PID Options History — January 2019 In January 2019, PID traded between $14.16 and $15.47. ATM implied volatility averaged 24.1%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.9% (HV 20d: 16.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2019-01-29 : Highest Volume — 1 contracts2019-01-29 : Largest IV spike — 217.2% change2019-01-07 : Highest IV Rank — 24.6%2019-01-30 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.95 $14.16 $15.47 $14.23 $15.47 ATM IV 24.1% 11.7% 45.7% 30.4% 39.8% Expected Move 6.1% 3.4% 10.8% 8.7% 7.8% HV 20d 16.2% 11.6% 19.5% 17.3% 11.7% HV 60d 16.1% 15.2% 16.7% 16.1% 15.2% IV Rank 12.6% 5.8% 24.6% 15.7% 21.4% IV Percentile 42.8% 7.5% 95.6% 69.4% 92.9% Term Structure -1.6% -12.8% 14.8% 3.0% -8.1% Skew 25d 2.9% -4.5% 8.4% 2.4% 2.7% Skew 10d 4.3% -14.7% 18.6% -4.2% 7.2% Call IV 25d 18.3% 10.5% 35.9% 20.5% 27.2% Put IV 25d 21.1% 14.1% 41.9% 22.8% 29.8% Bid-Ask Spread % 137.89 68.37 167.56 150.81 163.38 Gamma HHI 0.63 0.57 0.69 0.57 0.66 Net GEX -112 -152 -77 -92 -87 Net DEX 1.1K 783 1.9K 1.8K 783 Net VEX -9 -11 -7 -11 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.143 0 1 0 1 Total OI 3 3 3 3 3
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 2019-01-02 $14.23 $0.00 30.4% 8.7% 17.3% 15.7% 0.0% 2.4% 3.0% -92 1.8K -11 0.00 150.81 N/A N/A 0 0 0 3 2019-01-03 $14.16 $0.00 22.8% 5.6% 17.0% 11.6% 0.0% 4.8% -0.3% -111 1.9K -11 0.00 142.62 N/A N/A 0 0 0 3 2019-01-04 $14.47 $0.00 18.2% 4.0% 19.2% 9.4% 0.0% 5.7% 14.8% -140 1.5K -10 0.00 134.67 N/A N/A 0 0 0 3 2019-01-07 $14.57 $0.00 45.7% 7.9% 19.3% 24.6% 0.0% -4.5% -3.3% -91 1.5K -10 0.00 161.53 N/A N/A 0 0 0 3 2019-01-08 $14.68 $0.00 34.9% 4.0% 19.5% 18.7% 0.0% 3.4% -2.9% -121 1.4K -10 0.00 158.16 N/A N/A 0 0 0 3 2019-01-09 $14.84 $0.00 25.7% 7.4% 19.0% 13.6% 0.0% 2.5% -3.5% -115 1.5K -10 0.00 167.56 N/A N/A 0 0 0 3 2019-01-10 $14.94 $0.00 15.8% 4.5% 19.1% 8.0% 0.0% 4.7% 11.8% -95 1.1K -9 0.00 150.34 N/A N/A 0 0 0 3 2019-01-11 $14.97 $0.00 22.9% 6.6% 18.5% 12.0% 0.0% -0.1% -3.8% -91 1.0K -9 0.00 152.49 N/A N/A 0 0 0 3 2019-01-14 $14.88 $0.00 14.8% 4.2% 18.6% 7.5% 0.0% 2.9% 5.8% -152 1.1K -8 0.00 120.63 N/A N/A 0 0 0 3 2019-01-15 $14.98 $0.00 15.8% 4.5% 18.2% 8.1% 0.0% 4.3% 3.8% -142 1.0K -8 0.00 112.09 N/A N/A 0 0 0 3 2019-01-16 $15.02 $0.00 14.1% 4.0% 16.8% 7.1% 0.0% 6.7% 4.6% -143 947 -8 0.00 120.68 N/A N/A 0 0 0 3 2019-01-17 $15.11 $0.00 22.5% 6.5% 16.8% 11.8% 0.0% 8.4% -3.5% -145 875 -7 0.00 125.16 N/A N/A 0 0 0 3 2019-01-18 $15.26 $0.00 21.3% 6.1% 16.7% 11.1% 0.0% 2.1% -6.3% -77 1.2K -10 0.00 144.30 N/A N/A 0 0 0 3 2019-01-22 $15.05 $0.00 14.2% 4.1% 17.7% 7.2% 0.0% 1.6% -0.7% -109 855 -8 0.00 68.37 N/A N/A 0 0 0 3 2019-01-23 $15.09 $0.00 14.6% 4.2% 15.8% 7.4% 0.0% 1.6% -0.9% -110 836 -7 0.00 73.61 N/A N/A 0 0 0 3 2019-01-24 $15.09 $0.00 22.7% 6.5% 12.7% 11.9% 0.0% -3.6% -10.2% -106 975 -8 0.00 137.60 N/A N/A 0 0 0 3 2019-01-25 $15.22 $0.00 23.0% 6.6% 11.8% 12.1% 0.0% 0.2% -7.4% -109 844 -7 0.00 158.20 N/A N/A 0 0 0 3 2019-01-28 $15.19 $0.00 11.7% 3.4% 11.8% 5.8% 0.0% 1.7% -1.9% -107 879 -7 0.00 128.03 N/A N/A 0 0 0 3 2019-01-29 $15.27 $0.00 37.2% 10.7% 11.6% 19.9% 0.0% 5.9% -12.3% -122 1.1K -8 0.00 162.07 N/A N/A 0 1 0 3 2019-01-30 $15.40 $0.00 37.8% 10.8% 11.7% 20.3% 0.0% 7.1% -12.8% -89 814 -7 0.00 163.44 N/A N/A 0 1 0 3 2019-01-31 $15.47 $0.00 39.8% 7.8% 11.7% 21.4% 0.0% 2.7% -8.1% -87 783 -7 0.00 163.38 N/A N/A 0 1 0 3
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