PID Options History — February 2019

Name: PID Options Analytics - February 2019
Creator: Options Analysis Suite

In February 2019, PID traded between $15.35 and $16.01. ATM implied volatility averaged 19.2%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.3% (HV 20d: 9.9%). Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2019-02-01: Highest Volume — 1 contracts
2019-02-20: Largest IV spike — 162.1% change
2019-02-04: Highest IV Rank — 23.7%
2019-02-25: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.66	$15.35	$16.01	$15.51	$15.86
ATM IV	19.2%	8.6%	43.9%	39.9%	12.4%
Expected Move	4.8%	2.5%	8.3%	7.3%	3.6%
HV 20d	9.9%	8.9%	11.2%	11.2%	9.5%
HV 60d	14.7%	14.1%	15.2%	15.2%	14.2%
IV Rank	10.0%	4.1%	23.7%	21.4%	6.2%
IV Percentile	30.8%	2.0%	95.2%	92.9%	12.7%
Term Structure	-2.8%	-13.9%	2.8%	-3.8%	-3.2%
Skew 25d	-1.1%	-20.4%	7.3%	1.2%	2.0%
Skew 10d	-0.5%	-14.1%	11.1%	6.8%	1.9%
Call IV 25d	17.0%	8.8%	35.9%	27.8%	12.6%
Put IV 25d	15.9%	9.7%	29.2%	29.0%	14.6%
Bid-Ask Spread %	120.59	71.15	165.07	164.69	77.48
Gamma HHI	0.67	0.42	1.00	0.65	0.45
Net GEX	-65	-108	8	-84	-4
Net DEX	155	-960	830	830	-795
Net VEX	-5	-9	-2	-7	-7
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.211	0	1	1	0
Total OI	3.263	3	4	3	4

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2019-02-01	$15.51	$0.00	39.9%	7.3%	11.2%	21.4%	0.0%	1.2%	-3.8%	-84	830	-7	164.69	N/A	N/A	0	1	0	3
2019-02-04	$15.57	$0.00	43.9%	7.2%	9.2%	23.7%	0.0%	-4.4%	-6.3%	-83	710	-7	155.14	N/A	N/A	0	0	0	3
2019-02-05	$15.70	$0.00	41.4%	7.2%	9.3%	22.3%	0.0%	1.0%	-4.4%	-78	750	-7	165.07	N/A	N/A	0	0	0	3
2019-02-06	$15.61	$0.00	8.6%	2.5%	9.8%	4.1%	0.0%	0.9%	2.8%	-82	460	-5	71.15	N/A	N/A	0	0	0	3
2019-02-07	$15.45	$0.00	11.3%	3.2%	10.4%	5.6%	0.0%	1.4%	1.1%	-89	503	-5	115.89	N/A	N/A	0	0	0	3
2019-02-08	$15.36	$0.00	11.2%	3.2%	10.6%	5.5%	0.0%	1.1%	2.8%	-100	669	-6	100.94	N/A	N/A	0	1	0	3
2019-02-11	$15.35	$0.00	21.8%	6.2%	10.6%	11.4%	0.0%	-1.2%	-13.9%	-77	556	-5	160.85	N/A	N/A	0	0	0	3
2019-02-12	$15.44	$0.00	13.1%	3.7%	10.4%	6.5%	0.0%	1.2%	0.4%	-92	543	-5	95.87	N/A	N/A	0	0	0	3
2019-02-13	$15.39	$0.00	12.7%	3.7%	10.4%	6.4%	0.0%	1.0%	-1.9%	-91	468	-4	128.56	N/A	N/A	0	0	0	3
2019-02-14	$15.48	$0.00	12.5%	3.6%	10.5%	6.2%	0.0%	4.1%	1.1%	-108	383	-3	105.38	N/A	N/A	0	0	0	3
2019-02-15	$15.61	$0.00	12.1%	3.5%	10.6%	6.0%	0.0%	3.1%	-0.7%	-89	420	-4	83.90	N/A	N/A	0	0	0	3
2019-02-19	$15.72	$0.00	11.0%	3.2%	10.4%	5.4%	0.0%	3.0%	0.0%	-103	173	-2	101.14	N/A	N/A	0	0	0	3
2019-02-20	$15.85	$0.00	28.9%	8.3%	8.9%	15.4%	0.0%	-18.3%	-6.8%	-73	533	-5	146.88	N/A	N/A	0	0	0	3
2019-02-21	$15.78	$0.00	11.7%	3.4%	9.3%	5.8%	0.0%	-2.4%	-2.1%	-47	160	-2	120.79	N/A	N/A	1	0	0	3
2019-02-22	$15.94	$0.00	11.4%	3.3%	9.6%	5.6%	0.0%	4.1%	-0.3%	-8	-960	-5	101.23	N/A	N/A	1	0	1	3
2019-02-25	$15.97	$0.00	29.1%	8.3%	9.4%	15.5%	0.0%	-20.4%	-9.2%	-27	-645	-9	156.86	N/A	N/A	0	0	1	3
2019-02-26	$16.01	$0.00	17.2%	4.9%	9.2%	8.8%	0.0%	-5.1%	-3.4%	8	-893	-6	119.44	N/A	N/A	0	0	1	3
2019-02-27	$15.95	$0.00	14.9%	4.3%	9.4%	7.6%	0.0%	7.3%	-3.0%	0	-924	-6	119.93	N/A	N/A	0	0	1	3
2019-02-28	$15.86	$0.00	12.4%	3.6%	9.5%	6.2%	0.0%	2.0%	-3.2%	-4	-795	-7	77.48	N/A	N/A	0	0	1	3