PID Options History — June 2018

In June 2018, PID traded between $15.33 and $15.91. ATM implied volatility averaged 31.4%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 20.9% (HV 20d: 10.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.79.

Notable Days

2018-06-12: Highest Volume — 127 contracts
2018-06-13: Largest IV drop — 59.9% change
2018-06-12: Highest IV Rank — 34.2%
2018-06-01: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.65	$15.33	$15.91	$15.74	$15.62
Max Pain	$16.00	$16.00	$16.00	$16.00	$16.00
ATM IV	31.4%	19.0%	64.8%	33.0%	28.5%
Expected Move	7.4%	5.3%	9.5%	9.5%	8.2%
HV 20d	10.5%	9.3%	12.5%	10.8%	11.4%
HV 60d	10.7%	10.2%	11.2%	11.2%	10.3%
IV Rank	16.2%	9.5%	34.2%	17.1%	14.6%
IV Percentile	64.4%	13.9%	98.8%	88.5%	64.3%
Term Structure	11.9%	-24.4%	128.0%	-13.1%	128.0%
VWIV	23.8%	15.8%	30.9%	30.9%	28.8%
Skew 25d	-1.0%	-16.2%	12.9%	-8.9%	2.7%
Skew 10d	-3.4%	-22.4%	17.6%	14.5%	3.3%
Call IV 25d	26.4%	16.4%	35.0%	25.4%	35.0%
Put IV 25d	25.3%	12.5%	37.7%	16.5%	37.7%
Bid-Ask Spread %	148.04	128.75	185.82	144.80	152.23
Gamma HHI	0.34	0.33	0.36	0.33	0.34
Net GEX	-3.1K	-6.0K	-2.2K	-2.3K	-2.8K
Net DEX	70.8K	58.0K	89.3K	69.7K	76.8K
Net VEX	-648	-717	-533	-700	-619
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.79	0.79	0.79	0.79
Total Volume	126.333	125	127	125	127
Total OI	201.238	200	202	200	202

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
2018-06-01	$15.74	$0.00	33.0%	9.5%	10.8%	17.1%	0.0%	-8.9%	-13.1%	-2.3K	69.7K	-700	0.79	144.80	N/A	N/A	70	55	70	130
2018-06-04	$15.81	$0.00	36.2%	6.9%	10.7%	18.8%	0.0%	2.1%	5.1%	-2.6K	65.2K	-708	0.79	149.60	N/A	N/A	70	55	70	130
2018-06-05	$15.77	$0.00	37.9%	6.4%	10.7%	19.7%	0.0%	2.1%	3.2%	-2.6K	62.4K	-717	0.79	158.28	N/A	N/A	70	55	70	130
2018-06-06	$15.83	$0.00	31.1%	5.3%	10.8%	16.1%	0.0%	1.9%	1.4%	-3.7K	59.6K	-689	0.79	149.72	N/A	N/A	70	55	70	130
2018-06-07	$15.81	$0.00	35.7%	7.1%	10.4%	18.5%	0.0%	-14.1%	4.2%	-2.6K	66.2K	-693	0.79	146.40	N/A	N/A	70	55	70	130
2018-06-08	$15.84	$0.00	35.3%	7.3%	10.0%	18.3%	0.0%	-3.3%	5.4%	-3.0K	69.0K	-671	0.79	132.80	N/A	N/A	70	55	70	130
2018-06-11	$15.91	$0.00	52.3%	7.4%	10.1%	27.5%	0.0%	-16.2%	4.6%	-3.0K	66.0K	-667	0.79	136.96	N/A	N/A	70	55	70	130
2018-06-12	$15.87	$0.00	64.8%	8.8%	10.1%	34.2%	30.9%	2.3%	-7.7%	-3.0K	66.7K	-664	0.79	139.26	N/A	N/A	71	56	70	130
2018-06-13	$15.86	$16.00	26.0%	7.4%	9.3%	13.3%	20.5%	2.4%	1.2%	-2.8K	67.2K	-673	0.79	150.94	N/A	N/A	71	56	71	131
2018-06-14	$15.80	$16.00	23.8%	6.8%	9.3%	12.1%	21.4%	2.4%	-4.3%	-2.5K	58.0K	-699	0.79	153.61	N/A	N/A	71	56	71	131
2018-06-15	$15.72	$16.00	24.7%	7.1%	9.4%	12.6%	21.5%	2.5%	1.2%	-2.5K	68.5K	-676	0.79	185.82	N/A	N/A	71	56	71	131
2018-06-18	$15.51	$16.00	23.0%	6.6%	10.5%	11.6%	19.0%	1.7%	0.0%	-4.5K	74.8K	-545	0.79	131.12	N/A	N/A	71	56	71	131
2018-06-19	$15.41	$16.00	29.3%	8.4%	10.4%	15.1%	27.5%	-7.6%	0.0%	-2.7K	78.4K	-655	0.79	142.37	N/A	N/A	71	56	71	131
2018-06-20	$15.51	$16.00	25.9%	7.4%	10.8%	13.2%	25.4%	-5.0%	61.2%	-2.7K	69.1K	-646	0.79	149.84	N/A	N/A	71	56	71	131
2018-06-21	$15.43	$16.00	19.0%	5.4%	10.9%	9.5%	21.0%	-1.0%	0.0%	-6.0K	89.3K	-550	0.79	147.73	N/A	N/A	71	56	71	131
2018-06-22	$15.62	$16.00	26.9%	7.7%	11.8%	13.8%	26.3%	2.0%	0.0%	-2.5K	68.0K	-657	0.79	157.35	N/A	N/A	71	56	71	131
2018-06-25	$15.43	$16.00	31.0%	8.9%	12.5%	16.0%	28.9%	1.6%	-24.4%	-2.2K	69.1K	-660	0.79	128.75	N/A	N/A	71	56	71	131
2018-06-26	$15.45	$16.00	31.5%	9.0%	11.5%	16.3%	29.2%	12.9%	0.0%	-2.9K	83.9K	-611	0.79	134.59	N/A	N/A	71	56	71	131
2018-06-27	$15.33	$16.00	21.6%	6.2%	10.0%	10.9%	16.3%	0.0%	0.0%	-4.8K	79.2K	-533	0.79	156.83	N/A	N/A	71	56	71	131
2018-06-28	$15.40	$16.00	22.7%	6.5%	10.1%	11.5%	15.8%	-1.6%	128.0%	-3.7K	80.2K	-581	0.79	159.73	N/A	N/A	71	56	71	131
2018-06-29	$15.62	$16.00	28.5%	8.2%	11.4%	14.6%	28.8%	2.7%	0.0%	-2.8K	76.8K	-619	0.79	152.23	N/A	N/A	71	56	71	131