PSNL Options History — February 2020 In February 2020, PSNL traded between $8.53 and $11.33. ATM implied volatility averaged 90.3%. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 20.6% (HV 20d: 69.6%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.35.
Notable Days 2020-02-12 : Highest Volume — 70 contracts2020-02-21 : Largest IV spike — 13227.7% change2020-02-19 : Largest Expected Move — 53.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.99 $8.53 $11.33 $10.33 $8.60 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 90.3% 1.2% 187.8% 71.0% 165.6% Expected Move 26.4% 0.3% 53.8% 20.3% 30.5% HV 20d 69.6% 60.9% 76.4% 75.0% 63.9% HV 60d 66.6% 63.7% 68.8% 67.9% 68.2% Term Structure -15.7% -130.3% 98.4% 98.0% 42.3% VWIV 102.0% 42.1% 195.7% 71.0% 42.1% Skew 25d 10.9% -92.4% 101.4% 72.3% 41.2% Skew 10d 18.2% -73.0% 63.1% -4.2% 18.7% Call IV 25d 100.5% 26.3% 215.1% 48.7% 75.3% Put IV 25d 111.3% 16.0% 185.1% 121.0% 116.5% Bid-Ask Spread % 153.34 137.66 160.54 137.66 154.97 Gamma HHI 0.53 0.29 0.97 0.38 0.53 Net GEX -15.2K -215.5K 3.7K -394 3.4K Net DEX -160.1K -316.8K -13.1K -198.0K -154.1K Net VEX -1.1K -1.6K -728 -1.4K -762 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.00 2.00 0.33 0.08 Total Volume 24.579 3 70 57 13 Total OI 1,024.842 827 1,183 1,030 857
Daily Data (19 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 2020-02-03 $10.33 $12.50 71.0% 20.3% 75.0% 0.0% 71.0% 72.3% 98.0% -394 -198.0K -1.4K 0.33 137.66 N/A N/A 43 14 717 313 2020-02-04 $10.49 $12.50 72.9% 20.9% 74.4% 0.0% 71.6% 22.6% 98.4% -2.4K -213.0K -1.6K 0.00 149.11 N/A N/A 7 0 690 327 2020-02-05 $11.00 $12.50 75.9% 21.8% 73.9% 0.0% 132.6% 49.3% 46.7% -724 -196.0K -1.5K 0.00 141.66 N/A N/A 56 0 691 327 2020-02-06 $11.33 $12.50 26.3% 48.4% 73.6% 0.0% 0.0% 56.6% -130.3% 3.6K -316.8K -1.5K 0.00 159.38 N/A N/A 12 0 729 327 2020-02-07 $10.76 $12.50 80.7% 24.5% 74.6% 0.0% 0.0% -8.3% -100.3% -1.4K -198.2K -1.3K 0.00 156.22 N/A N/A 15 0 719 326 2020-02-10 $10.44 $12.50 126.6% 25.7% 74.1% 0.0% 0.0% -19.4% -83.2% -2.6K -150.2K -1.2K 1.67 157.28 N/A N/A 6 10 732 326 2020-02-11 $10.34 $12.50 69.6% 26.5% 73.7% 0.0% 0.0% -51.7% -125.2% -5.3K -113.5K -995 0.00 157.98 N/A N/A 3 0 737 336 2020-02-12 $9.72 $12.50 155.6% 44.6% 76.4% 0.0% 0.0% 3.3% -43.0% -4.8K -13.1K -957 0.79 144.84 N/A N/A 39 31 740 336 2020-02-13 $9.99 $12.50 2.0% 0.6% 74.4% 0.0% 129.2% -92.4% 90.7% -6.7K -64.3K -1.2K 1.24 156.58 N/A N/A 17 21 756 362 2020-02-14 $10.38 $12.50 98.2% 28.2% 69.7% 0.0% 195.7% -76.5% -101.2% -4.1K -128.5K -1.2K 0.34 158.29 N/A N/A 29 10 767 367 2020-02-18 $10.40 $12.50 3.6% 1.0% 67.9% 0.0% 0.0% -57.5% -27.4% -10.4K -150.5K -1.1K 0.00 150.85 N/A N/A 6 0 780 371 2020-02-19 $10.49 $12.50 187.8% 53.8% 66.9% 0.0% 72.0% 101.4% -91.6% -1.1K -249.1K -1.2K 0.28 156.51 N/A N/A 36 10 778 371 2020-02-20 $10.11 $12.50 1.2% 0.3% 61.7% 0.0% 0.0% -44.2% 5.1% -52.1K -158.1K -923 0.00 159.18 N/A N/A 9 0 794 381 2020-02-21 $10.03 $12.50 158.6% 45.5% 60.9% 0.0% 42.1% 77.5% -81.1% -215.5K -205.5K -1.1K 0.00 160.54 N/A N/A 23 0 802 381 2020-02-24 $9.34 $12.50 104.4% 29.9% 64.5% 0.0% 0.0% 38.2% -49.6% 3.7K -153.5K -731 2.00 148.05 N/A N/A 2 4 740 87 2020-02-25 $8.53 $12.50 106.3% 30.5% 66.3% 0.0% 0.0% 36.4% 73.4% 3.2K -144.5K -776 0.00 152.54 N/A N/A 16 0 742 91 2020-02-26 $8.82 $12.50 72.7% 0.0% 67.4% 0.0% 0.0% 34.1% -11.0% 2.9K -117.8K -738 0.00 157.59 N/A N/A 9 0 748 91 2020-02-27 $8.72 $12.50 136.4% 0.0% 63.9% 0.0% 0.0% 23.6% 91.6% 2.7K -116.7K -728 0.00 154.23 N/A N/A 26 0 742 91 2020-02-28 $8.60 $12.50 165.6% 0.0% 63.9% 0.0% 0.0% 41.2% 42.3% 3.4K -154.1K -762 0.08 154.97 N/A N/A 12 1 766 91
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