PID Options History — August 2022

In August 2022, PID traded between $17.11 and $19.64. ATM implied volatility averaged 27.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 0.1% (HV 20d: 27.8%). Max pain ranged from $14.00 to $19.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.86.

Notable Days

2022-08-01: Highest Volume — 73 contracts
2022-08-11: Largest IV spike — 75.0% change
2022-08-11: Highest IV Rank — 28.8%
2022-08-11: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.90	$17.11	$19.64	$17.83	$17.11
Max Pain	$18.04	$14.00	$19.00	$14.00	$18.00
ATM IV	27.8%	12.1%	43.3%	32.9%	41.2%
Expected Move	7.7%	3.5%	12.4%	9.4%	11.8%
HV 20d	27.8%	11.7%	45.3%	17.8%	45.3%
HV 60d	24.1%	18.3%	30.6%	20.6%	30.6%
IV Rank	15.1%	1.0%	28.8%	19.8%	26.5%
IV Percentile	31.4%	0.8%	77.0%	46.4%	70.6%
Term Structure	9.9%	-28.7%	67.3%	10.7%	-0.2%
VWIV	37.6%	18.1%	49.0%	41.3%	49.0%
Skew 25d	12.2%	-21.1%	63.2%	19.4%	9.6%
Skew 10d	3.4%	-38.0%	80.1%	0.6%	35.6%
Call IV 25d	25.4%	11.8%	58.9%	35.1%	15.8%
Put IV 25d	37.6%	13.8%	87.5%	54.4%	25.5%
Bid-Ask Spread %	136.33	116.02	157.68	144.30	129.03
Gamma HHI	0.30	0.24	0.38	0.27	0.38
Net GEX	-1.3K	-2.6K	-42	-751	-2.6K
Net DEX	4.9K	-16.5K	28.8K	1.7K	28.8K
Net VEX	-120	-168	-84	-150	-100
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.86	0.00	4.67	1.70	4.67
Total Volume	20.696	0	73	73	34
Total OI	77.522	65	85	83	66

Daily Data (23 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
2022-08-01	$17.83	$14.00	32.9%	9.4%	17.8%	19.8%	41.3%	19.4%	10.7%	-751	1.7K	-150	1.70	144.30	N/A	N/A	27	46	29	54
2022-08-02	$17.69	$14.00	24.7%	7.1%	15.4%	12.6%	47.6%	27.5%	27.2%	-42	7.6K	-168	1.70	129.04	N/A	N/A	27	46	29	54
2022-08-03	$17.73	$14.00	35.2%	10.1%	15.4%	21.8%	43.5%	63.2%	22.2%	-921	5.8K	-163	1.70	157.68	N/A	N/A	27	46	29	54
2022-08-04	$17.81	$19.00	29.7%	8.5%	15.1%	17.0%	31.3%	11.1%	-20.8%	-85	-688	-150	1.70	122.24	N/A	N/A	27	46	29	54
2022-08-05	$17.71	$19.00	24.3%	6.9%	15.3%	12.3%	31.1%	7.9%	-4.3%	-481	-1.4K	-132	1.70	127.66	N/A	N/A	27	46	29	54
2022-08-08	$17.87	$19.00	40.6%	8.2%	14.9%	26.5%	38.7%	11.1%	-15.0%	-1.4K	-4.0K	-123	1.70	118.47	N/A	N/A	27	46	29	54
2022-08-09	$17.78	$19.00	36.6%	9.1%	14.8%	23.0%	0.0%	-21.1%	-8.3%	-1.7K	4.5K	-140	0.00	140.29	N/A	N/A	0	0	29	54
2022-08-10	$18.07	$19.00	24.7%	7.1%	15.5%	12.7%	0.0%	3.2%	-7.2%	-1.0K	-7.5K	-90	0.00	131.67	N/A	N/A	1	0	29	54
2022-08-11	$18.06	$19.00	43.3%	12.4%	13.9%	28.8%	0.0%	13.2%	-28.7%	-1.2K	-2.8K	-155	0.00	134.20	N/A	N/A	0	0	30	54
2022-08-12	$18.21	$19.00	40.9%	11.7%	13.8%	26.7%	0.0%	-2.6%	-26.2%	-1.5K	-6.2K	-145	0.00	151.08	N/A	N/A	0	0	30	54
2022-08-15	$18.10	$19.00	28.1%	8.0%	14.2%	15.6%	0.0%	2.3%	-10.9%	-1.1K	-8.5K	-113	0.00	134.63	N/A	N/A	0	1	30	54
2022-08-16	$18.20	$19.00	27.6%	7.9%	11.7%	15.2%	0.0%	-18.8%	-11.8%	-1.4K	-8.0K	-115	0.00	136.15	N/A	N/A	0	0	30	55
2022-08-17	$19.64	$19.00	42.3%	12.1%	28.4%	28.0%	0.0%	8.1%	16.9%	-496	-16.5K	-159	0.00	148.03	N/A	N/A	0	0	30	55
2022-08-18	$18.06	$19.00	26.4%	7.6%	42.9%	14.1%	0.0%	2.7%	67.3%	-1.4K	-6.8K	-103	0.00	148.18	N/A	N/A	0	0	30	55
2022-08-19	$17.90	$19.00	18.1%	5.2%	43.0%	6.3%	0.0%	-6.7%	66.4%	-1.2K	-2.8K	-89	0.00	116.02	N/A	N/A	0	0	30	55
2022-08-22	$17.69	$19.00	18.2%	5.2%	43.2%	6.3%	18.1%	-0.7%	19.2%	-1.7K	17.2K	-88	0.00	122.99	N/A	N/A	0	2	14	51
2022-08-23	$17.79	$18.00	15.4%	4.4%	43.2%	3.9%	0.0%	12.1%	25.9%	-1.6K	16.2K	-91	0.00	142.52	N/A	N/A	0	0	14	52
2022-08-24	$17.80	$18.00	19.4%	5.6%	42.9%	7.4%	0.0%	18.8%	14.1%	-1.4K	17.9K	-91	0.00	142.19	N/A	N/A	0	0	14	52
2022-08-25	$17.91	$18.00	15.8%	4.5%	42.9%	4.2%	0.0%	4.2%	25.5%	-1.8K	15.7K	-84	0.00	141.03	N/A	N/A	0	0	14	52
2022-08-26	$17.54	$18.00	12.1%	3.5%	43.4%	1.0%	0.0%	36.8%	24.9%	-2.1K	20.2K	-100	0.00	135.74	N/A	N/A	0	0	14	52
2022-08-29	$17.56	$18.00	15.7%	4.5%	43.4%	4.2%	0.0%	40.9%	24.9%	-2.0K	20.4K	-101	0.00	143.03	N/A	N/A	0	0	14	52
2022-08-30	$17.74	$18.00	25.1%	7.2%	43.4%	12.4%	0.0%	39.2%	16.5%	-1.5K	20.8K	-117	0.00	139.45	N/A	N/A	0	0	14	52
2022-08-31	$17.11	$18.00	41.2%	11.8%	45.3%	26.5%	49.0%	9.6%	-0.2%	-2.6K	28.8K	-100	4.67	129.03	N/A	N/A	6	28	14	52