PID Options History — October 2013 In October 2013, PID traded between $16.95 and $18.00. ATM implied volatility averaged 9.8%, placing in the 0.8% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded below realized volatility by 1.1% (HV 20d: 10.9%). Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2013-10-30 : Highest Volume — 5 contracts2013-10-11 : Largest IV drop — 24.9% change2013-10-08 : Highest IV Rank — 2.7%2013-10-08 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.53 $16.95 $18.00 $17.35 $17.89 ATM IV 9.8% 7.9% 13.5% 10.5% 8.2% Expected Move 2.8% 2.3% 4.0% 3.0% 2.3% HV 20d 10.9% 9.6% 12.0% 9.6% 10.9% HV 60d 9.9% 8.8% 10.4% 9.7% 10.3% IV Rank 0.8% 0.0% 2.7% 1.0% 0.2% IV Percentile 7.7% 0.0% 27.6% 10.0% 1.2% Term Structure 1.7% -0.4% 4.6% -0.4% 1.8% Skew 25d 1.8% -0.1% 3.5% 1.5% 1.8% Skew 10d 1.5% -1.1% 5.3% 5.3% 1.8% Call IV 25d 9.5% 7.3% 11.8% 10.3% 9.6% Put IV 25d 11.3% 9.3% 13.1% 11.7% 11.4% Bid-Ask Spread % 64.97 45.56 89.44 89.44 62.65 Gamma HHI 0.67 0.47 1.00 0.62 0.47 Net GEX 644 -70 895 661 -70 Net DEX -7.4K -14.5K -1.6K -4.4K -8.8K Net VEX -30 -39 -12 -39 -28 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 0.435 0 5 0 0 Total OI 12.217 9 15 13 15
Daily Data (23 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 2013-10-01 $17.35 $0.00 10.5% 3.0% 9.6% 1.0% 0.0% 1.5% -0.4% 661 -4.4K -39 0.00 89.44 N/A N/A 0 0 9 4 2013-10-02 $17.28 $0.00 10.3% 3.0% 9.8% 0.9% 0.0% -0.1% 2.2% 716 -4.0K -39 0.00 60.55 N/A N/A 0 0 9 4 2013-10-03 $17.20 $0.00 10.1% 2.9% 10.0% 0.7% 0.0% -0.1% 2.6% 708 -3.5K -39 0.00 88.03 N/A N/A 0 0 9 4 2013-10-04 $17.25 $0.00 10.2% 3.3% 10.0% 0.8% 0.0% 2.3% 0.5% 754 -3.8K -38 0.00 45.56 N/A N/A 0 0 9 4 2013-10-07 $17.16 $0.00 11.8% 3.7% 9.8% 1.7% 0.0% 3.5% 0.6% 686 -3.3K -38 0.00 65.22 N/A N/A 0 0 9 4 2013-10-08 $16.98 $0.00 13.5% 4.0% 9.9% 2.7% 0.0% 2.3% 0.1% 688 -2.6K -37 0.00 52.96 N/A N/A 0 0 9 4 2013-10-09 $16.95 $0.00 12.2% 3.4% 9.8% 1.9% 0.0% 1.8% 0.3% 852 -1.6K -35 0.00 64.52 N/A N/A 0 0 9 4 2013-10-10 $17.24 $0.00 12.4% 3.6% 11.6% 2.0% 0.0% 3.5% 0.4% 773 -3.5K -37 0.00 62.15 N/A N/A 0 0 9 4 2013-10-11 $17.35 $0.00 9.3% 2.7% 11.7% 0.3% 0.0% 0.4% 2.2% 744 -4.8K -35 0.00 56.39 N/A N/A 0 0 9 4 2013-10-14 $17.43 $0.00 10.0% 2.9% 11.6% 0.7% 0.0% 1.8% 3.0% 617 -5.3K -34 0.00 80.38 N/A N/A 0 0 9 4 2013-10-15 $17.29 $0.00 10.5% 3.0% 12.0% 1.0% 0.0% 1.1% 1.4% 720 -4.6K -35 0.00 56.59 N/A N/A 0 0 9 4 2013-10-16 $17.41 $0.00 9.8% 2.8% 10.7% 0.6% 0.0% 1.5% 2.2% 686 -5.7K -33 0.00 56.91 N/A N/A 0 0 9 4 2013-10-17 $17.64 $0.00 9.8% 2.8% 11.8% 0.5% 0.0% 3.0% 0.2% 482 -6.4K -34 0.00 47.23 N/A N/A 0 0 9 4 2013-10-18 $17.73 $0.00 8.3% 2.4% 11.2% 0.0% 0.0% 2.8% 0.4% 438 -7.7K -30 0.00 68.56 N/A N/A 0 0 9 4 2013-10-21 $17.76 $0.00 8.1% 2.3% 11.2% 0.0% 0.0% 1.9% 3.3% 269 -8.6K -27 0.00 56.44 N/A N/A 0 0 9 4 2013-10-22 $17.90 $0.00 7.9% 2.3% 11.5% 0.0% 0.0% 0.3% 2.0% 65 -9.7K -26 0.00 75.11 N/A N/A 0 4 9 4 2013-10-23 $17.80 $0.00 7.9% 2.3% 11.6% 0.0% 0.0% 1.8% 2.6% 867 -13.3K -16 0.00 70.33 N/A N/A 0 0 9 0 2013-10-24 $17.87 $0.00 9.1% 2.6% 11.6% 0.7% 0.0% 1.6% 3.1% 854 -13.4K -17 0.00 61.13 N/A N/A 1 0 9 0 2013-10-25 $17.92 $0.00 9.2% 2.6% 11.4% 0.7% 0.0% 2.3% 2.8% 895 -13.5K -19 0.00 64.40 N/A N/A 0 0 10 0 2013-10-28 $17.94 $0.00 8.6% 2.5% 11.0% 0.4% 0.0% 3.2% 4.6% 814 -13.8K -17 0.00 62.55 N/A N/A 0 0 10 0 2013-10-29 $18.00 $0.00 9.4% 2.7% 11.0% 0.9% 0.0% 1.8% 2.9% 779 -14.2K -15 0.00 69.65 N/A N/A 0 0 10 0 2013-10-30 $17.89 $0.00 8.8% 2.5% 11.2% 0.5% 0.0% 1.2% 0.9% 818 -14.5K -12 0.00 77.50 N/A N/A 0 5 10 0 2013-10-31 $17.89 $0.00 8.2% 2.3% 10.9% 0.2% 0.0% 1.8% 1.8% -70 -8.8K -28 0.00 62.65 N/A N/A 0 0 10 5
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