PSNL Options History — October 2019

In October 2019, PSNL traded between $10.14 and $12.91. ATM implied volatility averaged 140.3%. The 30-day expected move averaged 43.2%. IV traded above realized volatility by 64.2% (HV 20d: 76.1%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.34.

Notable Days

  • 2019-10-14: Highest Volume — 100 contracts
  • 2019-10-09: Largest IV spike — 699.8% change
  • 2019-10-25: Largest Expected Move — 56.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.64$10.14$12.91$12.72$10.30
Max Pain$12.14$10.00$15.00$15.00$10.00
ATM IV140.3%16.6%197.9%107.8%100.5%
Expected Move43.2%11.0%56.7%31.3%28.8%
HV 20d76.1%58.6%90.8%90.8%58.6%
Term Structure-7.4%-83.8%105.9%33.1%67.9%
VWIV110.2%50.6%136.8%136.8%87.8%
Skew 25d-9.3%-111.7%83.1%-93.3%-40.5%
Skew 10d50.0%-51.1%89.3%79.2%-51.1%
Call IV 25d145.5%86.8%192.1%168.3%186.1%
Put IV 25d136.2%75.0%183.0%75.0%145.6%
Bid-Ask Spread %153.85143.03161.14143.03157.81
Gamma HHI0.570.440.700.570.70
Net GEX6733242.4K3952.4K
Net DEX-48.1K-146.5K-14.5K-20.1K-34.9K
Net VEX-209-284-162-162-177
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.002.001.330.00
Total Volume9.9570100710
Total OI99.9574717747144

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$12.72$0.00107.8%0.0%0.0%0.0%0.0%-93.3%33.1%395-20.1K-1621.33143.03N/AN/A34461
2019-10-02$12.65$0.00109.5%0.0%0.0%0.0%0.0%-111.7%31.8%380-19.5K-1820.00160.02N/AN/A90495
2019-10-03$12.91$15.00109.2%31.3%0.0%0.0%0.0%-93.8%-50.9%472-26.7K-2200.00148.59N/AN/A00595
2019-10-04$12.64$15.00112.1%32.1%0.0%0.0%0.0%-98.4%-54.4%422-25.0K-2120.00149.02N/AN/A00595
2019-10-07$12.79$15.00109.7%33.1%0.0%0.0%0.0%-99.1%-57.3%445-24.4K-2100.00149.11N/AN/A00595
2019-10-08$11.79$15.0016.6%47.0%0.0%0.0%0.0%51.0%-68.4%379-25.3K-1940.00149.41N/AN/A00595
2019-10-09$11.05$15.00132.8%38.1%0.0%0.0%136.8%-15.4%-67.1%324-20.0K-1812.00154.23N/AN/A12595
2019-10-10$11.42$15.00171.2%49.1%0.0%0.0%0.0%42.4%-76.2%335-20.2K-1920.00157.76N/AN/A10607
2019-10-11$10.95$15.00178.8%51.3%0.0%0.0%0.0%-17.5%-72.2%356-18.2K-1830.00158.42N/AN/A00617
2019-10-14$11.41$15.00159.6%45.7%0.0%0.0%0.0%-10.8%-53.2%381-14.5K-1700.00152.75N/AN/A1000607
2019-10-15$11.50$15.00163.3%46.8%0.0%0.0%130.7%-3.2%-13.6%390-115.3K-1850.00159.32N/AN/A601457
2019-10-16$12.04$10.00182.3%52.3%90.8%0.0%0.0%3.3%-82.9%450-129.5K-2070.00161.14N/AN/A001527
2019-10-17$12.18$10.00184.3%52.9%88.7%0.0%130.7%9.6%-83.8%476-131.1K-2070.00148.61N/AN/A1801527
2019-10-18$11.93$10.00177.8%51.0%85.9%0.0%0.0%21.9%10.9%563-146.5K-2100.00150.21N/AN/A001707
2019-10-21$11.91$10.00187.8%53.8%83.6%0.0%0.0%83.1%30.6%543-45.0K-2080.00160.05N/AN/A00857
2019-10-22$11.70$10.00193.1%55.4%81.2%0.0%0.0%82.7%29.8%606-47.3K-2140.05159.52N/AN/A201857
2019-10-23$11.67$10.00192.1%55.1%79.2%0.0%0.0%69.6%60.0%721-49.8K-2550.00148.80N/AN/A001058
2019-10-24$11.30$10.00190.3%54.6%78.2%0.0%0.0%56.9%18.4%817-48.2K-2490.00159.68N/AN/A001058
2019-10-25$11.48$10.00197.9%56.7%74.7%0.0%0.0%62.8%19.1%730-44.4K-2840.00159.85N/AN/A001058
2019-10-28$10.91$10.00124.4%35.7%74.1%0.0%124.4%-22.9%21.9%770-38.1K-2560.00151.03N/AN/A1001058
2019-10-29$10.14$10.0038.3%11.0%58.9%0.0%50.6%-43.4%105.9%2.0K-26.9K-2170.39149.28N/AN/A3112978
2019-10-30$10.28$10.0087.8%25.2%59.5%0.0%87.8%-47.5%79.6%1.1K-34.5K-2270.00150.90N/AN/A1012618
2019-10-31$10.30$10.00100.5%28.8%58.6%0.0%0.0%-40.5%67.9%2.4K-34.9K-1770.00157.81N/AN/A01012618