PID Options History — January 2014 In January 2014, PID traded between $17.48 and $18.23. ATM implied volatility averaged 8.3%, placing in the 1.2% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded below realized volatility by 3.3% (HV 20d: 11.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-01-29 : Highest Volume — 10 contracts2014-01-31 : Largest IV spike — 75.0% change2014-01-31 : Highest IV Rank — 4.3%2014-01-31 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.94 $17.48 $18.23 $18.09 $17.49 ATM IV 8.3% 6.2% 13.9% 9.7% 13.9% Expected Move 2.3% 1.8% 4.0% 2.8% 4.0% HV 20d 11.6% 10.0% 13.6% 11.9% 12.4% HV 60d 10.0% 9.4% 11.0% 10.4% 11.0% IV Rank 1.2% 0.0% 4.3% 1.9% 4.3% IV Percentile 13.0% 0.0% 58.4% 21.2% 58.4% Term Structure 0.9% -2.3% 3.5% -2.3% -2.3% Skew 25d 1.1% -3.8% 4.6% 0.2% 3.2% Skew 10d 2.1% -3.3% 4.8% 3.2% 3.7% Call IV 25d 8.1% 6.0% 11.2% 10.7% 8.4% Put IV 25d 9.2% 7.2% 11.6% 10.9% 11.6% Bid-Ask Spread % 51.10 22.07 94.10 69.87 51.84 Gamma HHI 0.84 0.53 0.95 0.88 0.61 Net GEX 7.5K 2.4K 9.9K 7.3K 3.9K Net DEX -47.1K -65.1K -18.5K -51.6K -18.5K Net VEX -198 -253 -154 -215 -245 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 0.952 0 10 2 0 Total OI 99.381 95 115 95 115
Daily Data (21 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 2014-01-02 $18.09 $0.00 9.7% 2.8% 11.9% 1.9% 0.0% 0.2% -2.3% 7.3K -51.6K -215 0.00 69.87 N/A N/A 2 0 55 40 2014-01-03 $18.13 $0.00 7.5% 2.1% 11.8% 0.7% 0.0% -0.2% 1.8% 7.7K -60.4K -189 0.00 43.00 N/A N/A 0 0 57 40 2014-01-06 $18.04 $0.00 9.2% 2.8% 11.9% 1.6% 0.0% 1.5% 0.1% 7.6K -54.3K -207 0.00 45.29 N/A N/A 0 0 57 40 2014-01-07 $18.06 $0.00 7.9% 2.2% 11.1% 0.9% 0.0% 1.5% 3.5% 7.0K -51.0K -211 0.00 72.68 N/A N/A 0 0 57 40 2014-01-08 $17.98 $0.00 7.3% 2.5% 11.2% 0.6% 0.0% 0.8% 0.3% 8.3K -47.9K -208 0.00 41.57 N/A N/A 0 0 57 40 2014-01-09 $17.94 $0.00 7.7% 2.4% 11.2% 0.8% 0.0% 0.6% 0.6% 8.5K -48.2K -208 0.00 38.72 N/A N/A 0 0 57 40 2014-01-10 $18.09 $0.00 8.0% 2.4% 10.8% 1.0% 0.0% 2.8% 0.6% 8.7K -52.5K -203 0.00 39.49 N/A N/A 0 0 57 40 2014-01-13 $17.91 $0.00 8.7% 2.1% 11.2% 1.3% 0.0% -1.9% 2.0% 8.7K -48.7K -200 0.00 87.83 N/A N/A 0 0 57 40 2014-01-14 $18.07 $0.00 9.8% 2.4% 11.6% 2.0% 0.0% 2.8% 0.9% 8.7K -52.0K -200 0.00 44.05 N/A N/A 0 0 57 40 2014-01-15 $18.10 $0.00 11.1% 2.2% 11.3% 2.7% 0.0% 2.9% 1.1% 9.6K -55.1K -171 0.00 42.24 N/A N/A 0 0 57 40 2014-01-16 $18.11 $0.00 6.8% 2.0% 11.1% 0.3% 0.0% 0.1% 0.5% 9.3K -61.1K -185 0.00 59.32 N/A N/A 0 0 57 40 2014-01-17 $18.10 $0.00 7.0% 2.0% 10.0% 0.4% 0.0% -3.8% 0.3% 9.2K -57.3K -190 0.00 94.10 N/A N/A 0 0 57 40 2014-01-21 $18.23 $0.00 6.7% 1.9% 10.3% 0.2% 0.0% 1.7% 2.4% 9.9K -65.0K -154 0.00 58.80 N/A N/A 0 0 57 40 2014-01-22 $18.22 $0.00 6.2% 1.8% 10.3% 0.0% 0.0% 0.6% 2.8% 8.8K -65.1K -171 0.00 25.71 N/A N/A 0 0 57 40 2014-01-23 $18.11 $0.00 6.6% 1.9% 10.2% 0.2% 0.0% 2.2% 3.5% 9.2K -57.1K -183 0.00 60.75 N/A N/A 0 0 57 40 2014-01-24 $17.71 $0.00 7.5% 2.2% 12.8% 0.8% 0.0% 0.3% 1.2% 8.4K -35.9K -179 0.00 51.89 N/A N/A 0 0 57 40 2014-01-27 $17.59 $0.00 8.1% 2.3% 12.8% 1.1% 0.0% 0.6% -1.4% 5.3K -31.7K -187 0.00 22.20 N/A N/A 0 8 57 40 2014-01-28 $17.69 $0.00 7.3% 2.1% 13.0% 0.6% 0.0% 4.6% 1.2% 3.8K -30.8K -201 0.00 74.73 N/A N/A 0 0 57 48 2014-01-29 $17.48 $0.00 9.9% 2.8% 13.4% 2.1% 0.0% 1.2% 2.8% 4.3K -22.3K -199 0.00 26.87 N/A N/A 0 10 57 48 2014-01-30 $17.61 $0.00 7.9% 2.3% 13.6% 1.0% 0.0% 1.6% -0.2% 2.4K -23.8K -253 0.00 22.07 N/A N/A 0 0 57 58 2014-01-31 $17.49 $0.00 13.9% 4.0% 12.4% 4.3% 0.0% 3.2% -2.3% 3.9K -18.5K -245 0.00 51.84 N/A N/A 0 0 57 58
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