PID Options History — January 2022

Name: PID Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, PID traded between $18.31 and $18.90. ATM implied volatility averaged 34.4%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 21.5% (HV 20d: 12.9%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 2.86.

Notable Days

2022-01-05: Highest Volume — 40 contracts
2022-01-13: Largest IV spike — 129.5% change
2022-01-26: Highest IV Rank — 98.6%
2022-01-26: Largest Expected Move — 24.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.58	$18.31	$18.90	$18.48	$18.69
ATM IV	34.4%	10.9%	84.0%	20.6%	40.2%
Expected Move	9.1%	3.1%	24.1%	5.9%	11.5%
HV 20d	12.9%	9.9%	15.5%	15.5%	12.4%
HV 60d	12.9%	12.5%	13.5%	12.6%	13.5%
IV Rank	34.4%	4.0%	98.6%	16.5%	41.8%
IV Percentile	57.8%	5.6%	99.6%	26.2%	79.0%
Term Structure	-4.8%	-24.2%	12.0%	0.9%	-6.3%
VWIV	45.7%	23.2%	79.4%	79.4%	23.2%
Skew 25d	-0.4%	-22.3%	10.4%	-22.3%	10.4%
Skew 10d	-3.8%	-31.9%	15.2%	-31.9%	-1.9%
Call IV 25d	38.7%	21.2%	95.4%	39.9%	45.8%
Put IV 25d	38.4%	17.0%	99.2%	17.5%	56.2%
Bid-Ask Spread %	149.45	134.51	186.63	149.36	156.76
Gamma HHI	0.63	0.50	0.82	0.72	0.69
Net GEX	962	378	2.1K	1.4K	1.3K
Net DEX	-12.3K	-17.0K	-8.6K	-12.7K	-12.8K
Net VEX	-84	-99	-64	-72	-68
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.86	2.40	3.00	2.80	2.80
Total Volume	38.6	34	40	38	38
Total OI	35.5	34	38	34	38

Daily Data (20 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
2022-01-03	$18.48	$0.00	20.6%	5.9%	15.5%	16.5%	79.4%	-22.3%	0.9%	1.4K	-12.7K	-72	2.80	149.36	N/A	N/A	10	28	20	14
2022-01-04	$18.51	$0.00	23.5%	6.7%	14.7%	20.3%	34.7%	-5.7%	-4.9%	2.1K	-8.6K	-94	2.80	134.73	N/A	N/A	10	28	20	14
2022-01-05	$18.32	$0.00	31.2%	8.9%	14.0%	30.2%	23.2%	-17.5%	-15.8%	491	-12.3K	-94	3.00	142.22	N/A	N/A	10	30	20	14
2022-01-06	$18.31	$0.00	50.2%	8.4%	14.0%	54.8%	0.0%	1.2%	10.8%	466	-9.1K	-99	3.00	149.35	N/A	N/A	10	30	20	16
2022-01-07	$18.49	$0.00	42.1%	9.2%	14.0%	44.3%	0.0%	9.8%	-1.2%	826	-11.7K	-74	3.00	145.38	N/A	N/A	10	30	20	16
2022-01-10	$18.41	$0.00	39.1%	9.7%	14.1%	40.4%	0.0%	0.8%	-1.8%	769	-11.2K	-87	3.00	146.62	N/A	N/A	10	30	20	16
2022-01-11	$18.68	$0.00	47.6%	7.9%	14.3%	51.4%	0.0%	4.7%	-2.7%	1.0K	-12.0K	-80	3.00	142.78	N/A	N/A	10	30	20	16
2022-01-12	$18.82	$0.00	10.9%	3.1%	14.3%	4.0%	0.0%	-2.4%	12.0%	1.1K	-13.8K	-91	3.00	155.19	N/A	N/A	10	30	20	16
2022-01-13	$18.90	$0.00	25.1%	7.2%	14.3%	22.4%	0.0%	1.5%	-2.8%	989	-15.4K	-89	3.00	150.89	N/A	N/A	10	30	20	16
2022-01-14	$18.90	$0.00	30.2%	8.7%	14.2%	28.9%	0.0%	-4.9%	-3.4%	918	-13.6K	-92	3.00	149.95	N/A	N/A	10	30	20	16
2022-01-18	$18.89	$0.00	32.9%	9.4%	14.1%	32.4%	0.0%	8.0%	-11.6%	1.2K	-12.7K	-83	3.00	147.75	N/A	N/A	10	30	20	16
2022-01-19	$18.89	$0.00	25.8%	7.4%	10.0%	23.2%	0.0%	5.6%	-5.1%	1.1K	-17.0K	-64	3.00	148.06	N/A	N/A	10	30	20	16
2022-01-20	$18.79	$0.00	31.1%	8.9%	9.9%	30.1%	0.0%	1.5%	2.7%	672	-14.3K	-91	3.00	150.56	N/A	N/A	10	30	20	16
2022-01-21	$18.50	$0.00	21.4%	6.1%	11.4%	17.5%	0.0%	-2.3%	4.7%	903	-12.5K	-94	3.00	144.47	N/A	N/A	10	30	20	16
2022-01-24	$18.33	$0.00	36.3%	10.4%	11.8%	36.9%	0.0%	3.0%	-10.0%	1.1K	-8.6K	-73	2.40	134.51	N/A	N/A	10	24	20	14
2022-01-25	$18.45	$0.00	36.8%	10.5%	11.2%	37.5%	0.0%	9.8%	-6.3%	826	-11.9K	-76	2.40	157.58	N/A	N/A	10	24	20	14
2022-01-26	$18.41	$0.00	84.0%	24.1%	11.3%	98.6%	0.0%	3.7%	-23.3%	378	-11.6K	-98	2.40	186.63	N/A	N/A	10	24	20	14
2022-01-27	$18.39	$0.00	26.8%	7.7%	11.2%	24.5%	0.0%	-5.9%	-24.2%	855	-13.9K	-70	2.80	145.88	N/A	N/A	10	28	20	14
2022-01-28	$18.40	$0.00	32.7%	9.4%	11.2%	32.1%	0.0%	-6.0%	-8.3%	869	-9.6K	-94	2.80	150.30	N/A	N/A	10	28	20	18
2022-01-31	$18.69	$0.00	40.2%	11.5%	12.4%	41.8%	0.0%	10.4%	-6.3%	1.3K	-12.8K	-68	2.80	156.76	N/A	N/A	10	28	20	18