PID Options History — April 2022

In April 2022, PID traded between $18.45 and $19.84. ATM implied volatility averaged 40.1%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 28.1% (HV 20d: 12.0%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 5.30.

Notable Days

2022-04-21: Highest Volume — 84 contracts
2022-04-11: Largest IV spike — 218.4% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-28: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.38	$18.45	$19.84	$19.70	$18.45
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	40.1%	16.0%	97.0%	37.4%	46.0%
Expected Move	8.3%	4.6%	14.0%	7.3%	13.2%
HV 20d	12.0%	8.5%	15.8%	13.3%	15.8%
HV 60d	13.9%	13.3%	15.3%	13.7%	15.3%
IV Rank	38.0%	9.2%	100.0%	38.3%	42.8%
IV Percentile	62.9%	13.5%	100.0%	70.6%	86.5%
Term Structure	-5.9%	-30.2%	11.0%	-9.6%	-30.2%
VWIV	41.5%	28.0%	54.8%	53.8%	33.3%
Skew 25d	4.5%	-16.9%	23.5%	-9.4%	3.6%
Skew 10d	3.9%	-26.2%	29.9%	-6.6%	2.8%
Call IV 25d	30.5%	8.7%	55.3%	55.3%	39.6%
Put IV 25d	34.9%	9.9%	52.8%	45.9%	43.1%
Bid-Ask Spread %	140.62	117.83	167.08	145.82	147.73
Gamma HHI	0.33	0.25	0.52	0.25	0.25
Net GEX	-1.4K	-3.0K	370	29	-2.7K
Net DEX	2.2K	-25.2K	28.4K	-3.7K	27.5K
Net VEX	-111	-205	-26	-46	-189
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.30	1.31	9.50	1.31	7.00
Total Volume	59.158	0	84	37	64
Total OI	68.632	28	92	28	92

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
2022-04-01	$19.70	$0.00	37.4%	7.3%	13.3%	38.3%	0.0%	-9.4%	-9.6%	29	-3.7K	-46	1.31	145.82	N/A	N/A	16	21	6	22
2022-04-04	$19.84	$0.00	57.9%	6.1%	12.4%	64.8%	0.0%	5.9%	0.0%	370	-25.2K	-26	1.31	141.49	N/A	N/A	16	21	16	22
2022-04-05	$19.74	$0.00	38.1%	8.1%	12.7%	39.1%	0.0%	-16.9%	-5.1%	105	-23.9K	-48	1.31	126.68	N/A	N/A	16	21	16	22
2022-04-06	$19.68	$0.00	38.0%	7.3%	11.3%	39.0%	0.0%	12.6%	0.9%	151	-23.3K	-46	2.69	159.95	N/A	N/A	16	43	16	22
2022-04-07	$19.77	$0.00	49.9%	5.6%	11.2%	54.4%	0.0%	-4.6%	11.0%	-865	-14.1K	-107	2.69	137.80	N/A	N/A	16	43	16	45
2022-04-08	$19.84	$0.00	30.5%	7.9%	11.2%	29.3%	0.0%	-0.5%	-6.4%	-277	-2.2K	-54	3.31	140.00	N/A	N/A	13	43	6	45
2022-04-11	$19.67	$0.00	97.0%	10.6%	10.6%	100.0%	53.8%	19.0%	-18.6%	-1.0K	-13.8K	-67	4.77	149.15	N/A	N/A	13	62	13	45
2022-04-12	$19.54	$18.00	66.5%	5.4%	11.1%	65.7%	53.3%	0.7%	0.5%	-1.5K	-10.2K	-74	4.77	130.63	N/A	N/A	13	62	13	64
2022-04-14	$19.58	$18.00	16.0%	4.6%	10.5%	9.2%	28.0%	18.4%	-0.9%	-406	-14.5K	-40	4.43	117.83	N/A	N/A	14	62	13	64
2022-04-18	$19.51	$18.00	26.7%	7.6%	8.5%	21.1%	54.8%	19.5%	-2.3%	-2.0K	7.9K	-116	8.86	135.51	N/A	N/A	7	62	7	64
2022-04-19	$19.53	$18.00	18.2%	5.2%	8.5%	11.6%	0.0%	-3.0%	-0.4%	-1.3K	4.5K	-105	7.75	130.28	N/A	N/A	8	62	7	64
2022-04-20	$19.80	$18.00	23.3%	6.7%	9.7%	17.3%	0.0%	-2.7%	-2.0%	-1.4K	7.2K	-109	7.75	124.91	N/A	N/A	8	62	8	64
2022-04-21	$19.50	$18.00	27.8%	8.0%	11.1%	22.3%	39.0%	2.4%	-7.2%	-1.5K	7.3K	-113	9.50	149.52	N/A	N/A	8	76	8	64
2022-04-22	$19.13	$18.00	31.3%	9.0%	13.0%	26.3%	34.3%	23.5%	1.6%	-2.4K	17.7K	-194	7.00	129.75	N/A	N/A	8	56	8	84
2022-04-25	$19.00	$18.00	30.2%	8.7%	13.2%	25.0%	45.5%	7.8%	-2.3%	-3.0K	21.7K	-184	7.00	143.67	N/A	N/A	8	56	8	84
2022-04-26	$18.57	$18.00	37.3%	10.7%	14.6%	33.0%	34.9%	2.4%	-10.9%	-2.5K	27.1K	-205	7.00	146.11	N/A	N/A	8	56	8	84
2022-04-27	$18.56	$18.00	40.3%	11.6%	14.6%	36.4%	0.0%	1.3%	-8.8%	-2.8K	28.4K	-204	0.00	167.08	N/A	N/A	0	0	8	84
2022-04-28	$18.79	$18.00	48.9%	14.0%	14.8%	46.1%	38.4%	4.7%	-22.2%	-2.8K	23.7K	-181	7.00	147.95	N/A	N/A	8	56	8	84
2022-04-29	$18.45	$18.00	46.0%	13.2%	15.8%	42.8%	33.3%	3.6%	-30.2%	-2.7K	27.5K	-189	7.00	147.73	N/A	N/A	8	56	8	84