PSNL Options History — November 2019 In November 2019, PSNL traded between $8.76 and $11.25. ATM implied volatility averaged 116.5%. The 30-day expected move averaged 36.4%. IV traded above realized volatility by 54.1% (HV 20d: 62.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.54.
Notable Days 2019-11-06 : Highest Volume — 69 contracts2019-11-14 : Largest IV spike — 8469.5% change2019-11-14 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.81 $8.76 $11.25 $10.76 $9.00 Max Pain $7.63 $7.50 $10.00 $10.00 $7.50 ATM IV 116.5% 2.3% 199.7% 195.7% 86.0% Expected Move 36.4% 0.7% 57.2% 56.1% 24.7% HV 20d 62.3% 52.2% 69.8% 61.6% 64.5% HV 60d 70.1% 69.8% 70.4% 70.4% 69.8% Term Structure -34.2% -143.8% 170.8% -39.3% -69.6% VWIV 120.8% 37.4% 218.5% 218.5% 88.9% Skew 25d -1.7% -116.8% 77.6% -28.0% 21.3% Skew 10d 17.6% -75.8% 105.3% 105.3% -70.1% Call IV 25d 139.7% 56.0% 197.0% 178.2% 87.5% Put IV 25d 138.0% 79.6% 178.5% 150.1% 108.7% Bid-Ask Spread % 142.24 128.68 158.39 158.39 128.68 Gamma HHI 0.41 0.24 0.64 0.49 0.26 Net GEX 1.1K 405 2.6K 1.4K 1.3K Net DEX -77.1K -123.7K -29.0K -48.5K -88.2K Net VEX -287 -376 -205 -205 -366 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.54 0.00 18.00 0.00 0.00 Total Volume 21 0 69 0 10 Total OI 223.15 154 346 154 252
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 2019-11-01 $10.76 $10.00 195.7% 56.1% 61.6% 0.0% 0.0% -28.0% -39.3% 1.4K -48.5K -205 0.00 158.39 N/A N/A 0 0 126 28 2019-11-04 $11.25 $0.00 195.9% 49.6% 64.0% 0.0% 218.5% -15.2% -31.3% 661 -71.0K -257 0.00 147.30 N/A N/A 18 0 126 28 2019-11-05 $10.91 $7.50 113.9% 42.3% 58.5% 0.0% 0.0% -32.3% -40.0% 1.1K -67.4K -283 0.00 144.88 N/A N/A 29 0 142 28 2019-11-06 $10.49 $7.50 99.9% 45.3% 55.6% 0.0% 0.0% 5.4% 34.4% 1.3K -81.2K -289 0.00 151.98 N/A N/A 69 0 171 28 2019-11-07 $10.22 $7.50 97.2% 46.2% 54.5% 0.0% 0.0% 49.0% 40.0% 1.4K -94.8K -340 0.00 149.97 N/A N/A 0 0 214 28 2019-11-08 $10.37 $7.50 38.9% 44.3% 53.2% 0.0% 0.0% 77.6% 7.8% 2.6K -113.6K -328 0.00 144.86 N/A N/A 12 0 214 28 2019-11-11 $10.70 $7.50 162.0% 46.4% 52.2% 0.0% 0.0% 15.4% -6.2% 1.5K -123.7K -326 0.00 145.11 N/A N/A 29 0 226 28 2019-11-12 $10.11 $7.50 183.4% 43.2% 55.3% 0.0% 0.0% -40.3% -43.8% 1.7K -99.3K -376 0.00 152.32 N/A N/A 10 0 225 28 2019-11-13 $10.85 $7.50 2.3% 0.7% 59.0% 0.0% 0.0% -73.9% -60.7% 1.5K -108.4K -329 0.08 128.71 N/A N/A 60 5 235 28 2019-11-14 $10.27 $7.50 199.7% 57.2% 61.2% 0.0% 0.0% -116.8% -50.0% 2.0K -113.4K -317 18.00 152.32 N/A N/A 2 36 283 34 2019-11-15 $9.76 $7.50 119.6% 0.0% 62.9% 0.0% 0.0% 49.8% -27.8% 616 -29.0K -299 1.17 141.42 N/A N/A 30 35 283 63 2019-11-18 $8.92 $7.50 139.2% 0.0% 68.9% 0.0% 96.1% -1.5% 99.8% 940 -39.9K -221 0.00 138.96 N/A N/A 7 0 169 15 2019-11-19 $9.09 $7.50 15.7% 4.5% 69.8% 0.0% 37.4% 14.2% 170.8% 883 -71.8K -322 1.00 141.32 N/A N/A 1 1 176 16 2019-11-20 $8.95 $7.50 167.0% 47.9% 69.7% 0.0% 160.9% 11.8% -143.8% 405 -62.3K -250 6.00 137.96 N/A N/A 2 12 177 17 2019-11-21 $8.79 $7.50 159.7% 45.8% 69.4% 0.0% 0.0% 65.1% -129.6% 439 -60.5K -244 0.00 132.54 N/A N/A 2 0 179 27 2019-11-22 $8.76 $7.50 149.2% 42.8% 68.7% 0.0% 120.0% 13.8% -99.5% 414 -63.5K -239 0.00 137.75 N/A N/A 4 0 181 27 2019-11-25 $9.04 $7.50 123.9% 35.5% 69.0% 0.0% 123.9% -8.5% -109.4% 487 -63.5K -239 0.00 135.86 N/A N/A 11 0 183 25 2019-11-26 $8.95 $7.50 23.2% 6.7% 64.7% 0.0% 0.0% -18.7% -86.9% 619 -69.9K -251 0.00 138.01 N/A N/A 3 0 182 23 2019-11-27 $8.92 $7.50 57.3% 16.4% 64.3% 0.0% 0.0% -21.0% -99.8% 510 -72.5K -251 0.00 136.45 N/A N/A 32 0 197 23 2019-11-29 $9.00 $7.50 86.0% 24.7% 64.5% 0.0% 88.9% 21.3% -69.6% 1.3K -88.2K -366 0.00 128.68 N/A N/A 0 10 229 23
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