PID Options History — May 2014 In May 2014, PID traded between $18.61 and $18.99. ATM implied volatility averaged 12.2%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 5.5% (HV 20d: 6.7%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-30 : Highest Volume — 25 contracts2014-05-09 : Largest IV spike — 129.2% change2014-05-01 : Highest IV Rank — 13.1%2014-05-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.85 $18.61 $18.99 $18.61 $18.96 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 12.2% 6.9% 29.7% 29.7% 8.2% Expected Move 2.7% 2.0% 8.5% 8.5% 2.3% HV 20d 6.7% 5.6% 8.8% 8.8% 6.0% HV 60d 9.2% 8.6% 9.9% 9.9% 8.6% IV Rank 3.3% 0.4% 13.1% 13.1% 1.1% IV Percentile 44.9% 3.2% 92.0% 90.4% 17.5% Term Structure -0.6% -5.4% 1.9% -4.9% -1.2% VWIV 6.8% 6.8% 6.8% 6.8% 6.8% Skew 25d -6.8% -62.3% 3.8% -0.7% -0.2% Skew 10d -10.9% -98.7% 12.6% 12.6% 4.7% Call IV 25d 19.7% 10.1% 74.1% 23.6% 15.0% Put IV 25d 12.9% 9.6% 22.9% 22.9% 14.8% Bid-Ask Spread % 147.58 97.06 197.68 197.68 114.94 Gamma HHI 0.48 0.26 0.65 0.34 0.46 Net GEX 1.9K -758 3.8K -758 3.0K Net DEX -44.8K -66.0K -10.9K -10.9K -58.5K Net VEX -265 -386 -120 -201 -293 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 4.048 0 25 0 25 Total OI 121 84 138 84 138
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 2014-05-01 $18.61 $0.00 29.7% 8.5% 8.8% 13.1% 0.0% -0.7% -4.9% -758 -10.9K -201 0.00 197.68 N/A N/A 0 0 22 62 2014-05-02 $18.63 $0.00 13.1% 3.7% 8.6% 3.8% 0.0% 2.9% -5.4% -611 -12.6K -188 0.00 120.22 N/A N/A 0 0 22 62 2014-05-05 $18.64 $18.00 14.6% 2.2% 8.5% 4.7% 0.0% 3.8% 1.2% 99 -18.4K -120 0.00 101.07 N/A N/A 15 0 22 62 2014-05-06 $18.67 $18.00 12.3% 2.8% 8.2% 3.4% 0.0% 1.7% -1.9% 1.1K -32.8K -236 0.00 97.06 N/A N/A 0 0 37 62 2014-05-07 $18.79 $18.00 12.6% 2.7% 7.9% 3.6% 0.0% -3.8% -0.4% 2.0K -41.8K -165 0.00 158.95 N/A N/A 0 17 37 62 2014-05-08 $18.78 $18.00 12.1% 2.6% 7.5% 3.3% 0.0% 1.7% -0.8% -55 -26.2K -318 0.00 100.96 N/A N/A 0 0 37 79 2014-05-09 $18.78 $18.00 27.7% 2.6% 6.2% 11.9% 0.0% -1.7% -0.7% -207 -24.2K -323 0.00 153.06 N/A N/A 0 0 37 79 2014-05-12 $18.93 $18.00 14.0% 2.0% 6.2% 4.4% 0.0% -1.5% 1.9% 1.8K -39.9K -219 0.00 107.92 N/A N/A 20 0 37 79 2014-05-13 $18.92 $18.00 15.6% 2.3% 5.9% 5.3% 6.8% -1.4% 0.8% 3.0K -57.8K -269 0.00 108.79 N/A N/A 0 1 51 79 2014-05-14 $18.91 $18.00 18.0% 2.3% 5.6% 6.6% 0.0% -2.7% 0.8% 2.6K -56.3K -275 0.00 167.44 N/A N/A 0 0 51 80 2014-05-15 $18.80 $18.00 7.4% 2.1% 5.8% 0.7% 0.0% 0.1% 0.8% 747 -37.5K -386 0.00 177.01 N/A N/A 0 0 51 80 2014-05-16 $18.90 $18.00 8.2% 2.4% 5.9% 1.1% 0.0% -3.0% 0.3% 2.7K -56.1K -275 0.00 172.06 N/A N/A 0 0 51 80 2014-05-19 $18.90 $18.00 8.5% 2.4% 5.8% 1.3% 0.0% -1.5% -0.2% 2.6K -55.7K -271 0.00 169.53 N/A N/A 0 0 51 80 2014-05-20 $18.79 $18.00 8.0% 2.3% 6.3% 1.0% 0.0% 0.6% 0.1% 2.1K -46.5K -298 0.00 134.17 N/A N/A 5 0 51 80 2014-05-21 $18.92 $18.00 8.8% 2.5% 6.6% 1.5% 0.0% -3.0% -1.3% 3.2K -60.8K -295 0.00 172.20 N/A N/A 0 0 56 80 2014-05-22 $18.99 $18.00 7.6% 2.2% 6.4% 0.8% 0.0% -7.9% -0.2% 3.3K -62.5K -287 0.00 173.60 N/A N/A 0 0 56 80 2014-05-23 $18.99 $18.00 7.4% 2.1% 6.3% 0.7% 0.0% -53.2% 0.7% 3.6K -63.9K -283 0.00 171.54 N/A N/A 0 0 56 80 2014-05-27 $18.97 $18.00 7.6% 2.2% 6.2% 0.8% 0.0% -62.3% 1.5% 3.8K -66.0K -271 0.00 172.49 N/A N/A 0 2 56 80 2014-05-28 $18.92 $18.00 6.9% 2.0% 5.9% 0.4% 0.0% -0.5% -1.4% 2.6K -54.8K -297 0.00 165.07 N/A N/A 0 0 56 82 2014-05-29 $18.98 $18.00 7.4% 2.1% 5.9% 0.7% 0.0% -9.6% -1.2% 2.6K -57.2K -294 0.00 163.44 N/A N/A 0 0 56 82 2014-05-30 $18.96 $18.00 8.2% 2.3% 6.0% 1.1% 0.0% -0.2% -1.2% 3.0K -58.5K -293 0.00 114.94 N/A N/A 0 25 56 82
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