PID Options History — July 2019 In July 2019, PID traded between $16.04 and $16.54. ATM implied volatility averaged 14.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 5.5% (HV 20d: 9.3%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-07-31 : Highest Volume — 10 contracts2019-07-31 : Largest IV spike — 172.4% change2019-07-31 : Highest IV Rank — 50.6%2019-07-01 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.29 $16.04 $16.54 $16.41 $16.04 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 14.8% 10.6% 35.2% 35.2% 28.9% Expected Move 4.1% 2.8% 10.1% 10.1% 8.3% HV 20d 9.3% 4.8% 12.3% 12.3% 6.5% HV 60d 10.6% 10.5% 10.8% 10.6% 10.7% IV Rank 20.5% 11.9% 50.6% 49.7% 50.6% IV Percentile 30.5% 7.5% 89.7% 89.7% 75.8% Term Structure -3.0% -13.9% 2.4% -13.9% -8.8% VWIV 11.2% 11.2% 11.2% 11.2% 11.2% Skew 25d 1.6% -3.7% 21.0% 12.9% 21.0% Skew 10d 1.0% -13.1% 21.8% 1.0% 21.8% Call IV 25d 12.6% 8.1% 27.0% 14.3% 16.9% Put IV 25d 14.2% 9.2% 37.9% 27.2% 37.9% Bid-Ask Spread % 92.86 48.78 169.58 150.13 149.01 Gamma HHI 0.95 0.86 1.00 1.00 0.87 Net GEX 986 0 1.8K 40 744 Net DEX -8.0K -11.0K -1.4K -1.4K -7.3K Net VEX -10 -16 0 -2 -11 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 0.773 0 10 0 10 Total OI 6.727 1 8 1 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 2019-07-01 $16.41 $0.00 35.2% 10.1% 12.3% 49.7% 0.0% 12.9% -13.9% 40 -1.4K -2 0.00 150.13 N/A N/A 0 0 1 0 2019-07-02 $16.46 $0.00 12.5% 3.6% 11.5% 16.4% 0.0% 0.4% -4.2% 0 -1.6K 0 0.00 89.99 N/A N/A 0 0 1 0 2019-07-03 $16.54 $0.00 14.6% 4.2% 11.6% 19.5% 0.0% 0.6% -4.8% 10 -1.6K 0 0.00 48.78 N/A N/A 0 0 1 0 2019-07-05 $16.47 $0.00 13.6% 3.5% 11.6% 18.1% 11.2% 5.1% -3.2% 12 -1.6K 0 0.00 53.42 N/A N/A 7 0 1 0 2019-07-08 $16.41 $16.00 14.8% 2.8% 11.3% 19.8% 0.0% 0.6% -1.4% 993 -11.0K -10 0.00 70.05 N/A N/A 0 0 8 0 2019-07-09 $16.36 $16.00 13.4% 3.5% 11.3% 17.8% 0.0% 2.1% -2.8% 1.3K -9.8K -12 0.00 62.62 N/A N/A 0 0 8 0 2019-07-10 $16.37 $16.00 25.9% 7.4% 11.2% 36.0% 0.0% 1.4% -4.6% 537 -8.6K -16 0.00 169.58 N/A N/A 0 0 8 0 2019-07-11 $16.32 $16.00 12.6% 3.6% 11.1% 16.6% 0.0% 3.4% -0.6% 1.0K -9.3K -14 0.00 139.46 N/A N/A 0 0 8 0 2019-07-12 $16.31 $16.00 10.7% 3.1% 11.1% 13.8% 0.0% 0.0% -2.0% 1.2K -10.1K -12 0.00 72.72 N/A N/A 0 0 8 0 2019-07-15 $16.31 $16.00 11.2% 3.2% 11.1% 14.6% 0.0% -0.1% -0.3% 1.2K -10.1K -12 0.00 74.31 N/A N/A 0 0 8 0 2019-07-16 $16.27 $16.00 10.8% 3.1% 11.1% 12.0% 0.0% -0.2% -0.3% 1.2K -9.8K -12 0.00 71.91 N/A N/A 0 0 8 0 2019-07-17 $16.24 $16.00 11.1% 3.2% 10.1% 12.4% 0.0% -0.4% -1.0% 1.3K -9.5K -12 0.00 76.24 N/A N/A 0 0 8 0 2019-07-18 $16.30 $16.00 19.6% 5.6% 10.0% 25.0% 0.0% 0.7% -8.2% 728 -8.8K -13 0.00 157.16 N/A N/A 0 0 8 0 2019-07-19 $16.23 $16.00 10.8% 3.1% 8.9% 11.9% 0.0% -1.1% -0.1% 1.3K -9.6K -12 0.00 73.99 N/A N/A 0 0 8 0 2019-07-22 $16.20 $16.00 11.6% 3.3% 8.9% 16.9% 0.0% -1.8% -1.7% 1.4K -9.3K -11 0.00 73.99 N/A N/A 0 0 8 0 2019-07-23 $16.27 $16.00 11.6% 3.3% 5.1% 16.9% 0.0% -0.4% -2.4% 1.3K -10.0K -10 0.00 88.28 N/A N/A 0 0 8 0 2019-07-24 $16.28 $16.00 11.0% 3.1% 4.8% 15.7% 0.0% -0.5% -2.4% 1.3K -10.2K -9 0.00 78.26 N/A N/A 0 0 8 0 2019-07-25 $16.10 $16.00 11.8% 3.4% 6.2% 17.3% 0.0% -2.9% -4.4% 1.4K -8.3K -11 0.00 111.46 N/A N/A 0 0 8 0 2019-07-26 $16.20 $16.00 11.0% 3.1% 6.6% 15.7% 0.0% -1.1% 1.3% 1.5K -9.5K -10 0.00 72.00 N/A N/A 0 0 8 0 2019-07-29 $16.20 $16.00 12.8% 3.7% 6.6% 19.2% 0.0% -3.7% -3.4% 1.4K -9.3K -10 0.00 86.89 N/A N/A 0 0 8 0 2019-07-30 $16.13 $16.00 10.6% 3.0% 6.4% 15.1% 0.0% -1.6% 2.4% 1.8K -8.9K -10 0.00 72.57 N/A N/A 0 0 8 0 2019-07-31 $16.04 $16.00 28.9% 8.3% 6.5% 50.6% 0.0% 21.0% -8.8% 744 -7.3K -11 0.00 149.01 N/A N/A 10 0 8 0
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