PID Options History — February 2014 In February 2014, PID traded between $17.17 and $18.36. ATM implied volatility averaged 10.7%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded below realized volatility by 3.7% (HV 20d: 14.4%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-02-28 : Highest Volume — 9 contracts2014-02-12 : Largest IV spike — 201.1% change2014-02-12 : Highest IV Rank — 7.6%2014-02-12 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.91 $17.17 $18.36 $17.17 $18.36 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 10.7% 6.6% 19.9% 13.7% 12.3% Expected Move 3.6% 1.8% 16.5% 3.9% 3.5% HV 20d 14.4% 11.9% 15.8% 13.7% 11.9% HV 60d 11.9% 11.2% 12.2% 11.6% 12.1% IV Rank 2.5% 0.2% 7.6% 4.2% 3.4% IV Percentile 37.8% 1.2% 68.8% 58.4% 60.8% Term Structure 1.2% -1.2% 10.3% 2.1% -1.1% VWIV 15.0% 11.6% 18.4% 11.6% 18.4% Skew 25d 4.5% -0.5% 51.9% 2.4% 4.1% Skew 10d -0.1% -72.5% 6.7% 4.0% 6.7% Call IV 25d 12.0% 7.8% 69.3% 11.9% 8.3% Put IV 25d 16.6% 8.8% 121.2% 14.4% 12.4% Bid-Ask Spread % 59.76 26.17 177.12 41.73 58.21 Gamma HHI 0.75 0.49 0.90 0.49 0.82 Net GEX 8.1K 1.3K 13.5K 1.3K 9.8K Net DEX -48.7K -82.9K -1.3K -1.3K -82.9K Net VEX -194 -239 -122 -239 -165 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 0.895 0 9 0 9 Total OI 119.842 115 123 115 123
Daily Data (19 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 2014-02-03 $17.17 $0.00 13.7% 3.9% 13.7% 4.2% 0.0% 2.4% 2.1% 1.3K -1.3K -239 0.00 41.73 N/A N/A 0 0 57 58 2014-02-04 $17.29 $0.00 10.0% 2.9% 14.0% 2.1% 0.0% 2.3% 4.1% 2.1K -3.8K -225 0.00 54.51 N/A N/A 0 0 57 58 2014-02-05 $17.24 $0.00 11.8% 3.4% 14.0% 3.1% 0.0% 1.2% -0.7% 2.7K -4.5K -219 0.00 54.02 N/A N/A 0 0 57 58 2014-02-06 $17.48 $0.00 11.1% 3.2% 15.1% 2.7% 0.0% 3.5% 2.1% 4.4K -17.1K -200 0.00 26.17 N/A N/A 4 0 57 58 2014-02-07 $17.65 $16.00 8.1% 1.8% 15.6% 1.1% 0.0% 1.6% 2.3% 3.4K -30.6K -235 0.00 51.73 N/A N/A 0 0 61 58 2014-02-10 $17.65 $16.00 10.2% 1.9% 15.2% 2.2% 0.0% 1.6% 2.4% 4.0K -30.1K -224 0.00 51.84 N/A N/A 0 0 61 58 2014-02-11 $17.85 $16.00 6.6% 1.8% 15.5% 0.2% 0.0% 1.4% 2.5% 3.5K -40.2K -228 0.00 51.60 N/A N/A 0 0 61 58 2014-02-12 $17.86 $16.00 19.9% 16.5% 15.1% 7.6% 0.0% 51.9% 10.3% 4.4K -34.5K -234 0.00 177.12 N/A N/A 0 0 61 58 2014-02-13 $17.95 $16.00 7.8% 2.2% 15.2% 0.9% 0.0% 0.4% 0.3% 11.3K -49.8K -196 0.00 35.21 N/A N/A 0 0 61 58 2014-02-14 $18.04 $16.00 9.2% 2.6% 15.3% 1.7% 0.0% 0.7% -0.2% 11.7K -52.0K -187 0.00 38.54 N/A N/A 0 0 61 58 2014-02-18 $18.20 $16.00 9.0% 2.6% 15.6% 1.6% 11.6% -0.5% -1.1% 10.1K -66.6K -122 0.00 53.07 N/A N/A 4 0 61 58 2014-02-19 $18.07 $16.00 9.6% 2.8% 15.6% 1.9% 0.0% 0.6% -0.3% 12.8K -65.5K -185 0.00 37.89 N/A N/A 0 0 65 58 2014-02-20 $18.18 $16.00 9.2% 2.6% 15.8% 1.7% 0.0% 1.9% 1.2% 13.5K -71.4K -174 0.00 46.31 N/A N/A 0 0 65 58 2014-02-21 $18.19 $16.00 10.7% 3.1% 15.7% 2.5% 0.0% 2.3% 0.4% 11.7K -67.3K -196 0.00 34.13 N/A N/A 0 0 65 58 2014-02-24 $18.28 $16.00 11.1% 3.2% 13.2% 2.7% 0.0% 3.0% -1.1% 11.3K -79.1K -158 0.00 34.43 N/A N/A 0 0 65 58 2014-02-25 $18.22 $16.00 10.2% 2.9% 13.0% 2.2% 0.0% 2.5% 0.5% 12.7K -76.2K -165 0.00 128.55 N/A N/A 0 0 65 58 2014-02-26 $18.23 $16.00 11.5% 3.3% 12.9% 2.9% 0.0% 1.5% -0.6% 11.6K -70.3K -187 0.00 28.79 N/A N/A 0 0 65 58 2014-02-27 $18.34 $16.00 12.2% 3.5% 12.0% 3.4% 0.0% 4.0% -1.2% 10.8K -81.4K -138 0.00 131.55 N/A N/A 0 0 65 58 2014-02-28 $18.36 $16.00 12.3% 3.5% 11.9% 3.4% 18.4% 4.1% -1.1% 9.8K -82.9K -165 0.00 58.21 N/A N/A 9 0 65 58
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