PID Options History — May 2022

In May 2022, PID traded between $17.68 and $18.95. ATM implied volatility averaged 39.3%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 18.1% (HV 20d: 21.2%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 6.11.

Notable Days

2022-05-20: Highest Volume — 79 contracts
2022-05-11: Largest IV drop — 52.0% change
2022-05-10: Highest IV Rank — 57.1%
2022-05-04: Largest Expected Move — 15.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.36	$17.68	$18.95	$18.22	$18.95
Max Pain	$17.15	$17.00	$18.00	$18.00	$17.00
ATM IV	39.3%	27.0%	58.7%	37.5%	33.7%
Expected Move	10.5%	7.7%	15.0%	10.8%	9.7%
HV 20d	21.2%	16.1%	24.2%	16.1%	21.1%
HV 60d	17.3%	15.3%	18.5%	15.3%	17.3%
IV Rank	35.3%	21.5%	57.1%	33.3%	28.9%
IV Percentile	66.4%	33.3%	96.4%	67.5%	52.4%
Term Structure	-11.1%	-28.2%	9.8%	-12.5%	-13.3%
VWIV	41.5%	25.2%	59.6%	33.9%	42.3%
Skew 25d	11.1%	-12.3%	41.9%	20.6%	27.2%
Skew 10d	14.4%	-7.2%	36.4%	-7.2%	19.7%
Call IV 25d	32.6%	11.8%	67.3%	44.8%	12.5%
Put IV 25d	43.7%	18.4%	65.4%	65.4%	39.7%
Bid-Ask Spread %	138.07	114.42	159.95	141.53	142.17
Gamma HHI	0.27	0.18	0.43	0.28	0.21
Net GEX	-3.0K	-5.2K	-954	-3.3K	-954
Net DEX	31.1K	8.2K	49.8K	36.3K	8.2K
Net VEX	-195	-231	-142	-215	-185
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.11	2.94	8.25	7.00	2.94
Total Volume	65.85	60	79	64	63
Total OI	93.6	90	102	92	94

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
2022-05-02	$18.22	$18.00	37.5%	10.8%	16.1%	33.3%	33.9%	20.6%	-12.5%	-3.3K	36.3K	-215	7.00	141.53	N/A	N/A	8	56	8	84
2022-05-03	$18.42	$18.00	43.6%	12.5%	16.9%	40.1%	45.4%	7.2%	-17.4%	-3.3K	32.2K	-195	7.00	147.92	N/A	N/A	8	56	8	84
2022-05-04	$18.75	$18.00	52.2%	15.0%	18.1%	49.7%	58.9%	-2.8%	-21.2%	-3.2K	32.4K	-191	7.00	157.98	N/A	N/A	8	56	8	84
2022-05-05	$18.34	$17.00	46.3%	8.2%	19.4%	43.1%	36.9%	9.7%	-5.9%	-3.0K	25.2K	-185	7.00	133.08	N/A	N/A	8	56	8	84
2022-05-06	$18.30	$17.00	38.1%	10.9%	19.4%	33.9%	34.1%	13.8%	-28.2%	-3.6K	33.8K	-188	7.00	141.15	N/A	N/A	8	56	8	84
2022-05-09	$17.86	$17.00	51.8%	9.8%	20.5%	49.3%	34.0%	0.1%	-20.5%	-3.7K	46.0K	-196	7.00	124.14	N/A	N/A	8	56	8	84
2022-05-10	$17.84	$17.00	58.7%	11.6%	20.3%	57.1%	49.2%	15.5%	-20.0%	-3.4K	45.6K	-196	7.00	143.26	N/A	N/A	8	56	8	84
2022-05-11	$17.74	$17.00	28.2%	8.1%	20.2%	22.8%	40.7%	-3.3%	-7.7%	-4.3K	42.5K	-180	7.00	134.81	N/A	N/A	8	56	8	84
2022-05-12	$17.68	$17.00	37.9%	10.9%	20.2%	33.6%	35.4%	41.9%	-17.5%	-4.0K	49.8K	-192	7.00	114.42	N/A	N/A	8	56	8	84
2022-05-13	$18.13	$17.00	31.0%	8.9%	22.8%	26.0%	39.5%	25.5%	-7.3%	-4.8K	36.1K	-183	7.00	114.62	N/A	N/A	8	56	8	84
2022-05-16	$18.29	$17.00	37.1%	10.6%	23.2%	32.8%	40.3%	4.5%	-12.8%	-5.2K	32.1K	-166	7.00	138.76	N/A	N/A	8	56	8	84
2022-05-17	$18.58	$17.00	29.2%	8.4%	24.2%	23.9%	36.6%	4.7%	-4.1%	-3.0K	24.1K	-142	8.25	150.90	N/A	N/A	8	66	8	84
2022-05-18	$18.24	$17.00	32.4%	9.3%	24.0%	27.5%	43.3%	-12.3%	-10.7%	-3.5K	41.6K	-225	8.25	146.12	N/A	N/A	8	66	8	94
2022-05-19	$18.41	$17.00	27.0%	7.7%	24.1%	21.5%	39.2%	3.6%	9.8%	-3.6K	40.1K	-217	8.25	148.69	N/A	N/A	8	66	8	94
2022-05-20	$18.44	$17.00	34.1%	9.8%	23.3%	29.4%	44.4%	13.4%	-0.9%	-2.2K	25.4K	-192	5.08	138.79	N/A	N/A	13	66	8	94
2022-05-23	$18.71	$17.00	40.6%	11.7%	23.9%	36.8%	49.8%	7.3%	-5.4%	-1.6K	20.6K	-214	3.62	120.97	N/A	N/A	13	47	15	75
2022-05-24	$18.74	$17.00	34.2%	9.8%	22.5%	29.6%	40.6%	4.2%	-3.1%	-1.5K	14.1K	-191	2.94	142.51	N/A	N/A	16	47	15	75
2022-05-25	$18.72	$17.00	50.0%	14.3%	22.5%	47.3%	59.6%	34.3%	-12.8%	-1.4K	19.4K	-231	2.94	159.95	N/A	N/A	16	47	19	75
2022-05-26	$18.81	$17.00	42.9%	12.3%	22.1%	39.3%	25.2%	6.6%	-9.8%	-1.2K	16.4K	-220	2.94	119.66	N/A	N/A	16	47	19	75
2022-05-27	$18.95	$17.00	33.7%	9.7%	21.1%	28.9%	42.3%	27.2%	-13.3%	-954	8.2K	-185	2.94	142.17	N/A	N/A	16	47	19	75