PID Options History — March 2019 In March 2019, PID traded between $15.64 and $16.19. ATM implied volatility averaged 19.9%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 10.7% (HV 20d: 9.3%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-03-18 : Highest Volume — 5 contracts2019-03-19 : Largest IV spike — 186.1% change2019-03-29 : Highest IV Rank — 39.9%2019-03-08 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.91 $15.64 $16.19 $15.81 $15.86 Max Pain $14.00 $14.00 $14.00 $14.00 $14.00 ATM IV 19.9% 9.0% 52.3% 31.1% 28.5% Expected Move 5.7% 3.1% 15.0% 8.9% 6.4% HV 20d 9.3% 8.4% 9.9% 9.6% 9.6% HV 60d 12.4% 10.5% 14.1% 14.1% 10.5% IV Rank 16.9% 4.8% 39.9% 16.5% 39.9% IV Percentile 33.5% 2.4% 97.2% 72.6% 64.7% Term Structure 1.2% -12.1% 18.1% -12.1% -5.6% VWIV 32.9% 32.9% 32.9% 32.9% 32.9% Skew 25d 2.3% -23.7% 19.0% -23.7% 19.0% Skew 10d 4.7% -26.1% 31.1% -26.1% 31.1% Call IV 25d 14.0% 9.0% 40.8% 40.8% 17.5% Put IV 25d 16.4% 10.3% 36.5% 17.1% 36.5% Bid-Ask Spread % 139.05 78.82 200.00 149.10 168.93 Gamma HHI 0.58 0.39 1.00 0.41 0.58 Net GEX 172 -43 668 -35 316 Net DEX -2.6K -5.7K -161 -443 -4.7K Net VEX -13 -23 -3 -10 -22 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 1.238 0 5 0 0 Total OI 5.905 4 9 4 8
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 2019-03-01 $15.81 $0.00 31.1% 8.9% 9.6% 16.5% 0.0% -23.7% -12.1% -35 -443 -10 0.00 149.10 N/A N/A 0 0 1 3 2019-03-04 $15.78 $0.00 15.4% 4.4% 9.6% 7.9% 0.0% 0.6% 2.3% -1 -818 -6 0.00 118.49 N/A N/A 0 0 1 3 2019-03-05 $15.84 $0.00 16.4% 4.7% 9.6% 8.4% 0.0% 0.7% 6.0% 45 -970 -4 0.00 122.69 N/A N/A 0 0 1 3 2019-03-06 $15.80 $0.00 18.3% 5.3% 9.3% 9.5% 0.0% 1.7% 3.3% -7 -766 -7 0.00 78.82 N/A N/A 0 0 1 3 2019-03-07 $15.69 $0.00 32.5% 9.3% 9.4% 17.3% 0.0% -0.4% 1.4% 2 -839 -6 0.00 118.48 N/A N/A 0 0 1 3 2019-03-08 $15.64 $0.00 52.3% 15.0% 8.6% 28.3% 0.0% 14.3% -2.5% -43 -161 -10 0.00 151.03 N/A N/A 0 0 1 3 2019-03-11 $15.80 $14.00 21.7% 3.4% 8.9% 11.4% 0.0% 3.9% 4.4% -12 -960 -5 0.00 115.07 N/A N/A 0 0 1 3 2019-03-12 $15.86 $14.00 18.4% 5.0% 8.9% 9.5% 0.0% 2.1% -0.1% -16 -161 -10 0.00 159.16 N/A N/A 0 0 1 3 2019-03-13 $15.97 $14.00 9.9% 3.4% 9.0% 4.8% 0.0% 1.9% 3.9% 9 -1.0K -5 0.00 114.33 N/A N/A 0 0 1 3 2019-03-14 $15.95 $14.00 17.7% 4.9% 8.9% 9.1% 0.0% 2.7% 7.6% 26 -924 -4 0.00 140.25 N/A N/A 0 0 1 3 2019-03-15 $16.07 $14.00 22.5% 5.3% 9.0% 11.8% 32.9% 0.6% -5.1% -20 -738 -8 0.00 168.54 N/A N/A 0 1 1 3 2019-03-18 $16.19 $0.00 9.0% 0.0% 8.9% 11.3% 0.0% 1.9% 18.1% 57 -1.3K -3 0.00 200.00 N/A N/A 5 0 1 3 2019-03-19 $16.13 $0.00 25.8% 6.1% 8.9% 35.9% 0.0% 18.3% -4.3% 290 -5.6K -23 0.00 171.86 N/A N/A 5 0 6 3 2019-03-20 $16.19 $0.00 26.8% 6.3% 8.6% 37.4% 0.0% 6.8% -5.7% 283 -5.7K -22 0.00 170.10 N/A N/A 5 0 6 3 2019-03-21 $16.15 $0.00 16.7% 4.8% 8.4% 22.6% 0.0% -2.5% -6.0% 280 -5.3K -22 0.00 140.11 N/A N/A 5 0 6 3 2019-03-22 $15.89 $0.00 15.4% 6.2% 9.8% 20.7% 0.0% -0.3% 6.0% 337 -5.0K -22 0.00 155.38 N/A N/A 5 0 6 3 2019-03-25 $15.84 $0.00 9.8% 3.1% 9.8% 12.5% 0.0% 0.4% 1.4% 552 -4.6K -19 0.00 126.00 N/A N/A 0 0 6 2 2019-03-26 $15.90 $0.00 10.9% 5.1% 9.9% 14.1% 0.0% 0.4% 9.4% 286 -4.7K -22 0.00 133.33 N/A N/A 0 0 6 2 2019-03-27 $15.88 $0.00 9.5% 3.2% 9.8% 12.0% 0.0% 0.3% 1.7% 594 -4.8K -19 0.00 123.35 N/A N/A 0 0 6 2 2019-03-28 $15.85 $0.00 10.5% 3.2% 9.6% 13.5% 0.0% 0.5% 1.1% 668 -4.5K -18 0.00 95.10 N/A N/A 0 0 6 2 2019-03-29 $15.86 $0.00 28.5% 6.4% 9.6% 39.9% 0.0% 19.0% -5.6% 316 -4.7K -22 0.00 168.93 N/A N/A 0 0 6 2
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