PID Options History — November 2021

In November 2021, PID traded between $17.54 and $18.57. ATM implied volatility averaged 30.6%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 21.8% (HV 20d: 8.7%). 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 4 of 21 days. Put/call ratio averaged 2.14.

Notable Days

2021-11-10: Highest Volume — 94 contracts
2021-11-05: Largest IV spike — 167.1% change
2021-11-24: Highest IV Rank — 67.0%
2021-11-24: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.26	$17.54	$18.57	$18.50	$17.54
Max Pain	$16.00	$16.00	$16.00	$16.00	$16.00
ATM IV	30.6%	15.1%	59.6%	28.3%	42.0%
Expected Move	8.5%	4.8%	17.1%	8.1%	12.0%
HV 20d	8.7%	7.8%	10.2%	9.4%	10.2%
HV 60d	11.0%	10.5%	11.6%	11.2%	11.6%
IV Rank	29.2%	8.9%	67.0%	25.0%	44.2%
IV Percentile	48.6%	13.9%	94.8%	43.7%	76.6%
Term Structure	-7.9%	-39.2%	19.9%	-39.2%	-20.2%
VWIV	35.1%	15.5%	65.6%	49.1%	64.8%
Skew 25d	-0.0%	-30.1%	34.4%	-13.7%	-0.5%
Skew 10d	0.6%	-29.1%	27.8%	22.4%	5.1%
Call IV 25d	30.8%	8.2%	69.8%	26.4%	60.4%
Put IV 25d	30.8%	12.0%	59.9%	12.7%	59.9%
Bid-Ask Spread %	131.81	85.69	163.52	113.98	148.08
Gamma HHI	0.28	0.23	0.48	0.31	0.25
Net GEX	1.0K	607	2.1K	1.4K	607
Net DEX	-9.1K	-15.6K	-1.3K	-15.6K	-3.2K
Net VEX	-99	-128	-58	-77	-104
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.14	1.52	2.76	1.52	1.57
Total Volume	77.048	59	94	63	59
Total OI	61.143	47	69	47	53

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
2021-11-01	$18.50	$16.00	28.3%	8.1%	9.4%	25.0%	49.1%	-13.7%	-39.2%	1.4K	-15.6K	-77	1.52	113.98	N/A	N/A	25	38	35	12
2021-11-02	$18.44	$16.00	24.5%	7.0%	9.6%	20.4%	41.0%	-19.2%	-10.2%	1.4K	-11.6K	-58	1.84	150.87	N/A	N/A	25	46	35	14
2021-11-03	$18.50	$16.00	20.1%	5.8%	9.0%	15.0%	24.4%	-28.0%	8.5%	963	-12.3K	-106	2.28	139.26	N/A	N/A	25	57	35	24
2021-11-04	$18.39	$16.00	15.1%	7.1%	9.0%	8.9%	17.1%	12.3%	-0.6%	1.3K	-13.0K	-110	2.28	100.59	N/A	N/A	25	57	35	31
2021-11-05	$18.52	$16.00	40.3%	7.7%	9.0%	42.0%	15.5%	-9.8%	-10.0%	865	-10.8K	-102	2.28	112.28	N/A	N/A	25	57	35	31
2021-11-08	$18.48	$16.00	31.7%	6.6%	9.0%	30.9%	34.4%	7.7%	19.9%	1.0K	-12.4K	-104	2.28	136.46	N/A	N/A	25	57	35	31
2021-11-09	$18.57	$16.00	37.5%	9.4%	9.1%	38.4%	34.8%	-5.5%	-14.6%	944	-12.3K	-117	2.60	137.59	N/A	N/A	25	65	35	31
2021-11-10	$18.45	$16.00	29.0%	8.3%	9.1%	27.4%	24.8%	6.5%	-11.7%	865	-8.8K	-104	2.76	128.43	N/A	N/A	25	69	35	33
2021-11-11	$18.38	$16.00	27.8%	8.0%	8.3%	25.8%	35.2%	1.3%	-5.1%	1.2K	-13.0K	-95	2.76	134.15	N/A	N/A	25	69	35	33
2021-11-12	$18.42	$16.00	19.6%	5.6%	8.0%	15.2%	17.7%	2.9%	-19.5%	1.4K	-9.0K	-77	2.40	90.10	N/A	N/A	25	60	35	33
2021-11-15	$18.42	$16.00	34.7%	9.9%	8.0%	34.7%	47.4%	2.1%	-12.5%	1.1K	-12.0K	-120	2.40	154.97	N/A	N/A	25	60	35	34
2021-11-16	$18.39	$16.00	30.5%	8.7%	7.9%	29.3%	38.1%	2.2%	-10.6%	1.2K	-10.7K	-112	2.40	139.42	N/A	N/A	25	60	35	34
2021-11-17	$18.25	$16.00	16.7%	4.8%	8.0%	11.5%	19.1%	18.0%	9.4%	736	-6.5K	-97	2.40	132.63	N/A	N/A	25	60	35	34
2021-11-18	$18.21	$16.00	19.7%	5.7%	7.8%	15.4%	23.5%	13.3%	14.4%	968	-4.4K	-76	2.40	148.38	N/A	N/A	25	60	35	34
2021-11-19	$18.09	$16.00	26.9%	7.7%	7.8%	24.6%	21.8%	9.0%	-13.3%	2.1K	-9.8K	-103	2.40	85.69	N/A	N/A	25	60	35	34
2021-11-22	$18.05	$16.00	25.0%	7.2%	7.8%	22.2%	22.0%	-3.1%	-0.8%	703	-1.3K	-85	1.65	104.13	N/A	N/A	23	38	33	19
2021-11-23	$18.11	$16.00	32.5%	9.3%	8.0%	31.9%	50.1%	7.8%	-9.0%	771	-7.1K	-90	1.70	141.29	N/A	N/A	23	39	33	19
2021-11-24	$18.12	$16.00	59.6%	17.1%	7.8%	67.0%	65.6%	-30.1%	-15.0%	741	-8.2K	-128	1.70	163.52	N/A	N/A	23	39	33	20
2021-11-26	$17.76	$16.00	39.2%	11.2%	10.2%	40.6%	32.9%	-8.4%	-10.6%	696	-3.6K	-113	1.70	155.01	N/A	N/A	23	39	33	20
2021-11-29	$17.79	$16.00	40.9%	11.7%	9.9%	42.8%	56.9%	34.4%	-14.6%	633	-5.0K	-106	1.70	151.25	N/A	N/A	23	39	33	20
2021-11-30	$17.54	$16.00	42.0%	12.0%	10.2%	44.2%	64.8%	-0.5%	-20.2%	607	-3.2K	-104	1.57	148.08	N/A	N/A	23	36	33	20