PID Options History — October 2016

Name: PID Options Analytics - October 2016
Creator: Options Analysis Suite

In October 2016, PID traded between $14.30 and $14.78. ATM implied volatility averaged 27.5%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.5% (HV 20d: 15.1%). Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2016-10-03: Highest Volume — 30 contracts
2016-10-24: Largest IV spike — 39.6% change
2016-10-28: Highest IV Rank — 26.0%
2016-10-28: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.53	$14.30	$14.78	$14.76	$14.30
ATM IV	27.5%	20.3%	36.5%	25.9%	26.5%
Expected Move	7.5%	5.6%	10.5%	7.4%	7.6%
HV 20d	15.1%	10.4%	19.5%	19.5%	10.4%
HV 60d	14.5%	14.2%	14.8%	14.8%	14.2%
IV Rank	19.3%	13.9%	26.0%	18.1%	18.5%
IV Percentile	60.8%	24.2%	92.9%	57.1%	56.7%
Term Structure	-1.2%	-7.1%	12.3%	2.8%	1.5%
Skew 25d	3.3%	-6.4%	10.7%	4.0%	3.4%
Skew 10d	5.2%	-1.2%	10.4%	6.5%	-1.1%
Call IV 25d	28.6%	19.7%	42.9%	30.3%	28.7%
Put IV 25d	31.9%	22.3%	49.4%	34.3%	32.1%
Bid-Ask Spread %	147.25	136.04	160.63	140.52	160.63
Gamma HHI	0.45	0.44	0.51	0.45	0.45
Net GEX	98	-335	226	181	64
Net DEX	-2.1K	-4.7K	136	-3.2K	-522
Net VEX	-57	-64	-48	-64	-50
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	30	30	30	30	30
Total OI	23	23	23	23	23

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
2016-10-03	$14.76	$0.00	25.9%	7.4%	19.5%	18.1%	0.0%	4.0%	2.8%	181	-3.2K	-64	0.50	140.52	N/A	N/A	20	10	13	10
2016-10-04	$14.69	$0.00	22.9%	6.6%	19.3%	15.9%	0.0%	-0.9%	-6.5%	191	-4.7K	-63	0.50	136.04	N/A	N/A	20	10	13	10
2016-10-05	$14.78	$0.00	24.9%	7.1%	19.5%	17.3%	0.0%	2.4%	-0.6%	179	-3.5K	-63	0.50	141.18	N/A	N/A	20	10	13	10
2016-10-06	$14.71	$0.00	27.7%	6.7%	19.5%	19.4%	0.0%	4.3%	2.7%	190	-3.2K	-63	0.50	146.10	N/A	N/A	20	10	13	10
2016-10-07	$14.64	$0.00	26.2%	5.7%	18.3%	18.3%	0.0%	6.8%	1.4%	207	-3.3K	-62	0.50	145.89	N/A	N/A	20	10	13	10
2016-10-10	$14.78	$0.00	28.7%	5.7%	18.6%	20.2%	0.0%	1.7%	2.4%	226	-3.5K	-60	0.50	137.63	N/A	N/A	20	10	13	10
2016-10-11	$14.56	$0.00	28.0%	5.6%	16.1%	19.6%	0.0%	0.4%	2.7%	176	-3.7K	-60	0.50	137.63	N/A	N/A	20	10	13	10
2016-10-12	$14.45	$0.00	28.6%	8.2%	16.4%	20.1%	0.0%	2.6%	-5.6%	106	-2.0K	-61	0.50	150.33	N/A	N/A	20	10	13	10
2016-10-13	$14.42	$0.00	27.8%	8.0%	15.9%	19.5%	0.0%	3.4%	-5.6%	106	-2.5K	-61	0.50	145.56	N/A	N/A	20	10	13	10
2016-10-14	$14.43	$0.00	28.1%	8.1%	14.0%	19.7%	0.0%	6.5%	-5.5%	144	-1.5K	-59	0.50	150.27	N/A	N/A	20	10	13	10
2016-10-17	$14.30	$0.00	24.2%	6.9%	14.4%	16.8%	0.0%	3.1%	-4.2%	9	-528	-55	0.50	142.91	N/A	N/A	20	10	13	10
2016-10-18	$14.51	$0.00	20.3%	5.8%	15.3%	13.9%	0.0%	10.7%	12.3%	134	-1.5K	-57	0.50	153.70	N/A	N/A	20	10	13	10
2016-10-19	$14.57	$0.00	20.8%	6.0%	14.5%	14.3%	0.0%	2.2%	2.7%	139	-1.9K	-55	0.50	146.12	N/A	N/A	20	10	13	10
2016-10-20	$14.53	$0.00	22.6%	6.5%	13.5%	15.7%	0.0%	4.7%	1.9%	-335	-1.6K	-49	0.50	152.99	N/A	N/A	20	10	13	10
2016-10-21	$14.48	$0.00	22.2%	6.4%	13.1%	15.4%	0.0%	3.3%	-1.3%	-54	-1.2K	-52	0.50	146.39	N/A	N/A	20	10	13	10
2016-10-24	$14.51	$0.00	31.0%	8.9%	12.8%	21.9%	0.0%	4.5%	-3.1%	32	-2.2K	-56	0.50	154.62	N/A	N/A	20	10	13	10
2016-10-25	$14.48	$0.00	34.6%	9.9%	12.8%	24.5%	0.0%	4.5%	-2.8%	91	-1.4K	-54	0.50	153.19	N/A	N/A	20	10	13	10
2016-10-26	$14.44	$0.00	35.5%	10.2%	11.0%	25.2%	0.0%	-6.4%	-6.6%	159	136	-48	0.50	147.61	N/A	N/A	20	10	13	10
2016-10-27	$14.40	$0.00	35.5%	10.2%	10.9%	25.2%	0.0%	3.2%	-5.9%	34	-2.2K	-56	0.50	147.01	N/A	N/A	20	10	13	10
2016-10-28	$14.34	$0.00	36.5%	10.5%	10.4%	26.0%	0.0%	4.3%	-7.1%	86	-160	-51	0.50	155.90	N/A	N/A	20	10	13	10
2016-10-31	$14.30	$0.00	26.5%	7.6%	10.4%	18.5%	0.0%	3.4%	1.5%	64	-522	-50	0.50	160.63	N/A	N/A	20	10	13	10