PID Options History — October 2021

In October 2021, PID traded between $17.66 and $18.58. ATM implied volatility averaged 33.0%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 21.0% (HV 20d: 11.9%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.78.

Notable Days

2021-10-27: Highest Volume — 49 contracts
2021-10-21: Largest IV spike — 112.7% change
2021-10-04: Highest IV Rank — 67.7%
2021-10-04: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.20	$17.66	$18.58	$17.70	$18.35
Max Pain	$16.00	$16.00	$16.00	$16.00	$16.00
ATM IV	33.0%	13.5%	76.8%	39.2%	19.1%
Expected Move	7.4%	3.9%	11.3%	11.2%	5.5%
HV 20d	11.9%	7.9%	14.9%	13.7%	9.2%
HV 60d	11.5%	10.9%	12.6%	12.6%	11.1%
IV Rank	26.6%	7.0%	67.7%	30.8%	13.8%
IV Percentile	46.9%	9.9%	96.8%	63.9%	19.8%
Term Structure	-4.7%	-23.7%	11.7%	-10.0%	-9.5%
VWIV	45.3%	14.0%	83.3%	52.7%	20.9%
Skew 25d	-5.9%	-38.4%	18.7%	-38.4%	-15.5%
Skew 10d	-7.7%	-34.6%	23.6%	-34.6%	-4.5%
Call IV 25d	30.6%	8.2%	78.6%	78.6%	32.9%
Put IV 25d	24.8%	12.5%	58.3%	40.2%	17.4%
Bid-Ask Spread %	135.88	99.58	167.99	167.99	101.89
Gamma HHI	0.40	0.34	0.52	0.38	0.43
Net GEX	1.1K	749	1.5K	853	1.1K
Net DEX	-10.9K	-15.4K	-6.1K	-8.3K	-12.6K
Net VEX	-64	-90	-46	-61	-60
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.00	1.09	0.00	0.96
Total Volume	17.143	0	49	0	49
Total OI	34.905	31	47	31	47

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
2021-10-01	$17.70	$0.00	39.2%	11.2%	13.7%	30.8%	0.0%	-38.4%	-10.0%	853	-8.3K	-61	0.00	167.99	N/A	N/A	0	0	31	0
2021-10-04	$17.70	$0.00	76.8%	11.3%	13.7%	67.7%	0.0%	3.0%	-23.7%	772	-6.1K	-46	0.00	167.68	N/A	N/A	0	0	31	0
2021-10-05	$17.78	$0.00	41.0%	7.3%	13.8%	32.6%	0.0%	-5.3%	-4.4%	819	-8.1K	-55	0.00	151.52	N/A	N/A	0	0	31	0
2021-10-06	$17.66	$0.00	29.1%	6.8%	13.8%	20.9%	0.0%	6.8%	-7.1%	879	-7.6K	-56	0.00	136.75	N/A	N/A	0	0	31	0
2021-10-07	$17.84	$0.00	30.4%	7.9%	14.4%	22.2%	0.0%	18.7%	-3.3%	749	-7.7K	-52	0.00	103.23	N/A	N/A	0	0	31	0
2021-10-08	$17.95	$0.00	52.8%	7.2%	14.5%	44.2%	0.0%	17.6%	-4.0%	923	-7.8K	-54	0.00	135.38	N/A	N/A	0	0	31	0
2021-10-11	$17.91	$0.00	54.9%	7.4%	14.5%	46.1%	0.0%	2.9%	-1.8%	1.1K	-9.9K	-68	0.00	138.61	N/A	N/A	0	0	31	0
2021-10-12	$17.94	$0.00	55.6%	7.5%	14.5%	46.9%	0.0%	3.6%	2.1%	1.3K	-11.7K	-74	0.00	148.06	N/A	N/A	0	0	31	0
2021-10-13	$18.10	$0.00	34.8%	10.0%	14.6%	26.5%	0.0%	-21.5%	-1.9%	1.2K	-13.2K	-82	0.00	152.45	N/A	N/A	0	0	31	0
2021-10-14	$18.32	$0.00	27.3%	7.8%	14.9%	22.5%	0.0%	-15.6%	-1.0%	1.2K	-9.7K	-61	0.00	139.01	N/A	N/A	0	0	31	0
2021-10-15	$18.43	$0.00	35.9%	10.3%	14.1%	32.4%	0.0%	-0.1%	-11.1%	1.1K	-11.0K	-65	0.00	155.95	N/A	N/A	0	0	31	0
2021-10-18	$18.40	$0.00	14.0%	4.0%	10.6%	7.6%	0.0%	-18.1%	6.8%	1.3K	-11.1K	-63	0.00	147.26	N/A	N/A	0	0	31	0
2021-10-19	$18.47	$0.00	20.0%	5.7%	10.2%	14.9%	0.0%	-16.6%	-11.3%	1.2K	-10.4K	-59	0.00	139.71	N/A	N/A	2	0	31	0
2021-10-20	$18.58	$0.00	13.5%	3.9%	9.9%	7.0%	0.0%	12.8%	11.7%	1.1K	-11.5K	-57	0.00	99.58	N/A	N/A	23	0	33	0
2021-10-21	$18.47	$0.00	28.8%	8.3%	10.1%	25.7%	52.7%	-8.6%	-21.5%	1.3K	-15.4K	-80	1.00	137.72	N/A	N/A	23	23	33	0
2021-10-22	$18.54	$16.00	27.3%	7.8%	10.0%	23.8%	40.1%	-7.2%	8.0%	1.4K	-15.2K	-90	1.00	130.19	N/A	N/A	23	23	33	8
2021-10-25	$18.56	$16.00	23.9%	6.9%	9.9%	19.7%	79.7%	-5.0%	-2.1%	1.3K	-11.9K	-67	1.09	126.81	N/A	N/A	23	25	33	8
2021-10-26	$18.57	$16.00	22.4%	6.4%	7.9%	17.8%	83.3%	-9.1%	-0.3%	969	-11.6K	-59	1.09	138.20	N/A	N/A	23	25	33	11
2021-10-27	$18.47	$16.00	15.4%	4.4%	8.3%	9.2%	14.0%	-12.5%	4.1%	1.5K	-14.6K	-78	0.96	101.86	N/A	N/A	25	24	33	11
2021-10-28	$18.52	$16.00	29.6%	8.5%	8.3%	26.6%	26.7%	-15.3%	-17.9%	1.5K	-14.3K	-67	0.96	133.68	N/A	N/A	25	24	35	12
2021-10-29	$18.35	$16.00	19.1%	5.5%	9.2%	13.8%	20.9%	-15.5%	-9.5%	1.1K	-12.6K	-60	0.96	101.89	N/A	N/A	25	24	35	12