PID Options History — February 2018 In February 2018, PID traded between $15.81 and $17.06. ATM implied volatility averaged 35.4%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 16.6% (HV 20d: 18.7%). Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2018-02-08 : Highest Volume — 73 contracts2018-02-05 : Largest IV spike — 359.3% change2018-02-05 : Highest IV Rank — 80.7%2018-02-28 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.26 $15.81 $17.06 $17.06 $15.87 ATM IV 35.4% 16.8% 151.0% 25.0% 34.8% Expected Move 7.8% 4.8% 10.0% 4.8% 10.0% HV 20d 18.7% 8.7% 22.1% 8.7% 22.1% HV 60d 12.5% 7.7% 14.5% 7.7% 14.5% IV Rank 18.3% 8.3% 80.7% 12.7% 18.0% IV Percentile 70.0% 11.9% 99.6% 48.8% 93.7% Term Structure 3.5% -17.5% 146.8% 1.2% -13.4% Skew 25d 9.2% 0.1% 32.0% 6.9% 23.3% Skew 10d 7.5% -11.3% 32.0% 7.9% 5.4% Call IV 25d 30.5% 7.2% 154.7% 7.2% 18.5% Put IV 25d 39.7% 14.1% 186.7% 14.1% 41.7% Bid-Ask Spread % 154.89 139.08 192.06 139.08 139.39 Gamma HHI 0.95 0.93 1.00 1.00 0.94 Net GEX 2.2K 0 4.1K 0 2.6K Net DEX -40.3K -83.5K 0 0 -33.6K Net VEX -297 -357 0 0 -319 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.04 0.00 0.04 Total Volume 68.526 0 73 0 73 Total OI 64.684 0 73 0 73
Daily Data (19 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 2018-02-01 $17.06 $0.00 25.0% 4.8% 8.7% 12.7% 0.0% 6.9% 1.2% 0 0 0 0.00 139.08 N/A N/A 0 0 0 0 2018-02-02 $16.67 $0.00 32.9% 7.0% 11.8% 17.0% 0.0% 0.1% -0.0% 0 0 0 0.00 153.74 N/A N/A 70 0 0 0 2018-02-05 $16.15 $0.00 151.0% 0.0% 16.1% 80.7% 0.0% 32.0% 0.0% 420 -75.7K -320 0.00 190.59 N/A N/A 70 0 70 0 2018-02-06 $16.37 $0.00 43.9% 8.7% 17.0% 22.9% 0.0% 12.6% -2.5% 2.3K -44.3K -337 0.00 146.64 N/A N/A 70 0 70 0 2018-02-07 $16.24 $0.00 29.2% 8.4% 17.2% 15.0% 0.0% 4.5% -4.2% 2.4K -45.9K -342 0.00 156.29 N/A N/A 70 0 70 0 2018-02-08 $15.81 $0.00 16.8% 4.8% 19.3% 8.3% 0.0% 7.4% 146.8% 1.1K -83.5K -273 0.04 192.06 N/A N/A 70 3 70 0 2018-02-09 $15.83 $0.00 31.1% 8.9% 18.9% 16.1% 0.0% 6.4% -1.6% 1.9K -36.3K -329 0.04 151.43 N/A N/A 70 3 70 3 2018-02-12 $16.04 $0.00 20.8% 6.0% 19.3% 10.5% 0.0% 0.5% 0.3% 2.8K -44.5K -346 0.04 150.31 N/A N/A 70 3 70 3 2018-02-13 $16.03 $0.00 30.2% 8.7% 19.3% 15.6% 0.0% 3.9% -2.8% 2.0K -40.3K -343 0.04 158.12 N/A N/A 70 3 70 3 2018-02-14 $16.25 $0.00 29.7% 8.5% 20.0% 15.3% 0.0% 2.1% -4.9% 2.1K -40.9K -338 0.04 154.07 N/A N/A 70 3 70 3 2018-02-15 $16.44 $0.00 29.7% 8.5% 20.6% 15.3% 0.0% 3.2% -5.6% 2.4K -41.7K -348 0.04 155.63 N/A N/A 70 3 70 3 2018-02-16 $16.44 $0.00 30.3% 8.7% 20.6% 15.6% 0.0% 1.9% -7.0% 2.3K -44.9K -357 0.04 154.93 N/A N/A 70 3 70 3 2018-02-20 $16.25 $0.00 32.8% 9.4% 20.7% 17.0% 0.0% 1.6% -8.5% 2.2K -41.9K -340 0.04 154.80 N/A N/A 70 3 70 3 2018-02-21 $16.24 $0.00 30.1% 8.6% 20.6% 15.5% 0.0% 18.6% -6.5% 2.7K -39.6K -335 0.04 148.83 N/A N/A 70 3 70 3 2018-02-22 $16.21 $0.00 30.9% 8.9% 20.4% 15.9% 0.0% 16.0% -9.9% 2.6K -39.2K -332 0.04 145.93 N/A N/A 70 3 70 3 2018-02-23 $16.39 $0.00 19.5% 5.6% 21.0% 9.8% 0.0% 11.0% 3.5% 4.0K -42.7K -339 0.04 153.70 N/A N/A 70 3 70 3 2018-02-26 $16.44 $0.00 20.8% 6.0% 20.9% 10.5% 0.0% 1.0% -4.0% 4.1K -38.7K -330 0.04 149.45 N/A N/A 70 3 70 3 2018-02-27 $16.21 $0.00 32.3% 9.3% 21.2% 16.7% 0.0% 21.5% -17.5% 3.7K -32.7K -308 0.04 148.00 N/A N/A 70 3 70 3 2018-02-28 $15.87 $0.00 34.8% 10.0% 22.1% 18.0% 0.0% 23.3% -13.4% 2.6K -33.6K -319 0.04 139.39 N/A N/A 70 3 70 3
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