PID Options History — June 2019 In June 2019, PID traded between $15.85 and $16.80. ATM implied volatility averaged 14.8%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.3% (HV 20d: 11.5%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2019-06-04 : Largest IV spike — 224.4% change2019-06-04 : Highest IV Rank — 52.0%2019-06-04 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.35 $15.85 $16.80 $15.85 $16.34 Max Pain $14.00 $14.00 $14.00 $14.00 $14.00 ATM IV 14.8% 10.3% 36.8% 11.3% 12.0% Expected Move 4.1% 2.9% 10.5% 3.3% 3.4% HV 20d 11.5% 9.5% 13.0% 12.0% 12.3% HV 60d 10.1% 9.6% 10.9% 9.8% 10.6% IV Rank 19.8% 13.3% 52.0% 14.7% 15.7% IV Percentile 29.7% 6.7% 90.5% 15.9% 25.0% Term Structure -1.7% -8.3% 12.3% -2.9% -2.8% Skew 25d 1.1% -8.4% 6.8% 1.2% -0.4% Skew 10d 2.4% -11.8% 17.9% -0.5% 0.9% Call IV 25d 13.7% 7.5% 36.8% 13.6% 12.3% Put IV 25d 14.8% 8.8% 43.6% 14.8% 11.9% Bid-Ask Spread % 97.48 44.94 168.62 76.02 143.82 Gamma HHI 0.90 0.63 1.00 0.88 1.00 Net GEX 532 5 1.2K 1.2K 39 Net DEX -5.5K -8.4K -1.5K -4.3K -1.5K Net VEX -4 -11 0 -9 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.85 1 8 8 1
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-06-03 $15.85 $14.00 11.3% 3.3% 12.0% 14.7% 0.0% 1.2% -2.9% 1.2K -4.3K -9 0.00 76.02 N/A N/A 0 0 6 2 2019-06-04 $16.06 $14.00 36.8% 10.5% 13.0% 52.0% 0.0% 6.8% -8.3% 320 -5.3K -11 0.00 162.85 N/A N/A 0 0 6 2 2019-06-05 $16.06 $14.00 12.1% 3.5% 12.4% 15.9% 0.0% -1.1% -0.7% 1.2K -6.0K -9 0.00 73.55 N/A N/A 0 0 6 2 2019-06-06 $16.18 $0.00 11.1% 3.4% 12.5% 14.4% 0.0% 3.6% -0.3% 1.1K -6.9K -7 0.00 132.94 N/A N/A 0 0 6 2 2019-06-07 $16.32 $0.00 12.8% 2.9% 12.5% 16.8% 0.0% 3.1% -0.1% 959 -8.1K -5 0.00 59.78 N/A N/A 0 0 6 2 2019-06-10 $16.36 $0.00 15.3% 2.9% 12.5% 20.5% 0.0% 1.8% -0.6% 889 -8.3K -4 0.00 70.52 N/A N/A 0 0 6 2 2019-06-11 $16.44 $0.00 17.9% 3.7% 10.1% 24.3% 0.0% 5.1% -3.2% 686 -7.8K -5 0.00 129.99 N/A N/A 0 0 6 2 2019-06-12 $16.38 $0.00 13.1% 3.8% 10.2% 17.3% 0.0% 3.8% -2.0% 661 -6.7K -4 0.00 131.84 N/A N/A 0 0 5 2 2019-06-13 $16.38 $0.00 10.4% 3.0% 10.1% 13.4% 0.0% 0.7% 0.5% 700 -6.9K -3 0.00 71.20 N/A N/A 0 0 5 2 2019-06-14 $16.35 $0.00 11.3% 3.3% 10.2% 14.8% 0.0% 0.1% -1.6% 706 -6.6K -4 0.00 76.14 N/A N/A 0 0 5 2 2019-06-17 $16.31 $0.00 11.7% 3.4% 10.3% 15.3% 0.0% 2.5% -3.7% 821 -6.7K -3 0.00 62.95 N/A N/A 0 0 5 2 2019-06-18 $16.51 $0.00 13.0% 3.7% 11.0% 17.2% 0.0% 2.7% -0.7% 480 -7.5K -1 0.00 74.34 N/A N/A 0 0 5 2 2019-06-19 $16.61 $0.00 29.0% 8.3% 10.7% 40.6% 0.0% 3.1% -7.3% 392 -6.4K -4 0.00 168.62 N/A N/A 0 0 5 2 2019-06-20 $16.80 $0.00 20.2% 5.8% 11.2% 27.7% 0.0% -8.4% -1.5% 345 -7.2K -2 0.00 151.47 N/A N/A 0 0 5 2 2019-06-21 $16.77 $0.00 10.3% 3.0% 9.5% 13.3% 0.0% 4.9% -1.0% 5 -8.4K 0 0.00 45.43 N/A N/A 0 0 5 2 2019-06-24 $16.41 $0.00 11.4% 3.3% 12.5% 14.8% 0.0% -1.3% 12.3% 32 -1.5K -1 0.00 44.94 N/A N/A 0 0 1 0 2019-06-25 $16.32 $0.00 11.3% 3.2% 12.7% 14.7% 0.0% -3.3% -3.1% 32 -1.5K -1 0.00 46.59 N/A N/A 0 0 1 0 2019-06-26 $16.32 $0.00 12.4% 3.6% 12.5% 16.3% 0.0% -0.7% -3.7% 37 -1.5K -1 0.00 134.22 N/A N/A 0 0 1 0 2019-06-27 $16.30 $0.00 11.9% 3.4% 12.5% 15.6% 0.0% -1.9% -3.7% 36 -1.5K -1 0.00 92.41 N/A N/A 0 0 1 0 2019-06-28 $16.34 $0.00 12.0% 3.4% 12.3% 15.7% 0.0% -0.4% -2.8% 39 -1.5K -1 0.00 143.82 N/A N/A 0 0 1 0
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