PID Options History — January 2008

Name: PID Options Analytics - January 2008
Creator: Options Analysis Suite

In January 2008, PID traded between $18.46 and $20.58. ATM implied volatility averaged 35.8%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 13.6% (HV 20d: 22.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.27.

Notable Days

2008-01-18: Highest Volume — 42 contracts
2008-01-08: Largest IV spike — 122.7% change
2008-01-08: Highest IV Rank — 66.9%
2008-01-08: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.43	$18.46	$20.58	$20.48	$19.27
ATM IV	35.8%	19.5%	109.9%	46.3%	36.6%
Expected Move	8.6%	5.6%	16.1%	13.3%	10.5%
HV 20d	22.2%	18.2%	25.8%	18.4%	25.0%
HV 60d	24.4%	23.1%	25.3%	23.1%	24.4%
IV Rank	21.2%	11.2%	66.9%	27.7%	21.8%
IV Percentile	80.0%	66.7%	97.1%	90.2%	84.1%
Term Structure	-8.5%	-34.8%	0.4%	-34.8%	-14.9%
Skew 25d	4.4%	0.3%	12.1%	4.2%	5.4%
Skew 10d	4.8%	0.6%	12.1%	0.6%	1.8%
Call IV 25d	21.4%	15.5%	29.3%	22.7%	29.3%
Put IV 25d	25.8%	18.7%	34.9%	26.8%	34.7%
Bid-Ask Spread %	181.87	105.03	200.00	200.00	164.27
Gamma HHI	0.44	0.27	0.64	0.45	0.28
Net GEX	3.7K	806	7.6K	7.5K	3.4K
Net DEX	-19.4K	-64.8K	29.0K	-64.8K	6.7K
Net VEX	-266	-411	-118	-390	-280
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	1.35	0.00	0.00
Total Volume	4.8	0	42	3	4
Total OI	150.35	142	173	146	173

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
2008-01-02	$20.48	$0.00	46.3%	13.3%	18.4%	27.7%	0.0%	4.2%	-34.8%	7.5K	-64.8K	-390	0.00	200.00	N/A	N/A	3	0	138	8
2008-01-03	$20.58	$0.00	35.0%	10.0%	18.2%	20.7%	0.0%	4.6%	-6.6%	7.6K	-63.8K	-392	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-04	$20.06	$0.00	46.3%	7.7%	19.9%	27.7%	0.0%	3.9%	-5.6%	5.8K	-57.1K	-391	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-07	$19.99	$0.00	49.3%	7.7%	19.7%	29.6%	0.0%	3.4%	-5.2%	5.3K	-49.8K	-399	0.00	200.00	N/A	N/A	0	0	137	12
2008-01-08	$19.46	$0.00	109.9%	16.1%	21.2%	66.9%	0.0%	0.3%	-29.7%	4.4K	-56.0K	-411	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-09	$19.94	$0.00	43.6%	7.0%	23.0%	26.1%	0.0%	4.2%	-5.8%	5.4K	-40.8K	-304	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-10	$19.92	$0.00	23.2%	6.6%	21.1%	13.5%	0.0%	2.8%	-2.4%	5.1K	-40.5K	-310	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-11	$19.63	$0.00	22.5%	6.5%	21.0%	13.1%	0.0%	3.3%	0.4%	4.2K	-27.2K	-247	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-14	$19.77	$0.00	22.5%	6.4%	20.7%	13.0%	0.0%	3.2%	-1.8%	4.6K	-29.3K	-242	0.00	200.00	N/A	N/A	0	0	137	8
2008-01-15	$19.22	$0.00	24.8%	7.1%	22.4%	14.5%	0.0%	3.0%	-3.9%	3.0K	-15.8K	-195	0.00	195.95	N/A	N/A	0	0	137	8
2008-01-16	$19.06	$0.00	22.6%	6.5%	22.1%	13.1%	0.0%	2.9%	-4.6%	2.6K	-12.8K	-177	0.00	196.94	N/A	N/A	0	0	137	8
2008-01-17	$18.69	$0.00	19.5%	5.6%	22.6%	11.2%	0.0%	2.6%	-2.1%	2.6K	-15.9K	-212	0.00	188.42	N/A	N/A	0	0	137	8
2008-01-18	$18.64	$0.00	21.0%	6.0%	22.6%	12.1%	0.0%	2.0%	-4.1%	1.9K	-5.4K	-142	0.00	155.89	N/A	N/A	0	42	137	8
2008-01-22	$18.46	$0.00	29.9%	8.6%	22.6%	17.6%	0.0%	7.0%	-3.1%	1.4K	-2.2K	-118	1.35	105.03	N/A	N/A	17	23	137	8
2008-01-23	$18.48	$0.00	37.1%	10.6%	21.8%	22.1%	0.0%	12.1%	-17.3%	806	24.7K	-140	0.00	200.00	N/A	N/A	0	0	120	22
2008-01-24	$19.11	$0.00	28.1%	8.1%	25.3%	16.5%	0.0%	5.3%	-4.3%	996	29.0K	-170	0.00	155.03	N/A	N/A	0	0	120	29
2008-01-28	$19.24	$0.00	30.8%	8.8%	25.5%	18.1%	0.0%	6.0%	-7.2%	1.9K	14.7K	-257	0.00	156.19	N/A	N/A	3	0	137	29
2008-01-29	$19.38	$0.00	31.3%	9.0%	25.8%	18.5%	0.0%	5.6%	-8.4%	2.1K	11.4K	-258	0.00	155.96	N/A	N/A	4	0	140	29
2008-01-30	$19.23	$0.00	35.6%	10.2%	25.3%	21.1%	0.0%	6.0%	-9.5%	2.9K	7.7K	-292	0.00	163.63	N/A	N/A	0	0	144	29
2008-01-31	$19.27	$0.00	36.6%	10.5%	25.0%	21.8%	0.0%	5.4%	-14.9%	3.4K	6.7K	-280	0.00	164.27	N/A	N/A	4	0	144	29