PID Options History — May 2019 In May 2019, PID traded between $15.80 and $16.39. ATM implied volatility averaged 16.5%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.8% (HV 20d: 9.7%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2019-05-08 : Largest IV spike — 129.3% change2019-05-08 : Highest IV Rank — 44.7%2019-05-20 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.04 $15.80 $16.39 $16.33 $15.81 Max Pain $14.00 $14.00 $14.00 $14.00 $14.00 ATM IV 16.5% 9.6% 31.8% 15.6% 11.8% Expected Move 4.1% 2.8% 8.2% 4.5% 3.4% HV 20d 9.7% 5.8% 12.5% 6.0% 12.3% HV 60d 9.2% 8.4% 9.9% 8.7% 9.9% IV Rank 22.3% 12.3% 44.7% 21.0% 15.4% IV Percentile 31.1% 3.2% 78.6% 29.8% 20.2% Term Structure -2.2% -14.8% 2.1% -9.3% -0.9% Skew 25d 0.4% -10.6% 8.0% -7.2% 4.2% Skew 10d 2.2% -10.5% 13.9% 6.8% 1.5% Call IV 25d 14.6% 10.1% 29.2% 15.9% 12.2% Put IV 25d 15.0% 8.5% 32.2% 8.7% 16.4% Bid-Ask Spread % 103.23 51.34 165.24 88.94 86.74 Gamma HHI 0.82 0.53 0.89 0.88 0.82 Net GEX 839 338 1.3K 686 971 Net DEX -5.6K -8.1K -4.3K -7.3K -4.3K Net VEX -12 -14 -9 -12 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
Daily Data (22 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 2019-05-01 $16.33 $0.00 15.6% 4.5% 6.0% 21.0% 0.0% -7.2% -9.3% 686 -7.3K -12 0.00 88.94 N/A N/A 0 0 6 2 2019-05-02 $16.28 $0.00 12.5% 3.6% 5.8% 16.4% 0.0% -7.1% -7.0% 860 -7.5K -12 0.00 52.50 N/A N/A 0 0 6 2 2019-05-03 $16.39 $0.00 12.1% 3.5% 6.3% 15.9% 0.0% -3.3% -6.1% 769 -8.1K -9 0.00 51.34 N/A N/A 0 0 6 2 2019-05-06 $16.31 $14.00 10.7% 3.4% 6.5% 13.9% 0.0% 4.2% 1.0% 576 -6.9K -11 0.00 87.51 N/A N/A 0 0 6 2 2019-05-07 $16.12 $14.00 13.9% 3.1% 7.6% 18.5% 0.0% 0.7% -0.8% 778 -6.2K -13 0.00 117.41 N/A N/A 0 0 6 2 2019-05-08 $16.20 $14.00 31.8% 8.0% 7.7% 44.7% 0.0% 4.0% -14.8% 357 -5.7K -14 0.00 138.72 N/A N/A 0 0 6 2 2019-05-09 $16.06 $14.00 19.7% 3.7% 8.0% 27.0% 0.0% 1.3% -0.8% 806 -5.5K -13 0.00 111.06 N/A N/A 0 0 6 2 2019-05-10 $16.10 $14.00 18.1% 4.0% 8.0% 24.7% 0.0% -0.7% -1.6% 751 -5.8K -13 0.00 137.39 N/A N/A 0 0 6 2 2019-05-13 $15.80 $14.00 31.4% 3.9% 10.1% 44.1% 0.0% 0.6% -0.8% 684 -4.5K -13 0.00 133.76 N/A N/A 0 0 6 2 2019-05-14 $15.89 $14.00 27.9% 3.9% 10.4% 38.9% 0.0% -0.4% -0.8% 791 -4.7K -13 0.00 121.85 N/A N/A 0 0 6 2 2019-05-15 $15.97 $14.00 12.7% 3.6% 10.5% 16.7% 0.0% 3.7% -1.3% 965 -4.8K -12 0.00 106.62 N/A N/A 0 0 6 2 2019-05-16 $15.97 $14.00 12.4% 3.6% 10.3% 16.3% 0.0% 0.4% -0.6% 889 -5.3K -12 0.00 81.51 N/A N/A 0 0 6 2 2019-05-17 $15.96 $14.00 26.6% 7.6% 10.3% 37.1% 0.0% 4.4% -7.8% 338 -5.1K -14 0.00 165.24 N/A N/A 0 0 6 2 2019-05-20 $15.95 $14.00 28.5% 8.2% 10.3% 39.9% 0.0% -10.6% 0.0% 362 -5.0K -14 0.00 156.61 N/A N/A 0 0 6 2 2019-05-21 $16.10 $14.00 11.6% 3.3% 11.0% 15.2% 0.0% 8.0% 0.6% 1.1K -5.9K -11 0.00 84.95 N/A N/A 0 0 6 2 2019-05-22 $16.08 $14.00 11.4% 3.3% 11.0% 14.8% 0.0% 0.7% 0.8% 1.1K -5.9K -11 0.00 65.42 N/A N/A 0 0 6 2 2019-05-23 $15.85 $14.00 9.6% 2.8% 12.0% 12.3% 0.0% 1.2% 2.1% 1.1K -4.4K -11 0.00 92.88 N/A N/A 0 0 6 2 2019-05-24 $16.01 $14.00 11.3% 3.2% 12.5% 14.7% 0.0% 1.3% 0.8% 1.1K -5.4K -11 0.00 88.87 N/A N/A 0 0 6 2 2019-05-28 $15.97 $14.00 12.6% 3.6% 12.4% 16.6% 0.0% 0.7% -0.9% 1.1K -5.7K -10 0.00 137.06 N/A N/A 0 0 6 2 2019-05-29 $15.89 $14.00 10.9% 3.1% 12.4% 14.1% 0.0% 1.8% 1.2% 1.2K -4.7K -10 0.00 92.12 N/A N/A 0 0 6 2 2019-05-30 $15.89 $14.00 10.3% 3.0% 12.2% 13.2% 0.0% -0.0% 0.7% 1.3K -4.7K -10 0.00 72.57 N/A N/A 0 0 6 2 2019-05-31 $15.81 $14.00 11.8% 3.4% 12.3% 15.4% 0.0% 4.2% -0.9% 971 -4.3K -10 0.00 86.74 N/A N/A 0 0 6 2
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