PID Options History — August 2013

In August 2013, PID traded between $16.58 and $17.04. ATM implied volatility averaged 17.6%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.2% (HV 20d: 8.4%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2013-08-15: Highest Volume — 9 contracts
2013-08-22: Largest IV spike — 1211.8% change
2013-08-22: Highest IV Rank — 69.6%
2013-08-22: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.84	$16.58	$17.04	$16.95	$16.58
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	17.6%	8.8%	132.1%	11.4%	15.2%
Expected Move	4.8%	2.5%	37.9%	3.3%	4.4%
HV 20d	8.4%	6.5%	10.2%	9.4%	9.8%
HV 60d	18.5%	12.4%	28.0%	28.0%	12.4%
IV Rank	5.0%	0.0%	69.6%	1.5%	3.6%
IV Percentile	15.1%	0.0%	96.8%	9.6%	22.8%
Term Structure	21.2%	-38.3%	54.4%	-0.9%	-3.1%
VWIV	68.1%	9.7%	126.6%	9.7%	126.6%
Skew 25d	1.4%	-4.1%	11.2%	3.5%	-0.8%
Skew 10d	1.0%	-25.4%	9.1%	4.9%	0.8%
Call IV 25d	18.7%	9.4%	168.5%	13.1%	13.1%
Put IV 25d	20.2%	10.5%	164.4%	16.6%	12.3%
Bid-Ask Spread %	74.22	46.00	168.73	110.55	58.32
Gamma HHI	0.83	0.57	1.00	1.00	0.64
Net GEX	182	-243	711	-243	488
Net DEX	2.0K	-4.8K	6.0K	6.0K	2.0K
Net VEX	-30	-63	-8	-8	-40
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1	0	9	0	0
Total OI	9.091	4	20	4	14

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-08-01	$16.95	$0.00	11.4%	3.3%	9.4%	1.5%	0.0%	3.5%	-0.9%	-243	6.0K	-8	110.55	N/A	N/A	0	0	0	4
2013-08-02	$16.95	$0.00	10.9%	3.1%	9.4%	1.2%	0.0%	1.9%	-0.4%	-73	3.4K	-17	95.11	N/A	N/A	0	0	0	4
2013-08-05	$16.95	$0.00	11.2%	2.6%	9.4%	1.3%	0.0%	0.8%	54.4%	-71	3.4K	-17	69.92	N/A	N/A	0	0	0	4
2013-08-06	$16.89	$0.00	10.5%	2.6%	9.4%	0.9%	0.0%	2.0%	51.6%	-75	3.5K	-16	57.74	N/A	N/A	0	0	0	4
2013-08-07	$16.82	$0.00	14.2%	2.9%	9.6%	3.0%	0.0%	0.5%	50.6%	-72	3.4K	-16	71.56	N/A	N/A	0	0	0	4
2013-08-08	$16.98	$0.00	11.7%	2.7%	6.6%	1.6%	0.0%	1.1%	50.9%	-75	3.4K	-17	56.50	N/A	N/A	0	0	0	4
2013-08-09	$17.01	$0.00	11.2%	2.6%	6.7%	1.3%	0.0%	1.3%	52.4%	-73	3.4K	-16	60.80	N/A	N/A	0	0	0	4
2013-08-12	$16.96	$0.00	12.6%	2.8%	6.5%	2.1%	0.0%	1.1%	51.5%	-73	3.4K	-16	62.21	N/A	N/A	0	0	0	4
2013-08-13	$17.04	$0.00	14.0%	2.5%	6.6%	2.9%	0.0%	1.3%	53.0%	-71	3.4K	-16	59.60	N/A	N/A	0	0	0	4
2013-08-14	$17.00	$0.00	12.2%	2.9%	6.7%	1.9%	0.0%	1.0%	51.8%	-79	3.5K	-16	59.17	N/A	N/A	0	0	0	4
2013-08-15	$16.96	$0.00	10.2%	2.9%	6.6%	0.8%	0.0%	1.8%	53.0%	-84	3.6K	-16	65.81	N/A	N/A	9	0	0	4
2013-08-16	$16.93	$0.00	9.2%	2.6%	6.6%	0.2%	0.0%	1.8%	54.2%	99	-4.8K	-51	62.48	N/A	N/A	0	0	9	4
2013-08-19	$16.76	$0.00	9.8%	2.8%	7.3%	0.5%	0.0%	0.2%	-3.0%	627	-639	-44	55.31	N/A	N/A	0	0	9	4
2013-08-20	$16.81	$0.00	8.8%	2.5%	7.5%	0.0%	0.0%	1.0%	0.7%	693	-835	-44	104.56	N/A	N/A	0	0	9	4
2013-08-21	$16.60	$0.00	10.1%	2.9%	8.4%	0.7%	9.7%	0.7%	-0.8%	526	-71	-43	56.46	N/A	N/A	0	7	9	4
2013-08-22	$16.73	$17.00	132.1%	37.9%	9.0%	69.6%	126.6%	-4.1%	-38.3%	-70	601	-63	168.73	N/A	N/A	0	6	9	11
2013-08-23	$16.86	$0.00	10.1%	2.9%	9.5%	0.7%	0.0%	2.9%	-0.4%	588	1.0K	-45	56.53	N/A	N/A	0	0	9	5
2013-08-26	$16.76	$0.00	10.3%	2.9%	9.6%	0.8%	0.0%	-0.9%	-3.4%	711	2.7K	-38	58.04	N/A	N/A	0	0	9	5
2013-08-27	$16.58	$0.00	11.9%	3.4%	10.2%	1.7%	0.0%	2.0%	0.2%	536	1.9K	-41	46.00	N/A	N/A	0	0	9	5
2013-08-28	$16.61	$0.00	12.3%	3.5%	10.2%	2.0%	0.0%	1.4%	-1.0%	453	1.5K	-43	56.57	N/A	N/A	0	0	9	5
2013-08-29	$16.66	$0.00	28.3%	8.1%	9.7%	11.0%	0.0%	11.2%	-6.8%	344	921	-44	140.85	N/A	N/A	0	0	9	5
2013-08-30	$16.58	$0.00	15.2%	4.4%	9.8%	3.6%	0.0%	-0.8%	-3.1%	488	2.0K	-40	58.32	N/A	N/A	0	0	9	5