PID Options History — September 2013

Name: PID Options Analytics - September 2013
Creator: Options Analysis Suite

In September 2013, PID traded between $16.66 and $17.64. ATM implied volatility averaged 25.4%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 15.3% (HV 20d: 10.1%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days.

Notable Days

2013-09-06: Highest Volume — 1 contracts
2013-09-16: Largest IV spike — 989.7% change
2013-09-03: Highest IV Rank — 91.5%
2013-09-03: Largest Expected Move — 49.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.24	$16.66	$17.64	$16.66	$17.28
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	25.4%	10.0%	170.9%	170.9%	10.6%
Expected Move	7.1%	2.8%	49.0%	49.0%	3.0%
HV 20d	10.1%	9.2%	11.1%	10.0%	9.7%
HV 60d	10.7%	9.4%	12.4%	12.4%	9.7%
IV Rank	9.4%	0.7%	91.5%	91.5%	1.0%
IV Percentile	23.6%	4.8%	98.8%	98.8%	10.4%
Term Structure	-6.4%	-66.6%	2.8%	-66.6%	1.8%
VWIV	11.5%	11.5%	11.5%	11.5%	11.5%
Skew 25d	2.4%	-1.5%	24.3%	6.8%	-1.1%
Skew 10d	2.9%	0.2%	24.3%	6.8%	3.5%
Call IV 25d	23.0%	8.3%	138.3%	126.1%	12.4%
Put IV 25d	25.4%	9.3%	162.6%	132.9%	11.3%
Bid-Ask Spread %	96.82	28.19	199.21	169.08	89.64
Gamma HHI	0.61	0.54	0.68	0.54	0.61
Net GEX	559	71	731	71	633
Net DEX	-3.5K	-6.4K	1.6K	-3.6K	-4.2K
Net VEX	-42	-49	-39	-49	-39
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.05	0	1	0	0
Total OI	13.2	13	14	14	13

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2013-09-03	$16.66	$0.00	170.9%	49.0%	10.0%	91.5%	0.0%	6.8%	-66.6%	71	-3.6K	-49	169.08	N/A	N/A	0	9	5
2013-09-04	$16.75	$0.00	14.5%	4.2%	10.2%	3.2%	0.0%	3.3%	-3.5%	536	1.6K	-40	61.74	N/A	N/A	0	9	5
2013-09-05	$16.81	$0.00	13.4%	3.8%	10.2%	2.6%	0.0%	3.5%	-2.4%	587	1.6K	-41	71.15	N/A	N/A	0	9	5
2013-09-06	$16.88	$18.00	11.2%	3.1%	9.7%	1.4%	11.5%	0.1%	0.4%	688	470	-43	85.42	N/A	N/A	1	9	5
2013-09-09	$17.02	$0.00	13.0%	3.0%	10.1%	2.4%	0.0%	1.7%	2.8%	731	-974	-41	100.12	N/A	N/A	0	9	4
2013-09-10	$17.18	$0.00	13.6%	3.0%	10.6%	2.7%	0.0%	1.4%	2.0%	692	-2.5K	-43	112.98	N/A	N/A	0	9	4
2013-09-11	$17.25	$0.00	14.1%	2.8%	10.5%	3.0%	0.0%	0.4%	1.7%	700	-2.5K	-43	79.66	N/A	N/A	0	9	4
2013-09-12	$17.18	$0.00	10.6%	3.0%	10.6%	1.0%	0.0%	1.0%	0.4%	711	-2.6K	-43	103.43	N/A	N/A	0	9	4
2013-09-13	$17.24	$0.00	11.4%	3.3%	10.6%	1.5%	0.0%	0.4%	0.3%	654	-3.0K	-43	110.03	N/A	N/A	0	9	4
2013-09-16	$17.35	$0.00	124.4%	35.7%	10.7%	65.3%	0.0%	24.3%	-49.5%	94	-5.6K	-45	199.21	N/A	N/A	0	9	4
2013-09-17	$17.36	$0.00	10.9%	3.1%	9.9%	1.2%	0.0%	-1.1%	-3.0%	636	-4.9K	-41	57.17	N/A	N/A	0	9	4
2013-09-18	$17.64	$0.00	11.7%	3.4%	11.1%	1.7%	0.0%	1.9%	-1.2%	661	-5.5K	-40	104.27	N/A	N/A	0	9	4
2013-09-19	$17.64	$0.00	10.4%	3.0%	9.7%	0.9%	0.0%	3.4%	1.2%	482	-6.4K	-42	112.68	N/A	N/A	0	9	4
2013-09-20	$17.45	$0.00	10.6%	3.0%	10.7%	1.0%	0.0%	2.0%	2.1%	546	-5.8K	-40	77.18	N/A	N/A	0	9	4
2013-09-23	$17.46	$0.00	11.9%	3.4%	10.5%	1.8%	0.0%	1.1%	-1.6%	542	-5.1K	-41	109.70	N/A	N/A	0	9	4
2013-09-24	$17.46	$0.00	12.1%	3.5%	10.1%	1.9%	0.0%	-0.5%	-3.2%	460	-5.0K	-42	107.73	N/A	N/A	0	9	4
2013-09-25	$17.39	$0.00	11.2%	3.2%	9.2%	1.4%	0.0%	-0.4%	-1.8%	599	-4.9K	-40	86.53	N/A	N/A	0	9	4
2013-09-26	$17.46	$0.00	11.8%	3.4%	9.2%	1.7%	0.0%	1.2%	-4.6%	583	-5.3K	-39	70.50	N/A	N/A	0	9	4
2013-09-27	$17.40	$0.00	10.0%	2.9%	9.4%	0.7%	0.0%	-1.5%	-2.6%	581	-5.5K	-39	28.19	N/A	N/A	0	9	4
2013-09-30	$17.28	$0.00	10.6%	3.0%	9.7%	1.0%	0.0%	-1.1%	1.8%	633	-4.2K	-39	89.64	N/A	N/A	0	9	4