PID Options History — July 2008 In July 2008, PID traded between $15.97 and $17.61. ATM implied volatility averaged 80.3%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 53.7% (HV 20d: 26.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2008-07-18 : Highest Volume — 209 contracts2008-07-24 : Largest IV spike — 68.0% change2008-07-15 : Highest IV Rank — 83.0%2008-07-15 : Largest Expected Move — 39.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.04 $15.97 $17.61 $17.31 $17.28 ATM IV 80.3% 48.6% 136.0% 70.0% 83.3% Expected Move 21.8% 13.1% 39.0% 20.1% 23.9% HV 20d 26.7% 20.5% 32.2% 23.0% 30.3% HV 60d 21.4% 19.3% 23.7% 19.3% 23.7% IV Rank 48.7% 29.2% 83.0% 42.3% 50.5% IV Percentile 92.7% 78.2% 98.8% 94.8% 92.9% Term Structure -20.6% -46.2% 37.3% -46.2% -12.1% Skew 25d 12.0% -38.0% 38.9% 22.4% 11.9% Skew 10d 5.4% -38.0% 26.7% 2.3% -5.1% Call IV 25d 46.1% 26.4% 173.9% 33.9% 38.6% Put IV 25d 58.2% 36.9% 135.9% 56.3% 50.5% Bid-Ask Spread % 191.13 183.56 196.35 186.66 193.36 Gamma HHI 0.96 0.52 1.00 0.56 1.00 Net GEX 138 54 188 106 126 Net DEX -2.1K -3.8K 5.6K 5.6K -3.5K Net VEX -14 -28 -11 -22 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 9.727 0 209 0 0 Total OI 5.455 5 10 10 5
Daily Data (22 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 2008-07-01 $17.31 $0.00 70.0% 20.1% 23.0% 42.3% 0.0% 22.4% -46.2% 106 5.6K -22 0.00 186.66 N/A N/A 0 0 5 5 2008-07-02 $16.94 $0.00 114.1% 32.7% 23.7% 69.5% 0.0% 38.9% -45.0% 54 4.7K -28 0.00 183.56 N/A N/A 0 5 5 5 2008-07-03 $16.80 $0.00 68.3% 19.6% 21.5% 41.3% 0.0% 19.0% -29.3% 170 -1.7K -11 0.00 184.53 N/A N/A 0 0 5 0 2008-07-07 $16.80 $0.00 72.7% 13.2% 20.5% 44.0% 0.0% 14.9% -14.6% 170 -1.6K -11 0.00 189.17 N/A N/A 0 0 5 0 2008-07-08 $17.06 $0.00 73.3% 13.1% 22.0% 44.3% 0.0% 10.4% -15.8% 188 -2.0K -12 0.00 192.51 N/A N/A 0 0 5 0 2008-07-09 $17.20 $0.00 97.7% 16.9% 22.3% 59.4% 0.0% 16.7% -20.3% 179 -2.5K -13 0.00 190.97 N/A N/A 0 0 5 0 2008-07-10 $16.84 $0.00 59.1% 16.9% 22.7% 35.6% 0.0% 13.3% -19.9% 162 -2.1K -12 0.00 190.97 N/A N/A 0 0 5 0 2008-07-11 $16.78 $0.00 73.9% 21.2% 22.7% 44.7% 0.0% 25.5% -23.5% 153 -2.3K -12 0.00 188.98 N/A N/A 0 0 5 0 2008-07-14 $16.51 $0.00 94.4% 27.1% 22.1% 57.4% 0.0% 27.4% -39.6% 143 -1.9K -11 0.00 188.39 N/A N/A 0 0 5 0 2008-07-15 $15.97 $0.00 136.0% 39.0% 23.4% 83.0% 0.0% -38.0% -41.3% 86 -3.0K -13 0.00 185.56 N/A N/A 0 0 5 0 2008-07-16 $16.73 $0.00 92.8% 26.6% 30.4% 56.4% 0.0% 22.9% -22.5% 134 -2.6K -12 0.00 189.61 N/A N/A 0 0 5 0 2008-07-17 $17.06 $0.00 94.9% 27.2% 31.7% 57.7% 0.0% 15.2% -32.2% 138 -3.0K -14 0.00 192.51 N/A N/A 0 0 5 0 2008-07-18 $17.27 $0.00 56.6% 16.2% 32.2% 34.1% 0.0% 5.7% -16.4% 169 -2.8K -13 0.00 194.27 N/A N/A 0 209 5 0 2008-07-21 $17.25 $0.00 75.9% 21.8% 28.8% 46.0% 0.0% 6.8% -23.1% 146 -3.2K -13 0.00 195.24 N/A N/A 0 0 5 0 2008-07-22 $17.41 $0.00 79.1% 22.7% 29.1% 48.0% 0.0% 8.7% -28.4% 142 -3.4K -14 0.00 195.59 N/A N/A 0 0 5 0 2008-07-23 $17.61 $0.00 54.9% 15.8% 29.3% 33.1% 0.0% 6.5% 37.3% 132 -3.8K -14 0.00 196.35 N/A N/A 0 0 5 0 2008-07-24 $17.14 $0.00 92.3% 26.5% 30.3% 56.1% 0.0% 11.5% -19.6% 106 -3.7K -13 0.00 193.36 N/A N/A 0 0 5 0 2008-07-25 $17.23 $0.00 77.2% 22.1% 29.2% 46.8% 0.0% 7.8% -6.2% 124 -3.5K -13 0.00 193.76 N/A N/A 0 0 5 0 2008-07-28 $16.90 $0.00 48.6% 13.9% 30.0% 29.2% 0.0% 5.8% 2.9% 149 -2.6K -11 0.00 190.97 N/A N/A 0 0 5 0 2008-07-29 $17.22 $0.00 60.3% 17.3% 30.8% 36.3% 0.0% 5.9% -3.6% 140 -3.2K -12 0.00 193.36 N/A N/A 0 0 5 0 2008-07-30 $17.47 $0.00 92.3% 26.5% 31.0% 56.1% 0.0% 5.7% -33.6% 129 -3.7K -13 0.00 195.24 N/A N/A 0 0 5 0 2008-07-31 $17.28 $0.00 83.3% 23.9% 30.3% 50.5% 0.0% 11.9% -12.1% 126 -3.5K -13 0.00 193.36 N/A N/A 0 0 5 0
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