PID Options History — September 2008

In September 2008, PID traded between $15.13 and $16.95. ATM implied volatility averaged 122.7%, placing in the 70.0% IV rank vs the trailing year. The 30-day expected move averaged 35.2%. IV traded above realized volatility by 94.8% (HV 20d: 27.9%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 9 of 14 trading days.

Notable Days

  • 2008-09-15: Largest IV drop — 100.0% change
  • 2008-09-08: Highest IV Rank — 100.0%
  • 2008-09-09: Largest Expected Move — 52.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.26$15.13$16.95$16.95$16.74
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV122.7%36.7%182.1%75.6%36.7%
Expected Move35.2%10.5%52.2%21.7%10.5%
HV 20d27.9%20.4%44.8%22.8%44.8%
HV 60d27.7%25.2%33.4%25.2%33.4%
IV Rank70.0%17.1%100.0%45.8%17.1%
IV Percentile91.4%47.2%100.0%86.5%47.2%
Skew 25d40.4%-1.1%119.0%10.6%-1.1%
Skew 10d15.6%-6.1%59.1%-4.0%33.7%
Call IV 25d62.8%27.0%115.5%39.9%115.5%
Put IV 25d103.2%50.4%182.1%50.4%114.4%
Bid-Ask Spread %179.22114.92190.27190.27114.92
Gamma HHI1.001.001.001.001.00
Net GEX74015815819
Net DEX-1.4K-3.1K0-2.4K-30
Net VEX-3-60-60
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI55555

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-09-02$16.95$19.0075.6%21.7%22.8%45.8%0.0%10.6%0.0%158-2.4K-60.00190.27N/AN/A0050
2008-09-03$16.92$19.0091.7%26.3%22.8%55.7%0.0%15.4%0.0%147-2.6K-60.00190.27N/AN/A0050
2008-09-04$16.36$19.00155.9%44.7%21.5%95.2%0.0%64.8%0.0%107-2.8K-60.00184.94N/AN/A0050
2008-09-05$16.26$19.00104.0%29.8%20.4%63.3%0.0%48.2%0.0%124-2.1K-50.00183.12N/AN/A0050
2008-09-08$16.65$19.00164.1%47.0%21.6%100.0%0.0%11.8%0.0%109-3.1K-60.00188.39N/AN/A0050
2008-09-09$16.13$19.00182.1%52.2%24.0%100.0%0.0%119.0%0.0%106-2.5K-50.00183.56N/AN/A0050
2008-09-10$16.26$19.00101.6%29.1%24.3%55.5%0.0%45.3%0.0%129-1.8K-40.00185.56N/AN/A0050
2008-09-11$16.30$19.00110.4%31.6%24.2%60.3%0.0%49.9%0.0%130-1.8K-40.00184.94N/AN/A0050
2008-09-12$16.54$19.00115.5%33.1%24.9%63.1%0.0%-1.1%0.0%0000.00187.83N/AN/A0050
2008-09-15$15.62$19.000.0%0.0%31.7%0.0%0.0%0.0%0.0%0000.00180.18N/AN/A0050
2008-09-16$15.87$19.000.0%0.0%32.4%0.0%0.0%0.0%0.0%0000.00181.21N/AN/A0050
2008-09-17$15.13$19.00160.8%46.1%35.7%88.2%0.0%0.0%0.0%0000.00172.92N/AN/A0050
2008-09-18$15.85$19.00174.4%50.0%40.0%95.6%0.0%0.0%0.0%0000.00180.95N/AN/A0050
2008-09-19$16.74$19.0036.7%10.5%44.8%17.1%0.0%0.0%0.0%19-3000.00114.92N/AN/A0050