PID Options History — December 2022

In December 2022, PID traded between $16.34 and $17.39. ATM implied volatility averaged 114.5%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 98.7% (HV 20d: 15.9%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-06: Highest Volume — 10 contracts
2022-12-29: Largest IV spike — 73.2% change
2022-12-05: Highest IV Rank — 100.0%
2022-12-02: Largest Expected Move — 35.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.84	$16.34	$17.39	$17.39	$16.68
Max Pain	$17.22	$17.00	$18.00	$18.00	$17.00
ATM IV	114.5%	49.7%	263.3%	118.7%	101.6%
Expected Move	23.0%	14.3%	35.3%	34.0%	29.1%
HV 20d	15.9%	12.0%	19.9%	19.9%	16.0%
HV 60d	24.6%	19.9%	31.0%	31.0%	19.9%
IV Rank	57.7%	15.4%	100.0%	94.4%	35.9%
IV Percentile	93.6%	69.8%	100.0%	99.6%	94.4%
Term Structure	3.2%	-26.5%	45.9%	-15.0%	1.4%
VWIV	17.5%	17.5%	17.5%	17.5%	17.5%
Skew 25d	104.0%	25.1%	194.8%	156.6%	139.6%
Skew 10d	120.8%	47.7%	177.5%	169.2%	177.5%
Call IV 25d	54.2%	16.7%	74.9%	47.2%	65.2%
Put IV 25d	158.2%	99.2%	211.6%	203.8%	204.8%
Bid-Ask Spread %	166.74	144.76	177.62	151.05	163.63
Gamma HHI	0.50	0.30	0.70	0.44	0.58
Net GEX	415	-510	1.0K	232	242
Net DEX	-10.0K	-16.7K	870	-8.5K	-10.8K
Net VEX	-54	-97	-36	-97	-39
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.571	0	10	0	0
Total OI	31.476	13	52	52	14

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-12-01	$17.39	$18.00	118.7%	34.0%	19.9%	94.4%	0.0%	156.6%	-15.0%	232	-8.5K	-97	151.05	N/A	N/A	0	0	31	21
2022-12-02	$17.34	$18.00	123.1%	35.3%	19.9%	98.2%	0.0%	194.8%	-18.1%	382	-6.8K	-89	144.76	N/A	N/A	0	0	31	21
2022-12-05	$17.06	$0.00	139.0%	20.0%	18.9%	100.0%	0.0%	74.8%	8.3%	330	-5.9K	-85	170.30	N/A	N/A	0	0	31	21
2022-12-06	$16.98	$0.00	134.9%	18.5%	19.1%	96.8%	0.0%	95.5%	14.4%	476	-2.6K	-76	166.62	N/A	N/A	0	10	31	21
2022-12-07	$16.99	$0.00	143.3%	20.0%	18.9%	100.0%	0.0%	84.6%	8.3%	1.0K	-10.9K	-63	160.07	N/A	N/A	0	0	31	11
2022-12-08	$17.02	$0.00	161.9%	19.7%	17.9%	100.0%	0.0%	85.2%	10.3%	836	-16.7K	-66	161.80	N/A	N/A	0	0	31	10
2022-12-09	$16.98	$0.00	173.3%	21.2%	12.2%	100.0%	0.0%	80.0%	-2.6%	892	-16.6K	-62	168.25	N/A	N/A	0	0	31	10
2022-12-12	$16.96	$0.00	202.6%	22.0%	12.0%	100.0%	0.0%	102.4%	-2.1%	892	-15.6K	-56	163.89	N/A	N/A	0	0	31	10
2022-12-13	$17.12	$0.00	263.3%	21.0%	12.3%	100.0%	0.0%	91.6%	11.3%	968	-16.1K	-54	173.57	N/A	N/A	0	0	31	10
2022-12-14	$17.05	$0.00	78.6%	22.5%	12.4%	26.8%	0.0%	92.5%	-9.4%	819	-16.3K	-54	177.62	N/A	N/A	0	0	31	10
2022-12-15	$16.71	$0.00	79.7%	22.8%	14.4%	27.2%	0.0%	94.0%	45.9%	-510	870	-36	177.20	N/A	N/A	0	0	31	10
2022-12-16	$16.55	$0.00	83.5%	23.9%	14.6%	28.7%	0.0%	88.5%	-19.9%	193	584	-41	175.11	N/A	N/A	0	1	31	10
2022-12-19	$16.34	$0.00	91.4%	26.2%	14.8%	31.9%	0.0%	99.7%	-7.7%	201	-9.2K	-40	170.47	N/A	N/A	0	0	11	2
2022-12-20	$16.54	$0.00	70.3%	20.1%	15.6%	23.5%	17.5%	112.5%	6.1%	129	-10.0K	-40	175.62	N/A	N/A	1	0	11	2
2022-12-21	$16.70	$17.00	91.2%	26.1%	15.5%	31.8%	0.0%	115.6%	-8.1%	220	-11.0K	-42	169.05	N/A	N/A	0	0	12	2
2022-12-22	$16.52	$17.00	65.4%	18.8%	15.6%	21.6%	0.0%	122.1%	-1.9%	240	-10.4K	-41	164.02	N/A	N/A	0	0	12	2
2022-12-23	$16.73	$17.00	69.9%	20.0%	16.1%	23.4%	0.0%	116.9%	18.7%	249	-11.0K	-41	166.04	N/A	N/A	0	0	12	2
2022-12-27	$16.74	$17.00	77.8%	22.3%	15.3%	26.5%	0.0%	123.2%	12.6%	346	-10.8K	-40	165.45	N/A	N/A	0	0	12	2
2022-12-28	$16.52	$17.00	49.7%	14.3%	15.9%	15.4%	0.0%	25.1%	-26.5%	287	-10.4K	-39	172.57	N/A	N/A	0	0	12	2
2022-12-29	$16.77	$17.00	86.1%	24.7%	16.1%	29.8%	0.0%	89.1%	42.1%	254	-11.2K	-39	164.49	N/A	N/A	0	0	12	2
2022-12-30	$16.68	$17.00	101.6%	29.1%	16.0%	35.9%	0.0%	139.6%	1.4%	242	-10.8K	-39	163.63	N/A	N/A	0	0	12	2