PID Options History — February 2022

In February 2022, PID traded between $18.35 and $19.09. ATM implied volatility averaged 38.9%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 26.7% (HV 20d: 12.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 1.95.

Notable Days

2022-02-11: Highest Volume — 59 contracts
2022-02-11: Largest IV spike — 78.9% change
2022-02-28: Highest IV Rank — 55.0%
2022-02-28: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.83	$18.35	$19.09	$18.82	$18.74
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	38.9%	22.8%	50.3%	45.3%	50.3%
Expected Move	10.5%	6.5%	14.4%	13.0%	14.4%
HV 20d	12.3%	11.0%	14.5%	12.6%	14.5%
HV 60d	13.7%	13.4%	14.1%	13.5%	14.0%
IV Rank	40.2%	19.4%	55.0%	48.4%	55.0%
IV Percentile	73.4%	31.0%	93.7%	88.9%	93.7%
Term Structure	-6.5%	-21.5%	5.9%	5.9%	-13.0%
VWIV	37.5%	29.0%	51.6%	34.9%	51.6%
Skew 25d	7.2%	-31.2%	27.2%	-13.0%	20.3%
Skew 10d	2.8%	-23.5%	35.6%	6.8%	-7.3%
Call IV 25d	30.5%	11.7%	44.4%	42.7%	40.6%
Put IV 25d	37.7%	13.3%	60.9%	29.7%	60.9%
Bid-Ask Spread %	138.21	114.23	168.09	153.30	142.78
Gamma HHI	0.51	0.34	0.75	0.56	0.34
Net GEX	1.9K	582	3.5K	582	2.0K
Net DEX	-23.0K	-35.5K	-14.5K	-15.2K	-29.9K
Net VEX	-108	-142	-72	-90	-113
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.95	0.90	2.80	2.80	1.65
Total Volume	43.474	38	59	38	45
Total OI	51.947	38	64	38	64

Daily Data (19 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
2022-02-01	$18.82	$0.00	45.3%	13.0%	12.6%	48.4%	0.0%	-13.0%	5.9%	582	-15.2K	-90	2.80	153.30	N/A	N/A	10	28	20	18
2022-02-02	$19.00	$0.00	47.7%	13.7%	12.9%	51.6%	0.0%	-31.2%	-5.0%	659	-17.1K	-77	2.80	123.76	N/A	N/A	10	28	20	18
2022-02-03	$18.85	$15.00	41.5%	10.5%	12.7%	43.6%	34.9%	-17.1%	-3.0%	838	-14.5K	-98	2.80	151.44	N/A	N/A	10	28	20	18
2022-02-04	$18.85	$15.00	30.4%	7.6%	12.7%	29.2%	30.0%	7.1%	-9.8%	1.2K	-15.5K	-85	2.80	114.23	N/A	N/A	10	28	20	18
2022-02-07	$18.92	$15.00	38.9%	7.8%	12.3%	40.2%	30.6%	5.1%	-5.7%	1.4K	-15.6K	-72	2.15	129.50	N/A	N/A	13	28	20	18
2022-02-08	$18.93	$15.00	49.0%	7.7%	12.1%	53.2%	30.4%	-0.8%	-7.7%	1.4K	-17.1K	-96	2.15	133.94	N/A	N/A	13	28	23	18
2022-02-09	$19.09	$15.00	22.8%	6.5%	11.4%	19.4%	29.0%	16.5%	-0.7%	1.7K	-21.5K	-88	2.15	133.07	N/A	N/A	13	28	23	18
2022-02-10	$18.92	$15.00	24.6%	7.0%	11.7%	21.7%	36.4%	27.2%	-8.4%	1.7K	-16.9K	-100	2.15	121.30	N/A	N/A	13	28	23	18
2022-02-11	$18.90	$15.00	44.0%	12.6%	11.6%	46.8%	36.9%	22.5%	-21.5%	1.3K	-20.5K	-82	0.90	168.09	N/A	N/A	31	28	23	18
2022-02-14	$18.79	$15.00	31.0%	8.9%	11.8%	29.9%	32.5%	8.7%	-14.1%	2.8K	-27.6K	-112	1.56	152.20	N/A	N/A	18	28	41	18
2022-02-15	$18.90	$15.00	25.4%	7.3%	12.0%	22.8%	30.0%	7.1%	-8.2%	3.5K	-27.6K	-124	1.65	136.25	N/A	N/A	17	28	44	18
2022-02-16	$19.05	$15.00	41.8%	12.0%	12.3%	44.0%	39.7%	8.4%	-8.5%	2.3K	-33.1K	-142	1.65	147.00	N/A	N/A	17	28	46	18
2022-02-17	$18.89	$15.00	35.7%	10.2%	12.6%	36.1%	36.3%	18.8%	-1.4%	2.7K	-35.5K	-142	1.65	130.82	N/A	N/A	17	28	46	18
2022-02-18	$18.76	$15.00	42.9%	12.3%	11.4%	45.3%	41.1%	7.4%	-3.3%	2.3K	-30.7K	-141	1.65	131.80	N/A	N/A	17	28	46	18
2022-02-22	$18.65	$15.00	44.7%	12.8%	11.1%	47.7%	40.5%	19.8%	-0.9%	2.2K	-28.1K	-135	1.65	146.32	N/A	N/A	17	28	46	18
2022-02-23	$18.60	$15.00	45.1%	12.9%	11.0%	48.2%	47.3%	10.2%	-8.7%	2.3K	-26.5K	-133	1.65	146.71	N/A	N/A	17	28	46	18
2022-02-24	$18.35	$15.00	44.0%	12.6%	12.0%	46.8%	49.7%	18.2%	0.9%	2.1K	-17.8K	-128	1.65	139.68	N/A	N/A	17	28	46	18
2022-02-25	$18.77	$15.00	34.8%	10.0%	14.5%	34.9%	39.9%	0.9%	-10.9%	2.7K	-26.2K	-102	1.65	123.89	N/A	N/A	17	28	46	18
2022-02-28	$18.74	$15.00	50.3%	14.4%	14.5%	55.0%	51.6%	20.3%	-13.0%	2.0K	-29.9K	-113	1.65	142.78	N/A	N/A	17	28	46	18