PID Options History — December 2021

In December 2021, PID traded between $17.43 and $18.45. ATM implied volatility averaged 34.2%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 18.9% (HV 20d: 15.3%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.89.

Notable Days

2021-12-07: Highest Volume — 68 contracts
2021-12-31: Largest IV spike — 200.5% change
2021-12-14: Highest IV Rank — 64.2%
2021-12-03: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.98	$17.43	$18.45	$17.43	$18.45
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	34.2%	12.1%	57.5%	53.1%	36.4%
Expected Move	8.4%	3.5%	15.4%	15.2%	10.4%
HV 20d	15.3%	10.3%	18.6%	10.3%	15.7%
HV 60d	12.4%	11.4%	12.9%	11.6%	12.7%
IV Rank	34.1%	5.5%	64.2%	58.6%	36.9%
IV Percentile	56.6%	7.1%	94.8%	92.1%	68.3%
Term Structure	-1.0%	-17.4%	19.9%	-17.4%	-2.1%
VWIV	49.2%	23.3%	77.8%	67.6%	61.0%
Skew 25d	5.0%	-18.3%	46.7%	2.6%	5.3%
Skew 10d	5.8%	-11.4%	33.1%	7.7%	1.4%
Call IV 25d	30.4%	7.9%	65.4%	60.6%	33.4%
Put IV 25d	35.4%	13.9%	71.3%	63.1%	38.7%
Bid-Ask Spread %	138.03	91.14	160.36	149.85	146.50
Gamma HHI	0.47	0.21	0.82	0.21	0.71
Net GEX	1.1K	386	4.8K	386	1.2K
Net DEX	-7.4K	-14.8K	-2.5K	-2.5K	-9.1K
Net VEX	-102	-127	-73	-107	-94
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.89	1.13	2.80	1.57	2.80
Total Volume	54.091	38	68	59	38
Total OI	49.091	34	63	54	34

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-12-01	$17.43	$17.00	53.1%	15.2%	10.3%	58.6%	67.6%	2.6%	-17.4%	386	-2.5K	-107	1.57	149.85	N/A	N/A	23	36	33	21
2021-12-02	$17.68	$17.00	45.1%	12.9%	11.8%	48.2%	69.8%	46.7%	-15.6%	492	-3.0K	-107	1.57	149.37	N/A	N/A	23	36	33	21
2021-12-03	$17.59	$17.00	53.6%	15.4%	11.7%	59.2%	72.1%	5.9%	-14.5%	391	-2.9K	-107	1.57	156.35	N/A	N/A	23	36	33	21
2021-12-06	$17.86	$0.00	30.0%	9.3%	12.9%	28.7%	34.7%	7.0%	3.2%	471	-4.8K	-98	1.57	141.54	N/A	N/A	23	36	33	21
2021-12-07	$18.18	$0.00	33.3%	6.9%	14.7%	32.9%	37.2%	-5.4%	2.9%	613	-6.3K	-73	1.13	160.36	N/A	N/A	32	36	33	21
2021-12-08	$18.17	$0.00	46.2%	7.9%	14.5%	49.6%	36.6%	2.3%	-4.5%	1.5K	-14.8K	-127	1.13	152.53	N/A	N/A	32	36	42	21
2021-12-09	$18.01	$0.00	42.2%	7.4%	14.6%	44.4%	40.4%	-1.0%	9.7%	664	-10.7K	-108	1.13	138.65	N/A	N/A	32	36	42	21
2021-12-10	$18.04	$0.00	35.1%	7.6%	14.6%	35.3%	45.8%	-3.7%	-2.3%	1.3K	-8.1K	-110	1.13	146.98	N/A	N/A	32	36	42	21
2021-12-13	$17.87	$0.00	55.3%	7.1%	14.9%	61.4%	34.7%	2.5%	4.5%	555	-7.8K	-90	1.13	140.78	N/A	N/A	32	36	42	21
2021-12-14	$17.82	$0.00	57.5%	8.2%	14.9%	64.2%	34.7%	18.8%	-3.7%	829	-7.1K	-111	1.13	116.77	N/A	N/A	32	36	42	21
2021-12-15	$17.92	$0.00	36.8%	10.5%	15.1%	37.4%	59.0%	12.1%	-8.2%	730	-12.4K	-111	1.13	157.43	N/A	N/A	32	36	42	21
2021-12-16	$18.04	$0.00	26.9%	7.7%	15.2%	24.7%	49.7%	-2.2%	4.5%	900	-9.7K	-105	1.13	146.25	N/A	N/A	32	36	42	21
2021-12-17	$17.97	$0.00	27.4%	7.9%	15.2%	25.3%	48.9%	6.1%	-1.8%	4.8K	-7.9K	-95	1.13	145.51	N/A	N/A	32	36	42	21
2021-12-20	$17.54	$0.00	30.1%	8.6%	17.3%	28.8%	48.5%	12.4%	-5.3%	537	-5.2K	-99	2.80	145.12	N/A	N/A	10	28	20	14
2021-12-21	$17.77	$0.00	29.9%	8.6%	18.0%	28.6%	23.3%	9.4%	-1.9%	584	-7.0K	-113	2.80	136.50	N/A	N/A	10	28	20	14
2021-12-22	$17.96	$0.00	26.7%	7.6%	18.4%	24.4%	43.8%	3.6%	-1.0%	813	-7.3K	-97	2.80	137.09	N/A	N/A	10	28	20	14
2021-12-23	$18.08	$0.00	26.7%	7.6%	18.6%	24.4%	57.7%	6.1%	6.7%	818	-7.5K	-111	2.80	127.95	N/A	N/A	10	28	20	14
2021-12-27	$18.30	$0.00	16.4%	4.7%	17.5%	11.1%	31.6%	8.5%	19.9%	1.7K	-3.6K	-103	2.80	101.49	N/A	N/A	10	28	20	14
2021-12-28	$18.33	$0.00	18.6%	5.3%	17.5%	13.9%	74.4%	-18.3%	-1.5%	893	-11.8K	-96	2.80	118.31	N/A	N/A	10	28	20	14
2021-12-29	$18.29	$0.00	13.7%	3.9%	16.6%	7.6%	32.4%	3.2%	1.4%	1.6K	-7.2K	-99	2.80	91.14	N/A	N/A	10	28	20	14
2021-12-30	$18.36	$0.00	12.1%	3.5%	16.3%	5.5%	77.8%	-11.0%	4.3%	2.0K	-6.1K	-89	2.80	130.23	N/A	N/A	10	28	20	14
2021-12-31	$18.45	$0.00	36.4%	10.4%	15.7%	36.9%	61.0%	5.3%	-2.1%	1.2K	-9.1K	-94	2.80	146.50	N/A	N/A	10	28	20	14