PID Options History — June 2007

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

In June 2007, PID traded between $20.27 and $20.99. ATM implied volatility averaged 12.2%. The 30-day expected move averaged 3.3%. IV traded below realized volatility by 0.1% (HV 20d: 12.3%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2007-06-21: Highest Volume — 77 contracts
2007-06-14: Largest IV drop — 47.8% change
2007-06-22: Largest Expected Move — 3.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.59	$20.27	$20.99	$20.95	$20.75
Max Pain	$19.94	$19.00	$20.00	$19.00	$20.00
ATM IV	12.2%	7.6%	19.2%	9.2%	11.0%
Expected Move	3.3%	2.2%	3.9%	2.6%	3.2%
HV 20d	12.3%	11.0%	13.8%	12.0%	12.4%
HV 60d	14.5%	14.3%	14.8%	14.5%	14.4%
Term Structure	1.1%	-1.8%	4.8%	1.1%	0.8%
VWIV	13.5%	13.5%	13.5%	13.5%	13.5%
Skew 25d	2.7%	-1.0%	6.0%	-1.0%	3.0%
Skew 10d	2.1%	-0.4%	3.6%	-0.0%	3.3%
Call IV 25d	10.3%	7.2%	12.5%	12.5%	11.8%
Put IV 25d	13.0%	9.5%	14.7%	11.5%	14.7%
Bid-Ask Spread %	32.94	18.80	43.24	20.45	34.17
Gamma HHI	0.44	0.37	0.54	0.46	0.38
Net GEX	37.1K	32.1K	41.5K	32.1K	41.5K
Net DEX	-580.2K	-703.3K	-480.2K	-702.7K	-606.7K
Net VEX	-2.0K	-2.4K	-1.5K	-1.5K	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.24	0.00	0.00
Total Volume	14.571	0	77	2	0
Total OI	502.905	445	547	489	539

Daily Data (21 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
2007-06-01	$20.95	$19.00	9.2%	2.6%	12.0%	0.0%	0.0%	-1.0%	1.1%	32.1K	-702.7K	-1.5K	0.00	20.45	N/A	N/A	2	0	449	40
2007-06-04	$20.99	$0.00	10.6%	3.5%	11.7%	0.0%	0.0%	0.2%	0.5%	32.2K	-703.3K	-1.5K	0.00	18.81	N/A	N/A	11	0	449	40
2007-06-05	$20.85	$0.00	8.6%	3.5%	12.0%	0.0%	0.0%	2.6%	-0.0%	33.0K	-641.4K	-1.6K	0.00	34.03	N/A	N/A	10	0	438	40
2007-06-06	$20.63	$0.00	11.4%	3.4%	12.4%	0.0%	0.0%	1.7%	1.1%	34.5K	-590.9K	-1.7K	0.00	34.51	N/A	N/A	13	0	438	40
2007-06-07	$20.27	$0.00	10.7%	3.6%	13.8%	0.0%	0.0%	3.0%	4.0%	36.1K	-524.1K	-1.7K	0.00	18.80	N/A	N/A	8	0	444	40
2007-06-08	$20.38	$0.00	14.5%	3.8%	12.3%	0.0%	13.5%	0.7%	4.3%	34.9K	-553.1K	-1.7K	0.24	36.75	N/A	N/A	21	5	447	40
2007-06-11	$20.54	$20.00	17.8%	2.8%	11.0%	0.0%	0.0%	1.3%	0.5%	38.0K	-598.4K	-1.8K	0.00	39.53	N/A	N/A	20	0	468	45
2007-06-12	$20.28	$20.00	17.7%	3.8%	11.9%	0.0%	0.0%	4.4%	3.0%	39.0K	-581.5K	-1.9K	0.00	23.04	N/A	N/A	10	0	488	45
2007-06-13	$20.51	$20.00	19.2%	2.6%	12.6%	0.0%	0.0%	3.1%	2.9%	40.0K	-638.6K	-1.9K	0.00	36.87	N/A	N/A	21	0	498	45
2007-06-14	$20.61	$20.00	10.0%	2.9%	12.7%	0.0%	0.0%	0.8%	0.8%	40.2K	-672.1K	-1.9K	0.00	39.71	N/A	N/A	9	0	502	45
2007-06-15	$20.66	$20.00	11.4%	3.3%	12.7%	0.0%	0.0%	1.9%	2.9%	39.1K	-578.1K	-2.0K	0.00	37.42	N/A	N/A	49	0	462	45
2007-06-18	$20.70	$20.00	11.1%	3.2%	12.4%	0.0%	0.0%	2.5%	0.9%	35.0K	-528.7K	-1.9K	0.00	37.95	N/A	N/A	30	0	423	22
2007-06-19	$20.68	$20.00	11.1%	3.2%	12.4%	0.0%	0.0%	2.5%	0.8%	34.8K	-529.5K	-1.9K	0.00	38.03	N/A	N/A	8	0	423	22
2007-06-20	$20.50	$20.00	13.1%	3.8%	12.7%	0.0%	0.0%	5.9%	-1.2%	35.4K	-480.2K	-1.9K	0.00	32.25	N/A	N/A	1	0	431	22
2007-06-21	$20.60	$20.00	11.7%	3.4%	12.8%	0.0%	0.0%	1.6%	0.2%	33.8K	-514.7K	-2.0K	0.00	42.17	N/A	N/A	77	0	432	22
2007-06-22	$20.47	$20.00	13.5%	3.9%	12.3%	0.0%	0.0%	6.0%	-1.5%	38.8K	-544.4K	-2.4K	0.00	32.27	N/A	N/A	4	0	509	22
2007-06-25	$20.42	$20.00	12.4%	3.5%	12.0%	0.0%	0.0%	4.2%	-0.5%	39.4K	-537.3K	-2.3K	0.00	29.27	N/A	N/A	0	0	512	22
2007-06-26	$20.37	$20.00	13.1%	3.7%	11.9%	0.0%	0.0%	4.1%	-1.8%	40.3K	-516.4K	-2.3K	0.00	32.71	N/A	N/A	7	0	512	22
2007-06-27	$20.54	$20.00	7.6%	2.2%	12.3%	0.0%	0.0%	5.5%	4.8%	40.4K	-559.2K	-2.3K	0.00	29.72	N/A	N/A	0	0	517	22
2007-06-28	$20.69	$20.00	11.0%	3.2%	12.5%	0.0%	0.0%	2.3%	-0.8%	40.9K	-582.9K	-2.3K	0.00	43.24	N/A	N/A	0	0	517	22
2007-06-29	$20.75	$20.00	11.0%	3.2%	12.4%	0.0%	0.0%	3.0%	0.8%	41.5K	-606.7K	-2.3K	0.00	34.17	N/A	N/A	0	0	517	22