PID Options History — June 2008 In June 2008, PID traded between $17.46 and $19.85. ATM implied volatility averaged 37.3%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 19.0% (HV 20d: 18.3%). 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 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-06-20 : Highest Volume — 15 contracts2008-06-25 : Largest IV spike — 60.9% change2008-06-26 : Highest IV Rank — 39.1%2008-06-26 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.62 $17.46 $19.85 $19.63 $17.49 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 37.3% 24.0% 64.7% 28.7% 57.1% Expected Move 9.9% 5.6% 18.6% 8.2% 16.4% HV 20d 18.3% 13.2% 23.3% 13.5% 23.0% HV 60d 19.8% 17.5% 21.8% 21.8% 19.2% IV Rank 22.2% 14.0% 39.1% 16.9% 34.4% IV Percentile 66.2% 41.3% 94.4% 52.0% 92.9% Term Structure -8.0% -31.5% 0.6% -6.6% -31.5% VWIV 49.9% 49.9% 49.9% 49.9% 49.9% Skew 25d 6.8% 2.8% 16.0% 2.9% 16.0% Skew 10d 4.7% -1.0% 7.8% 5.2% 1.3% Call IV 25d 23.8% 14.7% 39.1% 21.9% 26.6% Put IV 25d 30.6% 18.5% 53.7% 24.8% 42.6% Bid-Ask Spread % 171.63 122.22 194.03 156.00 188.39 Gamma HHI 0.51 0.43 0.67 0.46 0.55 Net GEX 1.3K 60 2.9K 2.8K 97 Net DEX -3.7K -18.6K 5.8K -13.8K 5.2K Net VEX -52 -91 -21 -86 -24 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 0.762 0 15 0 0 Total OI 33.571 10 43 43 10
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 2008-06-02 $19.63 $20.00 28.7% 8.2% 13.5% 16.9% 0.0% 2.9% -6.6% 2.8K -13.8K -86 0.00 156.00 N/A N/A 0 0 38 5 2008-06-03 $19.56 $20.00 29.3% 8.4% 13.4% 17.2% 0.0% 2.8% -6.7% 2.7K -12.3K -84 0.00 155.46 N/A N/A 0 0 38 5 2008-06-04 $19.47 $20.00 38.2% 10.9% 13.2% 22.7% 0.0% 3.9% -21.7% 2.4K -13.2K -84 0.00 164.99 N/A N/A 0 0 38 5 2008-06-05 $19.85 $20.00 33.2% 9.5% 14.2% 19.6% 0.0% 5.2% -8.9% 2.9K -18.6K -91 0.00 166.14 N/A N/A 0 0 38 5 2008-06-06 $19.32 $0.00 39.3% 7.5% 17.0% 23.4% 0.0% 6.9% -1.8% 2.2K -11.9K -81 0.00 172.84 N/A N/A 0 0 38 5 2008-06-09 $19.18 $0.00 26.9% 5.6% 17.1% 15.8% 0.0% 3.7% 0.3% 1.8K -2.1K -55 0.00 122.22 N/A N/A 0 0 38 5 2008-06-10 $18.90 $0.00 33.5% 5.6% 17.4% 19.9% 0.0% 3.6% -0.5% 1.6K -1.2K -52 0.00 134.55 N/A N/A 0 0 38 5 2008-06-11 $18.60 $0.00 49.7% 7.4% 17.9% 29.8% 0.0% 6.1% 0.6% 1.4K -3.1K -55 0.00 167.99 N/A N/A 0 0 38 5 2008-06-12 $18.56 $0.00 24.0% 6.9% 17.8% 14.0% 0.0% 4.7% -1.5% 1.2K 126 -46 0.00 164.88 N/A N/A 0 0 38 5 2008-06-13 $18.78 $0.00 33.2% 9.5% 17.6% 19.7% 0.0% 9.1% -3.3% 1.6K -6.7K -58 0.00 183.03 N/A N/A 0 0 38 5 2008-06-16 $18.91 $0.00 34.8% 10.0% 17.4% 20.6% 0.0% 8.5% -4.7% 1.7K -8.8K -57 0.00 183.89 N/A N/A 0 0 38 5 2008-06-17 $18.93 $0.00 44.9% 12.9% 17.4% 26.9% 0.0% 11.2% -6.8% 1.6K -13.4K -62 0.00 194.03 N/A N/A 0 0 38 5 2008-06-18 $18.74 $0.00 27.1% 7.8% 17.5% 15.9% 0.0% 4.8% -1.9% 1.5K -3.1K -46 0.00 170.73 N/A N/A 0 0 38 5 2008-06-19 $18.70 $0.00 29.3% 8.4% 17.1% 17.3% 0.0% 6.6% -1.7% 1.5K -3.4K -44 0.00 173.89 N/A N/A 0 0 38 5 2008-06-20 $17.92 $0.00 34.7% 9.9% 21.5% 20.6% 0.0% 8.6% -9.0% 112 4.6K -30 0.00 183.07 N/A N/A 15 0 38 5 2008-06-23 $17.90 $0.00 30.7% 8.8% 21.5% 18.1% 0.0% 4.0% -2.5% 119 5.0K -27 0.00 178.51 N/A N/A 0 0 5 5 2008-06-24 $17.73 $0.00 30.1% 8.6% 21.6% 17.7% 49.9% 3.2% -1.8% 125 5.3K -25 0.00 176.80 N/A N/A 0 1 5 5 2008-06-25 $17.95 $0.00 48.4% 13.9% 22.3% 29.0% 0.0% 7.4% -18.4% 87 4.5K -29 0.00 191.72 N/A N/A 0 0 5 5 2008-06-26 $17.51 $0.00 64.7% 18.6% 23.3% 39.1% 0.0% 14.6% -16.2% 60 4.4K -30 0.00 188.39 N/A N/A 0 0 5 5 2008-06-27 $17.46 $0.00 46.4% 13.3% 23.0% 27.8% 0.0% 8.3% -23.3% 128 5.8K -21 0.00 186.66 N/A N/A 0 0 5 5 2008-06-30 $17.49 $0.00 57.1% 16.4% 23.0% 34.4% 0.0% 16.0% -31.5% 97 5.2K -24 0.00 188.39 N/A N/A 0 0 5 5
« May 2008 | All History | Jul 2008 » Home PID History June 2008