PID Options History — May 2017

In May 2017, PID traded between $14.98 and $15.37. ATM implied volatility averaged 20.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 9.5% (HV 20d: 11.0%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.53.

Notable Days

  • 2017-05-03: Highest Volume — 53 contracts
  • 2017-05-09: Largest IV spike — 116.2% change
  • 2017-05-03: Highest IV Rank — 21.9%
  • 2017-05-03: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.20$14.98$15.37$15.06$15.23
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV20.6%11.9%35.3%32.1%15.9%
Expected Move5.8%3.4%10.1%9.2%4.5%
HV 20d11.0%9.9%12.4%9.9%10.8%
HV 60d9.9%9.3%10.6%9.4%10.1%
IV Rank12.4%6.7%21.9%19.8%9.3%
IV Percentile17.6%0.8%82.5%68.7%3.2%
Term Structure0.7%-11.1%14.5%-2.4%3.0%
VWIV19.6%11.6%29.3%21.4%13.2%
Skew 25d3.4%-10.6%22.2%-1.3%-1.9%
Skew 10d7.2%-12.0%34.5%13.1%-5.9%
Call IV 25d20.2%13.0%33.4%17.4%15.2%
Put IV 25d23.6%12.0%37.7%16.1%13.2%
Bid-Ask Spread %137.04117.44148.69145.72125.19
Gamma HHI0.590.501.000.590.50
Net GEX-6.7K-9.9K-3.6K-5.1K-9.8K
Net DEX49.8K15.3K70.8K40.1K57.9K
Net VEX-450-547-253-474-420
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.531.203.002.133.00
Total Volume31.68224534724
Total OI174161178161178

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$15.06$0.0032.1%9.2%9.9%19.8%0.0%-1.3%-2.4%-5.1K40.1K-4742.13145.72N/AN/A153224137
2017-05-02$15.15$0.0025.1%7.2%9.9%15.3%0.0%7.6%-3.4%-6.5K35.4K-4362.13137.72N/AN/A153224137
2017-05-03$15.03$0.0035.3%10.1%10.3%21.9%0.0%-0.5%-6.1%-8.1K48.3K-4562.53143.70N/AN/A153824137
2017-05-04$14.98$15.0025.7%6.1%10.3%15.7%21.4%12.6%-10.7%-8.5K41.7K-4262.53132.07N/AN/A153824143
2017-05-05$15.15$15.0024.3%5.9%11.0%14.8%20.8%2.5%-11.1%-4.0K19.6K-2532.53119.08N/AN/A153824143
2017-05-08$15.12$15.0012.9%6.1%11.0%7.4%21.4%2.8%-9.1%-9.9K44.3K-4071.20127.17N/AN/A151824143
2017-05-09$15.06$15.0028.0%6.3%10.8%17.2%21.8%-10.6%2.2%-5.3K68.5K-5451.20117.44N/AN/A151824153
2017-05-10$15.22$15.0017.8%5.1%11.4%10.6%17.4%5.2%-3.6%-7.6K56.7K-4941.20144.53N/AN/A151824153
2017-05-11$15.12$15.0020.8%6.0%11.7%12.6%20.8%1.6%-4.8%-7.9K53.5K-4781.20136.40N/AN/A151824153
2017-05-12$15.15$15.0025.7%7.4%11.3%15.7%29.1%4.5%3.0%-5.0K69.6K-5473.00141.47N/AN/A61824153
2017-05-15$15.28$15.0020.3%5.8%11.5%12.2%22.5%2.8%5.0%-5.1K63.9K-5163.00141.40N/AN/A61825153
2017-05-16$15.33$15.0015.1%4.3%11.3%8.8%17.6%1.0%10.3%-5.8K57.0K-5083.00140.87N/AN/A61825153
2017-05-17$15.12$15.0020.7%5.9%11.8%12.5%20.6%2.0%-7.0%-6.9K56.6K-4993.00143.26N/AN/A61825153
2017-05-18$15.09$15.0015.9%4.6%11.7%9.4%17.6%6.4%-0.2%-7.3K70.8K-5253.00148.69N/AN/A61825153
2017-05-19$15.30$15.0018.8%5.4%12.4%11.3%20.1%4.8%-4.9%-7.4K48.5K-4613.00142.59N/AN/A61825153
2017-05-22$15.35$15.0022.3%6.4%11.1%13.5%29.3%21.8%14.5%-6.4K55.7K-4753.00141.88N/AN/A61825153
2017-05-23$15.37$15.0011.9%3.4%11.0%6.7%11.6%-0.7%9.3%-3.6K15.3K-2563.00142.65N/AN/A61825153
2017-05-24$15.35$15.0022.4%6.4%10.9%13.6%29.2%22.2%11.4%-6.1K57.1K-4813.00143.47N/AN/A61825153
2017-05-25$15.34$15.0012.6%3.6%10.9%7.2%11.9%0.7%7.7%-8.6K17.9K-2953.00132.93N/AN/A61825153
2017-05-26$15.30$15.0013.1%3.8%10.9%7.5%11.9%-1.9%7.4%-6.1K57.2K-4793.00124.83N/AN/A61825153
2017-05-30$15.25$15.0015.8%4.5%11.0%9.3%14.5%-7.3%4.5%-6.1K59.8K-4753.00141.94N/AN/A61825153
2017-05-31$15.23$15.0015.9%4.5%10.8%9.3%13.2%-1.9%3.0%-9.8K57.9K-4203.00125.19N/AN/A61825153