PID Options History — April 2014 In April 2014, PID traded between $18.11 and $18.57. ATM implied volatility averaged 15.9%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.5% (HV 20d: 10.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2014-04-11 : Highest Volume — 2 contracts2014-04-29 : Largest IV spike — 270.4% change2014-04-30 : Highest IV Rank — 39.3%2014-04-30 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.33 $18.11 $18.57 $18.29 $18.57 ATM IV 15.9% 9.3% 76.9% 9.4% 76.9% Expected Move 4.5% 2.7% 22.1% 2.7% 22.1% HV 20d 10.3% 8.8% 11.6% 10.8% 8.8% HV 60d 11.7% 10.0% 12.3% 12.1% 10.0% IV Rank 5.4% 1.8% 39.3% 1.8% 39.3% IV Percentile 58.5% 27.6% 92.8% 27.6% 92.8% Term Structure 1.4% -5.2% 4.6% 3.0% -5.2% Skew 25d -11.6% -76.3% 14.4% -1.4% -42.9% Skew 10d -20.0% -144.1% 76.5% -129.8% 11.5% Call IV 25d 28.2% 10.4% 94.1% 19.4% 64.6% Put IV 25d 16.6% 12.7% 28.0% 18.1% 21.7% Bid-Ask Spread % 162.07 136.69 186.67 186.67 182.06 Gamma HHI 0.34 0.29 0.37 0.29 0.34 Net GEX -1.1K -1.6K -664 -752 -753 Net DEX -5.7K -11.0K 735 -9.5K -11.0K Net VEX -216 -246 -165 -170 -199 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 0 0 Total OI 83.143 82 84 82 84
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 2014-04-01 $18.29 $0.00 9.4% 2.7% 10.8% 1.8% 0.0% -1.4% 3.0% -752 -9.5K -170 0.00 186.67 N/A N/A 0 0 22 60 2014-04-02 $18.32 $0.00 10.4% 3.0% 10.8% 2.3% 0.0% -16.9% 2.4% -664 -10.7K -165 0.00 185.71 N/A N/A 0 0 22 60 2014-04-03 $18.24 $0.00 10.2% 2.9% 10.8% 2.3% 0.0% -76.3% 1.7% -847 -7.6K -212 0.00 137.76 N/A N/A 0 0 22 60 2014-04-04 $18.20 $0.00 11.2% 3.1% 10.7% 2.8% 0.0% 3.2% 1.2% -1.3K -1.8K -238 0.00 170.32 N/A N/A 0 0 22 60 2014-04-07 $18.11 $0.00 11.2% 3.3% 10.8% 2.8% 0.0% 0.8% 0.6% -1.5K 735 -246 0.00 153.50 N/A N/A 0 0 22 60 2014-04-08 $18.27 $0.00 12.2% 3.2% 11.0% 3.3% 0.0% 3.1% 1.6% -1.3K -2.0K -245 0.00 144.90 N/A N/A 0 0 22 60 2014-04-09 $18.42 $0.00 15.0% 2.9% 11.3% 4.9% 0.0% 2.4% 3.5% -886 -7.5K -221 0.00 136.69 N/A N/A 0 0 22 60 2014-04-10 $18.23 $0.00 12.4% 3.6% 11.3% 3.5% 0.0% 1.5% 0.2% -1.2K -2.2K -241 0.00 141.73 N/A N/A 0 0 22 60 2014-04-11 $18.14 $0.00 11.9% 3.4% 11.4% 3.2% 0.0% 0.7% 1.2% -1.5K 612 -242 0.00 143.24 N/A N/A 0 2 22 60 2014-04-14 $18.27 $0.00 12.3% 3.5% 11.6% 3.4% 0.0% 3.3% -0.2% -1.5K -1.7K -242 0.00 152.54 N/A N/A 0 0 22 62 2014-04-15 $18.20 $0.00 11.1% 3.2% 11.4% 2.8% 0.0% 3.0% 1.2% -1.6K 683 -242 0.00 154.29 N/A N/A 0 0 22 62 2014-04-16 $18.34 $0.00 12.0% 3.4% 11.1% 3.2% 0.0% 1.9% 1.0% -1.2K -5.3K -220 0.00 150.69 N/A N/A 0 0 22 62 2014-04-17 $18.43 $0.00 11.5% 3.3% 11.2% 3.0% 0.0% 2.2% 2.1% -1.0K -7.8K -216 0.00 155.85 N/A N/A 0 0 22 62 2014-04-21 $18.41 $0.00 11.5% 3.3% 9.4% 2.9% 0.0% 3.5% 2.5% -1.1K -7.1K -213 0.00 163.62 N/A N/A 0 0 22 62 2014-04-22 $18.44 $0.00 9.3% 2.7% 9.4% 1.8% 0.0% -76.3% 4.6% -1.1K -7.9K -210 0.00 162.33 N/A N/A 0 0 22 62 2014-04-23 $18.41 $0.00 9.8% 2.8% 9.2% 2.0% 0.0% -69.0% 3.7% -1.0K -8.0K -208 0.00 163.79 N/A N/A 0 0 22 62 2014-04-24 $18.34 $0.00 11.6% 3.3% 9.2% 3.0% 0.0% 14.4% 2.0% -1.0K -7.7K -198 0.00 178.33 N/A N/A 0 0 22 62 2014-04-25 $18.31 $0.00 11.4% 3.3% 9.1% 2.9% 0.0% 2.9% 4.3% -1.3K -4.8K -211 0.00 174.81 N/A N/A 0 0 22 62 2014-04-28 $18.40 $0.00 11.0% 3.2% 9.0% 2.7% 0.0% -3.0% 3.1% -1.1K -7.5K -204 0.00 182.91 N/A N/A 0 0 22 62 2014-04-29 $18.55 $0.00 40.8% 11.7% 8.8% 19.2% 0.0% 0.1% -5.1% -742 -11.0K -198 0.00 181.79 N/A N/A 0 0 22 62 2014-04-30 $18.57 $0.00 76.9% 22.1% 8.8% 39.3% 0.0% -42.9% -5.2% -753 -11.0K -199 0.00 182.06 N/A N/A 0 0 22 62
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