PID Options History — August 2021

In August 2021, PID traded between $17.64 and $18.11. ATM implied volatility averaged 24.8%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 13.7% (HV 20d: 11.1%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2021-08-10: Highest Volume — 1 contracts
2021-08-17: Largest IV spike — 226.0% change
2021-08-09: Highest IV Rank — 33.7%
2021-08-27: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.92	$17.64	$18.11	$17.72	$18.03
Max Pain	$17.10	$17.00	$18.00	$18.00	$17.00
ATM IV	24.8%	10.1%	42.2%	26.4%	32.0%
Expected Move	6.8%	2.9%	9.7%	7.6%	9.2%
HV 20d	11.1%	7.0%	15.0%	15.0%	9.8%
HV 60d	11.4%	10.7%	12.3%	12.3%	11.3%
IV Rank	16.6%	2.3%	33.7%	18.3%	23.7%
IV Percentile	29.7%	3.6%	63.1%	29.8%	46.0%
Term Structure	-1.3%	-25.8%	19.3%	9.0%	-11.5%
VWIV	27.9%	27.9%	27.9%	27.9%	27.9%
Skew 25d	1.4%	-16.2%	30.4%	-14.3%	6.4%
Skew 10d	-0.9%	-25.8%	24.6%	-25.4%	-10.0%
Call IV 25d	29.2%	8.9%	55.8%	28.0%	39.2%
Put IV 25d	30.6%	13.2%	65.8%	13.7%	45.6%
Bid-Ask Spread %	136.88	109.03	163.12	139.87	139.01
Gamma HHI	0.52	0.31	0.95	0.37	0.33
Net GEX	2.6K	-191	15.9K	-191	1
Net DEX	-15.8K	-30.4K	-2.1K	-3.0K	-2.1K
Net VEX	-76	-161	-16	-77	-37
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	0.091	0	1	0	0
Total OI	66.545	50	76	50	50

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2021-08-02	$17.72	$0.00	26.4%	7.6%	15.0%	18.3%	0.0%	-14.3%	9.0%	-191	-3.0K	-77	139.87	N/A	N/A	0	23	27
2021-08-03	$17.81	$18.00	33.1%	9.5%	14.7%	24.8%	0.0%	2.2%	0.9%	1.4K	-17.8K	-150	163.12	N/A	N/A	0	49	27
2021-08-04	$17.81	$18.00	25.7%	7.4%	14.7%	17.5%	0.0%	12.7%	-9.4%	2.3K	-21.0K	-144	143.66	N/A	N/A	0	49	27
2021-08-05	$17.89	$17.00	18.9%	5.6%	13.8%	10.8%	0.0%	-3.3%	-4.2%	3.0K	-25.0K	-91	131.80	N/A	N/A	0	49	27
2021-08-06	$17.89	$17.00	23.1%	4.3%	12.9%	15.0%	0.0%	-3.8%	11.7%	2.7K	-20.0K	-126	135.70	N/A	N/A	0	49	27
2021-08-09	$17.86	$17.00	42.2%	8.8%	12.9%	33.7%	0.0%	0.2%	-25.8%	1.9K	-21.3K	-161	143.63	N/A	N/A	0	49	27
2021-08-10	$17.92	$17.00	26.3%	6.8%	12.8%	18.1%	27.9%	5.0%	-13.4%	3.5K	-26.0K	-78	130.81	N/A	N/A	1	49	27
2021-08-11	$18.05	$17.00	14.8%	4.2%	13.0%	6.8%	0.0%	-0.7%	-2.2%	5.7K	-28.4K	-52	139.43	N/A	N/A	0	49	27
2021-08-12	$18.02	$17.00	26.5%	7.6%	12.5%	18.3%	0.0%	-7.1%	-7.4%	11.7K	-27.0K	-98	151.95	N/A	N/A	0	49	27
2021-08-13	$18.11	$17.00	19.4%	5.6%	12.5%	11.3%	0.0%	1.8%	-0.9%	2.2K	-28.5K	-54	144.49	N/A	N/A	0	49	27
2021-08-16	$18.03	$17.00	10.1%	2.9%	7.7%	2.3%	0.0%	4.3%	11.0%	15.9K	-30.4K	-53	116.68	N/A	N/A	0	49	27
2021-08-17	$17.91	$17.00	33.1%	9.5%	7.6%	24.7%	0.0%	-16.2%	-20.5%	1.3K	-23.2K	-80	129.34	N/A	N/A	0	49	27
2021-08-18	$17.89	$17.00	32.1%	9.2%	7.0%	23.8%	0.0%	-2.2%	-4.3%	1.8K	-27.0K	-111	145.94	N/A	N/A	0	49	27
2021-08-19	$17.64	$17.00	33.0%	9.5%	8.9%	24.7%	0.0%	-12.7%	12.4%	1.7K	-16.5K	-83	140.69	N/A	N/A	0	49	27
2021-08-20	$17.73	$17.00	12.8%	3.7%	9.0%	4.9%	0.0%	-3.0%	19.3%	403	-4.9K	-47	109.03	N/A	N/A	0	49	27
2021-08-23	$17.95	$17.00	26.9%	7.7%	9.9%	18.7%	0.0%	0.7%	6.5%	-98	-2.3K	-54	129.44	N/A	N/A	0	23	27
2021-08-24	$18.01	$17.00	25.8%	7.4%	9.9%	17.6%	0.0%	23.4%	7.4%	615	-3.5K	-23	148.31	N/A	N/A	0	23	27
2021-08-25	$18.01	$17.00	20.9%	6.0%	9.5%	12.8%	0.0%	-9.3%	-17.6%	601	-3.0K	-16	135.15	N/A	N/A	0	23	27
2021-08-26	$17.86	$17.00	16.4%	4.7%	9.4%	8.5%	0.0%	13.6%	3.6%	647	-4.9K	-37	128.99	N/A	N/A	0	23	27
2021-08-27	$18.03	$17.00	33.9%	9.7%	9.9%	25.5%	0.0%	30.4%	3.8%	166	-8.7K	-76	122.00	N/A	N/A	0	23	27
2021-08-30	$18.02	$17.00	12.3%	3.5%	9.9%	4.4%	0.0%	2.8%	3.3%	736	-3.5K	-20	142.33	N/A	N/A	1	23	27
2021-08-31	$18.03	$17.00	32.0%	9.2%	9.8%	23.7%	0.0%	6.4%	-11.5%	1	-2.1K	-37	139.01	N/A	N/A	0	23	27