PID Options History — April 2007

Name: PID Options Analytics - April 2007
Creator: Options Analysis Suite

In April 2007, PID traded between $19.40 and $20.82. ATM implied volatility averaged 11.6%. The 30-day expected move averaged 3.3%. IV traded below realized volatility by 0.4% (HV 20d: 12.0%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.04.

Notable Days

2007-04-16: Highest Volume — 220 contracts
2007-04-25: Largest IV spike — 87.0% change
2007-04-25: Largest Expected Move — 4.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.96	$19.40	$20.82	$19.40	$20.14
Max Pain	$19.00	$19.00	$19.00	$19.00	$19.00
ATM IV	11.6%	8.2%	16.7%	14.2%	11.2%
Expected Move	3.3%	2.3%	4.8%	4.1%	3.2%
HV 20d	12.0%	8.0%	18.3%	15.1%	18.3%
HV 60d	16.0%	15.3%	18.1%	15.8%	18.1%
Term Structure	2.2%	-1.7%	9.2%	-1.7%	2.9%
VWIV	10.3%	7.8%	11.9%	7.8%	11.2%
Skew 25d	-0.1%	-3.9%	4.0%	3.2%	0.9%
Skew 10d	1.4%	-1.9%	12.8%	7.8%	2.7%
Call IV 25d	11.5%	9.1%	13.8%	11.6%	11.5%
Put IV 25d	11.3%	7.6%	17.8%	14.8%	12.4%
Bid-Ask Spread %	55.64	12.99	103.38	33.33	30.57
Gamma HHI	0.49	0.33	0.68	0.41	0.53
Net GEX	21.1K	12.8K	30.4K	14.6K	28.7K
Net DEX	-356.9K	-547.8K	-167.7K	-167.7K	-502.7K
Net VEX	-1.1K	-1.9K	-425	-478	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.00	10.00	0.00	0.00
Total Volume	22.7	0	220	2	11
Total OI	293.3	152	470	152	470

Daily Data (20 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
2007-04-02	$19.40	$19.00	14.2%	4.1%	15.1%	0.0%	0.0%	3.2%	-1.7%	14.6K	-167.7K	-478	0.00	33.33	N/A	N/A	2	0	146	6
2007-04-03	$19.51	$19.00	12.7%	3.6%	13.0%	0.0%	0.0%	-0.7%	3.3%	13.8K	-175.0K	-462	0.00	15.65	N/A	N/A	0	1	146	6
2007-04-04	$19.54	$19.00	9.7%	2.8%	13.0%	0.0%	7.8%	1.9%	2.8%	13.4K	-181.0K	-459	0.00	16.12	N/A	N/A	6	0	146	7
2007-04-05	$19.61	$19.00	11.9%	3.4%	13.0%	0.0%	0.0%	2.5%	2.7%	13.4K	-193.3K	-446	0.00	16.21	N/A	N/A	0	0	149	7
2007-04-09	$19.69	$19.00	15.5%	3.5%	12.8%	0.0%	0.0%	-3.9%	1.1%	13.5K	-192.2K	-435	0.23	25.91	N/A	N/A	13	3	149	7
2007-04-10	$19.68	$19.00	10.0%	3.3%	12.7%	0.0%	0.0%	-2.3%	0.6%	13.0K	-206.6K	-425	0.00	23.21	N/A	N/A	52	0	152	10
2007-04-11	$19.64	$19.00	11.2%	3.3%	9.5%	0.0%	0.0%	-2.8%	0.7%	15.7K	-194.5K	-535	0.00	25.85	N/A	N/A	0	0	167	10
2007-04-12	$19.75	$19.00	11.0%	3.1%	9.5%	0.0%	0.0%	-1.6%	0.5%	14.7K	-210.8K	-507	0.00	92.97	N/A	N/A	9	0	167	10
2007-04-13	$19.89	$19.00	11.9%	3.4%	9.4%	0.0%	11.9%	-1.3%	1.0%	14.2K	-231.8K	-566	0.00	91.35	N/A	N/A	14	0	176	10
2007-04-16	$20.08	$19.00	12.1%	3.5%	9.4%	0.0%	0.0%	-0.2%	1.4%	12.8K	-251.4K	-576	0.00	91.72	N/A	N/A	220	0	181	10
2007-04-17	$20.18	$19.00	11.6%	3.3%	8.6%	0.0%	0.0%	0.6%	1.3%	27.9K	-511.6K	-1.6K	0.00	98.03	N/A	N/A	5	0	389	10
2007-04-18	$20.17	$19.00	11.1%	3.2%	8.5%	0.0%	0.0%	-0.1%	2.3%	28.0K	-499.9K	-1.6K	10.00	98.73	N/A	N/A	2	20	384	10
2007-04-19	$20.03	$19.00	11.7%	3.4%	8.0%	0.0%	0.0%	-0.6%	2.0%	28.5K	-490.0K	-1.6K	0.00	96.49	N/A	N/A	3	0	386	30
2007-04-20	$20.29	$19.00	8.2%	2.3%	8.9%	0.0%	0.0%	-1.1%	6.8%	26.9K	-509.7K	-1.6K	0.00	103.38	N/A	N/A	1	0	383	30
2007-04-23	$20.12	$19.00	11.2%	3.2%	9.7%	0.0%	0.0%	-0.7%	0.6%	28.9K	-497.5K	-1.6K	0.00	99.81	N/A	N/A	0	3	383	27
2007-04-24	$20.12	$19.00	8.9%	2.6%	9.7%	0.0%	0.0%	-0.7%	3.1%	28.8K	-497.5K	-1.6K	0.00	97.73	N/A	N/A	0	0	383	30
2007-04-25	$20.82	$19.00	16.7%	4.8%	14.7%	0.0%	0.0%	4.0%	9.2%	27.5K	-531.5K	-1.5K	0.00	12.99	N/A	N/A	52	0	383	30
2007-04-26	$20.25	$19.00	12.0%	3.4%	18.1%	0.0%	0.0%	2.2%	1.9%	27.2K	-547.8K	-1.7K	0.00	29.21	N/A	N/A	0	0	408	30
2007-04-27	$20.32	$19.00	9.6%	2.8%	17.8%	0.0%	0.0%	-2.2%	2.4%	30.4K	-546.2K	-1.7K	4.29	13.58	N/A	N/A	7	30	408	30
2007-04-30	$20.14	$19.00	11.2%	3.2%	18.3%	0.0%	11.2%	0.9%	2.9%	28.7K	-502.7K	-1.9K	0.00	30.57	N/A	N/A	11	0	410	60