PID Options History — December 2024 In December 2024, PID traded between $18.19 and $19.58. ATM implied volatility averaged 45.8%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 25.8% (HV 20d: 20.0%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-24 : Highest Volume — 2 contracts2024-12-03 : Largest IV spike — 77.3% change2024-12-31 : Highest IV Rank — 42.8%2024-12-03 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.76 $18.19 $19.58 $19.06 $18.32 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 45.8% 28.2% 84.2% 47.5% 48.6% Expected Move 12.1% 8.1% 24.1% 13.6% 13.9% HV 20d 20.0% 15.8% 23.3% 15.8% 20.4% HV 60d 14.8% 12.4% 16.2% 12.5% 15.8% IV Rank 24.5% 9.7% 42.8% 19.2% 42.8% IV Percentile 82.5% 56.7% 94.8% 87.3% 92.5% Term Structure -10.2% -42.0% 23.1% -17.2% -17.3% Skew 25d 8.6% -16.7% 47.2% 2.1% 30.4% Skew 10d 8.6% -6.7% 39.1% 12.9% 3.8% Call IV 25d 36.0% 14.5% 102.6% 53.0% 26.4% Put IV 25d 44.6% 15.2% 109.0% 55.1% 56.8% Bid-Ask Spread % 175.98 164.57 186.51 166.78 171.55 Gamma HHI 0.55 0.39 0.70 0.69 0.46 Net GEX 761 9 1.4K 1.0K 164 Net DEX -11.0K -19.1K -627 -11.8K -5.8K Net VEX -35 -49 -21 -37 -28 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 0.286 0 2 1 0 Total OI 17.905 5 23 20 7
Daily Data (21 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 2024-12-02 $19.06 $19.00 47.5% 13.6% 15.8% 19.2% 0.0% 2.1% -17.2% 1.0K -11.8K -37 0.00 166.78 N/A N/A 1 0 18 2 2024-12-03 $19.12 $19.00 84.2% 24.1% 15.9% 37.3% 0.0% 6.3% -30.2% 752 -15.1K -43 0.00 186.51 N/A N/A 1 0 19 2 2024-12-04 $19.37 $19.00 28.2% 8.1% 16.3% 9.7% 0.0% 2.9% 23.1% 1.3K -16.0K -46 0.00 164.57 N/A N/A 0 0 20 2 2024-12-05 $19.58 $0.00 49.0% 9.8% 16.6% 20.0% 0.0% 2.9% -5.9% 1.3K -17.9K -46 0.00 179.86 N/A N/A 1 0 20 2 2024-12-06 $19.11 $0.00 50.4% 9.6% 18.7% 20.7% 0.0% 2.4% -7.8% 1.1K -15.9K -49 0.00 179.95 N/A N/A 0 0 21 2 2024-12-09 $19.06 $0.00 56.9% 9.7% 17.8% 23.9% 0.0% 0.7% -8.0% 1.1K -15.3K -45 0.00 179.73 N/A N/A 0 0 21 2 2024-12-10 $18.96 $0.00 58.9% 9.9% 17.3% 24.9% 0.0% 0.7% -7.3% 1.0K -14.6K -40 0.00 179.06 N/A N/A 0 0 21 2 2024-12-11 $19.53 $0.00 38.8% 11.1% 19.9% 15.0% 0.0% 1.2% -6.9% 1.2K -19.1K -44 0.00 179.00 N/A N/A 0 0 21 2 2024-12-12 $19.34 $0.00 31.9% 9.1% 20.2% 11.5% 0.0% -16.7% -3.3% 1.3K -17.8K -40 0.00 178.90 N/A N/A 0 0 21 2 2024-12-13 $18.95 $0.00 34.8% 10.0% 21.5% 18.6% 0.0% 1.1% -6.2% 1.1K -14.6K -40 0.00 177.97 N/A N/A 0 0 21 2 2024-12-16 $18.79 $0.00 37.0% 10.6% 21.7% 20.1% 0.0% 8.6% -7.6% 1.4K -10.9K -34 0.00 178.63 N/A N/A 0 0 21 2 2024-12-17 $18.68 $0.00 38.8% 11.1% 21.8% 21.3% 0.0% 0.4% -8.7% 1.1K -11.8K -33 0.00 178.48 N/A N/A 0 0 21 2 2024-12-18 $18.19 $0.00 38.2% 11.0% 23.3% 20.9% 0.0% 0.8% -8.1% 618 -13.1K -31 0.00 177.50 N/A N/A 0 0 21 2 2024-12-19 $18.25 $0.00 56.3% 16.1% 23.3% 33.6% 0.0% -1.1% -42.0% 813 -9.4K -27 0.00 177.40 N/A N/A 0 0 21 2 2024-12-20 $18.30 $0.00 40.7% 11.7% 22.5% 22.7% 0.0% 9.1% -11.5% 11 -627 -21 0.00 173.51 N/A N/A 0 0 21 2 2024-12-23 $18.23 $0.00 40.2% 11.5% 22.3% 22.4% 0.0% -2.5% -11.4% 9 -884 -21 0.00 169.81 N/A N/A 1 0 3 2 2024-12-24 $18.33 $0.00 52.3% 15.0% 22.3% 30.8% 0.0% 47.2% -18.9% 75 -3.6K -23 0.00 171.30 N/A N/A 2 0 4 1 2024-12-26 $18.33 $0.00 41.3% 11.8% 22.1% 23.1% 0.0% 26.6% -10.5% 170 -5.9K -29 0.00 169.88 N/A N/A 0 0 6 1 2024-12-27 $18.29 $0.00 43.1% 12.3% 20.6% 36.9% 0.0% 28.4% -12.0% 166 -5.8K -29 0.00 183.30 N/A N/A 0 0 6 1 2024-12-30 $18.25 $0.00 45.0% 12.9% 20.3% 39.0% 0.0% 28.9% 3.1% 163 -5.7K -29 0.00 171.85 N/A N/A 0 0 6 1 2024-12-31 $18.32 $0.00 48.6% 13.9% 20.4% 42.8% 0.0% 30.4% -17.3% 164 -5.8K -28 0.00 171.55 N/A N/A 0 0 6 1
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