PID Options History — July 2016 In July 2016, PID traded between $13.77 and $14.49. ATM implied volatility averaged 33.9%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 4.7% (HV 20d: 29.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.92.
Notable Days 2016-07-01 : Highest Volume — 59 contracts2016-07-14 : Largest IV spike — 7126.7% change2016-07-14 : Highest IV Rank — 61.9%2016-07-08 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $14.23 $13.77 $14.49 $14.15 $14.28 ATM IV 33.9% 1.5% 108.4% 27.0% 29.2% Expected Move 5.7% 0.4% 11.4% 7.7% 8.4% HV 20d 29.2% 15.0% 34.9% 34.9% 15.0% HV 60d 24.6% 23.5% 25.6% 25.6% 23.5% IV Rank 17.3% 0.0% 61.9% 10.4% 16.0% IV Percentile 75.1% 0.0% 99.2% 76.2% 78.2% Term Structure 2.0% -8.8% 27.5% -7.3% -0.7% VWIV 24.7% 24.7% 24.7% 24.7% 24.7% Skew 25d 3.8% -4.4% 11.4% 1.6% 7.8% Skew 10d 3.9% -29.5% 12.1% 2.2% 6.7% Call IV 25d 27.5% 15.5% 45.8% 34.3% 28.9% Put IV 25d 31.3% 20.9% 50.8% 35.9% 36.7% Bid-Ask Spread % 159.99 116.59 193.81 138.04 139.17 Gamma HHI 0.92 0.79 0.97 0.96 0.96 Net GEX 2.7K 1.8K 3.9K 2.8K 2.9K Net DEX -76.4K -93.9K -57.3K -72.1K -77.2K Net VEX -196 -266 -111 -230 -175 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.84 1.00 0.84 1.00 Total Volume 56.5 54 59 59 54 Total OI 121 121 121 121 121
Daily Data (20 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 2016-07-01 $14.15 $0.00 27.0% 7.7% 34.9% 10.4% 24.7% 1.6% -7.3% 2.8K -72.1K -230 0.84 138.04 N/A N/A 32 27 84 37 2016-07-05 $13.88 $0.00 37.1% 1.1% 34.7% 16.5% 0.0% 3.8% 27.5% 1.8K -57.8K -266 0.84 181.05 N/A N/A 32 27 84 37 2016-07-06 $13.88 $0.00 39.4% 1.5% 34.6% 18.0% 0.0% 6.4% 23.6% 1.8K -57.3K -260 0.84 188.67 N/A N/A 32 27 84 37 2016-07-07 $13.77 $0.00 37.8% 1.4% 34.5% 17.0% 0.0% 2.6% 22.9% 1.9K -60.1K -259 0.84 191.94 N/A N/A 32 27 84 37 2016-07-08 $13.97 $0.00 39.9% 11.4% 34.7% 18.2% 0.0% 0.1% -8.1% 2.0K -60.6K -249 0.84 145.99 N/A N/A 32 27 84 37 2016-07-11 $14.12 $0.00 33.8% 1.0% 32.8% 14.5% 0.0% 6.6% 0.0% 3.6K -80.0K -176 0.84 192.37 N/A N/A 32 27 84 37 2016-07-12 $14.41 $0.00 61.1% 1.9% 32.9% 31.2% 0.0% 1.9% 0.0% 3.9K -86.4K -157 0.84 186.87 N/A N/A 32 27 84 37 2016-07-13 $14.40 $0.00 1.5% 0.4% 32.0% 0.0% 0.0% 2.9% 0.0% 2.7K -86.7K -174 0.84 193.81 N/A N/A 32 27 84 37 2016-07-14 $14.49 $0.00 108.4% 0.0% 31.9% 61.9% 0.0% -0.2% 0.0% 1.8K -79.3K -224 0.84 191.63 N/A N/A 32 27 84 37 2016-07-15 $14.43 $0.00 23.8% 0.0% 32.0% 12.9% 0.0% -4.4% 0.0% 2.1K -77.3K -212 0.84 188.03 N/A N/A 32 27 84 37 2016-07-18 $14.48 $0.00 27.6% 7.9% 31.8% 15.1% 0.0% 0.2% -4.2% 3.0K -93.9K -111 1.00 147.43 N/A N/A 27 27 84 37 2016-07-19 $14.28 $0.00 24.9% 7.1% 31.8% 13.6% 0.0% 2.1% -5.5% 3.1K -83.7K -173 1.00 143.15 N/A N/A 27 27 84 37 2016-07-20 $14.37 $0.00 22.3% 6.4% 31.8% 12.1% 0.0% 4.9% 2.0% 2.4K -82.5K -187 1.00 130.72 N/A N/A 27 27 84 37 2016-07-21 $14.37 $0.00 26.2% 7.5% 31.8% 14.3% 0.0% 4.3% -0.4% 3.0K -83.5K -169 1.00 150.67 N/A N/A 27 27 84 37 2016-07-22 $14.34 $0.00 25.2% 7.2% 30.6% 13.7% 0.0% 5.8% 1.8% 3.2K -81.7K -172 1.00 151.67 N/A N/A 27 27 84 37 2016-07-25 $14.22 $0.00 28.9% 8.3% 23.7% 15.9% 0.0% 8.0% -7.9% 2.9K -74.3K -188 1.00 116.59 N/A N/A 27 27 84 37 2016-07-26 $14.33 $0.00 30.5% 8.7% 19.3% 16.8% 0.0% 5.4% -3.6% 3.3K -81.8K -165 1.00 139.94 N/A N/A 27 27 84 37 2016-07-27 $14.29 $0.00 27.0% 7.7% 17.0% 14.8% 0.0% 5.2% -1.7% 2.9K -78.7K -176 1.00 146.43 N/A N/A 27 27 84 37 2016-07-28 $14.21 $0.00 25.5% 7.3% 15.3% 13.9% 0.0% 11.4% -8.8% 2.4K -73.6K -191 1.00 135.53 N/A N/A 27 27 84 37 2016-07-29 $14.28 $0.00 29.2% 8.4% 15.0% 16.0% 0.0% 7.8% -0.7% 2.9K -77.2K -175 1.00 139.17 N/A N/A 27 27 84 37
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