PID Options History — August 2023

In August 2023, PID traded between $17.20 and $18.18. ATM implied volatility averaged 60.5%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 49.0% (HV 20d: 11.4%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-08-17: Highest Volume — 2 contracts
2023-08-28: Largest IV spike — 500.5% change
2023-08-08: Highest IV Rank — 38.9%
2023-08-29: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.57	$17.20	$18.18	$18.18	$17.69
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	60.5%	13.3%	108.5%	58.5%	68.7%
Expected Move	16.2%	3.8%	24.4%	16.8%	19.7%
HV 20d	11.4%	9.7%	14.6%	13.2%	10.3%
HV 60d	12.6%	12.1%	13.0%	13.0%	12.1%
IV Rank	19.9%	1.3%	38.9%	19.1%	23.1%
IV Percentile	43.3%	2.0%	88.5%	40.9%	49.6%
Term Structure	2.1%	-33.6%	39.7%	-5.0%	28.8%
Skew 25d	30.8%	-36.4%	127.2%	127.2%	-0.4%
Skew 10d	38.0%	-40.3%	175.3%	137.4%	-40.3%
Call IV 25d	29.9%	9.5%	67.6%	59.1%	43.6%
Put IV 25d	60.7%	6.1%	186.3%	186.3%	43.2%
Bid-Ask Spread %	144.74	123.31	158.34	156.76	141.51
Gamma HHI	0.45	0.29	0.78	0.78	0.38
Net GEX	126	-193	505	505	242
Net DEX	-1.1K	-4.2K	939	-1.4K	-3.4K
Net VEX	-14	-21	-3	-13	-21
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	0.087	0	2	0	0
Total OI	7.87	7	9	7	9

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-08-01	$18.18	$0.00	58.5%	16.8%	13.2%	19.1%	0.0%	127.2%	-5.0%	505	-1.4K	-13	156.76	N/A	N/A	0	5	2
2023-08-02	$17.84	$0.00	18.6%	5.3%	14.6%	3.4%	0.0%	119.0%	11.2%	125	-705	-13	152.69	N/A	N/A	0	5	2
2023-08-03	$17.73	$17.00	77.7%	15.5%	13.4%	26.7%	0.0%	-36.4%	-10.1%	77	-1.2K	-14	138.54	N/A	N/A	0	5	2
2023-08-04	$17.76	$17.00	62.3%	16.5%	13.3%	20.6%	0.0%	-6.5%	6.7%	182	-722	-12	141.62	N/A	N/A	0	5	2
2023-08-07	$17.79	$17.00	69.8%	17.3%	13.3%	23.6%	0.0%	59.0%	-1.5%	169	-478	-11	145.81	N/A	N/A	0	5	2
2023-08-08	$17.73	$17.00	108.5%	14.7%	13.2%	38.9%	0.0%	-25.3%	2.1%	70	-651	-12	140.48	N/A	N/A	0	5	2
2023-08-09	$17.77	$17.00	45.6%	13.1%	11.8%	14.0%	0.0%	-7.4%	6.4%	228	-1.1K	-15	130.88	N/A	N/A	0	5	2
2023-08-10	$17.74	$17.00	46.8%	13.4%	10.0%	14.5%	0.0%	57.8%	6.7%	215	-715	-12	140.96	N/A	N/A	0	5	2
2023-08-11	$17.74	$17.00	58.7%	16.8%	9.7%	19.2%	0.0%	65.2%	8.1%	198	-691	-11	143.68	N/A	N/A	0	5	2
2023-08-14	$17.61	$17.00	69.1%	19.8%	9.9%	23.3%	0.0%	-18.8%	-18.3%	140	134	-11	123.31	N/A	N/A	0	5	2
2023-08-15	$17.31	$17.00	49.5%	14.2%	10.7%	15.5%	0.0%	67.3%	24.7%	-48	939	-7	144.74	N/A	N/A	0	5	2
2023-08-16	$17.26	$17.00	62.3%	17.9%	10.2%	20.6%	0.0%	81.2%	8.2%	-193	490	-3	134.64	N/A	N/A	0	5	2
2023-08-17	$17.20	$17.00	49.3%	14.1%	10.2%	15.5%	0.0%	61.6%	39.7%	-171	843	-5	136.99	N/A	N/A	2	5	2
2023-08-18	$17.26	$17.00	61.9%	17.8%	10.3%	20.5%	0.0%	32.3%	-11.6%	181	-1.9K	-21	156.25	N/A	N/A	0	7	2
2023-08-21	$17.27	$17.00	75.0%	21.5%	10.4%	25.6%	0.0%	11.4%	-15.3%	218	-1.8K	-21	154.53	N/A	N/A	0	7	2
2023-08-22	$17.23	$17.00	65.3%	18.7%	10.2%	21.8%	0.0%	45.5%	-2.6%	-49	-421	-15	144.57	N/A	N/A	0	7	2
2023-08-23	$17.41	$17.00	16.3%	4.7%	11.3%	2.4%	0.0%	10.9%	-0.7%	0	-623	-16	140.93	N/A	N/A	0	7	2
2023-08-24	$17.31	$17.00	70.3%	20.1%	11.2%	23.8%	0.0%	16.1%	-17.8%	191	-2.0K	-20	154.53	N/A	N/A	0	7	2
2023-08-25	$17.39	$17.00	13.3%	3.8%	11.4%	1.3%	0.0%	4.5%	3.3%	-60	-414	-14	151.45	N/A	N/A	0	7	2
2023-08-28	$17.51	$17.00	80.0%	22.9%	11.7%	27.6%	0.0%	4.0%	13.6%	243	-1.5K	-18	139.64	N/A	N/A	0	7	2
2023-08-29	$17.73	$17.00	85.3%	24.4%	12.3%	29.7%	0.0%	72.4%	-33.6%	161	-4.2K	-21	158.34	N/A	N/A	0	7	2
2023-08-30	$17.76	$17.00	78.5%	22.5%	10.4%	27.0%	0.0%	-33.0%	4.3%	275	-3.1K	-21	156.10	N/A	N/A	0	7	2
2023-08-31	$17.69	$17.00	68.7%	19.7%	10.3%	23.1%	0.0%	-0.4%	28.8%	242	-3.4K	-21	141.51	N/A	N/A	0	7	2