PID Options History — August 2019

In August 2019, PID traded between $15.22 and $15.94. ATM implied volatility averaged 32.3%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 18.2% (HV 20d: 14.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.10.

Notable Days

2019-08-01: Highest Volume — 11 contracts
2019-08-21: Largest IV spike — 104.1% change
2019-08-12: Highest IV Rank — 100.0%
2019-08-02: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.48	$15.22	$15.94	$15.94	$15.57
Max Pain	$15.09	$15.00	$16.00	$16.00	$15.00
ATM IV	32.3%	12.9%	81.7%	31.9%	12.9%
Expected Move	6.4%	3.7%	10.6%	9.1%	3.7%
HV 20d	14.1%	6.3%	17.0%	6.3%	16.8%
HV 60d	12.0%	10.5%	12.7%	10.5%	12.4%
IV Rank	45.0%	12.7%	100.0%	56.4%	12.7%
IV Percentile	71.2%	30.6%	100.0%	83.3%	30.6%
Term Structure	-3.9%	-12.4%	8.1%	-12.4%	1.0%
Skew 25d	-0.7%	-13.1%	6.8%	-0.6%	4.3%
Skew 10d	-7.0%	-63.8%	9.0%	-4.9%	-4.8%
Call IV 25d	21.5%	10.5%	31.1%	20.3%	10.5%
Put IV 25d	20.8%	11.8%	34.6%	19.7%	14.9%
Bid-Ask Spread %	151.51	132.11	168.03	147.36	144.20
Gamma HHI	0.51	0.42	0.73	0.54	0.42
Net GEX	531	-2	1.1K	999	-2
Net DEX	-11.4K	-21.7K	-2.5K	-21.7K	-7.6K
Net VEX	-55	-84	-18	-18	-72
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.10	0.10	0.10	0.10
Total Volume	0.591	0	11	11	0
Total OI	18.909	14	21	18	20

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
2019-08-01	$15.94	$16.00	31.9%	9.1%	6.3%	56.4%	0.0%	-0.6%	-12.4%	999	-21.7K	-18	0.10	147.36	N/A	N/A	10	1	18	0
2019-08-02	$15.76	$16.00	37.1%	10.6%	7.1%	66.5%	0.0%	-7.8%	-12.1%	954	-19.6K	-23	0.00	145.96	N/A	N/A	0	0	18	1
2019-08-05	$15.39	$15.00	24.9%	7.7%	10.4%	42.7%	0.0%	1.7%	-8.2%	1.0K	-12.3K	-55	0.00	154.94	N/A	N/A	0	0	18	1
2019-08-06	$15.44	$15.00	48.9%	8.0%	10.7%	89.5%	0.0%	2.0%	-7.2%	881	-13.9K	-56	0.00	163.31	N/A	N/A	0	0	18	1
2019-08-07	$15.55	$15.00	43.3%	4.3%	11.2%	78.4%	0.0%	2.3%	-1.8%	900	-13.9K	-56	0.00	153.35	N/A	N/A	0	0	18	1
2019-08-08	$15.72	$15.00	34.0%	3.7%	12.2%	60.5%	0.0%	-2.4%	0.4%	1.1K	-16.7K	-48	0.00	152.41	N/A	N/A	0	0	18	1
2019-08-09	$15.69	$15.00	39.2%	4.5%	12.2%	70.6%	0.0%	-5.0%	-2.6%	1.0K	-15.2K	-53	0.00	141.91	N/A	N/A	0	0	18	1
2019-08-12	$15.45	$15.00	75.3%	3.9%	13.0%	100.0%	0.0%	-3.7%	8.1%	940	-15.6K	-44	0.00	156.92	N/A	N/A	0	1	18	1
2019-08-13	$15.57	$15.00	81.7%	3.9%	13.6%	100.0%	0.0%	-3.3%	-1.5%	796	-18.4K	-30	0.00	150.40	N/A	N/A	0	1	18	2
2019-08-14	$15.22	$15.00	28.6%	8.2%	15.4%	32.6%	0.0%	1.6%	-8.7%	763	-11.9K	-57	0.00	163.96	N/A	N/A	0	0	18	3
2019-08-15	$15.22	$15.00	28.3%	8.1%	15.2%	32.2%	0.0%	3.4%	-5.1%	810	-10.2K	-60	0.00	164.44	N/A	N/A	0	0	18	3
2019-08-16	$15.39	$15.00	29.6%	8.5%	16.1%	34.0%	0.0%	2.3%	-8.7%	319	-8.2K	-57	0.00	152.92	N/A	N/A	0	0	18	3
2019-08-19	$15.45	$15.00	13.6%	3.9%	16.2%	13.6%	0.0%	1.4%	0.0%	344	-11.3K	-46	0.00	132.34	N/A	N/A	0	0	11	3
2019-08-20	$15.39	$15.00	14.1%	4.0%	16.0%	14.2%	0.0%	-0.2%	0.8%	336	-11.6K	-43	0.00	132.11	N/A	N/A	0	0	11	3
2019-08-21	$15.53	$15.00	28.7%	8.2%	16.6%	32.8%	0.0%	-0.4%	0.0%	219	-13.3K	-19	0.00	156.84	N/A	N/A	0	0	11	3
2019-08-22	$15.47	$15.00	22.6%	6.5%	16.2%	25.0%	0.0%	6.6%	0.0%	66	-4.7K	-83	0.00	160.26	N/A	N/A	0	0	11	9
2019-08-23	$15.24	$15.00	31.3%	9.0%	16.6%	36.0%	0.0%	-9.5%	0.0%	67	-2.5K	-84	0.00	168.03	N/A	N/A	0	0	11	9
2019-08-26	$15.31	$15.00	17.7%	5.1%	16.8%	18.8%	0.0%	6.8%	1.2%	38	-5.8K	-76	0.00	140.26	N/A	N/A	0	0	11	9
2019-08-27	$15.35	$15.00	15.3%	4.4%	16.9%	15.8%	0.0%	2.2%	-1.8%	23	-6.5K	-75	0.00	138.97	N/A	N/A	0	0	11	9
2019-08-28	$15.40	$15.00	24.8%	7.1%	16.9%	27.8%	0.0%	-3.8%	0.0%	2	-6.0K	-75	0.00	155.35	N/A	N/A	0	0	11	9
2019-08-29	$15.47	$15.00	26.7%	7.6%	17.0%	30.2%	0.0%	-13.1%	-8.3%	74	-3.8K	-82	0.00	157.08	N/A	N/A	0	0	11	9
2019-08-30	$15.57	$15.00	12.9%	3.7%	16.8%	12.7%	0.0%	4.3%	1.0%	-2	-7.6K	-72	0.00	144.20	N/A	N/A	0	0	11	9