PID Options History — November 2016

In November 2016, PID traded between $13.76 and $14.36. ATM implied volatility averaged 39.2%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 26.8% (HV 20d: 12.4%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2016-11-01: Highest Volume — 30 contracts
2016-11-16: Largest IV spike — 567.6% change
2016-11-11: Highest IV Rank — 100.0%
2016-11-11: Largest Expected Move — 44.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.11	$13.76	$14.36	$14.18	$14.36
Max Pain	$14.00	$14.00	$14.00	$14.00	$14.00
ATM IV	39.2%	5.6%	155.6%	31.8%	41.8%
Expected Move	10.8%	1.6%	44.6%	9.1%	12.0%
HV 20d	12.4%	10.6%	14.2%	10.6%	14.2%
HV 60d	14.8%	14.2%	15.1%	14.2%	14.9%
IV Rank	25.7%	2.7%	100.0%	22.5%	26.1%
IV Percentile	73.5%	0.4%	100.0%	80.2%	95.2%
Term Structure	-6.4%	-55.8%	24.5%	-17.6%	-10.5%
VWIV	40.5%	6.6%	156.8%	24.5%	46.3%
Skew 25d	12.7%	-0.9%	114.8%	-0.9%	5.7%
Skew 10d	15.7%	-1.7%	114.8%	8.1%	11.7%
Call IV 25d	36.0%	16.6%	150.2%	42.0%	44.8%
Put IV 25d	48.8%	20.7%	159.6%	41.1%	50.5%
Bid-Ask Spread %	155.91	125.36	184.54	155.01	157.85
Gamma HHI	0.48	0.43	0.57	0.46	0.45
Net GEX	-188	-665	23	-57	23
Net DEX	651	-5.0K	3.9K	266	-1.7K
Net VEX	-42	-51	-34	-49	-37
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
2016-11-01	$14.18	$0.00	31.8%	9.1%	10.6%	22.5%	0.0%	-0.9%	-17.6%	-57	266	-49	0.50	155.01	N/A	N/A	20	10	13	10
2016-11-02	$13.99	$0.00	44.6%	12.8%	11.0%	32.0%	0.0%	4.3%	-11.8%	-30	717	-51	0.50	150.74	N/A	N/A	20	10	13	10
2016-11-03	$13.86	$14.00	25.4%	5.7%	11.2%	17.8%	24.5%	2.1%	10.5%	-333	2.0K	-46	0.50	148.93	N/A	N/A	20	10	13	10
2016-11-04	$13.76	$14.00	33.1%	6.2%	11.3%	23.4%	20.6%	8.2%	9.8%	-275	3.9K	-40	0.50	140.37	N/A	N/A	20	10	13	10
2016-11-07	$14.01	$14.00	35.7%	8.0%	12.8%	25.4%	32.0%	4.5%	-5.5%	-120	2.4K	-43	0.50	142.69	N/A	N/A	20	10	13	10
2016-11-08	$14.10	$14.00	46.9%	10.4%	12.3%	33.7%	36.4%	4.3%	-6.8%	-34	1.1K	-46	0.50	133.50	N/A	N/A	20	10	13	10
2016-11-09	$14.21	$14.00	49.6%	14.2%	12.6%	35.7%	51.4%	-0.2%	-1.3%	14	-859	-49	0.50	169.75	N/A	N/A	20	10	13	10
2016-11-10	$14.16	$14.00	24.1%	6.9%	12.6%	16.8%	23.8%	5.0%	-6.0%	-177	1.6K	-42	0.50	178.75	N/A	N/A	20	10	13	10
2016-11-11	$14.01	$14.00	155.6%	44.6%	13.0%	100.0%	156.8%	114.8%	-55.8%	9	-5.0K	-49	0.50	184.54	N/A	N/A	20	10	13	10
2016-11-14	$13.98	$14.00	28.7%	8.2%	12.7%	17.6%	28.7%	2.3%	-8.6%	-120	2.6K	-39	0.50	133.22	N/A	N/A	20	10	13	10
2016-11-15	$14.11	$14.00	5.6%	1.6%	12.0%	2.7%	6.6%	9.4%	-1.2%	-449	-356	-42	0.50	183.15	N/A	N/A	20	10	13	10
2016-11-16	$14.06	$14.00	37.3%	10.7%	11.8%	23.2%	66.1%	57.5%	24.5%	-125	-933	-46	0.50	175.59	N/A	N/A	20	10	13	10
2016-11-17	$14.04	$14.00	38.1%	10.9%	11.8%	23.7%	30.0%	8.2%	-19.0%	-79	2.9K	-38	0.50	180.86	N/A	N/A	20	10	13	10
2016-11-18	$14.03	$14.00	21.6%	6.2%	11.8%	13.0%	22.0%	10.3%	-3.9%	-615	3.4K	-34	0.50	168.70	N/A	N/A	20	10	13	10
2016-11-21	$14.25	$14.00	20.4%	5.9%	13.2%	12.3%	25.2%	7.5%	13.7%	-629	1.4K	-34	0.50	125.36	N/A	N/A	20	10	13	10
2016-11-22	$14.29	$14.00	26.1%	7.5%	13.3%	16.0%	30.0%	2.2%	4.3%	-665	93	-36	0.50	153.06	N/A	N/A	20	10	13	10
2016-11-23	$14.29	$14.00	37.9%	10.9%	13.3%	23.6%	42.8%	6.0%	-7.0%	-59	16	-39	0.50	151.48	N/A	N/A	20	10	13	10
2016-11-25	$14.28	$14.00	36.8%	10.6%	13.2%	22.9%	41.2%	2.8%	-11.8%	-91	-218	-39	0.50	157.27	N/A	N/A	20	10	13	10
2016-11-28	$14.23	$14.00	41.5%	11.9%	13.2%	25.9%	38.0%	9.5%	-19.3%	0	-213	-37	0.50	131.36	N/A	N/A	20	10	13	10
2016-11-29	$14.14	$14.00	41.4%	11.9%	13.4%	25.9%	46.8%	4.1%	-10.6%	-129	762	-36	0.50	151.93	N/A	N/A	20	10	13	10
2016-11-30	$14.36	$14.00	41.8%	12.0%	14.2%	26.1%	46.3%	5.7%	-10.5%	23	-1.7K	-37	0.50	157.85	N/A	N/A	20	10	13	10