PID Options History — June 2017

In June 2017, PID traded between $14.95 and $15.49. ATM implied volatility averaged 22.1%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 12.7% (HV 20d: 9.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.40.

Notable Days

  • 2017-06-29: Highest Volume — 500 contracts
  • 2017-06-12: Largest IV spike — 205.9% change
  • 2017-06-13: Highest IV Rank — 33.3%
  • 2017-06-08: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.27$14.95$15.49$15.34$15.39
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV22.1%11.5%52.8%14.1%22.4%
Expected Move6.2%3.3%8.1%4.1%6.4%
HV 20d9.3%7.3%10.6%10.6%10.0%
HV 60d9.7%9.1%10.2%10.0%10.2%
IV Rank13.3%6.5%33.3%8.2%13.6%
IV Percentile23.6%0.8%96.8%2.4%25.0%
Term Structure-2.8%-19.1%9.4%5.8%-16.8%
VWIV12.9%12.5%13.3%12.5%13.3%
Skew 25d0.8%-14.3%20.6%6.0%-1.0%
Skew 10d0.1%-21.2%24.5%22.7%-9.1%
Call IV 25d17.9%10.3%28.7%13.8%14.1%
Put IV 25d18.7%11.8%33.1%19.8%13.1%
Bid-Ask Spread %141.21121.45154.58132.79150.42
Gamma HHI0.580.501.000.560.84
Net GEX-4.6K-15.1K30.3K-5.2K30.3K
Net DEX-9.6K-782.2K69.3K56.8K-782.2K
Net VEX-634-4.2K-110-474-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.400.023.003.000.02
Total Volume86.3181750024500
Total OI234.0451611,1191781,119

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$15.34$15.0014.1%4.1%10.6%8.2%12.5%6.0%5.8%-5.2K56.8K-4743.00132.79N/AN/A61825153
2017-06-02$15.39$15.0014.3%4.1%10.5%8.3%13.3%5.1%6.4%-5.1K46.7K-4663.00140.56N/AN/A61825153
2017-06-05$15.39$0.0016.1%6.9%9.8%9.5%0.0%-12.4%-1.0%-6.3K50.0K-4333.00144.79N/AN/A61825153
2017-06-06$15.39$0.0015.5%5.3%9.8%9.1%0.0%-0.4%1.8%-6.2K48.9K-4293.00138.55N/AN/A61825153
2017-06-07$15.29$0.0017.3%7.1%10.0%10.3%0.0%-13.6%-5.4%-5.6K42.5K-4303.00143.23N/AN/A61825153
2017-06-08$15.26$0.0014.1%8.1%9.3%8.2%0.0%-11.2%-3.4%-4.7K58.7K-4613.00134.98N/AN/A61825153
2017-06-09$15.30$0.0016.3%7.7%9.0%9.6%0.0%-14.3%-2.2%-5.3K55.5K-4503.00136.26N/AN/A61825153
2017-06-12$15.35$0.0049.8%7.9%9.1%31.3%0.0%3.4%-2.7%-7.0K50.7K-4003.00151.21N/AN/A61825153
2017-06-13$15.49$0.0052.8%6.2%9.1%33.3%0.0%3.0%-11.3%-6.5K33.0K-3713.00154.58N/AN/A61825153
2017-06-14$15.38$0.0017.7%5.1%9.5%10.5%0.0%5.1%-2.7%-6.6K47.0K-3993.00153.65N/AN/A61815153
2017-06-15$15.25$0.0027.4%7.8%8.6%16.8%0.0%18.7%-0.6%-6.5K68.9K-4293.00150.40N/AN/A61815153
2017-06-16$15.17$0.0027.2%7.8%8.8%16.7%0.0%5.1%-0.1%-5.4K69.3K-4393.00153.57N/AN/A61815153
2017-06-19$15.21$0.0017.1%4.9%7.3%10.1%0.0%1.7%-7.6%-8.0K57.7K-3782.40145.16N/AN/A51214147
2017-06-20$15.03$0.0018.1%5.2%8.2%10.7%0.0%1.1%5.9%-7.3K45.5K-3542.40122.50N/AN/A51214147
2017-06-21$14.95$0.0017.2%4.9%8.3%10.2%0.0%-0.5%9.4%-7.5K54.9K-3882.40133.92N/AN/A51214147
2017-06-22$15.07$0.0019.6%5.6%8.9%11.7%0.0%1.4%-0.8%-7.2K50.1K-3842.40128.23N/AN/A51214147
2017-06-23$15.19$0.0028.3%8.1%9.5%17.4%0.0%1.6%-1.0%-9.7K39.2K-2942.40133.77N/AN/A51214147
2017-06-26$15.22$0.0011.5%3.3%9.5%6.5%0.0%0.4%2.0%-9.5K35.1K-2732.40121.45N/AN/A51214147
2017-06-27$15.19$0.0022.4%6.4%9.4%13.5%0.0%-1.9%-5.1%-10.6K31.6K-2282.40141.19N/AN/A51214147
2017-06-28$15.36$0.0025.8%7.4%10.2%15.8%0.0%20.6%-12.6%-15.1K1.4K-1100.03151.09N/AN/A4801214147
2017-06-29$15.32$0.0020.4%5.9%10.0%12.3%0.0%-0.7%-19.1%13.2K-372.0K-2.1K0.02144.39N/AN/A48812489147
2017-06-30$15.39$0.0022.4%6.4%10.0%13.6%0.0%-1.0%-16.8%30.3K-782.2K-4.2K0.02150.42N/AN/A48812972147