PSNL Options History — September 2019

Name: PSNL Options Analytics - September 2019
Creator: Options Analysis Suite

In September 2019, PSNL traded between $14.32 and $16.45. ATM implied volatility averaged 139.1%. The 30-day expected move averaged 39.9%. Net GEX was positive for 4 of 4 trading days. Term structure was in contango for 0 of 4 days. Put/call ratio averaged 0.00.

Notable Days

2019-09-27: Highest Volume — 3 contracts
2019-09-26: Largest IV drop — 13.4% change
2019-09-25: Largest Expected Move — 42.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.28	$14.32	$16.45	$16.45	$14.79
ATM IV	139.1%	127.3%	147.0%	147.0%	145.3%
Expected Move	39.9%	36.5%	42.1%	42.1%	41.7%
Term Structure	-61.8%	-73.3%	-53.3%	-53.8%	-73.3%
Skew 25d	14.5%	-36.0%	64.1%	16.5%	64.1%
Call IV 25d	128.7%	99.9%	147.4%	136.3%	99.9%
Put IV 25d	143.2%	95.2%	164.0%	152.8%	164.0%
Bid-Ask Spread %	169.90	160.08	175.93	175.93	171.37
Gamma HHI	0.63	0.58	0.66	0.66	0.58
Net GEX	497	456	516	504	510
Net DEX	-30.5K	-35.9K	-26.0K	-35.9K	-28.7K
Net VEX	-192	-203	-181	-203	-189
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	1.25	0	3	1	1
Total OI	43.75	43	46	43	46

Daily Data (4 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2019-09-25	$16.45	$0.00	147.0%	42.1%	0.0%	0.0%	0.0%	16.5%	-53.8%	504	-35.9K	-203	175.93	N/A	N/A	1	42	1
2019-09-26	$15.56	$0.00	127.3%	36.5%	0.0%	0.0%	0.0%	13.3%	-53.3%	516	-31.5K	-195	172.21	N/A	N/A	0	42	1
2019-09-27	$14.32	$0.00	136.8%	39.2%	0.0%	0.0%	0.0%	-36.0%	-66.8%	456	-26.0K	-181	160.08	N/A	N/A	3	42	1
2019-09-30	$14.79	$0.00	145.3%	41.7%	0.0%	0.0%	0.0%	64.1%	-73.3%	510	-28.7K	-189	171.37	N/A	N/A	1	45	1