PID Options History — January 2017 In January 2017, PID traded between $14.54 and $14.98. ATM implied volatility averaged 30.8%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 20.0% (HV 20d: 10.9%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2017-01-03 : Highest Volume — 4 contracts2017-01-11 : Largest IV drop — 26.6% change2017-01-10 : Highest IV Rank — 23.6%2017-01-03 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $14.81 $14.54 $14.98 $14.54 $14.78 ATM IV 30.8% 27.8% 37.8% 33.6% 33.0% Expected Move 8.4% 6.1% 9.6% 9.6% 9.5% HV 20d 10.9% 9.1% 11.7% 11.1% 11.6% HV 60d 11.9% 11.3% 12.2% 12.0% 11.7% IV Rank 19.0% 17.0% 23.6% 20.9% 20.4% IV Percentile 64.0% 50.0% 87.7% 77.8% 76.2% Term Structure -2.5% -6.4% 1.9% -0.7% -6.4% Skew 25d -1.3% -22.4% 7.7% 7.7% -22.4% Skew 10d 4.6% -15.4% 9.5% 9.5% 3.5% Call IV 25d 33.9% 22.3% 40.7% 38.1% 40.7% Put IV 25d 32.5% 18.4% 45.9% 45.9% 18.4% Bid-Ask Spread % 154.73 149.85 159.82 157.01 149.85 Gamma HHI 0.80 0.77 0.84 0.81 0.79 Net GEX 410 366 456 366 423 Net DEX -4.5K -5.3K -3.7K -3.9K -4.6K Net VEX -16 -18 -14 -17 -14 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 4 4 4 4 Total OI 7 7 7 7 7
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 2017-01-03 $14.54 $0.00 33.6% 9.6% 11.1% 20.9% 0.0% 7.7% -0.7% 366 -3.9K -17 0.00 157.01 N/A N/A 4 0 7 0 2017-01-04 $14.71 $0.00 31.9% 9.1% 11.4% 19.7% 0.0% -14.2% 1.9% 389 -4.3K -18 0.00 159.82 N/A N/A 4 0 7 0 2017-01-05 $14.83 $0.00 32.8% 7.6% 11.7% 20.3% 0.0% 0.6% 1.2% 384 -4.3K -17 0.00 154.49 N/A N/A 4 0 7 0 2017-01-06 $14.75 $0.00 32.0% 7.9% 11.2% 19.8% 0.0% 3.6% -1.9% 386 -4.4K -17 0.00 155.81 N/A N/A 4 0 7 0 2017-01-09 $14.72 $0.00 31.1% 6.1% 11.0% 19.2% 0.0% 0.0% -1.2% 456 -3.7K -16 0.00 151.30 N/A N/A 4 0 7 0 2017-01-10 $14.75 $0.00 37.8% 8.3% 11.0% 23.6% 0.0% -8.7% -2.7% 429 -4.3K -17 0.00 155.13 N/A N/A 4 0 7 0 2017-01-11 $14.88 $0.00 27.8% 8.0% 11.5% 17.0% 0.0% 2.1% -2.1% 406 -4.3K -17 0.00 158.75 N/A N/A 4 0 7 0 2017-01-12 $14.92 $0.00 29.9% 8.6% 11.3% 18.4% 0.0% 2.7% -2.0% 383 -4.8K -17 0.00 152.60 N/A N/A 4 0 7 0 2017-01-13 $14.98 $0.00 28.8% 8.3% 9.3% 17.7% 0.0% 2.3% -1.9% 394 -4.8K -17 0.00 155.43 N/A N/A 4 0 7 0 2017-01-17 $14.98 $0.00 29.3% 8.4% 9.1% 18.1% 0.0% 2.4% -3.0% 389 -5.3K -16 0.00 153.68 N/A N/A 4 0 7 0 2017-01-18 $14.71 $0.00 28.7% 8.2% 10.6% 17.7% 0.0% 0.9% -4.2% 411 -4.3K -16 0.00 151.99 N/A N/A 4 0 7 0 2017-01-19 $14.67 $0.00 28.2% 8.1% 10.6% 17.3% 0.0% 2.8% -1.9% 414 -4.1K -15 0.00 156.39 N/A N/A 4 0 7 0 2017-01-20 $14.72 $0.00 28.0% 8.0% 10.7% 17.2% 0.0% 2.9% -2.0% 455 -4.1K -15 0.00 156.04 N/A N/A 4 0 7 0 2017-01-23 $14.76 $0.00 28.0% 8.0% 10.6% 17.2% 0.0% 3.1% -0.8% 421 -4.2K -15 0.00 156.90 N/A N/A 4 0 7 0 2017-01-24 $14.89 $0.00 29.2% 8.4% 10.9% 18.0% 0.0% 3.7% 0.4% 430 -4.3K -15 0.00 153.91 N/A N/A 4 0 7 0 2017-01-25 $14.94 $0.00 31.6% 9.0% 10.8% 19.5% 0.0% 1.6% -5.7% 419 -4.9K -15 0.00 155.09 N/A N/A 4 0 7 0 2017-01-26 $14.93 $0.00 32.3% 9.2% 10.8% 20.0% 0.0% 1.7% -6.3% 423 -5.0K -15 0.00 154.02 N/A N/A 4 0 7 0 2017-01-27 $14.92 $0.00 30.8% 8.8% 10.6% 19.0% 0.0% 1.4% -4.0% 389 -4.8K -15 0.00 156.50 N/A N/A 4 0 7 0 2017-01-30 $14.75 $0.00 32.0% 9.2% 11.6% 19.8% 0.0% -21.0% -6.4% 425 -4.6K -14 0.00 149.91 N/A N/A 4 0 7 0 2017-01-31 $14.78 $0.00 33.0% 9.5% 11.6% 20.4% 0.0% -22.4% -6.4% 423 -4.6K -14 0.00 149.85 N/A N/A 4 0 7 0
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