PID Options History — March 2014 In March 2014, PID traded between $17.73 and $18.49. ATM implied volatility averaged 16.0%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 5.9% (HV 20d: 10.1%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-17 : Highest Volume — 18 contracts2014-03-05 : Largest IV spike — 509.3% change2014-03-05 : Highest IV Rank — 48.4%2014-03-05 : Largest Expected Move — 26.7%Monthly Statistics Metric Avg Min Max Open Close Price $18.12 $17.73 $18.49 $18.20 $18.23 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 16.0% 8.8% 93.2% 13.9% 11.1% Expected Move 4.4% 2.5% 26.7% 4.0% 3.2% HV 20d 10.1% 8.9% 12.1% 12.1% 11.6% HV 60d 12.2% 11.8% 12.5% 12.2% 12.1% IV Rank 5.5% 1.4% 48.4% 4.3% 2.7% IV Percentile 55.1% 18.8% 89.6% 65.6% 52.8% Term Structure -0.7% -7.5% 1.8% -1.5% 0.9% Skew 25d -4.0% -64.6% 102.7% 3.1% 42.9% Skew 10d -15.4% -118.1% 120.0% 4.8% 120.0% Call IV 25d 24.5% 8.0% 82.9% 10.8% 14.8% Put IV 25d 20.5% 10.1% 114.1% 13.9% 57.6% Bid-Ask Spread % 116.79 32.18 180.00 32.18 180.00 Gamma HHI 0.68 0.34 0.92 0.88 0.34 Net GEX 8.0K -3.4K 21.2K 11.3K -1.3K Net DEX -33.9K -83.3K 21.0K -70.1K -1.4K Net VEX -179 -273 -86 -157 -252 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 2.524 0 18 0 0 Total OI 109.476 65 135 123 82
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 2014-03-03 $18.20 $16.00 13.9% 4.0% 12.1% 4.3% 0.0% 3.1% -1.5% 11.3K -70.1K -157 0.00 32.18 N/A N/A 0 0 65 58 2014-03-04 $18.42 $16.00 15.3% 4.4% 9.9% 5.1% 0.0% 4.5% -3.4% 9.3K -83.3K -140 0.00 39.14 N/A N/A 0 0 65 58 2014-03-05 $18.44 $16.00 93.2% 26.7% 9.8% 48.4% 0.0% 102.7% -7.5% 7.3K -74.3K -169 0.00 147.44 N/A N/A 0 0 65 58 2014-03-06 $18.49 $16.00 16.1% 4.6% 9.5% 5.5% 0.0% -1.0% -6.5% 8.2K -81.6K -140 0.00 178.20 N/A N/A 0 0 65 58 2014-03-07 $18.40 $0.00 14.6% 3.3% 9.2% 4.7% 0.0% 1.9% 0.8% 9.8K -78.3K -142 0.00 155.68 N/A N/A 0 0 65 58 2014-03-10 $18.35 $0.00 13.3% 3.0% 8.9% 4.0% 0.0% 3.0% 1.8% 10.5K -75.5K -133 0.00 42.10 N/A N/A 3 0 65 58 2014-03-11 $18.21 $0.00 15.4% 3.3% 9.5% 5.1% 0.0% 2.3% 1.0% 13.6K -54.3K -147 0.00 149.33 N/A N/A 0 0 59 58 2014-03-12 $18.18 $0.00 13.9% 3.2% 8.9% 4.3% 0.0% 1.9% 1.0% 15.7K -54.8K -144 0.00 58.35 N/A N/A 0 0 59 58 2014-03-13 $17.99 $0.00 12.3% 3.5% 9.8% 3.4% 0.0% 1.9% -0.6% 6.1K -34.9K -147 0.00 73.53 N/A N/A 0 0 59 58 2014-03-14 $18.00 $0.00 12.0% 3.4% 9.6% 3.2% 0.0% 6.5% 0.7% 18.3K -33.5K -147 0.00 42.82 N/A N/A 0 0 59 58 2014-03-17 $18.09 $0.00 13.2% 3.8% 9.6% 3.9% 0.0% 2.4% -1.2% 21.2K -41.8K -86 0.00 56.18 N/A N/A 0 18 59 58 2014-03-18 $18.21 $0.00 10.7% 3.1% 9.4% 2.5% 0.0% 0.4% 1.1% 13.2K -45.2K -179 0.00 146.67 N/A N/A 1 0 59 76 2014-03-19 $18.03 $0.00 10.5% 3.0% 9.7% 2.4% 0.0% -5.7% 1.2% 13.3K -13.8K -171 0.00 174.03 N/A N/A 0 0 44 76 2014-03-20 $18.00 $0.00 11.3% 3.2% 9.4% 2.8% 0.0% 0.9% 0.3% 13.0K -26.1K -163 0.00 78.36 N/A N/A 0 6 44 76 2014-03-21 $17.73 $0.00 9.3% 2.7% 10.7% 1.8% 0.0% -0.1% 0.3% 8.2K 8.1K -177 0.00 39.88 N/A N/A 0 8 44 82 2014-03-24 $17.74 $0.00 8.8% 2.5% 10.5% 1.4% 0.0% -58.0% -0.1% -3.4K 21.0K -190 0.00 171.44 N/A N/A 17 0 5 60 2014-03-25 $17.89 $0.00 10.9% 3.1% 11.1% 2.6% 0.0% -49.1% -1.4% -1.5K 9.2K -273 0.00 168.87 N/A N/A 0 0 22 60 2014-03-26 $17.83 $0.00 11.0% 3.1% 11.1% 2.7% 0.0% -23.6% -1.1% -1.8K 9.0K -273 0.00 161.15 N/A N/A 0 0 22 60 2014-03-27 $17.93 $0.00 10.2% 2.9% 11.1% 2.3% 0.0% -55.6% -0.7% -1.7K 6.6K -262 0.00 180.00 N/A N/A 0 0 22 60 2014-03-28 $18.06 $0.00 9.7% 2.8% 11.4% 2.0% 0.0% -64.6% 0.6% -1.6K 2.8K -257 0.00 177.14 N/A N/A 0 0 22 60 2014-03-31 $18.23 $0.00 11.1% 3.2% 11.6% 2.7% 0.0% 42.9% 0.9% -1.3K -1.4K -252 0.00 180.00 N/A N/A 0 0 22 60
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