PID Options History — February 2007 In February 2007, PID traded between $18.60 and $19.43. ATM implied volatility averaged 10.0%. The 30-day expected move averaged 2.9%. IV traded below realized volatility by 0.1% (HV 20d: 10.0%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 7 of 18 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-20 : Highest Volume — 23 contracts2007-02-27 : Largest IV spike — 33.3% change2007-02-27 : Largest Expected Move — 3.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.06 $18.60 $19.43 $18.84 $18.68 Max Pain $16.22 $16.00 $20.00 $20.00 $16.00 ATM IV 10.0% 8.0% 13.0% 9.3% 12.9% Expected Move 2.9% 2.3% 3.7% 2.7% 3.7% HV 20d 10.0% 7.9% 17.9% 9.9% 17.9% Term Structure -0.2% -6.1% 3.7% 0.7% -6.0% VWIV 10.1% 10.1% 10.1% 10.1% 10.1% Skew 25d 1.5% -1.7% 12.2% 6.5% 2.1% Skew 10d 3.3% -1.1% 24.5% 7.4% 2.9% Call IV 25d 11.7% 8.7% 15.1% 9.3% 13.2% Put IV 25d 13.2% 10.3% 24.4% 15.8% 15.2% Bid-Ask Spread % 100.50 70.60 110.03 107.29 103.44 Gamma HHI 0.51 0.39 0.66 0.66 0.45 Net GEX 9.1K 4.0K 11.4K 4.8K 11.0K Net DEX -109.9K -152.4K -57.2K -57.4K -105.6K Net VEX -307 -410 -193 -195 -369 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 2.944 0 23 0 0 Total OI 123.722 88 145 88 145
Daily Data (18 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2007-02-01 $18.84 $20.00 9.3% 2.7% 9.9% 0.0% 0.0% 6.5% 0.7% 4.8K -57.4K -195 0.00 107.29 N/A N/A 0 0 68 20 2007-02-02 $18.82 $16.00 9.6% 2.6% 9.6% 0.0% 0.0% -0.2% 0.3% 4.0K -57.2K -193 0.00 100.63 N/A N/A 0 0 68 20 2007-02-06 $18.94 $16.00 8.5% 2.3% 9.2% 0.0% 0.0% 1.6% -0.5% 6.6K -91.2K -247 0.00 70.60 N/A N/A 0 0 88 20 2007-02-07 $19.02 $16.00 8.9% 2.9% 9.3% 0.0% 10.1% 1.6% -1.6% 6.9K -91.0K -247 0.00 73.39 N/A N/A 10 0 88 20 2007-02-08 $19.10 $16.00 10.2% 2.9% 9.0% 0.0% 0.0% 0.1% -1.2% 10.4K -106.8K -283 0.00 88.70 N/A N/A 0 0 98 20 2007-02-09 $19.03 $16.00 10.0% 2.9% 8.8% 0.0% 0.0% -0.2% -0.7% 8.9K -96.0K -272 0.00 83.05 N/A N/A 5 0 98 20 2007-02-12 $18.84 $16.00 10.4% 3.0% 9.2% 0.0% 0.0% 2.1% 1.6% 9.1K -94.6K -299 0.00 108.56 N/A N/A 0 0 103 20 2007-02-13 $19.00 $16.00 9.8% 2.8% 8.7% 0.0% 0.0% 0.4% -0.4% 9.4K -103.2K -293 0.00 107.12 N/A N/A 0 0 103 20 2007-02-14 $19.17 $16.00 9.8% 2.8% 9.2% 0.0% 0.0% 0.3% -0.9% 9.6K -113.2K -280 0.00 107.17 N/A N/A 0 0 103 20 2007-02-15 $19.22 $16.00 10.9% 3.1% 9.2% 0.0% 0.0% 0.6% -1.4% 10.0K -123.5K -270 0.00 106.47 N/A N/A 2 0 103 20 2007-02-16 $19.25 $16.00 10.0% 2.9% 9.2% 0.0% 0.0% 12.2% -0.3% 11.4K -122.4K -294 0.00 107.09 N/A N/A 10 0 105 20 2007-02-20 $19.21 $16.00 9.7% 2.8% 9.2% 0.0% 0.0% -1.7% -0.2% 8.7K -128.9K -316 0.00 109.32 N/A N/A 23 0 100 20 2007-02-21 $19.23 $16.00 8.0% 2.3% 8.7% 0.0% 0.0% -0.5% 3.7% 10.9K -140.5K -406 0.00 110.03 N/A N/A 0 0 123 20 2007-02-22 $19.39 $16.00 9.0% 2.6% 8.6% 0.0% 0.0% -0.2% 3.2% 9.7K -141.4K -410 0.00 109.00 N/A N/A 0 0 123 20 2007-02-23 $19.34 $16.00 9.4% 2.7% 8.7% 0.0% 0.0% -0.7% 2.2% 10.9K -152.4K -391 0.00 109.10 N/A N/A 0 0 123 20 2007-02-26 $19.43 $16.00 9.7% 2.8% 7.9% 0.0% 0.0% 1.4% 3.3% 10.8K -151.4K -387 0.00 104.42 N/A N/A 3 0 123 20 2007-02-27 $18.60 $16.00 13.0% 3.7% 17.9% 0.0% 0.0% 1.0% -6.1% 10.9K -101.0K -370 0.00 103.59 N/A N/A 0 0 125 20 2007-02-28 $18.68 $16.00 12.9% 3.7% 17.9% 0.0% 0.0% 2.1% -6.0% 11.0K -105.6K -369 0.00 103.44 N/A N/A 0 0 125 20
« Jan 2007 | All History | Mar 2007 » Home PID History February 2007