PID Options History — September 2022

In September 2022, PID traded between $15.27 and $18.18. ATM implied volatility averaged 49.5%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 5.0% (HV 20d: 44.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.01.

Notable Days

2022-09-16: Highest Volume — 48 contracts
2022-09-13: Largest IV spike — 405.6% change
2022-09-13: Highest IV Rank — 81.7%
2022-09-27: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.53	$15.27	$18.18	$16.87	$15.27
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	49.5%	17.1%	104.3%	47.0%	53.1%
Expected Move	12.4%	4.9%	18.8%	13.5%	15.2%
HV 20d	44.5%	41.0%	50.2%	45.4%	41.8%
HV 60d	33.6%	29.9%	36.6%	30.7%	36.4%
IV Rank	33.7%	5.4%	81.7%	31.6%	36.9%
IV Percentile	73.6%	6.0%	99.6%	82.9%	89.3%
Term Structure	-7.4%	-21.6%	14.5%	-6.7%	-8.2%
Skew 25d	-3.1%	-41.1%	34.2%	-3.5%	13.4%
Skew 10d	-17.2%	-57.0%	16.0%	-0.1%	13.0%
Call IV 25d	41.3%	10.4%	61.1%	20.4%	61.1%
Put IV 25d	38.1%	13.4%	78.0%	16.9%	74.5%
Bid-Ask Spread %	152.17	127.33	168.70	127.33	157.28
Gamma HHI	0.33	0.25	0.44	0.41	0.27
Net GEX	-1.1K	-2.9K	-74	-2.5K	-116
Net DEX	20.5K	8.3K	35.4K	31.5K	16.7K
Net VEX	-92	-114	-69	-114	-90
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.01	0.00	4.67	4.67	0.94
Total Volume	16.05	0	48	0	31
Total OI	52.25	36	81	66	38

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
2022-09-01	$16.87	$18.00	47.0%	13.5%	45.4%	31.6%	0.0%	-3.5%	-6.7%	-2.5K	31.5K	-114	0.00	127.33	N/A	N/A	0	0	14	52
2022-09-06	$16.81	$0.00	59.6%	12.4%	45.4%	42.6%	0.0%	-2.9%	-1.6%	-2.3K	33.4K	-103	4.67	153.05	N/A	N/A	6	28	14	52
2022-09-07	$16.97	$0.00	71.5%	12.9%	45.4%	53.0%	0.0%	-18.5%	-9.9%	-2.4K	35.4K	-95	4.67	145.57	N/A	N/A	6	28	14	52
2022-09-08	$16.99	$0.00	46.1%	7.6%	45.4%	30.8%	0.0%	-4.3%	-4.4%	-2.9K	30.6K	-87	0.00	136.83	N/A	N/A	0	0	14	52
2022-09-09	$17.36	$0.00	36.9%	11.8%	45.8%	22.7%	0.0%	-24.5%	-20.2%	-2.7K	23.7K	-75	0.00	152.86	N/A	N/A	0	0	14	52
2022-09-12	$17.59	$0.00	20.6%	9.4%	46.1%	8.5%	0.0%	0.6%	-18.4%	-1.4K	19.6K	-69	0.00	155.02	N/A	N/A	0	0	14	52
2022-09-13	$17.05	$0.00	104.3%	8.4%	47.1%	81.7%	0.0%	9.6%	1.9%	-2.4K	29.3K	-84	4.67	151.89	N/A	N/A	6	28	14	52
2022-09-14	$17.68	$0.00	17.1%	4.9%	49.1%	5.4%	0.0%	20.2%	6.8%	-2.6K	25.2K	-74	0.00	142.24	N/A	N/A	0	0	14	52
2022-09-15	$18.18	$0.00	49.5%	14.2%	50.2%	33.7%	0.0%	14.9%	-7.3%	-1.1K	18.4K	-86	0.00	162.28	N/A	N/A	15	0	14	52
2022-09-16	$16.74	$0.00	41.8%	12.0%	49.8%	27.0%	0.0%	-5.7%	-6.5%	-82	14.3K	-111	1.40	162.97	N/A	N/A	20	28	29	52
2022-09-19	$16.71	$0.00	47.8%	13.7%	41.0%	32.2%	0.0%	0.6%	-8.1%	-95	8.3K	-114	0.00	168.12	N/A	N/A	0	0	17	19
2022-09-20	$16.46	$0.00	52.3%	15.0%	41.1%	36.2%	0.0%	-24.4%	-8.7%	-134	13.0K	-99	0.00	168.70	N/A	N/A	0	0	17	19
2022-09-21	$16.28	$0.00	52.9%	15.2%	41.1%	36.7%	0.0%	-41.1%	-10.6%	-74	11.8K	-103	0.00	163.19	N/A	N/A	0	0	17	19
2022-09-22	$16.27	$0.00	34.3%	9.8%	41.0%	20.5%	0.0%	-14.7%	-9.6%	-140	14.6K	-91	0.00	153.24	N/A	N/A	0	1	17	19
2022-09-23	$15.68	$0.00	54.4%	15.6%	42.5%	38.0%	0.0%	-19.3%	-12.6%	-133	16.6K	-86	0.00	154.10	N/A	N/A	0	0	17	20
2022-09-26	$15.37	$0.00	62.6%	17.9%	42.5%	45.2%	0.0%	9.9%	-15.4%	-97	15.2K	-89	0.94	144.16	N/A	N/A	16	15	17	20
2022-09-27	$15.29	$0.00	65.5%	18.8%	42.2%	47.7%	0.0%	34.2%	-21.6%	-117	15.5K	-94	0.94	159.08	N/A	N/A	16	15	17	21
2022-09-28	$15.64	$0.00	40.0%	11.5%	43.4%	25.4%	0.0%	3.5%	-0.3%	-171	20.9K	-76	0.94	149.28	N/A	N/A	16	15	17	21
2022-09-29	$15.38	$0.00	32.1%	9.2%	43.2%	18.5%	0.0%	-10.8%	14.5%	-123	15.6K	-90	0.94	136.13	N/A	N/A	16	15	17	21
2022-09-30	$15.27	$0.00	53.1%	15.2%	41.8%	36.9%	0.0%	13.4%	-8.2%	-116	16.7K	-90	0.94	157.28	N/A	N/A	16	15	17	21