PID Options History — November 2018 In November 2018, PID traded between $14.84 and $15.28. ATM implied volatility averaged 26.5%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 10.4% (HV 20d: 16.0%). 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 14.00.
Notable Days 2018-11-01 : Highest Volume — 15 contracts2018-11-08 : Largest IV spike — 136.5% change2018-11-08 : Highest IV Rank — 25.0%2018-11-01 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.07 $14.84 $15.28 $15.04 $15.20 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 26.5% 13.2% 47.6% 37.5% 17.8% Expected Move 6.3% 3.8% 10.8% 10.8% 5.1% HV 20d 16.0% 13.8% 16.8% 16.4% 13.8% HV 60d 13.1% 12.7% 13.5% 13.0% 13.4% IV Rank 13.6% 6.4% 25.0% 19.5% 8.9% IV Percentile 51.5% 11.1% 96.4% 92.5% 22.6% Term Structure -2.8% -15.0% 10.0% -7.5% -2.1% VWIV 29.2% 13.6% 38.0% 29.4% 17.1% Skew 25d 0.4% -10.3% 8.8% 5.1% 0.8% Skew 10d -3.0% -18.3% 5.4% -4.0% -0.5% Call IV 25d 20.3% 12.4% 42.0% 42.0% 16.7% Put IV 25d 20.7% 14.2% 47.1% 47.1% 17.5% Bid-Ask Spread % 143.17 83.93 163.16 163.16 124.35 Gamma HHI 0.65 0.55 0.81 0.58 0.76 Net GEX -7.7K -12.2K -5.0K -5.1K -11.9K Net DEX 78.7K 67.0K 90.0K 77.5K 78.7K Net VEX -142 -185 -97 -181 -97 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 14.00 14.00 14.00 14.00 14.00 Total Volume 15 15 15 15 15 Total OI 90.048 89 91 89 91
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 2018-11-01 $15.04 $0.00 37.5% 10.8% 16.4% 19.5% 0.0% 5.1% -7.5% -5.1K 77.5K -181 14.00 163.16 N/A N/A 1 14 1 88 2018-11-02 $15.02 $0.00 29.1% 8.3% 16.4% 15.0% 0.0% -2.9% -14.5% -6.4K 67.0K -184 14.00 145.36 N/A N/A 1 14 1 89 2018-11-05 $15.13 $16.00 40.6% 8.2% 16.7% 21.2% 29.4% -10.3% -3.3% -5.0K 72.8K -185 14.00 158.72 N/A N/A 1 14 1 89 2018-11-06 $15.08 $16.00 18.8% 4.3% 16.7% 9.4% 25.5% 1.1% 3.6% -8.9K 84.2K -149 14.00 144.17 N/A N/A 1 14 1 89 2018-11-07 $15.28 $16.00 20.1% 3.8% 16.4% 10.2% 13.6% 1.8% 1.5% -11.1K 72.9K -141 14.00 131.38 N/A N/A 1 14 1 89 2018-11-08 $15.12 $16.00 47.6% 7.3% 16.2% 25.0% 28.8% -9.5% -0.6% -5.5K 71.2K -178 14.00 152.19 N/A N/A 1 14 1 89 2018-11-09 $15.07 $16.00 46.6% 7.9% 16.3% 24.4% 30.9% -9.4% -2.6% -5.3K 75.0K -174 14.00 156.12 N/A N/A 1 14 1 89 2018-11-12 $14.89 $16.00 27.8% 4.6% 16.6% 14.3% 28.1% -0.0% -2.3% -7.7K 90.0K -138 14.00 144.04 N/A N/A 1 14 1 89 2018-11-13 $14.91 $16.00 32.1% 4.5% 15.7% 16.6% 28.6% 0.3% -1.5% -7.9K 89.4K -136 14.00 154.05 N/A N/A 1 14 1 89 2018-11-14 $15.09 $16.00 15.3% 4.4% 16.3% 7.6% 28.6% 1.5% -1.6% -9.1K 82.7K -136 14.00 148.88 N/A N/A 1 14 1 89 2018-11-15 $15.09 $16.00 29.4% 8.4% 15.6% 15.1% 32.2% 2.6% -6.9% -5.3K 75.0K -161 14.00 160.97 N/A N/A 1 14 1 89 2018-11-16 $15.14 $16.00 13.2% 3.8% 15.6% 6.4% 26.2% 1.0% 1.8% -12.2K 83.1K -120 14.00 145.24 N/A N/A 1 14 1 89 2018-11-19 $15.08 $16.00 16.6% 4.8% 15.6% 8.3% 28.4% 0.8% -15.0% -9.0K 83.0K -127 14.00 145.97 N/A N/A 1 14 1 89 2018-11-20 $14.84 $16.00 15.6% 4.5% 16.6% 7.7% 31.2% -0.1% -2.5% -8.1K 87.9K -121 14.00 137.84 N/A N/A 1 14 1 89 2018-11-21 $15.06 $16.00 30.4% 8.7% 16.7% 15.7% 35.0% 3.3% -1.4% -5.2K 72.7K -150 14.00 162.79 N/A N/A 1 14 1 89 2018-11-23 $14.97 $16.00 15.8% 4.5% 16.8% 7.8% 34.3% 4.5% 10.0% -7.9K 82.7K -124 14.00 146.34 N/A N/A 1 14 1 89 2018-11-26 $15.04 $16.00 16.4% 4.7% 16.1% 8.2% 30.3% 0.4% -1.8% -9.6K 86.2K -109 14.00 123.88 N/A N/A 1 14 1 89 2018-11-27 $15.02 $16.00 33.3% 9.5% 15.4% 17.2% 38.0% 2.6% -7.5% -5.6K 77.6K -129 14.00 138.06 N/A N/A 1 14 1 89 2018-11-28 $15.23 $16.00 33.5% 9.6% 15.4% 17.3% 34.4% 5.1% -7.0% -6.4K 75.4K -126 14.00 139.25 N/A N/A 1 14 1 89 2018-11-29 $15.27 $16.00 18.3% 5.2% 15.4% 9.2% 34.6% 8.8% 3.2% -7.6K 68.0K -124 14.00 83.93 N/A N/A 1 14 1 90 2018-11-30 $15.20 $16.00 17.8% 5.1% 13.8% 8.9% 17.1% 0.8% -2.1% -11.9K 78.7K -97 14.00 124.35 N/A N/A 1 14 1 90
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