PID Options History — February 2008 In February 2008, PID traded between $18.48 and $19.63. ATM implied volatility averaged 30.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 6.9% (HV 20d: 23.1%). 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 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2008-02-04 : Highest Volume — 4 contracts2008-02-19 : Largest IV spike — 42.2% change2008-02-05 : Highest IV Rank — 24.4%2008-02-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.99 $18.48 $19.63 $19.63 $18.93 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 30.0% 19.1% 41.0% 37.2% 40.2% Expected Move 7.5% 5.5% 11.5% 10.7% 11.5% HV 20d 23.1% 19.0% 27.5% 26.2% 21.8% HV 60d 23.0% 20.9% 25.4% 24.7% 21.6% IV Rank 17.7% 11.0% 24.4% 22.1% 23.9% IV Percentile 73.9% 59.5% 86.9% 84.9% 86.5% Term Structure -2.3% -14.1% 11.6% -11.9% -5.6% Skew 25d 2.5% -3.5% 7.0% 5.5% 1.9% Skew 10d 5.8% 2.7% 9.0% 8.3% 4.7% Call IV 25d 22.2% 15.9% 32.3% 32.3% 26.5% Put IV 25d 24.7% 19.4% 37.9% 37.9% 28.4% Bid-Ask Spread % 142.69 100.97 176.90 176.17 172.43 Gamma HHI 0.31 0.27 0.34 0.27 0.29 Net GEX 2.7K 1.7K 4.5K 3.7K 3.1K Net DEX -9.5K -34.5K 21.9K -3.8K -21.3K Net VEX -207 -322 -162 -322 -189 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 0.2 0 4 0 0 Total OI 161.7 156 176 173 156
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 2008-02-01 $19.63 $0.00 37.2% 10.7% 26.2% 22.1% 0.0% 5.5% -11.9% 3.7K -3.8K -322 0.00 176.17 N/A N/A 0 0 144 29 2008-02-04 $19.43 $19.00 36.3% 7.4% 26.2% 21.6% 0.0% 3.9% -4.4% 3.3K 1.8K -302 0.00 152.43 N/A N/A 4 0 144 29 2008-02-05 $18.76 $19.00 41.0% 8.0% 27.5% 24.4% 0.0% 7.0% -5.4% 2.3K 15.1K -254 0.00 147.48 N/A N/A 0 0 147 29 2008-02-06 $18.62 $19.00 32.7% 7.1% 27.5% 19.3% 0.0% 4.1% -0.7% 1.9K 19.8K -227 0.00 142.50 N/A N/A 0 0 147 29 2008-02-07 $18.62 $19.00 33.3% 6.9% 26.1% 19.7% 0.0% 5.2% -0.3% 1.8K 21.9K -214 0.00 137.02 N/A N/A 0 0 147 29 2008-02-08 $18.51 $19.00 37.3% 7.4% 24.2% 22.2% 0.0% 3.4% -2.6% 1.7K 18.2K -240 0.00 146.14 N/A N/A 0 0 147 29 2008-02-11 $18.48 $19.00 31.7% 7.8% 24.1% 18.7% 0.0% 5.7% -1.6% 2.1K -10.3K -172 0.00 102.63 N/A N/A 0 0 147 9 2008-02-12 $18.72 $19.00 32.5% 6.2% 24.5% 19.2% 0.0% 1.9% 0.2% 1.9K -10.2K -168 0.00 125.39 N/A N/A 0 0 147 9 2008-02-13 $18.91 $19.00 27.2% 5.6% 24.7% 16.0% 0.0% 3.8% 0.9% 2.4K -14.3K -173 0.00 100.97 N/A N/A 0 0 147 9 2008-02-14 $18.81 $19.00 23.6% 6.8% 22.7% 13.8% 0.0% -2.5% -1.6% 2.0K -13.2K -177 0.00 142.32 N/A N/A 0 0 147 9 2008-02-15 $18.70 $19.00 19.1% 5.5% 22.6% 11.0% 0.0% 0.7% 2.2% 2.3K -12.1K -169 0.00 115.71 N/A N/A 0 0 147 9 2008-02-19 $18.85 $19.00 27.1% 7.8% 21.7% 15.9% 0.0% -3.5% -4.7% 2.4K -15.5K -179 0.00 152.55 N/A N/A 0 0 147 9 2008-02-20 $18.93 $19.00 19.7% 5.6% 21.7% 11.3% 0.0% 3.1% 0.7% 2.0K -14.2K -162 0.00 106.84 N/A N/A 0 0 147 9 2008-02-21 $18.83 $19.00 24.5% 7.0% 21.5% 14.3% 0.0% -0.9% 2.1% 2.2K -13.9K -171 0.00 157.21 N/A N/A 0 0 147 9 2008-02-22 $19.01 $19.00 29.1% 8.3% 21.7% 17.1% 0.0% 2.8% 11.6% 3.1K -19.9K -195 0.00 176.90 N/A N/A 0 0 147 9 2008-02-25 $19.32 $19.00 21.3% 6.1% 19.0% 12.3% 0.0% 4.0% 8.1% 3.0K -22.2K -183 0.00 159.37 N/A N/A 0 0 147 9 2008-02-26 $19.59 $19.00 26.1% 7.5% 19.5% 15.3% 0.0% -1.6% -8.5% 4.2K -32.6K -216 0.00 136.51 N/A N/A 0 0 147 9 2008-02-27 $19.61 $19.00 27.9% 8.0% 19.3% 16.4% 0.0% -0.4% -11.3% 4.5K -34.5K -221 0.00 141.85 N/A N/A 0 0 147 9 2008-02-28 $19.47 $19.00 32.8% 9.4% 19.3% 19.4% 0.0% 5.8% -14.1% 3.7K -28.2K -200 0.00 161.41 N/A N/A 0 0 147 9 2008-02-29 $18.93 $19.00 40.2% 11.5% 21.8% 23.9% 0.0% 1.9% -5.6% 3.1K -21.3K -189 0.00 172.43 N/A N/A 0 0 147 9
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