PID Options History — December 2018

Name: PID Options Analytics - December 2018
Creator: Options Analysis Suite

In December 2018, PID traded between $13.74 and $15.35. ATM implied volatility averaged 29.6%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 14.2% (HV 20d: 15.4%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.

Notable Days

2018-12-19: Largest IV spike — 105.9% change
2018-12-19: Highest IV Rank — 28.6%
2018-12-19: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.57	$13.74	$15.35	$15.35	$14.15
Max Pain	$16.00	$16.00	$16.00	$16.00	$16.00
ATM IV	29.6%	13.7%	54.4%	40.6%	19.9%
Expected Move	7.6%	3.7%	15.6%	11.6%	5.7%
HV 20d	15.4%	13.7%	18.1%	14.1%	17.6%
HV 60d	14.7%	13.6%	16.1%	13.6%	16.0%
IV Rank	15.3%	6.7%	28.6%	21.2%	10.0%
IV Percentile	61.7%	11.9%	97.6%	94.0%	29.0%
Term Structure	-3.5%	-20.0%	9.1%	-10.8%	-3.1%
Skew 25d	2.2%	-9.7%	21.0%	10.6%	-1.1%
Skew 10d	-4.1%	-18.0%	17.6%	-5.0%	-10.6%
Call IV 25d	19.4%	14.3%	28.6%	17.5%	21.8%
Put IV 25d	21.6%	14.5%	42.5%	28.1%	20.7%
Bid-Ask Spread %	151.89	115.57	183.87	115.57	149.48
Gamma HHI	0.66	0.56	0.92	0.56	0.59
Net GEX	-4.7K	-10.8K	-103	-5.8K	-129
Net DEX	67.7K	1.7K	122.6K	67.4K	1.7K
Net VEX	-55	-120	-11	-120	-11
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	68.25	3	90	90	3

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call OI	Put OI
2018-12-03	$15.35	$16.00	40.6%	11.6%	14.1%	21.2%	0.0%	10.6%	-10.8%	-5.8K	67.4K	-120	115.57	N/A	N/A	1	89
2018-12-04	$15.17	$16.00	28.7%	8.2%	14.6%	14.8%	0.0%	12.7%	1.0%	-7.3K	71.0K	-109	148.48	N/A	N/A	1	89
2018-12-05	$15.15	$16.00	29.7%	8.5%	14.6%	15.3%	0.0%	9.4%	0.0%	-7.1K	74.0K	-101	147.92	N/A	N/A	1	89
2018-12-06	$15.00	$0.00	39.3%	8.2%	14.2%	20.5%	0.0%	-9.7%	-1.3%	-5.4K	75.0K	-109	150.96	N/A	N/A	1	89
2018-12-07	$14.99	$0.00	40.3%	7.6%	13.7%	21.0%	0.0%	0.1%	-3.5%	-5.9K	76.7K	-104	161.59	N/A	N/A	1	89
2018-12-10	$14.74	$0.00	36.0%	6.5%	14.9%	18.7%	0.0%	-0.4%	1.3%	-6.2K	89.0K	-83	157.93	N/A	N/A	1	89
2018-12-11	$14.76	$0.00	35.3%	3.7%	14.3%	18.3%	0.0%	-0.1%	0.3%	-6.6K	89.5K	-77	150.33	N/A	N/A	1	89
2018-12-12	$14.97	$0.00	18.3%	5.2%	15.2%	9.2%	0.0%	2.0%	8.8%	-10.8K	87.4K	-67	161.44	N/A	N/A	1	89
2018-12-13	$14.91	$0.00	13.7%	3.9%	14.6%	6.7%	0.0%	0.6%	1.6%	-10.1K	92.1K	-61	144.82	N/A	N/A	1	89
2018-12-14	$14.74	$0.00	21.2%	6.1%	15.1%	10.7%	0.0%	0.6%	9.1%	-8.1K	98.4K	-57	155.97	N/A	N/A	1	89
2018-12-17	$14.48	$0.00	34.2%	9.8%	16.1%	17.7%	0.0%	-4.6%	-11.9%	-5.4K	99.4K	-47	152.47	N/A	N/A	1	89
2018-12-18	$14.43	$0.00	26.4%	7.6%	16.1%	13.5%	0.0%	1.7%	-20.0%	-5.4K	103.4K	-38	152.12	N/A	N/A	1	89
2018-12-19	$14.36	$0.00	54.4%	15.6%	15.3%	28.6%	0.0%	-6.5%	-18.4%	-4.4K	95.6K	-38	183.87	N/A	N/A	1	89
2018-12-20	$14.31	$0.00	32.3%	9.3%	14.0%	16.7%	0.0%	6.2%	-2.9%	-4.6K	103.4K	-26	166.22	N/A	N/A	1	89
2018-12-21	$14.05	$0.00	18.1%	5.2%	15.1%	9.1%	0.0%	-2.7%	5.2%	-130	122.6K	-11	142.42	N/A	N/A	1	89
2018-12-24	$13.74	$0.00	18.7%	5.4%	16.2%	9.4%	0.0%	2.8%	-16.7%	-116	1.9K	-11	139.84	N/A	N/A	0	3
2018-12-26	$13.99	$0.00	32.2%	9.2%	18.1%	16.7%	0.0%	3.8%	0.0%	-132	2.0K	-11	146.67	N/A	N/A	0	3
2018-12-27	$13.97	$0.00	34.8%	10.0%	16.9%	18.1%	0.0%	21.0%	0.0%	-103	1.9K	-11	159.97	N/A	N/A	0	3
2018-12-28	$14.11	$0.00	18.8%	5.4%	17.5%	9.4%	0.0%	-2.1%	-2.1%	-109	1.7K	-11	149.81	N/A	N/A	0	3
2018-12-31	$14.15	$0.00	19.9%	5.7%	17.6%	10.0%	0.0%	-1.1%	-3.1%	-129	1.7K	-11	149.48	N/A	N/A	0	3