PID Options History — June 2013 In June 2013, PID traded between $15.95 and $17.15. ATM implied volatility averaged 24.5%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 7.0% (HV 20d: 31.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days.
Notable Days 2013-06-19 : Highest Volume — 4 contracts2013-06-07 : Largest IV spike — 1126.2% change2013-06-07 : Highest IV Rank — 100.0%2013-06-07 : Largest Expected Move — 31.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.71 $15.95 $17.15 $17.07 $16.35 ATM IV 24.5% 8.8% 186.0% 12.0% 11.0% Expected Move 5.7% 2.5% 31.6% 3.5% 3.2% HV 20d 31.5% 16.2% 46.8% 46.8% 17.5% HV 60d 32.2% 31.2% 34.1% 34.1% 31.2% IV Rank 8.4% 0.0% 100.0% 1.1% 1.2% IV Percentile 11.1% 0.0% 100.0% 0.8% 3.2% Term Structure -6.9% -120.9% 5.0% 0.4% 2.2% Skew 25d 1.7% -7.2% 4.7% 4.5% 0.6% Skew 10d 1.6% -13.2% 5.9% 5.9% 2.6% Call IV 25d 20.1% 10.3% 148.5% 13.2% 10.3% Put IV 25d 21.8% 10.8% 141.2% 17.7% 10.8% Bid-Ask Spread % 98.65 33.02 171.61 96.27 33.02 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -44 -165 0 0 -165 Net DEX 1.7K 0 5.7K 0 5.5K Net VEX -4 -18 0 0 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.2 0 4 0 0 Total OI 1.4 0 4 0 4
Daily Data (20 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 2013-06-03 $17.07 $0.00 12.0% 3.5% 46.8% 1.1% 0.0% 4.5% 0.4% 0 0 0 0.00 96.27 N/A N/A 0 0 0 0 2013-06-04 $17.03 $0.00 15.2% 4.3% 45.0% 2.9% 0.0% 2.7% -2.7% 0 0 0 0.00 96.98 N/A N/A 0 0 0 0 2013-06-05 $16.79 $0.00 16.9% 4.9% 45.3% 3.9% 0.0% 3.2% -2.0% 0 0 0 0.00 104.26 N/A N/A 0 0 0 0 2013-06-06 $16.93 $0.00 15.2% 4.3% 44.6% 2.9% 0.0% 3.6% -4.0% 0 0 0 0.00 57.55 N/A N/A 0 0 0 0 2013-06-07 $17.02 $0.00 186.0% 31.6% 42.9% 100.0% 0.0% -7.2% -40.7% 0 0 0 0.00 171.61 N/A N/A 0 0 0 0 2013-06-10 $17.07 $0.00 15.2% 3.8% 42.9% 2.8% 0.0% 3.8% 0.3% 0 0 0 0.00 134.08 N/A N/A 0 0 0 0 2013-06-11 $16.86 $0.00 16.9% 3.4% 43.2% 3.8% 0.0% 3.4% 1.1% 0 0 0 0.00 126.57 N/A N/A 0 0 0 0 2013-06-12 $16.80 $0.00 20.5% 3.5% 43.0% 5.9% 0.0% 0.8% 4.2% 0 0 0 0.00 108.31 N/A N/A 0 0 0 0 2013-06-13 $17.01 $0.00 10.5% 3.0% 37.2% 0.2% 0.0% 4.0% 5.0% 0 0 0 0.00 109.03 N/A N/A 0 0 0 0 2013-06-14 $16.95 $0.00 11.4% 3.3% 37.1% 0.7% 0.0% 2.6% 4.7% 0 0 0 0.00 108.89 N/A N/A 0 0 0 0 2013-06-17 $17.11 $0.00 12.2% 3.5% 31.8% 1.1% 0.0% 3.0% 0.5% 0 0 0 0.00 134.68 N/A N/A 0 0 0 0 2013-06-18 $17.15 $0.00 10.2% 2.9% 28.0% 0.0% 0.0% 3.1% 2.6% 0 0 0 0.00 105.67 N/A N/A 0 0 0 0 2013-06-19 $16.84 $0.00 72.0% 20.7% 21.8% 35.2% 0.0% 0.1% -120.9% 0 0 0 0.00 129.65 N/A N/A 0 4 0 0 2013-06-20 $16.40 $0.00 14.2% 4.1% 16.2% 2.3% 0.0% 4.7% -0.0% -65 3.5K -18 0.00 112.23 N/A N/A 0 0 0 4 2013-06-21 $16.20 $0.00 9.4% 2.7% 16.5% 0.0% 0.0% -1.4% 2.4% -146 5.7K -9 0.00 74.91 N/A N/A 0 0 0 4 2013-06-24 $15.95 $0.00 13.2% 3.8% 17.0% 2.2% 0.0% 3.0% 0.3% -56 3.3K -18 0.00 75.45 N/A N/A 0 0 0 4 2013-06-25 $16.11 $0.00 8.8% 2.5% 17.7% 0.0% 0.0% 0.3% 3.9% -139 5.5K -10 0.00 59.65 N/A N/A 0 0 0 4 2013-06-26 $16.20 $0.00 9.6% 2.7% 17.9% 0.4% 0.0% -0.7% 3.1% -145 5.6K -9 0.00 67.69 N/A N/A 0 0 0 4 2013-06-27 $16.34 $0.00 10.8% 3.1% 18.4% 1.1% 0.0% -0.5% 1.2% -161 5.6K -10 0.00 66.57 N/A N/A 0 0 0 4 2013-06-28 $16.35 $0.00 11.0% 3.2% 17.5% 1.2% 0.0% 0.6% 2.2% -165 5.5K -11 0.00 33.02 N/A N/A 0 0 0 4
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