PID Options History — May 2024

In May 2024, PID traded between $17.99 and $18.86. ATM implied volatility averaged 24.0%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 12.3% (HV 20d: 11.7%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-05-09: Highest Volume — 4 contracts
2024-05-23: Largest IV spike — 135.5% change
2024-05-14: Highest IV Rank — 26.6%
2024-05-23: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.51	$17.99	$18.86	$17.99	$18.45
Max Pain	$13.00	$13.00	$13.00	$13.00	$13.00
ATM IV	24.0%	13.6%	68.8%	16.6%	15.4%
Expected Move	5.1%	3.0%	11.0%	4.8%	4.4%
HV 20d	11.7%	8.7%	14.5%	14.0%	13.4%
HV 60d	12.4%	11.5%	13.4%	13.4%	12.8%
IV Rank	7.2%	2.7%	26.6%	4.0%	3.4%
IV Percentile	23.0%	5.6%	68.7%	12.3%	11.5%
Term Structure	11.9%	-5.8%	68.0%	-3.5%	18.7%
Skew 25d	0.9%	-20.9%	28.5%	-1.8%	7.4%
Skew 10d	5.9%	-16.6%	20.9%	1.9%	10.0%
Call IV 25d	25.8%	9.4%	45.7%	21.2%	28.9%
Put IV 25d	26.7%	13.1%	51.7%	19.4%	36.3%
Bid-Ask Spread %	154.00	131.01	169.61	166.94	151.50
Gamma HHI	0.83	0.62	1.00	1.00	0.76
Net GEX	932	568	1.3K	764	973
Net DEX	-15.7K	-20.5K	-10.0K	-10.0K	-15.9K
Net VEX	-42	-51	-28	-34	-44
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	0.182	0	4	0	0
Total OI	15.727	13	17	13	17

Daily Data (22 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
2024-05-01	$17.99	$0.00	16.6%	4.8%	14.0%	4.0%	0.0%	-1.8%	-3.5%	764	-10.0K	-34	166.94	N/A	N/A	0	11	2
2024-05-02	$18.09	$0.00	15.3%	4.4%	14.1%	3.4%	0.0%	17.5%	-3.7%	1.3K	-11.1K	-33	169.31	N/A	N/A	0	11	2
2024-05-03	$18.19	$0.00	16.4%	4.7%	14.3%	3.9%	0.0%	16.3%	-5.8%	976	-11.4K	-33	169.05	N/A	N/A	0	11	2
2024-05-06	$18.34	$13.00	15.8%	4.3%	14.5%	3.6%	0.0%	-16.6%	15.2%	759	-11.8K	-32	166.23	N/A	N/A	0	11	2
2024-05-07	$18.34	$13.00	18.7%	7.3%	14.5%	4.9%	0.0%	0.3%	5.6%	896	-12.1K	-31	166.36	N/A	N/A	0	11	2
2024-05-08	$18.45	$13.00	20.1%	3.7%	12.9%	5.5%	0.0%	-20.7%	13.2%	772	-12.4K	-31	164.29	N/A	N/A	0	11	2
2024-05-09	$18.63	$13.00	42.0%	3.0%	13.3%	15.0%	0.0%	1.4%	14.7%	939	-14.3K	-28	169.61	N/A	N/A	4	11	2
2024-05-10	$18.77	$13.00	30.8%	5.3%	11.2%	10.1%	0.0%	6.6%	14.8%	877	-18.2K	-51	148.66	N/A	N/A	0	15	2
2024-05-13	$18.73	$13.00	47.0%	3.5%	9.9%	17.1%	0.0%	-4.6%	12.9%	1.1K	-18.9K	-48	153.33	N/A	N/A	0	15	2
2024-05-14	$18.70	$13.00	68.8%	4.5%	9.0%	26.6%	0.0%	-1.6%	8.2%	1.2K	-18.9K	-47	131.01	N/A	N/A	0	15	2
2024-05-15	$18.86	$13.00	13.6%	3.9%	9.2%	2.7%	0.0%	-3.2%	12.3%	1.0K	-20.5K	-43	138.12	N/A	N/A	0	15	2
2024-05-16	$18.80	$13.00	22.9%	6.6%	9.5%	6.7%	0.0%	0.6%	68.0%	729	-17.5K	-50	146.07	N/A	N/A	0	15	2
2024-05-17	$18.84	$13.00	14.4%	4.1%	9.3%	3.0%	0.0%	-14.9%	15.6%	1.0K	-19.9K	-44	144.92	N/A	N/A	0	15	2
2024-05-20	$18.84	$13.00	23.4%	6.7%	9.2%	6.9%	0.0%	-20.9%	-2.2%	1.1K	-20.1K	-43	141.50	N/A	N/A	0	15	2
2024-05-21	$18.79	$13.00	14.8%	4.2%	8.7%	3.2%	0.0%	-5.2%	16.0%	1.1K	-19.4K	-45	145.19	N/A	N/A	0	15	2
2024-05-22	$18.73	$13.00	16.3%	4.7%	8.7%	3.8%	0.0%	4.3%	15.3%	996	-18.3K	-46	144.64	N/A	N/A	0	15	2
2024-05-23	$18.39	$13.00	38.3%	11.0%	11.3%	13.4%	0.0%	6.0%	-5.8%	568	-14.8K	-49	164.64	N/A	N/A	0	15	2
2024-05-24	$18.52	$13.00	19.4%	5.6%	11.5%	5.2%	0.0%	5.9%	16.7%	799	-16.0K	-47	157.63	N/A	N/A	0	15	2
2024-05-28	$18.38	$13.00	13.9%	4.0%	11.9%	2.8%	0.0%	2.9%	19.7%	804	-15.2K	-46	149.56	N/A	N/A	0	15	2
2024-05-29	$18.06	$13.00	27.6%	7.9%	13.0%	8.8%	0.0%	12.6%	0.1%	901	-13.4K	-45	151.69	N/A	N/A	0	15	2
2024-05-30	$18.26	$13.00	15.8%	4.5%	13.1%	3.6%	0.0%	28.5%	15.0%	1.1K	-14.8K	-45	147.79	N/A	N/A	0	15	2
2024-05-31	$18.45	$13.00	15.4%	4.4%	13.4%	3.4%	0.0%	7.4%	18.7%	973	-15.9K	-44	151.50	N/A	N/A	0	15	2