PID Options History — August 2018

In August 2018, PID traded between $15.63 and $16.18. ATM implied volatility averaged 20.2%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 11.1% (HV 20d: 9.1%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.37.

Notable Days

  • 2018-08-01: Highest Volume — 96 contracts
  • 2018-08-09: Largest IV spike — 180.4% change
  • 2018-08-09: Highest IV Rank — 19.9%
  • 2018-08-02: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.95$15.63$16.18$16.04$15.90
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV20.2%11.0%38.3%28.9%27.8%
Expected Move5.0%2.7%8.9%8.3%8.0%
HV 20d9.1%4.9%11.9%8.1%11.8%
HV 60d10.6%10.0%11.2%10.4%10.9%
IV Rank10.2%5.2%19.9%14.9%14.3%
IV Percentile32.3%4.4%94.0%66.3%62.3%
Term Structure-0.3%-15.4%12.8%-7.0%-4.7%
VWIV14.5%10.9%24.6%11.5%16.9%
Skew 25d4.3%-2.1%24.3%1.5%-2.1%
Skew 10d-0.8%-16.8%14.7%-7.2%-16.8%
Call IV 25d13.6%9.4%24.8%19.6%18.0%
Put IV 25d17.9%11.4%40.8%21.1%15.9%
Bid-Ask Spread %129.8370.52155.81149.59154.47
Gamma HHI0.360.330.420.330.33
Net GEX-6.0K-10.1K-2.3K-2.7K-3.3K
Net DEX64.3K40.9K92.5K54.5K64.7K
Net VEX-402-540-289-526-402
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.370.370.370.37
Total Volume9696969696
Total OI200.043200201200201

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$16.04$0.0028.9%8.3%8.1%14.9%0.0%1.5%-7.0%-2.7K54.5K-5260.37149.59N/AN/A702670130
2018-08-02$16.00$0.0031.0%8.9%7.9%16.0%0.0%3.6%-9.1%-2.6K51.1K-5400.37143.60N/AN/A702670130
2018-08-03$16.11$0.0030.8%8.8%7.4%15.9%0.0%24.3%-8.2%-2.6K53.2K-5200.37154.91N/AN/A702670130
2018-08-06$16.09$17.0012.2%2.7%7.4%5.9%11.5%1.7%3.4%-8.0K63.6K-3550.37125.27N/AN/A702670130
2018-08-07$16.04$17.0011.8%3.0%7.4%5.7%11.6%2.0%1.7%-6.6K62.8K-3850.37139.29N/AN/A702670130
2018-08-08$16.03$17.0013.7%2.9%5.5%6.7%10.9%0.6%0.5%-8.4K66.6K-3490.37141.56N/AN/A702670130
2018-08-09$16.03$17.0038.3%6.5%4.9%19.9%24.6%2.9%-0.7%-2.6K51.4K-5040.37155.81N/AN/A702670130
2018-08-10$15.77$17.0020.7%2.9%7.7%10.4%12.9%2.0%3.9%-8.6K82.1K-3780.37137.30N/AN/A702670130
2018-08-13$15.74$17.0023.1%3.0%7.7%11.7%13.0%3.6%3.8%-9.6K84.9K-3590.3797.13N/AN/A702670130
2018-08-14$15.84$17.0027.6%3.4%8.0%14.2%13.5%3.5%4.4%-7.0K72.9K-4060.37105.91N/AN/A702670130
2018-08-15$15.63$17.0011.3%3.2%9.3%5.4%14.1%4.0%4.1%-9.8K92.5K-3550.37107.41N/AN/A702670130
2018-08-16$15.72$17.0011.0%3.2%9.6%5.2%14.1%4.8%4.3%-9.9K87.1K-3520.3798.84N/AN/A702670130
2018-08-17$15.88$17.0024.0%6.9%10.1%12.3%15.7%16.0%-0.4%-3.4K62.7K-4690.37145.83N/AN/A702670130
2018-08-20$15.91$17.0011.4%3.3%10.1%5.4%13.9%3.1%12.8%-7.5K68.7K-3660.3770.52N/AN/A702670130
2018-08-21$15.95$17.0011.2%3.2%10.0%5.4%13.5%2.7%11.6%-6.8K66.0K-3610.37135.20N/AN/A702670130
2018-08-22$16.01$17.0024.8%7.1%9.9%12.7%15.3%3.4%-4.5%-2.9K55.4K-4440.37147.94N/AN/A702670130
2018-08-23$15.88$17.0023.7%6.8%10.2%12.1%16.1%13.6%-3.9%-3.2K62.4K-4390.37144.53N/AN/A702670130
2018-08-24$15.96$17.0011.1%3.2%10.4%5.3%14.2%2.3%0.0%-7.6K66.2K-3490.37120.94N/AN/A702670130
2018-08-27$16.12$17.0011.8%3.4%11.0%5.7%14.1%4.5%0.4%-6.5K50.6K-3280.37102.66N/AN/A702670130
2018-08-28$16.09$17.0026.6%7.6%11.0%13.7%15.8%2.3%-6.6%-2.3K51.9K-4180.37141.35N/AN/A702670130
2018-08-29$16.18$17.0020.0%5.7%11.1%10.1%13.5%-2.1%-15.4%-5.1K40.9K-3440.37145.75N/AN/A702670130
2018-08-30$15.99$17.0011.2%3.2%11.9%5.3%14.2%0.9%2.2%-10.1K65.7K-2890.37120.33N/AN/A702670130
2018-08-31$15.90$17.0027.8%8.0%11.8%14.3%16.9%-2.1%-4.7%-3.3K64.7K-4020.37154.47N/AN/A702670131