PID Options History — May 2008 In May 2008, PID traded between $19.71 and $20.27. ATM implied volatility averaged 29.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 13.4% (HV 20d: 16.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-05-09 : Highest Volume — 10 contracts2008-05-15 : Largest IV drop — 73.3% change2008-05-14 : Highest IV Rank — 35.4%2008-05-01 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $19.92 $19.71 $20.27 $19.72 $19.91 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 29.5% 14.5% 58.7% 36.0% 26.4% Expected Move 6.0% 4.2% 10.3% 10.3% 7.6% HV 20d 16.1% 12.4% 19.3% 18.4% 13.4% HV 60d 22.8% 22.0% 23.1% 22.8% 22.0% IV Rank 17.4% 8.1% 35.4% 21.4% 15.5% IV Percentile 56.2% 27.8% 94.0% 73.0% 47.6% Term Structure -1.7% -8.8% 5.4% -3.2% -8.8% VWIV 20.9% 20.9% 20.9% 20.9% 20.9% Skew 25d 6.7% 1.2% 26.8% 24.9% 2.2% Skew 10d 7.8% 3.3% 26.9% 25.4% 4.2% Call IV 25d 16.3% 13.0% 21.0% 18.8% 21.0% Put IV 25d 23.0% 15.8% 43.7% 43.7% 23.3% Bid-Ask Spread % 134.81 84.09 176.39 176.39 156.07 Gamma HHI 0.45 0.41 0.52 0.41 0.45 Net GEX 3.5K 2.7K 4.6K 2.9K 3.2K Net DEX -25.5K -34.1K -14.0K -28.4K -18.7K Net VEX -99 -112 -84 -110 -98 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 0.714 0 10 0 0 Total OI 39.667 38 43 38 43
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 2008-05-01 $19.72 $0.00 36.0% 10.3% 18.4% 21.4% 0.0% 24.9% -3.2% 2.9K -28.4K -110 0.00 176.39 N/A N/A 0 0 38 0 2008-05-02 $19.97 $0.00 33.3% 9.5% 18.9% 19.7% 0.0% 26.8% -2.0% 3.1K -32.0K -112 0.00 172.19 N/A N/A 0 0 38 0 2008-05-05 $19.85 $20.00 38.1% 5.2% 19.1% 22.7% 0.0% 6.2% 1.8% 3.2K -29.5K -107 0.00 156.10 N/A N/A 0 0 38 0 2008-05-06 $19.99 $20.00 31.6% 4.5% 18.8% 18.7% 0.0% 5.8% 5.4% 3.6K -30.2K -103 0.00 140.80 N/A N/A 0 0 38 0 2008-05-07 $19.71 $20.00 53.2% 6.5% 19.3% 32.0% 0.0% 9.2% 1.3% 2.7K -29.2K -104 0.00 166.02 N/A N/A 0 0 38 0 2008-05-08 $19.83 $20.00 35.9% 4.9% 19.3% 21.3% 0.0% 7.1% 1.8% 3.4K -27.5K -98 0.00 140.04 N/A N/A 0 0 38 0 2008-05-09 $19.80 $20.00 38.1% 6.4% 18.6% 22.7% 20.9% 7.0% -7.3% 3.2K -27.7K -100 0.00 139.63 N/A N/A 10 0 38 0 2008-05-12 $19.96 $20.00 41.5% 6.6% 18.7% 24.8% 0.0% 5.9% -6.5% 3.4K -30.5K -100 0.00 139.50 N/A N/A 0 0 38 0 2008-05-13 $19.79 $20.00 40.3% 5.0% 19.2% 24.0% 0.0% 3.9% -0.5% 3.6K -24.5K -88 0.00 116.29 N/A N/A 0 0 38 0 2008-05-14 $19.80 $20.00 58.7% 6.5% 16.4% 35.4% 0.0% 5.7% -6.3% 3.2K -27.3K -95 0.00 140.27 N/A N/A 0 0 38 0 2008-05-15 $20.08 $20.00 15.6% 4.5% 17.0% 8.8% 0.0% 2.8% 0.5% 4.4K -29.3K -90 0.00 105.89 N/A N/A 0 0 38 0 2008-05-16 $20.26 $20.00 16.7% 4.8% 14.1% 9.5% 0.0% 3.5% -0.8% 4.5K -34.1K -96 0.00 125.29 N/A N/A 0 0 38 0 2008-05-19 $20.27 $20.00 17.5% 5.0% 12.4% 10.0% 0.0% 3.9% -2.6% 4.5K -34.1K -92 0.00 113.85 N/A N/A 0 0 38 0 2008-05-20 $20.13 $20.00 17.3% 5.0% 12.5% 9.9% 0.0% 2.9% -0.8% 4.6K -28.6K -84 0.00 84.09 N/A N/A 0 5 38 0 2008-05-21 $19.85 $20.00 16.7% 4.8% 13.5% 9.5% 0.0% 4.4% 4.1% 3.3K -16.1K -104 0.00 128.37 N/A N/A 0 0 38 5 2008-05-22 $20.04 $20.00 14.5% 4.2% 13.8% 8.1% 0.0% 3.6% 5.2% 3.9K -18.4K -106 0.00 116.68 N/A N/A 0 0 38 5 2008-05-23 $19.87 $20.00 17.3% 5.0% 13.9% 9.9% 0.0% 1.5% -1.8% 3.5K -15.2K -100 0.00 107.97 N/A N/A 0 0 38 5 2008-05-27 $19.77 $20.00 24.0% 6.9% 14.0% 14.0% 0.0% 2.8% -5.3% 3.0K -16.3K -99 0.00 140.50 N/A N/A 0 0 38 5 2008-05-28 $19.83 $20.00 18.4% 5.3% 13.7% 10.5% 0.0% 1.2% -4.2% 3.4K -14.0K -91 0.00 105.83 N/A N/A 0 0 38 5 2008-05-29 $19.83 $20.00 28.9% 8.3% 13.5% 17.0% 0.0% 9.9% -6.5% 3.1K -24.7K -106 0.00 159.14 N/A N/A 0 0 38 5 2008-05-30 $19.91 $20.00 26.4% 7.6% 13.4% 15.5% 0.0% 2.2% -8.8% 3.2K -18.7K -98 0.00 156.07 N/A N/A 0 0 38 5
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