PID Options History — March 2018

Name: PID Options Analytics - March 2018
Creator: Options Analysis Suite

In March 2018, PID traded between $15.39 and $15.99. ATM implied volatility averaged 39.1%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 24.4% (HV 20d: 14.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.04.

Notable Days

2018-03-01: Highest Volume — 73 contracts
2018-03-15: Largest IV spike — 675.1% change
2018-03-15: Highest IV Rank — 97.1%
2018-03-29: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.76	$15.39	$15.99	$15.80	$15.75
ATM IV	39.1%	15.7%	181.4%	33.9%	39.8%
Expected Move	7.2%	4.5%	11.4%	9.7%	11.4%
HV 20d	14.7%	11.0%	22.0%	22.0%	11.7%
HV 60d	14.7%	14.4%	15.3%	14.5%	15.3%
IV Rank	20.3%	7.7%	97.1%	17.6%	20.7%
IV Percentile	68.4%	8.7%	99.6%	92.9%	95.2%
Term Structure	-4.4%	-12.1%	1.4%	-12.1%	-8.5%
Skew 25d	2.5%	-15.9%	126.6%	0.7%	2.1%
Skew 10d	5.6%	-18.4%	126.6%	2.5%	2.1%
Call IV 25d	27.6%	13.2%	48.0%	41.5%	48.0%
Put IV 25d	30.1%	13.0%	139.9%	42.2%	50.1%
Bid-Ask Spread %	154.74	136.94	197.05	152.02	163.22
Gamma HHI	0.94	0.92	0.96	0.93	0.93
Net GEX	2.6K	388	3.3K	2.4K	2.2K
Net DEX	-30.3K	-71.5K	-14.0K	-33.4K	-34.9K
Net VEX	-279	-311	-198	-311	-288
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.04	0.04	0.04	0.04
Total Volume	73	73	73	73	73
Total OI	73	73	73	73	73

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
2018-03-01	$15.80	$0.00	33.9%	9.7%	22.0%	17.6%	0.0%	0.7%	-12.1%	2.4K	-33.4K	-311	0.04	152.02	N/A	N/A	70	3	70	3
2018-03-02	$15.80	$0.00	35.1%	10.1%	22.0%	18.2%	0.0%	3.4%	-11.0%	2.3K	-31.6K	-301	0.04	154.09	N/A	N/A	70	3	70	3
2018-03-05	$15.87	$0.00	39.0%	6.3%	20.9%	20.3%	0.0%	0.5%	-4.3%	2.3K	-33.4K	-301	0.04	151.61	N/A	N/A	70	3	70	3
2018-03-06	$15.86	$0.00	24.8%	4.6%	17.9%	12.7%	0.0%	0.3%	-2.1%	3.2K	-27.9K	-288	0.04	140.34	N/A	N/A	70	3	70	3
2018-03-07	$15.83	$0.00	40.0%	7.0%	17.0%	20.8%	0.0%	-9.8%	-1.6%	2.4K	-31.9K	-300	0.04	153.69	N/A	N/A	70	3	70	3
2018-03-08	$15.90	$0.00	27.8%	5.2%	17.0%	14.2%	0.0%	-3.0%	1.4%	3.3K	-27.6K	-289	0.04	144.31	N/A	N/A	70	3	70	3
2018-03-09	$15.99	$0.00	43.9%	6.4%	14.1%	22.9%	0.0%	-10.0%	0.6%	2.5K	-31.6K	-294	0.04	153.56	N/A	N/A	70	3	70	3
2018-03-12	$15.98	$0.00	54.3%	7.2%	14.1%	28.5%	0.0%	-14.5%	-3.1%	2.9K	-33.4K	-308	0.04	150.24	N/A	N/A	70	3	70	3
2018-03-13	$15.85	$0.00	60.5%	6.4%	13.6%	31.9%	0.0%	-10.9%	-5.3%	3.2K	-29.3K	-287	0.04	148.42	N/A	N/A	70	3	70	3
2018-03-14	$15.90	$0.00	23.4%	6.7%	13.7%	11.9%	0.0%	-8.3%	-3.6%	3.2K	-27.3K	-279	0.04	144.72	N/A	N/A	70	3	70	3
2018-03-15	$15.84	$0.00	181.4%	0.0%	12.6%	97.1%	0.0%	126.6%	0.0%	388	-71.5K	-299	0.04	197.05	N/A	N/A	70	3	70	3
2018-03-16	$15.89	$0.00	22.1%	6.3%	11.8%	11.2%	0.0%	1.1%	-0.3%	2.7K	-32.3K	-286	0.04	150.19	N/A	N/A	70	3	70	3
2018-03-19	$15.69	$0.00	15.7%	4.5%	12.4%	7.7%	0.0%	-1.5%	-4.7%	3.1K	-20.4K	-246	0.04	136.94	N/A	N/A	70	3	70	3
2018-03-20	$15.64	$0.00	24.9%	7.1%	11.9%	12.7%	0.0%	-12.7%	-4.4%	2.6K	-30.9K	-294	0.04	153.91	N/A	N/A	70	3	70	3
2018-03-21	$15.78	$0.00	26.4%	7.6%	12.5%	13.5%	0.0%	-15.9%	-5.5%	2.6K	-30.8K	-284	0.04	162.49	N/A	N/A	70	3	70	3
2018-03-22	$15.54	$0.00	25.6%	7.3%	13.5%	13.1%	0.0%	14.8%	-4.8%	2.8K	-30.0K	-289	0.04	151.15	N/A	N/A	70	3	70	3
2018-03-23	$15.39	$0.00	31.6%	9.1%	12.8%	16.3%	0.0%	3.6%	-4.9%	2.6K	-23.7K	-260	0.04	157.60	N/A	N/A	70	3	70	3
2018-03-26	$15.56	$0.00	20.6%	5.9%	13.6%	10.4%	0.0%	-0.9%	-3.2%	2.9K	-14.0K	-198	0.04	155.19	N/A	N/A	70	3	70	3
2018-03-27	$15.51	$0.00	19.3%	5.5%	12.9%	9.7%	0.0%	-8.0%	-4.6%	3.1K	-15.6K	-200	0.04	157.35	N/A	N/A	70	3	70	3
2018-03-28	$15.58	$0.00	30.4%	8.7%	11.0%	15.7%	0.0%	-5.4%	-6.7%	2.6K	-24.7K	-256	0.04	171.37	N/A	N/A	70	3	70	3
2018-03-29	$15.75	$0.00	39.8%	11.4%	11.7%	20.7%	0.0%	2.1%	-8.5%	2.2K	-34.9K	-288	0.04	163.22	N/A	N/A	70	3	70	3