Here is a base R version
plot(df)
grid()
abline(h=c(-1.5, 1.5))
with(df[which(!df$pd>-1.5 | df$pd>1.5), ],
text(its, pd, sprintf('I%d', its), pos=3))
Do you think red colour and/or label boxes add valuable information? Intervals should be right-open!