PID Options History — January 2018 In January 2018, PID traded between $16.72 and $17.34. ATM implied volatility averaged 30.2%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 23.0% (HV 20d: 7.1%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2018-01-02 : Highest Volume — 30 contracts2018-01-03 : Largest IV spike — 1019.8% change2018-01-03 : Highest IV Rank — 100.0%2018-01-31 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.02 $16.72 $17.34 $16.72 $17.03 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 30.2% 14.1% 186.9% 16.7% 30.3% Expected Move 6.0% 3.0% 8.7% 4.8% 8.7% HV 20d 7.1% 5.3% 9.4% 6.1% 8.7% HV 60d 7.5% 7.1% 8.0% 7.1% 7.7% IV Rank 16.1% 6.9% 100.0% 20.8% 15.6% IV Percentile 41.1% 6.0% 100.0% 9.9% 80.2% Term Structure -2.7% -6.5% 6.1% 6.1% -5.7% VWIV 35.3% 35.3% 35.3% 35.3% 35.3% Skew 25d 8.4% -16.5% 156.8% 4.5% 21.6% Skew 10d 18.6% -5.2% 156.8% 9.1% 33.1% Call IV 25d 19.5% 10.6% 29.0% 10.6% 16.5% Put IV 25d 27.9% 11.2% 167.6% 15.1% 38.2% Bid-Ask Spread % 152.49 131.64 195.93 142.34 150.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 0 2.7K 2.7K 0 Net DEX -27.3K -51.1K 0 -43.2K 0 Net VEX -10 -33 0 -24 0 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 18.571 0 30 30 0 Total OI 18.571 0 30 30 0
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 2018-01-02 $16.72 $16.00 16.7% 4.8% 6.1% 20.8% 35.3% 4.5% 6.1% 2.7K -43.2K -24 0.00 142.34 N/A N/A 30 0 30 0 2018-01-03 $16.74 $16.00 186.9% 0.0% 5.9% 100.0% 0.0% 156.8% 0.0% 2.3K -38.3K -33 0.00 195.93 N/A N/A 30 0 30 0 2018-01-04 $16.88 $0.00 15.4% 3.0% 6.0% 7.6% 0.0% -0.9% -0.3% 1.8K -47.4K -14 0.00 149.14 N/A N/A 30 0 30 0 2018-01-05 $16.92 $0.00 30.1% 6.1% 5.3% 15.5% 0.0% 1.7% 0.4% 2.1K -42.5K -24 0.00 158.67 N/A N/A 30 0 30 0 2018-01-08 $16.93 $0.00 17.0% 3.4% 5.4% 8.4% 0.0% -2.3% 1.5% 1.4K -48.5K -9 0.00 146.21 N/A N/A 30 0 30 0 2018-01-09 $16.87 $0.00 33.4% 6.1% 5.8% 17.3% 0.0% -14.2% -0.7% 2.2K -40.7K -23 0.00 151.77 N/A N/A 30 0 30 0 2018-01-10 $16.77 $0.00 21.5% 6.2% 6.4% 10.9% 0.0% -14.6% -2.1% 2.5K -43.6K -18 0.00 156.46 N/A N/A 30 0 30 0 2018-01-11 $16.90 $0.00 22.9% 6.6% 6.7% 11.6% 0.0% -14.8% -1.8% 2.1K -41.0K -20 0.00 151.95 N/A N/A 30 0 30 0 2018-01-12 $17.06 $0.00 22.7% 6.5% 7.2% 11.5% 0.0% -13.4% -0.6% 1.9K -44.3K -16 0.00 151.21 N/A N/A 30 0 30 0 2018-01-16 $16.99 $0.00 24.6% 7.1% 7.6% 12.5% 0.0% -16.5% -5.7% 2.0K -43.4K -10 0.00 150.94 N/A N/A 30 0 30 0 2018-01-17 $17.07 $0.00 23.7% 6.8% 7.5% 12.1% 0.0% -13.1% -6.5% 1.8K -44.9K -8 0.00 150.30 N/A N/A 30 0 30 0 2018-01-18 $17.01 $0.00 24.6% 7.1% 7.8% 12.5% 0.0% 2.1% -2.3% 1.9K -44.4K -6 0.00 158.59 N/A N/A 30 0 30 0 2018-01-19 $17.03 $0.00 25.9% 7.4% 7.7% 13.3% 0.0% 3.1% -3.8% 0 -51.1K 0 0.00 155.96 N/A N/A 30 0 30 0 2018-01-22 $17.13 $0.00 14.4% 4.1% 7.7% 7.0% 0.0% 20.9% -2.6% 0 0 0 0.00 131.64 N/A N/A 0 0 0 0 2018-01-23 $17.17 $0.00 14.1% 4.1% 7.3% 6.9% 0.0% 12.1% -1.2% 0 0 0 0.00 149.60 N/A N/A 0 0 0 0 2018-01-24 $17.28 $0.00 27.5% 7.9% 7.5% 14.1% 0.0% 4.3% -5.3% 0 0 0 0.00 175.76 N/A N/A 0 0 0 0 2018-01-25 $17.26 $0.00 18.2% 5.2% 7.6% 9.1% 0.0% 6.1% -5.8% 0 0 0 0.00 140.45 N/A N/A 0 0 0 0 2018-01-26 $17.34 $0.00 16.0% 4.6% 7.6% 7.9% 0.0% 3.0% -6.2% 0 0 0 0.00 138.82 N/A N/A 0 0 0 0 2018-01-29 $17.19 $0.00 17.1% 4.9% 8.5% 8.5% 0.0% 8.5% -5.9% 0 0 0 0.00 145.14 N/A N/A 0 0 0 0 2018-01-30 $17.03 $0.00 30.3% 8.7% 9.4% 15.6% 0.0% 21.7% -5.7% 0 0 0 0.00 150.58 N/A N/A 0 0 0 0 2018-01-31 $17.03 $0.00 30.3% 8.7% 8.7% 15.6% 0.0% 21.6% -5.7% 0 0 0 0.00 150.81 N/A N/A 0 0 0 0
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