PID Options History — July 2013 In July 2013, PID traded between $16.41 and $17.10. ATM implied volatility averaged 11.7%, placing in the 1.6% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded below realized volatility by 2.3% (HV 20d: 14.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days.
Notable Days 2013-07-08 : Largest IV spike — 46.7% change2013-07-08 : Highest IV Rank — 6.3%2013-07-01 : Largest Expected Move — 3.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.82 $16.41 $17.10 $16.45 $16.80 ATM IV 11.7% 8.8% 20.0% 13.0% 10.8% Expected Move 3.0% 2.5% 3.7% 3.7% 3.1% HV 20d 14.0% 8.7% 18.0% 17.6% 9.0% HV 60d 29.6% 28.0% 31.2% 31.2% 28.0% IV Rank 1.6% 0.0% 6.3% 2.3% 1.1% IV Percentile 4.6% 0.0% 14.8% 5.2% 6.4% Term Structure 0.4% -3.5% 3.8% -3.5% -2.0% Skew 25d 1.4% -1.4% 4.0% 0.5% 2.9% Skew 10d 2.1% -0.2% 4.2% 2.1% 2.9% Call IV 25d 11.3% 8.5% 12.7% 12.0% 12.7% Put IV 25d 12.7% 10.6% 16.2% 12.5% 15.6% Bid-Ask Spread % 92.96 17.78 131.50 32.82 114.98 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -159 -248 -63 -179 -72 Net DEX 4.6K 3.2K 5.6K 5.5K 3.4K Net VEX -14 -18 -10 -12 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
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 2013-07-01 $16.45 $0.00 13.0% 3.7% 17.6% 2.3% 0.0% 0.5% -3.5% -179 5.5K -12 0.00 32.82 N/A N/A 0 0 0 4 2013-07-02 $16.41 $0.00 11.7% 3.3% 17.6% 1.6% 0.0% -1.4% -2.3% -175 5.4K -12 0.00 25.78 N/A N/A 0 0 0 4 2013-07-03 $16.41 $0.00 11.0% 3.2% 17.0% 1.2% 0.0% -1.0% -1.2% -168 5.6K -10 0.00 17.78 N/A N/A 0 0 0 4 2013-07-05 $16.44 $0.00 13.6% 3.2% 16.7% 2.7% 0.0% 1.7% 2.3% -161 5.3K -13 0.00 97.62 N/A N/A 0 0 0 4 2013-07-08 $16.52 $0.00 20.0% 3.3% 16.7% 6.3% 0.0% 2.0% -1.4% -168 5.3K -13 0.00 114.92 N/A N/A 0 0 0 4 2013-07-09 $16.59 $0.00 16.6% 2.7% 16.7% 4.4% 0.0% 2.9% 3.8% -178 5.5K -11 0.00 101.70 N/A N/A 0 0 0 4 2013-07-10 $16.61 $0.00 16.4% 2.8% 16.2% 4.3% 0.0% 2.0% 0.8% -179 5.2K -13 0.00 104.78 N/A N/A 0 0 0 4 2013-07-11 $16.97 $0.00 11.5% 3.3% 18.0% 1.5% 0.0% 1.1% 0.5% -236 5.2K -14 0.00 81.33 N/A N/A 0 0 0 4 2013-07-12 $16.95 $0.00 10.2% 2.9% 17.4% 0.8% 0.0% 2.2% 3.3% -228 5.2K -14 0.00 100.47 N/A N/A 0 0 0 4 2013-07-15 $17.03 $0.00 10.9% 3.1% 17.5% 1.2% 0.0% 1.2% 1.1% -236 5.2K -14 0.00 98.79 N/A N/A 0 0 0 4 2013-07-16 $16.97 $0.00 11.0% 3.2% 17.2% 1.2% 0.0% 1.8% 1.3% -231 5.3K -13 0.00 105.08 N/A N/A 0 0 0 4 2013-07-17 $16.99 $0.00 11.4% 3.3% 17.1% 1.4% 0.0% 0.4% 1.0% -240 5.2K -14 0.00 81.47 N/A N/A 0 0 0 4 2013-07-18 $17.05 $0.00 10.9% 3.1% 15.8% 1.2% 0.0% 0.7% 1.1% -248 5.2K -14 0.00 88.89 N/A N/A 0 0 0 4 2013-07-19 $17.06 $0.00 9.8% 2.8% 12.2% 0.5% 0.0% 0.7% 2.4% -246 5.2K -13 0.00 87.15 N/A N/A 0 0 0 4 2013-07-22 $17.10 $0.00 9.6% 2.7% 11.0% 0.4% 0.0% 0.6% 0.6% -77 3.3K -18 0.00 107.24 N/A N/A 0 0 0 4 2013-07-23 $17.08 $0.00 9.1% 2.6% 8.7% 0.1% 0.0% 1.8% 2.3% -78 3.3K -18 0.00 122.91 N/A N/A 0 0 0 4 2013-07-24 $16.98 $0.00 9.3% 2.7% 9.0% 0.3% 0.0% 1.3% 1.5% -74 3.3K -17 0.00 131.50 N/A N/A 0 0 0 4 2013-07-25 $16.99 $0.00 8.8% 2.5% 8.9% 0.0% 0.0% 0.6% -0.5% -112 3.7K -17 0.00 93.05 N/A N/A 0 0 0 4 2013-07-26 $16.97 $0.00 11.0% 3.2% 8.7% 1.2% 0.0% 3.5% -0.2% -63 3.2K -17 0.00 120.48 N/A N/A 0 0 0 4 2013-07-29 $16.90 $0.00 10.4% 3.0% 9.0% 0.9% 0.0% 4.0% -1.0% -69 3.3K -17 0.00 109.27 N/A N/A 0 0 0 4 2013-07-30 $16.82 $0.00 9.7% 2.8% 9.1% 0.5% 0.0% 2.3% -0.9% -71 3.3K -17 0.00 107.06 N/A N/A 0 0 0 4 2013-07-31 $16.80 $0.00 10.8% 3.1% 9.0% 1.1% 0.0% 2.9% -2.0% -72 3.4K -17 0.00 114.98 N/A N/A 0 0 0 4
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