PID Options History — July 2022

In July 2022, PID traded between $16.62 and $17.92. ATM implied volatility averaged 47.4%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 27.0% (HV 20d: 20.4%). Max pain ranged from $14.00 to $19.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 2.98.

Notable Days

2022-07-07: Highest Volume — 87 contracts
2022-07-12: Largest IV spike — 148.1% change
2022-07-12: Highest IV Rank — 100.0%
2022-07-18: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.17	$16.62	$17.92	$17.35	$17.92
Max Pain	$17.56	$14.00	$19.00	$17.00	$14.00
ATM IV	47.4%	26.6%	125.2%	47.8%	26.6%
Expected Move	10.5%	6.9%	18.3%	13.7%	7.6%
HV 20d	20.4%	17.6%	23.5%	22.1%	18.3%
HV 60d	20.9%	20.3%	21.7%	20.3%	20.7%
IV Rank	36.5%	14.3%	100.0%	44.7%	14.3%
IV Percentile	67.6%	21.4%	100.0%	86.5%	21.4%
Term Structure	-6.5%	-43.6%	17.1%	-14.3%	4.2%
VWIV	42.0%	27.5%	69.4%	48.6%	48.7%
Skew 25d	-5.0%	-42.4%	19.3%	-20.5%	5.4%
Skew 10d	-11.3%	-38.0%	9.8%	1.8%	-23.8%
Call IV 25d	35.0%	13.8%	62.8%	45.4%	47.9%
Put IV 25d	30.0%	16.8%	53.3%	24.9%	53.3%
Bid-Ask Spread %	135.10	89.91	172.37	117.22	142.79
Gamma HHI	0.31	0.23	0.40	0.29	0.25
Net GEX	-864	-1.9K	165	-19	-903
Net DEX	23.5K	3.3K	38.5K	13.9K	3.3K
Net VEX	-177	-196	-151	-177	-175
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.98	1.70	4.18	1.81	1.70
Total Volume	68.95	57	87	59	73
Total OI	76.5	64	83	72	83

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
2022-07-01	$17.35	$17.00	47.8%	13.7%	22.1%	44.7%	48.6%	-20.5%	-14.3%	-19	13.9K	-177	1.81	117.22	N/A	N/A	21	38	27	45
2022-07-05	$16.93	$0.00	53.0%	7.2%	23.1%	50.6%	28.2%	2.8%	7.1%	-21	22.2K	-160	1.81	125.53	N/A	N/A	21	38	27	45
2022-07-06	$16.95	$0.00	51.6%	12.3%	23.0%	49.1%	38.0%	-9.1%	-9.2%	-377	15.3K	-162	2.71	151.95	N/A	N/A	21	57	27	45
2022-07-07	$17.13	$19.00	72.8%	11.7%	23.5%	72.2%	42.6%	19.3%	-5.2%	-493	16.9K	-186	3.14	140.76	N/A	N/A	21	66	27	50
2022-07-08	$17.17	$19.00	60.2%	7.3%	23.5%	57.6%	41.1%	-4.3%	16.2%	-426	23.3K	-189	3.05	133.00	N/A	N/A	21	64	27	52
2022-07-11	$16.99	$19.00	50.5%	6.9%	23.2%	46.4%	37.9%	10.1%	17.1%	116	28.0K	-185	3.05	107.28	N/A	N/A	21	64	27	56
2022-07-12	$16.88	$19.00	125.2%	11.4%	22.7%	100.0%	42.5%	-6.2%	-13.7%	-1.0K	28.1K	-190	2.76	104.29	N/A	N/A	21	58	27	56
2022-07-13	$16.88	$19.00	30.1%	8.6%	19.7%	17.4%	31.4%	14.1%	-5.7%	165	35.2K	-165	2.76	89.91	N/A	N/A	21	58	27	55
2022-07-14	$16.62	$19.00	32.8%	9.4%	19.9%	19.7%	32.2%	6.2%	13.4%	-820	33.5K	-172	2.76	123.11	N/A	N/A	21	58	27	55
2022-07-15	$16.80	$19.00	32.3%	9.2%	19.8%	19.2%	45.4%	-8.7%	-10.7%	-1.9K	38.5K	-166	2.57	168.67	N/A	N/A	21	54	27	55
2022-07-18	$16.89	$19.00	64.0%	18.3%	17.6%	46.8%	69.4%	-16.5%	-43.6%	-1.5K	35.2K	-177	4.18	172.37	N/A	N/A	11	46	10	54
2022-07-19	$17.32	$17.00	30.6%	8.8%	19.8%	17.8%	33.0%	10.9%	-8.9%	-986	25.5K	-181	3.54	127.58	N/A	N/A	13	46	17	54
2022-07-20	$17.23	$17.00	43.3%	12.4%	19.9%	28.8%	43.3%	0.6%	-18.6%	-1.3K	25.3K	-186	4.18	148.72	N/A	N/A	11	46	19	54
2022-07-21	$17.23	$17.00	53.9%	15.4%	19.7%	38.0%	55.4%	-14.1%	-18.8%	-1.3K	27.6K	-196	4.18	157.92	N/A	N/A	11	46	19	54
2022-07-22	$17.19	$17.00	35.9%	10.3%	19.6%	22.4%	44.1%	-20.3%	-9.3%	-1.3K	25.1K	-175	3.83	153.88	N/A	N/A	12	46	19	54
2022-07-25	$17.35	$17.00	31.6%	9.1%	17.9%	18.7%	41.6%	-18.0%	-2.4%	-1.2K	23.8K	-180	3.29	132.85	N/A	N/A	14	46	20	54
2022-07-26	$17.33	$17.00	27.4%	7.9%	17.7%	15.0%	35.4%	2.0%	-10.5%	-1.5K	20.2K	-151	3.29	118.44	N/A	N/A	14	46	22	54
2022-07-27	$17.58	$17.00	49.2%	14.1%	18.2%	33.9%	53.8%	-42.4%	-15.9%	-1.1K	22.6K	-187	3.29	170.51	N/A	N/A	14	46	22	54
2022-07-28	$17.75	$14.00	29.8%	8.5%	18.5%	17.1%	27.5%	-12.1%	-0.9%	-1.4K	6.4K	-174	1.70	115.17	N/A	N/A	27	46	29	54
2022-07-29	$17.92	$14.00	26.6%	7.6%	18.3%	14.3%	48.7%	5.4%	4.2%	-903	3.3K	-175	1.70	142.79	N/A	N/A	27	46	29	54