PID Options History — July 2018

In July 2018, PID traded between $15.47 and $16.09. ATM implied volatility averaged 19.7%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 7.4% (HV 20d: 12.2%). 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 5 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2018-07-02: Highest Volume — 127 contracts
  • 2018-07-16: Largest IV spike — 836.2% change
  • 2018-07-19: Highest IV Rank — 36.8%
  • 2018-07-06: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.88$15.47$16.09$15.47$16.09
Max Pain$16.00$16.00$16.00$16.00$16.00
ATM IV19.7%1.3%69.6%36.4%28.9%
Expected Move4.7%0.4%11.3%10.4%8.3%
HV 20d12.2%8.5%14.2%11.7%8.5%
HV 60d10.7%10.4%11.1%10.4%10.4%
IV Rank9.9%0.0%36.8%18.9%14.9%
IV Percentile31.8%0.0%98.8%92.9%65.1%
Term Structure-10.3%-129.5%22.6%-42.4%-7.6%
VWIV32.7%31.8%33.6%33.6%31.8%
Skew 25d0.6%-18.9%18.0%14.2%3.5%
Skew 10d-3.0%-30.5%19.1%19.1%-10.2%
Call IV 25d20.4%10.7%45.0%26.9%18.1%
Put IV 25d21.0%12.3%41.6%41.1%21.6%
Bid-Ask Spread %152.37107.91184.01139.56148.70
Gamma HHI0.340.330.360.340.33
Net GEX-3.2K-8.0K-1.4K-2.8K-2.5K
Net DEX57.8K32.1K80.6K80.6K51.6K
Net VEX-553-634-390-599-536
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.370.790.790.37
Total Volume103.2389612712796
Total OI200.905200202202200

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$15.47$16.0036.4%10.4%11.7%18.9%33.6%14.2%0.0%-2.8K80.6K-5990.79139.56N/AN/A715671131
2018-07-03$15.63$16.0032.6%9.3%12.4%16.8%31.8%18.0%0.0%-2.2K67.1K-6340.79148.62N/AN/A715671131
2018-07-05$15.74$0.0033.9%0.0%12.6%17.5%0.0%-8.9%0.0%-2.4K67.3K-6220.79179.54N/AN/A715671131
2018-07-06$15.91$0.0013.0%11.3%13.2%6.3%0.0%5.2%-42.4%-8.0K74.8K-4640.79151.41N/AN/A715671131
2018-07-09$15.94$0.0023.7%0.7%13.2%12.0%0.0%16.2%17.2%-1.4K32.1K-5830.49177.75N/AN/A713571131
2018-07-10$16.00$0.0010.6%2.7%13.1%5.0%0.0%2.0%1.7%-4.4K63.1K-5090.49120.30N/AN/A713571130
2018-07-11$15.79$0.001.6%0.5%14.0%0.2%0.0%-4.4%22.6%-1.9K54.8K-6180.37178.86N/AN/A712671130
2018-07-12$15.91$0.002.9%0.8%14.2%0.8%0.0%-10.2%0.0%-1.6K39.8K-5840.37181.02N/AN/A712671130
2018-07-13$15.90$0.001.3%0.4%14.2%0.0%0.0%-18.9%0.0%-2.0K55.7K-6110.37179.44N/AN/A712671130
2018-07-16$15.87$0.0011.9%3.4%14.0%5.7%0.0%2.5%-129.5%-2.2K57.9K-5900.37158.19N/AN/A712671130
2018-07-17$15.84$0.003.2%0.9%13.1%1.0%0.0%-10.6%0.0%-2.0K53.9K-6070.37183.23N/AN/A712671130
2018-07-18$15.82$0.0010.8%3.1%12.8%5.1%0.0%3.5%-0.2%-3.2K67.2K-5280.37140.65N/AN/A712671130
2018-07-19$15.80$0.0069.6%0.0%12.7%36.8%0.0%2.5%0.0%-2.9K55.8K-5630.37184.01N/AN/A712671130
2018-07-20$15.88$0.0010.6%3.0%12.6%5.0%0.0%1.6%-0.2%-5.2K66.1K-5000.37107.91N/AN/A712671130
2018-07-23$15.85$0.0011.2%3.2%11.9%5.3%0.0%2.1%-1.6%-6.2K69.5K-4790.37130.62N/AN/A702670130
2018-07-24$15.93$0.0025.2%7.2%11.0%12.9%0.0%-0.1%-4.6%-2.2K55.3K-5650.37145.42N/AN/A702670130
2018-07-25$16.00$0.0026.7%7.6%11.0%13.7%0.0%-13.8%-4.5%-2.1K50.6K-5730.37146.82N/AN/A702670130
2018-07-26$16.06$0.0018.8%5.4%10.5%9.4%0.0%4.7%10.5%-3.6K39.2K-4970.37130.18N/AN/A702670130
2018-07-27$16.04$0.0028.9%8.3%10.5%14.9%0.0%2.6%-6.1%-1.9K50.1K-5650.37141.71N/AN/A702670130
2018-07-30$16.08$0.0011.3%3.2%9.5%5.4%0.0%1.7%0.8%-6.3K61.7K-3900.37125.81N/AN/A702670130
2018-07-31$16.09$0.0028.9%8.3%8.5%14.9%0.0%3.5%-7.6%-2.5K51.6K-5360.37148.70N/AN/A702670130