PID Options History — November 2022

In November 2022, PID traded between $16.04 and $17.43. ATM implied volatility averaged 66.0%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 45.1% (HV 20d: 20.8%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2022-11-01: Highest Volume — 31 contracts
2022-11-22: Largest IV spike — 119.0% change
2022-11-30: Highest IV Rank — 91.3%
2022-11-30: Largest Expected Move — 33.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.87	$16.04	$17.43	$16.26	$17.32
Max Pain	$17.95	$17.00	$18.00	$17.00	$18.00
ATM IV	66.0%	32.8%	115.2%	48.1%	115.2%
Expected Move	18.0%	8.6%	33.0%	13.8%	33.0%
HV 20d	20.8%	18.8%	23.5%	22.9%	20.6%
HV 60d	34.7%	31.0%	39.7%	38.5%	31.1%
IV Rank	48.2%	19.1%	91.3%	32.5%	91.3%
IV Percentile	78.5%	33.7%	99.6%	77.4%	99.6%
Term Structure	-11.4%	-23.8%	6.7%	-9.2%	-14.3%
VWIV	43.1%	22.5%	138.0%	32.9%	138.0%
Skew 25d	59.4%	-10.9%	151.9%	-10.9%	151.9%
Skew 10d	49.5%	-22.9%	194.3%	-22.9%	164.9%
Call IV 25d	38.1%	9.8%	76.7%	48.9%	47.2%
Put IV 25d	97.5%	34.2%	204.3%	38.0%	199.1%
Bid-Ask Spread %	143.35	130.21	162.37	147.53	150.69
Gamma HHI	0.33	0.29	0.43	0.29	0.43
Net GEX	417	40	1.3K	224	219
Net DEX	-1.4K	-8.3K	10.5K	-137	-7.9K
Net VEX	-110	-131	-75	-131	-99
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.94	1.00	0.94	1.00
Total Volume	24.952	0	31	31	0
Total OI	52.619	52	53	52	52

Daily Data (21 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
2022-11-01	$16.26	$0.00	48.1%	13.8%	22.9%	32.5%	32.9%	-10.9%	-9.2%	224	-137	-131	0.94	147.53	N/A	N/A	16	15	31	21
2022-11-02	$16.09	$17.00	64.3%	18.4%	22.9%	46.7%	67.5%	4.3%	-19.3%	274	-696	-130	0.94	162.37	N/A	N/A	16	15	32	21
2022-11-03	$16.04	$18.00	67.8%	13.3%	20.5%	49.8%	27.4%	13.6%	-21.0%	341	3.3K	-124	0.94	138.57	N/A	N/A	16	15	32	21
2022-11-04	$16.50	$18.00	35.6%	8.6%	21.4%	21.6%	22.8%	18.9%	-1.3%	383	2.2K	-124	0.94	130.21	N/A	N/A	16	15	32	21
2022-11-07	$16.51	$18.00	65.3%	13.2%	21.2%	47.6%	27.3%	33.4%	-15.4%	274	2.3K	-120	0.94	144.17	N/A	N/A	16	15	32	21
2022-11-08	$16.65	$18.00	65.0%	13.5%	20.5%	47.4%	31.0%	4.3%	-18.1%	379	-2.3K	-125	0.94	140.25	N/A	N/A	16	15	32	21
2022-11-09	$16.40	$18.00	37.9%	10.9%	21.4%	23.6%	29.1%	24.4%	6.4%	367	4.4K	-111	0.94	139.87	N/A	N/A	16	15	32	21
2022-11-10	$17.02	$18.00	36.9%	10.6%	23.5%	22.7%	29.5%	42.3%	-7.5%	444	1.3K	-117	0.94	143.83	N/A	N/A	16	15	32	21
2022-11-11	$17.12	$18.00	36.2%	10.4%	22.1%	22.1%	22.5%	14.1%	-5.3%	432	-3.8K	-123	0.94	136.70	N/A	N/A	16	15	32	21
2022-11-14	$17.04	$18.00	32.8%	9.4%	21.3%	19.1%	26.8%	21.2%	-5.8%	456	-2.4K	-112	0.94	136.32	N/A	N/A	16	15	32	21
2022-11-15	$17.03	$18.00	40.3%	11.6%	21.4%	25.7%	24.8%	12.6%	-11.1%	443	-5.3K	-118	0.94	136.10	N/A	N/A	16	15	32	21
2022-11-16	$17.01	$18.00	46.3%	13.3%	20.9%	30.9%	30.6%	9.9%	-23.8%	417	-6.6K	-116	0.94	143.37	N/A	N/A	16	15	32	21
2022-11-17	$16.93	$18.00	84.0%	24.1%	20.8%	64.0%	53.0%	81.0%	-12.3%	953	-3.4K	-105	0.94	149.98	N/A	N/A	16	15	32	21
2022-11-18	$17.07	$18.00	66.1%	18.9%	19.5%	48.3%	52.9%	85.0%	-15.5%	1.3K	-1.8K	-105	0.94	138.16	N/A	N/A	16	15	32	21
2022-11-21	$17.02	$18.00	41.8%	12.0%	19.5%	27.0%	29.0%	140.6%	6.7%	40	10.5K	-75	1.00	141.52	N/A	N/A	15	15	31	21
2022-11-22	$17.20	$18.00	91.4%	26.2%	18.9%	70.5%	88.0%	120.7%	-13.0%	209	2.0K	-88	1.00	145.07	N/A	N/A	15	15	31	21
2022-11-23	$17.30	$18.00	92.8%	26.6%	18.8%	71.7%	138.0%	96.5%	-18.3%	369	-1.3K	-87	1.00	145.40	N/A	N/A	15	15	31	21
2022-11-25	$17.43	$18.00	103.8%	29.7%	18.9%	81.3%	0.0%	109.7%	-12.3%	425	-8.3K	-103	0.00	151.69	N/A	N/A	0	0	31	21
2022-11-28	$17.16	$18.00	99.2%	28.5%	20.1%	77.3%	0.0%	146.3%	-7.0%	344	-5.3K	-96	0.00	141.93	N/A	N/A	0	0	31	21
2022-11-29	$17.09	$18.00	114.3%	32.8%	20.2%	90.5%	0.0%	127.6%	-21.0%	461	-6.8K	-93	0.00	146.66	N/A	N/A	0	0	31	21
2022-11-30	$17.32	$18.00	115.2%	33.0%	20.6%	91.3%	0.0%	151.9%	-14.3%	219	-7.9K	-99	0.00	150.69	N/A	N/A	0	0	31	21