PID Options History — August 2024

In August 2024, PID traded between $18.31 and $19.58. ATM implied volatility averaged 22.0%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 9.0% (HV 20d: 13.0%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-27: Highest Volume — 3 contracts
2024-08-08: Largest IV spike — 214.8% change
2024-08-06: Highest IV Rank — 24.0%
2024-08-29: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.07	$18.31	$19.58	$18.91	$19.52
Max Pain	$18.09	$18.00	$19.00	$19.00	$18.00
ATM IV	22.0%	11.3%	62.7%	11.3%	22.5%
Expected Move	5.2%	3.3%	7.8%	3.3%	6.4%
HV 20d	13.0%	10.4%	14.1%	10.4%	11.6%
HV 60d	11.7%	10.9%	12.4%	11.1%	11.0%
IV Rank	6.3%	1.7%	24.0%	1.7%	6.5%
IV Percentile	29.3%	5.6%	69.8%	5.6%	40.1%
Term Structure	21.7%	-0.8%	158.1%	4.2%	20.1%
VWIV	8.9%	8.9%	8.9%	8.9%	8.9%
Skew 25d	-3.3%	-51.4%	26.9%	-5.9%	-7.8%
Skew 10d	0.5%	-21.1%	43.1%	-1.1%	-5.3%
Call IV 25d	25.3%	10.1%	70.5%	32.2%	34.1%
Put IV 25d	22.0%	10.5%	51.0%	26.3%	26.3%
Bid-Ask Spread %	154.42	140.54	178.30	155.94	151.32
Gamma HHI	0.72	0.44	0.97	0.93	0.48
Net GEX	1.8K	156	7.6K	2.5K	479
Net DEX	-10.8K	-22.9K	-5.0K	-15.2K	-7.6K
Net VEX	-30	-44	-22	-44	-27
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	0.136	0	3	0	0
Total OI	12.955	6	18	18	9

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
2024-08-01	$18.91	$19.00	11.3%	3.3%	10.4%	1.7%	0.0%	-5.9%	4.2%	2.5K	-15.2K	-44	155.94	N/A	N/A	0	17	1
2024-08-02	$18.66	$19.00	14.7%	4.2%	11.8%	3.1%	0.0%	-17.9%	-0.2%	1.5K	-13.1K	-43	155.68	N/A	N/A	0	17	1
2024-08-05	$18.31	$18.00	22.2%	5.3%	13.8%	6.4%	0.0%	-38.6%	19.4%	423	-15.2K	-40	171.18	N/A	N/A	0	17	1
2024-08-06	$18.52	$18.00	62.7%	6.3%	14.1%	24.0%	0.0%	-51.4%	32.8%	272	-17.2K	-39	178.30	N/A	N/A	0	17	1
2024-08-07	$18.53	$18.00	16.3%	7.7%	13.5%	3.8%	0.0%	26.9%	6.9%	1.5K	-11.8K	-37	156.26	N/A	N/A	0	17	1
2024-08-08	$18.72	$18.00	51.2%	6.4%	13.2%	19.0%	0.0%	5.1%	5.2%	1.6K	-13.6K	-38	159.41	N/A	N/A	0	17	1
2024-08-09	$18.72	$18.00	33.0%	3.8%	13.0%	11.1%	0.0%	16.8%	15.6%	1.9K	-13.0K	-37	159.78	N/A	N/A	0	17	1
2024-08-12	$18.73	$18.00	19.5%	4.3%	12.9%	5.2%	0.0%	2.0%	15.0%	3.4K	-10.4K	-32	149.77	N/A	N/A	0	17	1
2024-08-13	$18.90	$18.00	16.1%	5.1%	12.9%	3.8%	0.0%	-1.1%	15.7%	5.6K	-13.0K	-32	149.74	N/A	N/A	0	17	1
2024-08-14	$18.95	$18.00	19.1%	5.5%	12.9%	5.1%	0.0%	-0.6%	-0.8%	7.6K	-14.1K	-30	147.84	N/A	N/A	0	17	1
2024-08-15	$19.12	$18.00	11.8%	3.4%	13.1%	1.9%	0.0%	-0.0%	158.1%	5.1K	-19.7K	-28	151.50	N/A	N/A	0	17	1
2024-08-16	$19.16	$18.00	18.9%	5.4%	13.0%	5.0%	0.0%	5.3%	17.2%	6.5K	-22.9K	-24	157.45	N/A	N/A	0	17	1
2024-08-19	$19.33	$18.00	11.5%	3.3%	13.2%	1.8%	0.0%	-2.3%	18.6%	163	-5.1K	-23	150.52	N/A	N/A	0	5	1
2024-08-20	$19.27	$18.00	12.5%	3.6%	13.2%	2.2%	0.0%	2.2%	19.1%	158	-5.1K	-23	140.54	N/A	N/A	0	5	1
2024-08-21	$19.34	$18.00	24.8%	7.1%	13.2%	7.5%	0.0%	12.7%	18.0%	159	-5.1K	-23	150.85	N/A	N/A	0	5	1
2024-08-22	$19.27	$18.00	12.9%	3.7%	13.3%	2.4%	0.0%	1.3%	16.8%	156	-5.0K	-23	142.37	N/A	N/A	0	5	1
2024-08-23	$19.51	$18.00	16.6%	4.8%	13.7%	4.0%	0.0%	-10.2%	19.5%	173	-5.4K	-22	151.28	N/A	N/A	0	5	1
2024-08-26	$19.58	$18.00	25.0%	7.2%	13.7%	7.6%	0.0%	0.8%	20.7%	187	-5.1K	-23	154.19	N/A	N/A	0	5	1
2024-08-27	$19.55	$18.00	17.3%	5.0%	13.7%	4.3%	8.9%	-8.3%	19.9%	170	-5.5K	-22	151.76	N/A	N/A	3	5	1
2024-08-28	$19.45	$18.00	16.0%	4.6%	13.4%	3.7%	0.0%	-4.7%	16.4%	570	-7.2K	-27	146.40	N/A	N/A	0	8	1
2024-08-29	$19.56	$18.00	27.3%	7.8%	12.8%	8.6%	0.0%	2.8%	20.1%	411	-7.8K	-28	165.20	N/A	N/A	0	8	1
2024-08-30	$19.52	$18.00	22.5%	6.4%	11.6%	6.5%	0.0%	-7.8%	20.1%	479	-7.6K	-27	151.32	N/A	N/A	0	8	1