PID Options History — August 2008 In August 2008, PID traded between $16.52 and $17.55. ATM implied volatility averaged 80.3%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 53.5% (HV 20d: 26.7%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2008-08-12 : Largest IV spike — 117.9% change2008-08-29 : Highest IV Rank — 90.4%2008-08-29 : Largest Expected Move — 42.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.99 $16.52 $17.55 $17.10 $17.07 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 80.3% 37.3% 148.1% 48.9% 148.1% Expected Move 20.8% 10.7% 42.5% 14.0% 42.5% HV 20d 26.7% 21.9% 33.1% 30.4% 23.0% HV 60d 25.0% 23.6% 26.1% 23.6% 25.7% IV Rank 48.7% 22.2% 90.4% 29.4% 90.4% IV Percentile 85.8% 56.7% 99.6% 77.0% 99.6% Term Structure -0.4% -0.4% -0.4% -0.4% -0.4% Skew 25d 14.6% 7.3% 29.5% 8.9% 13.8% Skew 10d 8.9% -3.5% 21.7% -3.5% 13.8% Call IV 25d 35.5% 20.7% 69.7% 28.8% 69.7% Put IV 25d 50.2% 30.3% 83.5% 37.7% 83.5% Bid-Ask Spread % 191.07 187.83 195.24 191.72 190.97 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 142 116 176 154 116 Net DEX -2.7K -3.5K -990 -2.8K -3.4K Net VEX -9 -12 -5 -12 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 5
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 2008-08-01 $17.10 $0.00 48.9% 14.0% 30.4% 29.4% 0.0% 8.9% -0.4% 154 -2.8K -12 0.00 191.72 N/A N/A 0 0 5 0 2008-08-04 $16.91 $19.00 97.3% 21.4% 30.7% 59.1% 0.0% 23.0% 0.0% 125 -3.1K -12 0.00 189.87 N/A N/A 0 0 5 0 2008-08-05 $16.92 $19.00 60.2% 23.9% 30.1% 36.3% 0.0% 10.9% 0.0% 119 -3.2K -11 0.00 195.24 N/A N/A 0 0 5 0 2008-08-06 $17.55 $19.00 89.5% 16.7% 32.8% 54.3% 0.0% 13.8% 0.0% 159 -3.4K -12 0.00 195.24 N/A N/A 0 0 5 0 2008-08-07 $17.18 $19.00 94.7% 22.6% 32.8% 57.6% 0.0% 19.6% 0.0% 129 -3.3K -11 0.00 191.72 N/A N/A 0 0 5 0 2008-08-08 $17.44 $19.00 118.5% 17.5% 33.1% 72.2% 0.0% 12.6% 0.0% 158 -3.2K -11 0.00 194.27 N/A N/A 0 0 5 0 2008-08-11 $17.46 $19.00 59.9% 18.8% 32.4% 36.1% 0.0% 9.0% 0.0% 159 -3.2K -11 0.00 195.24 N/A N/A 0 0 5 0 2008-08-12 $17.36 $19.00 130.5% 23.7% 29.7% 79.6% 0.0% 16.3% 0.0% 134 -3.5K -11 0.00 193.76 N/A N/A 0 0 5 0 2008-08-13 $17.15 $19.00 99.1% 23.7% 25.7% 60.2% 0.0% 18.9% 0.0% 131 -3.3K -11 0.00 191.72 N/A N/A 0 0 5 0 2008-08-14 $17.19 $19.00 60.6% 17.4% 24.7% 36.5% 0.0% 13.6% 0.0% 154 -2.9K -10 0.00 191.72 N/A N/A 0 0 5 0 2008-08-15 $17.09 $19.00 45.6% 13.1% 24.4% 27.3% 0.0% 7.3% 0.0% 176 -2.3K -9 0.00 191.28 N/A N/A 0 0 5 0 2008-08-18 $16.88 $19.00 39.8% 11.4% 24.8% 23.7% 0.0% 8.0% 0.0% 174 -1.7K -7 0.00 189.87 N/A N/A 0 0 5 0 2008-08-19 $16.56 $19.00 48.9% 14.0% 25.3% 29.3% 0.0% 11.0% 0.0% 149 -1.7K -7 0.00 187.83 N/A N/A 0 0 5 0 2008-08-20 $16.54 $19.00 37.3% 10.7% 24.7% 22.2% 0.0% 9.5% 0.0% 141 -990 -5 0.00 188.03 N/A N/A 0 0 5 0 2008-08-21 $16.64 $19.00 62.9% 18.0% 23.2% 38.0% 0.0% 13.3% 0.0% 143 -2.2K -8 0.00 188.39 N/A N/A 0 0 5 0 2008-08-22 $16.79 $19.00 86.6% 24.8% 23.4% 52.6% 0.0% 17.6% 0.0% 130 -2.8K -9 0.00 189.22 N/A N/A 0 0 5 0 2008-08-25 $16.52 $19.00 96.0% 27.5% 23.1% 58.3% 0.0% 18.9% 0.0% 118 -2.7K -8 0.00 187.83 N/A N/A 0 0 5 0 2008-08-26 $16.53 $19.00 98.6% 28.3% 21.9% 60.0% 0.0% 29.5% 0.0% 119 -2.7K -8 0.00 187.83 N/A N/A 0 0 5 0 2008-08-27 $16.77 $19.00 72.4% 20.7% 21.9% 43.8% 0.0% 15.0% 0.0% 143 -2.4K -7 0.00 188.98 N/A N/A 0 0 5 0 2008-08-28 $17.15 $19.00 90.5% 25.9% 23.3% 54.9% 0.0% 16.9% 0.0% 148 -3.0K -8 0.00 191.72 N/A N/A 0 0 5 0 2008-08-29 $17.07 $19.00 148.1% 42.5% 23.0% 90.4% 0.0% 13.8% 0.0% 116 -3.4K -8 0.00 190.97 N/A N/A 0 0 5 0
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