PID Options History — June 2022

In June 2022, PID traded between $16.86 and $19.11. ATM implied volatility averaged 37.7%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 17.1% (HV 20d: 20.6%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.41.

Notable Days

  • 2022-06-23: Highest Volume — 74 contracts
  • 2022-06-06: Largest IV spike — 134.7% change
  • 2022-06-29: Highest IV Rank — 55.8%
  • 2022-06-29: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.84$16.86$19.11$18.84$17.09
Max Pain$17.45$17.00$18.00$17.00$17.00
ATM IV37.7%17.4%57.6%38.8%30.3%
Expected Move10.7%7.2%16.5%11.1%8.7%
HV 20d20.6%16.5%22.7%20.7%22.0%
HV 60d18.7%17.0%20.1%17.3%19.9%
IV Rank33.5%10.8%55.8%34.7%25.1%
IV Percentile61.9%11.9%95.6%67.9%39.3%
Term Structure-3.3%-39.0%61.8%-0.4%5.8%
VWIV37.2%17.7%53.8%50.0%27.6%
Skew 25d0.8%-36.7%16.3%-0.0%1.2%
Skew 10d-10.9%-48.4%9.4%2.0%-0.1%
Call IV 25d35.2%17.0%55.2%51.3%23.9%
Put IV 25d36.0%14.5%61.7%51.3%25.1%
Bid-Ask Spread %142.40108.59162.62130.05108.59
Gamma HHI0.310.180.920.200.30
Net GEX-2.4K-32.4K843-1.6K-9
Net DEX15.0K-3.3K36.1K12.1K12.4K
Net VEX-165-198-87-198-166
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.411.003.622.941.81
Total Volume59.23828746359
Total OI84.095601049471

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$18.84$17.0038.8%11.1%20.7%34.7%50.0%-0.0%-0.4%-1.6K12.1K-1982.94130.05N/AN/A16471975
2022-06-02$19.11$0.0037.4%8.4%20.9%33.2%0.0%9.1%-0.6%-8863.2K-1672.94146.23N/AN/A16471975
2022-06-03$18.96$0.0017.4%11.9%20.3%10.8%0.0%16.2%-31.8%843-3.3K-872.94146.75N/AN/A16471975
2022-06-06$19.02$0.0040.9%8.6%18.4%37.1%0.0%10.1%-11.9%-271-2.5K-1392.94148.63N/AN/A16471975
2022-06-07$19.10$0.0039.5%7.7%18.4%35.5%0.0%-7.4%-5.8%-1.4K6.0K-1512.94155.71N/AN/A16471975
2022-06-08$18.86$0.0025.1%7.2%16.5%19.3%0.0%-6.5%2.9%-88010.2K-1852.94143.27N/AN/A16471975
2022-06-09$18.55$0.0041.4%11.9%17.9%37.7%0.0%2.5%-10.7%-1.3K18.5K-1952.94161.92N/AN/A16471975
2022-06-10$18.23$0.0028.5%8.2%19.0%23.1%0.0%3.6%-4.5%-1.4K13.7K-1623.62162.62N/AN/A13471975
2022-06-13$17.62$0.0034.7%10.0%22.7%30.2%0.0%4.7%-13.2%-2.5K25.5K-1693.62148.44N/AN/A13471975
2022-06-14$17.39$0.0046.7%13.4%21.1%43.6%0.0%-4.5%-20.3%-2.5K32.9K-1723.62132.62N/AN/A13471975
2022-06-15$17.59$0.0049.0%14.0%21.3%46.1%53.8%11.8%-19.0%-2.0K33.0K-1822.04143.11N/AN/A23471975
2022-06-16$17.11$18.0036.3%10.4%22.1%31.9%30.1%3.6%61.8%-3.4K36.1K-1732.04135.68N/AN/A23472975
2022-06-17$17.05$18.0035.0%10.0%21.4%30.4%36.7%8.2%58.2%-32.4K25.9K-1771.04154.55N/AN/A23242975
2022-06-21$17.08$18.0038.2%11.0%21.0%34.0%17.7%16.3%10.1%-24815.8K-1681.00151.46N/AN/A14142040
2022-06-22$16.98$18.0029.4%8.4%20.9%24.2%52.3%9.2%0.9%-35221.9K-1661.00154.96N/AN/A14142040
2022-06-23$16.86$18.0039.1%11.2%19.7%35.0%41.0%-11.6%8.5%-29519.5K-1682.52143.59N/AN/A21532040
2022-06-24$17.27$17.0035.4%10.2%22.2%30.9%32.4%11.0%-11.4%3637.3K-1622.24142.21N/AN/A21472740
2022-06-27$17.39$17.0049.9%14.3%22.5%47.2%33.1%-0.7%-26.3%-4148.3K-1551.81132.12N/AN/A21382741
2022-06-28$17.27$17.0041.9%12.0%22.3%38.2%32.8%-23.1%-23.3%-3358.5K-1581.81122.05N/AN/A21382742
2022-06-29$17.24$17.0057.6%16.5%21.9%55.8%38.6%-36.7%-39.0%-3379.2K-1671.90125.76N/AN/A21402742
2022-06-30$17.09$17.0030.3%8.7%22.0%25.1%27.6%1.2%5.8%-912.4K-1661.81108.59N/AN/A21382744