PID Options History — October 2018

In October 2018, PID traded between $14.44 and $15.86. ATM implied volatility averaged 25.6%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 14.1% (HV 20d: 11.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 12.13.

Notable Days

  • 2018-10-29: Highest Volume — 14 contracts
  • 2018-10-25: Largest IV spike — 549.5% change
  • 2018-10-11: Highest IV Rank — 25.4%
  • 2018-10-11: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.20$14.44$15.86$15.86$14.73
ATM IV25.6%2.9%48.5%28.3%18.6%
Expected Move6.6%0.8%13.9%8.1%5.3%
HV 20d11.5%8.5%14.4%9.6%14.4%
HV 60d10.6%9.4%12.2%9.6%12.2%
IV Rank13.1%0.9%25.4%14.5%9.4%
IV Percentile52.4%1.2%96.8%63.1%23.8%
Term Structure-6.3%-32.8%1.1%-6.6%-1.6%
Skew 25d7.2%-13.3%163.6%-5.1%1.3%
Skew 10d3.7%-24.2%163.6%18.0%-4.9%
Call IV 25d21.9%10.1%52.9%20.5%17.6%
Put IV 25d29.0%12.3%179.3%15.5%19.0%
Bid-Ask Spread %151.18127.07183.70159.27136.88
Gamma HHI0.590.500.790.520.67
Net GEX-5.9K-11.4K-2.9K-4.4K-5.6K
Net DEX69.6K47.4K103.5K54.6K92.3K
Net VEX-193-240-118-240-150
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.1312.0013.0012.0013.00
Total Volume13.1313141314
Total OI88.08788898889

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$15.86$0.0028.3%8.1%9.6%14.5%0.0%-5.1%-6.6%-4.4K54.6K-24012.00159.27N/AN/A112187
2018-10-02$15.80$0.0014.3%4.1%8.5%7.0%0.0%2.8%-1.9%-7.8K50.4K-20612.00133.08N/AN/A112187
2018-10-03$15.84$0.0030.9%8.9%8.5%16.0%0.0%-6.6%-9.8%-4.8K47.4K-22712.00155.67N/AN/A112187
2018-10-04$15.66$0.0034.8%6.7%9.5%18.0%0.0%2.5%-1.2%-4.6K51.1K-23312.00153.64N/AN/A112187
2018-10-05$15.60$0.0015.9%3.2%9.5%7.9%0.0%2.1%0.0%-7.7K57.4K-21312.00132.35N/AN/A112187
2018-10-08$15.60$0.0032.0%3.5%9.4%16.5%0.0%-2.0%-2.4%-4.9K48.1K-22212.00146.61N/AN/A112187
2018-10-09$15.52$0.0034.6%3.5%9.6%17.9%0.0%-0.4%-1.7%-5.7K48.3K-21312.00144.60N/AN/A112187
2018-10-10$15.26$0.0017.9%5.1%10.7%9.0%0.0%2.2%-8.6%-7.0K56.9K-20412.00158.49N/AN/A112187
2018-10-11$15.07$0.0048.5%13.9%11.3%25.4%0.0%0.7%-8.3%-2.9K65.1K-22912.00169.07N/AN/A112187
2018-10-12$15.11$0.0037.6%10.8%11.4%19.6%0.0%0.8%-1.3%-3.0K66.3K-22712.00162.51N/AN/A112187
2018-10-15$15.19$0.0015.4%4.4%11.6%7.6%0.0%-0.2%-4.6%-6.2K69.4K-20712.00146.73N/AN/A112187
2018-10-16$15.40$0.0032.3%9.3%12.7%16.7%0.0%3.6%-20.9%-11.4K68.7K-14712.00160.37N/AN/A112187
2018-10-17$15.30$0.0030.8%8.8%12.8%15.9%0.0%-1.7%-5.6%-4.7K66.9K-21512.00157.39N/AN/A112187
2018-10-18$15.09$0.0023.1%6.6%13.0%11.8%0.0%7.1%-5.7%-6.2K61.6K-20512.00153.34N/AN/A112187
2018-10-19$15.14$0.0030.0%8.6%13.2%15.5%0.0%3.7%-14.8%-7.5K78.1K-18412.00157.50N/AN/A112187
2018-10-22$15.07$0.0032.4%9.3%12.1%16.8%0.0%-13.3%-17.0%-7.2K78.8K-18012.00158.52N/AN/A112187
2018-10-23$15.06$0.0016.7%4.8%12.1%8.3%0.0%-10.9%0.7%-7.2K84.2K-16912.00136.63N/AN/A112187
2018-10-24$14.86$0.002.9%0.8%12.7%0.9%0.0%163.6%-0.3%-5.0K76.1K-19012.00183.70N/AN/A112187
2018-10-25$14.79$0.0018.6%5.3%12.4%9.4%0.0%7.1%1.1%-6.0K89.0K-16412.00145.78N/AN/A112187
2018-10-26$14.61$0.0018.6%5.3%12.8%9.3%0.0%7.3%-1.8%-5.2K97.8K-13712.00127.07N/AN/A112187
2018-10-29$14.44$0.0033.8%9.7%12.5%17.5%0.0%-4.5%-32.8%-5.2K88.4K-15813.00154.14N/AN/A113187
2018-10-30$14.64$0.0019.7%5.7%14.1%10.0%0.0%4.5%0.3%-5.5K103.5K-11813.00143.90N/AN/A113188
2018-10-31$14.73$0.0018.6%5.3%14.4%9.4%0.0%1.3%-1.6%-5.6K92.3K-15013.00136.88N/AN/A113188