PID Options History — July 2024

In July 2024, PID traded between $17.83 and $19.11. ATM implied volatility averaged 17.1%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 7.8% (HV 20d: 9.3%). Max pain ranged from $19.00 to $19.00. 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

2024-07-11: Highest Volume — 13 contracts
2024-07-15: Largest IV spike — 96.0% change
2024-07-09: Highest IV Rank — 14.0%
2024-07-03: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.54	$17.83	$19.11	$17.83	$19.11
Max Pain	$19.00	$19.00	$19.00	$19.00	$19.00
ATM IV	17.1%	9.3%	39.8%	24.3%	10.8%
Expected Move	4.5%	2.7%	8.5%	7.0%	3.1%
HV 20d	9.3%	8.1%	10.2%	8.1%	9.8%
HV 60d	11.4%	10.7%	12.3%	12.1%	11.0%
IV Rank	4.2%	0.8%	14.0%	7.3%	1.4%
IV Percentile	15.9%	0.8%	53.2%	33.7%	3.6%
Term Structure	5.4%	-5.5%	15.6%	-5.3%	1.1%
VWIV	12.0%	12.0%	12.0%	12.0%	12.0%
Skew 25d	0.3%	-24.2%	25.8%	-0.3%	-24.2%
Skew 10d	-4.2%	-31.9%	12.0%	12.0%	-31.9%
Call IV 25d	25.2%	6.5%	37.4%	30.2%	37.1%
Put IV 25d	25.5%	12.9%	55.4%	29.9%	12.9%
Bid-Ask Spread %	160.30	152.53	167.06	156.92	152.53
Gamma HHI	0.79	0.58	0.94	0.58	0.93
Net GEX	1.5K	82	3.4K	82	3.0K
Net DEX	-9.8K	-18.7K	-2.2K	-2.2K	-18.7K
Net VEX	-39	-55	-22	-22	-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	0.591	0	13	0	0
Total OI	13.273	5	18	5	18

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
2024-07-01	$17.83	$0.00	24.3%	7.0%	8.1%	7.3%	0.0%	-0.3%	-5.3%	82	-2.2K	-22	156.92	N/A	N/A	0	4	1
2024-07-02	$17.90	$0.00	25.8%	7.4%	8.3%	8.0%	0.0%	21.6%	7.8%	89	-2.3K	-22	161.40	N/A	N/A	0	4	1
2024-07-03	$18.11	$0.00	29.6%	8.5%	9.5%	9.6%	0.0%	12.7%	11.9%	88	-2.6K	-23	160.73	N/A	N/A	0	4	1
2024-07-05	$18.14	$0.00	22.9%	6.4%	9.4%	6.7%	0.0%	16.6%	-5.5%	91	-2.6K	-23	159.11	N/A	N/A	0	4	1
2024-07-08	$18.19	$0.00	31.6%	7.1%	9.3%	10.5%	0.0%	11.8%	-2.1%	89	-2.6K	-22	158.28	N/A	N/A	0	4	1
2024-07-09	$18.09	$0.00	39.8%	4.6%	8.5%	14.0%	0.0%	25.8%	11.4%	86	-2.5K	-22	161.92	N/A	N/A	0	4	1
2024-07-10	$18.32	$0.00	21.3%	6.1%	9.8%	6.0%	0.0%	0.7%	-5.0%	97	-2.8K	-23	165.87	N/A	N/A	0	4	1
2024-07-11	$18.56	$0.00	22.2%	6.4%	10.1%	6.4%	12.0%	12.3%	-0.4%	97	-3.1K	-22	167.02	N/A	N/A	13	4	1
2024-07-12	$18.68	$19.00	10.5%	3.0%	10.2%	1.3%	0.0%	-12.4%	14.0%	1.6K	-13.7K	-55	167.06	N/A	N/A	0	17	1
2024-07-15	$18.60	$19.00	20.5%	5.9%	9.6%	5.7%	0.0%	3.1%	15.6%	1.1K	-13.8K	-53	164.27	N/A	N/A	0	17	1
2024-07-16	$18.77	$19.00	11.8%	3.4%	8.9%	1.9%	0.0%	-5.8%	13.9%	1.6K	-14.6K	-53	165.64	N/A	N/A	0	17	1
2024-07-17	$18.76	$19.00	10.3%	3.0%	8.9%	1.2%	0.0%	3.3%	2.7%	2.9K	-13.3K	-52	155.16	N/A	N/A	0	17	1
2024-07-18	$18.68	$19.00	9.7%	2.8%	9.2%	1.0%	0.0%	-8.6%	3.8%	2.1K	-12.8K	-51	160.85	N/A	N/A	0	17	1
2024-07-19	$18.65	$19.00	11.0%	3.2%	9.3%	1.5%	0.0%	5.4%	2.9%	1.8K	-12.9K	-51	163.87	N/A	N/A	0	17	1
2024-07-22	$18.77	$19.00	9.3%	2.7%	9.4%	0.8%	0.0%	-7.8%	11.2%	2.6K	-13.5K	-49	157.23	N/A	N/A	0	17	1
2024-07-23	$18.73	$19.00	10.1%	2.9%	9.5%	1.1%	0.0%	-8.4%	11.1%	2.1K	-13.4K	-48	153.30	N/A	N/A	0	17	1
2024-07-24	$18.68	$19.00	10.8%	3.1%	9.6%	1.5%	0.0%	-9.5%	11.0%	2.2K	-12.4K	-47	158.63	N/A	N/A	0	17	1
2024-07-25	$18.74	$19.00	9.8%	2.8%	9.1%	1.0%	0.0%	11.7%	10.2%	2.5K	-13.1K	-47	162.12	N/A	N/A	0	17	1
2024-07-26	$18.87	$19.00	11.4%	3.3%	9.2%	1.7%	0.0%	-13.6%	0.2%	3.4K	-14.6K	-47	157.43	N/A	N/A	0	17	1
2024-07-29	$18.84	$19.00	10.3%	3.0%	9.3%	1.2%	0.0%	-11.1%	3.3%	3.2K	-14.0K	-45	160.85	N/A	N/A	0	17	1
2024-07-30	$18.88	$19.00	11.4%	3.3%	9.2%	1.7%	0.0%	-16.1%	5.3%	2.7K	-14.9K	-45	156.50	N/A	N/A	0	17	1
2024-07-31	$19.11	$19.00	10.8%	3.1%	9.8%	1.4%	0.0%	-24.2%	1.1%	3.0K	-18.7K	-44	152.53	N/A	N/A	0	17	1