PSNL Options History — March 2020 In March 2020, PSNL traded between $4.87 and $8.72. ATM implied volatility averaged 68.6%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 37.0% (HV 20d: 105.6%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.24.
Notable Days 2020-03-26 : Highest Volume — 50 contracts2020-03-23 : Largest IV spike — 892.1% change2020-03-26 : Highest IV Rank — 69.4%2020-03-25 : Largest Expected Move — 42.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.82 $4.87 $8.72 $8.12 $8.01 Max Pain $10.00 $7.50 $12.50 $12.50 $7.50 ATM IV 68.6% 2.7% 179.7% 139.3% 85.7% Expected Move 14.7% 0.8% 42.6% 26.1% 24.6% HV 20d 105.6% 61.2% 152.7% 64.9% 152.4% HV 60d 85.1% 68.5% 103.3% 69.2% 103.2% IV Rank 46.6% 24.8% 69.4% 69.4% 42.6% IV Percentile 42.5% 17.3% 76.2% 76.2% 31.8% Term Structure 16.9% -129.9% 196.1% -6.1% 73.6% VWIV 86.9% 20.7% 128.9% 115.6% 93.0% Skew 25d 22.4% -91.9% 136.2% 73.7% 11.9% Skew 10d -36.4% -130.0% 29.5% -77.7% -10.9% Call IV 25d 88.2% 13.5% 160.2% 106.5% 62.1% Put IV 25d 110.6% 10.4% 180.5% 180.2% 74.0% Bid-Ask Spread % 143.13 127.93 153.94 153.94 142.59 Gamma HHI 0.41 0.27 0.91 0.36 0.41 Net GEX 1.5K -196 3.4K 2.9K 3.4K Net DEX -56.8K -167.9K 41.7K -149.8K -123.0K Net VEX -443 -924 -8 -836 -565 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.00 2.29 0.18 0.00 Total Volume 18.182 0 50 13 38 Total OI 881.636 817 951 867 951
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 2020-03-02 $8.12 $12.50 139.3% 0.0% 64.9% 0.0% 0.0% 73.7% -6.1% 2.9K -149.8K -836 0.18 153.94 N/A N/A 11 2 775 92 2020-03-03 $8.33 $12.50 130.8% 0.0% 64.1% 0.0% 0.0% 62.1% -53.3% 3.2K -167.9K -924 1.00 149.60 N/A N/A 1 1 786 90 2020-03-04 $8.72 $12.50 122.1% 0.0% 66.6% 0.0% 0.0% 66.3% -32.1% 3.2K -140.9K -831 0.00 152.54 N/A N/A 0 0 787 91 2020-03-05 $8.63 $10.00 91.1% 26.1% 63.1% 0.0% 115.6% 3.7% 29.9% 2.8K -112.9K -791 0.00 127.93 N/A N/A 15 0 787 91 2020-03-06 $8.53 $10.00 119.8% 34.4% 61.2% 0.0% 0.0% 61.4% 23.3% 2.4K -118.0K -760 0.00 139.73 N/A N/A 0 0 793 91 2020-03-09 $7.34 $10.00 10.9% 3.1% 77.1% 0.0% 82.8% -71.6% 157.6% 1.9K -99.2K -694 0.00 141.60 N/A N/A 5 0 793 91 2020-03-10 $6.78 $10.00 28.6% 2.2% 80.0% 0.0% 67.8% 19.3% 194.4% 1.7K -96.3K -597 0.00 139.23 N/A N/A 12 0 788 91 2020-03-11 $6.02 $10.00 23.8% 6.8% 86.9% 0.0% 0.0% -3.4% -25.1% 756 -9.0K -284 0.04 141.02 N/A N/A 25 1 800 91 2020-03-12 $5.04 $10.00 7.0% 2.0% 101.6% 0.0% 0.0% -3.1% -49.4% 120 41.7K -25 0.18 144.91 N/A N/A 33 6 780 92 2020-03-13 $5.22 $10.00 19.4% 5.6% 102.2% 0.0% 0.0% 55.7% -129.9% 256 26.3K -95 0.10 143.51 N/A N/A 10 1 787 94 2020-03-16 $4.87 $10.00 8.7% 2.5% 99.4% 0.0% 0.0% 0.0% 6.0% -109 40.5K -8 0.00 146.38 N/A N/A 4 0 787 89 2020-03-17 $5.05 $10.00 12.2% 3.5% 102.0% 0.0% 0.0% 0.0% -0.9% 56 -4.1K -254 0.00 147.15 N/A N/A 0 0 783 89 2020-03-18 $4.87 $10.00 42.5% 0.0% 100.6% 0.0% 0.0% 0.0% -124.5% -49 39.5K -9 0.00 145.21 N/A N/A 2 0 728 89 2020-03-19 $5.48 $10.00 179.7% 0.0% 114.9% 0.0% 0.0% 0.0% -109.6% 472 -5.4K -270 0.00 147.88 N/A N/A 0 0 785 89 2020-03-20 $6.58 $10.00 2.7% 0.8% 137.6% 0.0% 66.8% 3.9% 196.1% -196 -48.1K -338 2.29 145.59 N/A N/A 7 16 785 89 2020-03-23 $6.53 $10.00 26.4% 7.6% 136.4% 0.0% 0.0% 0.6% 6.6% 827 -23.0K -308 0.00 141.60 N/A N/A 4 0 755 84 2020-03-24 $6.34 $10.00 20.7% 5.9% 133.8% 0.0% 20.7% 136.2% 174.0% 476 -28.4K -301 0.00 150.10 N/A N/A 47 0 759 84 2020-03-25 $6.69 $10.00 148.6% 42.6% 134.9% 0.0% 128.9% 3.0% -1.8% 1.6K -27.7K -367 0.26 148.83 N/A N/A 39 10 800 84 2020-03-26 $7.62 $10.00 139.0% 39.8% 144.3% 69.4% 124.9% 21.0% 0.7% 2.0K -102.3K -579 0.19 130.61 N/A N/A 42 8 827 94 2020-03-27 $7.13 $7.50 50.4% 14.4% 145.8% 24.8% 89.9% -91.9% 15.3% 2.1K -24.9K -362 0.07 135.38 N/A N/A 30 2 828 86 2020-03-30 $8.12 $7.50 99.7% 28.6% 152.7% 49.6% 78.8% 55.0% 25.9% 3.2K -116.1K -539 0.00 133.45 N/A N/A 28 0 855 86 2020-03-31 $8.01 $7.50 85.7% 24.6% 152.4% 42.6% 93.0% 11.9% 73.6% 3.4K -123.0K -565 0.00 142.59 N/A N/A 38 0 865 86
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