PID Options History — May 2015

In May 2015, PID traded between $17.90 and $18.63. ATM implied volatility averaged 14.7%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 3.8% (HV 20d: 10.9%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.16.

Notable Days

  • 2015-05-12: Highest Volume — 304 contracts
  • 2015-05-13: Largest IV drop — 73.7% change
  • 2015-05-12: Highest IV Rank — 39.3%
  • 2015-05-01: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.39$17.90$18.63$18.56$17.90
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV14.7%8.7%34.7%15.0%12.9%
Expected Move3.2%2.5%4.3%4.3%3.7%
HV 20d10.9%9.4%12.3%11.0%12.0%
HV 60d13.0%12.7%13.6%13.4%13.6%
IV Rank11.4%3.1%39.3%11.9%8.9%
IV Percentile63.2%16.7%96.4%89.3%71.8%
Term Structure0.3%-6.0%3.7%-6.0%-2.4%
VWIV12.0%10.1%13.7%12.4%13.7%
Skew 25d4.1%-1.2%11.6%2.2%11.6%
Skew 10d10.7%2.8%16.4%2.8%14.9%
Call IV 25d11.5%8.8%19.1%14.4%15.4%
Put IV 25d15.6%12.3%26.9%16.6%26.9%
Bid-Ask Spread %107.3798.56118.41118.41108.67
Gamma HHI0.520.430.710.430.49
Net GEX-24.8K-39.3K-14.0K-18.7K-17.2K
Net DEX-10.3K-128.1K210.9K-103.1K210.9K
Net VEX-2.7K-2.9K-2.5K-2.7K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.161.022.551.062.55
Total Volume220.60304303213
Total OI913.68531,0278531,027

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$18.56$0.0015.0%4.3%11.0%11.9%0.0%2.2%-6.0%-18.7K-103.1K-2.7K1.06118.41N/AN/A147156377476
2015-05-04$18.53$18.0016.7%2.5%10.4%14.3%0.0%3.5%0.6%-19.7K-92.1K-2.7K0.00101.63N/AN/A00377495
2015-05-05$18.42$18.0016.2%4.1%10.7%13.5%12.4%5.1%-1.3%-14.0K-60.3K-2.8K1.06100.18N/AN/A147156377495
2015-05-06$18.37$18.0015.0%3.8%10.7%11.9%11.5%-1.2%-0.3%-19.0K524-2.9K1.0699.77N/AN/A147156377514
2015-05-07$18.24$18.0017.1%3.6%11.0%14.7%13.0%6.4%-0.1%-19.1K65.1K-2.9K1.0698.56N/AN/A147156377514
2015-05-08$18.54$18.0021.1%3.0%12.3%20.3%0.0%2.8%0.4%-25.7K-125.1K-2.6K0.00106.32N/AN/A00377514
2015-05-11$18.48$18.0028.4%3.2%12.3%30.5%0.0%3.8%3.5%-21.5K-69.4K-2.7K0.00103.46N/AN/A00377514
2015-05-12$18.50$18.0034.7%3.3%11.8%39.3%11.0%3.0%2.8%-20.3K-77.5K-2.7K1.07110.05N/AN/A147157377514
2015-05-13$18.54$18.009.1%2.6%10.5%3.6%10.4%4.8%-0.1%-23.8K-83.1K-2.7K1.04107.56N/AN/A147153377534
2015-05-14$18.62$18.008.7%2.5%10.6%3.1%10.1%2.8%-0.6%-28.4K-128.1K-2.7K1.14107.29N/AN/A134153377549
2015-05-15$18.63$18.0012.7%3.6%9.4%8.6%13.2%7.8%0.9%-17.6K-103.1K-2.8K1.04106.80N/AN/A147153377549
2015-05-18$18.50$18.0011.6%3.3%9.8%7.1%0.0%2.0%1.7%-28.5K-65.0K-2.7K0.00112.84N/AN/A00375549
2015-05-19$18.35$18.0010.0%2.9%10.3%4.8%0.0%1.4%2.2%-32.3K8.3K-2.7K0.00111.39N/AN/A00375549
2015-05-20$18.35$18.0010.1%2.9%10.2%5.0%11.4%3.4%1.7%-32.5K-16.6K-2.6K1.04104.35N/AN/A147153375549
2015-05-21$18.50$18.0011.6%3.3%9.6%7.1%13.5%5.7%3.7%-18.9K-45.8K-2.7K1.04111.56N/AN/A147153375549
2015-05-22$18.41$18.0011.1%3.2%9.7%6.3%12.6%0.3%1.4%-33.4K-32.6K-2.5K1.04113.67N/AN/A147153375549
2015-05-26$18.07$18.0011.2%3.2%11.7%6.5%12.2%8.6%-1.0%-32.6K180.3K-2.6K1.02104.60N/AN/A150153375549
2015-05-27$18.13$18.0010.6%3.0%11.7%5.7%11.8%3.9%-0.4%-33.3K141.2K-2.6K1.02110.19N/AN/A150153394549
2015-05-28$18.08$18.0010.6%3.0%11.7%5.6%11.5%3.7%-0.3%-39.3K188.9K-2.5K1.12110.10N/AN/A137153394549
2015-05-29$17.90$18.0012.9%3.7%12.0%8.9%13.7%11.6%-2.4%-17.2K210.9K-2.9K2.55108.67N/AN/A60153478549