06 $19.14 $19.00 22.8% 5.4% 10.2% 7.1% 0.0% -13.7% 10.5% 1.4K -9.8K -49 0.00 151.87 N/A N/A 0 0 16 2 2024-11-07 $19.29 $19.00 16.8% 3.3% 10.4% 4.1% 0.0% -12.3% 16.0% 1.7K -10.3K -48 0.00 157.08 N/A N/A 0 0 16 2 2024-11-08 $18.99 $19.00 22.6% 5.9% 11.2% 7.0% 0.0% -21.7% -3.2% 1.3K -8.4K -46 0.00 149.70 N/A N/A 0 1 16 2 2024-11-11 $19.23 $19.00 43.2% 3.7% 12.2% 17.1% 0.0% -5.8% 13.2% 1.7K -8.3K -44 0.00 143.49 N/A N/A 0 0 16 3 2024-11-12 $19.02 $19.00 21.7% 4.7% 12.7% 6.6% 0.0% -20.5% 7.2% 685 -8.9K -46 0.00 152.58 N/A N/A 0 0 16 3 2024-11-13 $18.91 $19.00 32.8% 9.4% 11.7% 12.0% 0.0% 2.0% -7.2% 702 -9.3K -46 0.00 151.40 N/A N/A 0 0 16 3 2024-11-14 $18.86 $19.00 18.4% 5.3% 11.5% 4.9% 0.0% -2.0% 17.3% 1.2K -4.4K -37 0.00 143.03 N/A N/A 0 0 16 3 2024-11-15 $18.79 $19.00 13.8% 4.0% 11.2% 2.7% 0.0% 8.1% 17.7% 1.3K -3.4K -36 0.00 146.09 N/A N/A 0 0 16 3 2024-11-18 $18.85 $19.00 24.0% 6.9% 11.4% 7.7% 0.0% -4.7% 15.2% 1.3K -5.5K -34 0.00 144.11 N/A N/A 0 0 16 2 2024-11-19 $19.02 $19.00 11.8% 3.4% 12.1% 1.7% 0.0% -4.1% 18.0% 1.5K -6.3K -36 0.00 142.74 N/A N/A 0 0 16 2 2024-11-20 $18.87 $19.00 25.9% 7.4% 12.0% 8.6% 27.2% -13.5% 1.7% 1.3K -6.6K -37 0.00 146.89 N/A N/A 12 0 16 2 2024-11-21 $19.16 $19.00 36.7% 10.5% 13.5% 13.9% 0.0% 6.9% -6.2% 1.1K -12.3K -45 0.00 164.67 N/A N/A 0 0 18 2 2024-11-22 $18.95 $19.00 38.2% 11.0% 13.9% 14.7% 0.0% 4.0% -8.1% 957 -11.6K -44 0.00 165.02 N/A N/A 0 0 18 2 2024-11-25 $19.04 $19.00 55.0% 15.8% 14.1% 23.0% 0.0% 2.3% -37.8% 873 -12.5K -43 0.00 164.07 N/A N/A 0 0 18 2 2024-11-26 $18.86 $19.00 39.4% 11.3% 13.9% 15.3% 0.0% 2.4% -9.6% 939 -10.9K -41 0.00 164.64 N/A N/A 0 0 18 2 2024-11-27 $19.25 $19.00 41.7% 12.0% 15.9% 16.4% 0.0% 4.0% -10.0% 964 -13.6K -42 0.00 164.61 N/A N/A 0 0 18 2 2024-11-29 $19.03 $19.00 40.5% 11.6% 15.8% 15.8% 0.0% 1.8% -14.3% 880 -12.3K -40 0.00 166.56 N/A N/A 0 0 18 2
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