PSNL Options History — April 2020 In April 2020, PSNL traded between $7.61 and $10.98. ATM implied volatility averaged 87.5%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded below realized volatility by 14.3% (HV 20d: 101.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.05.
Notable Days 2020-04-21 : Highest Volume — 53 contracts2020-04-23 : Largest IV spike — 1794.1% change2020-04-23 : Highest IV Rank — 95.0%2020-04-23 : Largest Expected Move — 54.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.96 $7.61 $10.98 $7.88 $10.40 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 87.5% 9.4% 189.8% 90.0% 85.8% Expected Move 23.4% 2.7% 54.4% 25.8% 24.6% HV 20d 101.8% 47.9% 152.3% 151.4% 53.1% HV 60d 101.4% 99.3% 103.6% 103.1% 99.9% IV Rank 43.5% 4.1% 95.0% 44.8% 42.6% IV Percentile 39.4% 5.0% 95.2% 36.2% 32.7% Term Structure 18.2% -88.7% 134.8% 134.8% -47.3% VWIV 116.5% 89.2% 144.4% 89.2% 107.6% Skew 25d -10.1% -141.8% 76.8% 22.2% -90.0% Skew 10d -28.9% -147.6% 22.5% 22.5% -27.4% Call IV 25d 131.7% 67.1% 176.7% 68.6% 121.4% Put IV 25d 121.6% 31.3% 195.3% 90.8% 31.3% Bid-Ask Spread % 167.02 139.85 176.06 139.85 167.62 Gamma HHI 0.43 0.31 0.64 0.41 0.38 Net GEX 2.2K 726 4.4K 3.3K 1.4K Net DEX -119.5K -193.3K -62.8K -110.2K -165.8K Net VEX -406 -545 -316 -534 -378 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.38 0.00 0.00 Total Volume 11.905 0 53 5 5 Total OI 665.143 238 954 954 312
Daily Data (21 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 2020-04-01 $7.88 $7.50 90.0% 25.8% 151.4% 44.8% 89.2% 22.2% 0.0% 3.3K -110.2K -534 0.00 139.85 N/A N/A 5 0 868 86 2020-04-02 $7.98 $7.50 90.7% 4.7% 151.6% 45.1% 0.0% 14.9% 134.8% 3.4K -122.3K -545 0.00 173.68 N/A N/A 5 0 868 86 2020-04-03 $7.61 $7.50 90.8% 34.3% 152.3% 45.1% 0.0% 18.8% 0.0% 2.8K -106.4K -503 0.00 174.95 N/A N/A 0 0 863 86 2020-04-06 $8.16 $7.50 84.4% 3.1% 144.5% 41.9% 0.0% -51.2% 70.1% 3.8K -104.3K -466 0.00 172.20 N/A N/A 0 0 863 84 2020-04-07 $7.82 $7.50 92.3% 24.4% 142.2% 45.9% 0.0% -15.1% -88.7% 3.4K -86.1K -449 0.00 172.01 N/A N/A 0 0 863 84 2020-04-08 $7.88 $7.50 88.6% 25.4% 134.2% 44.0% 0.0% -13.7% -59.1% 3.3K -94.3K -420 0.00 176.06 N/A N/A 10 0 863 84 2020-04-09 $8.12 $7.50 87.6% 25.1% 113.6% 43.6% 0.0% 42.6% -73.3% 3.4K -110.6K -430 0.00 172.73 N/A N/A 1 0 863 84 2020-04-13 $8.32 $7.50 19.2% 5.5% 113.5% 9.1% 0.0% 40.6% 102.5% 726 -134.5K -379 0.00 174.57 N/A N/A 4 0 862 84 2020-04-14 $8.63 $7.50 59.4% 17.0% 108.1% 29.3% 0.0% 60.6% -7.4% 850 -134.0K -381 0.00 173.11 N/A N/A 8 0 862 84 2020-04-15 $8.67 $7.50 67.1% 19.2% 108.4% 33.2% 0.0% 51.7% -0.8% 895 -130.9K -378 0.05 172.84 N/A N/A 21 1 854 84 2020-04-16 $8.64 $7.50 9.4% 2.7% 106.5% 4.1% 0.0% 3.4% 31.1% 1.1K -110.7K -319 0.00 172.01 N/A N/A 13 0 855 83 2020-04-17 $8.87 $7.50 153.8% 44.1% 101.1% 76.9% 0.0% 0.1% 7.9% 892 -127.0K -345 0.00 172.79 N/A N/A 7 0 852 83 2020-04-20 $8.84 $7.50 141.0% 40.4% 82.2% 70.4% 141.0% 0.4% -5.5% 1.2K -62.8K -316 0.38 168.53 N/A N/A 26 10 207 31 2020-04-21 $9.42 $7.50 100.4% 28.8% 83.5% 50.0% 100.4% 76.8% 103.0% 1.2K -78.9K -334 0.00 167.40 N/A N/A 53 0 212 31 2020-04-22 $9.47 $7.50 10.0% 2.9% 81.7% 4.4% 0.0% 19.4% 61.9% 2.3K -106.1K -397 0.00 168.56 N/A N/A 2 0 265 31 2020-04-23 $9.58 $7.50 189.8% 54.4% 80.8% 95.0% 0.0% -36.1% 17.9% 1.5K -117.6K -426 0.00 161.33 N/A N/A 1 0 266 31 2020-04-24 $9.96 $7.50 73.2% 21.0% 69.7% 36.3% 144.4% -141.8% 36.4% 2.1K -115.4K -400 0.13 156.99 N/A N/A 8 1 266 31 2020-04-27 $10.36 $7.50 104.8% 30.0% 63.5% 52.2% 0.0% -119.5% 3.2% 1.3K -158.6K -378 0.36 153.05 N/A N/A 28 10 265 32 2020-04-28 $10.50 $7.50 90.7% 26.0% 47.9% 45.1% 0.0% -80.8% 64.0% 3.2K -139.3K -394 0.00 158.74 N/A N/A 4 0 281 37 2020-04-29 $10.98 $7.50 107.6% 30.8% 48.1% 53.6% 107.6% -15.6% -4.9% 4.4K -193.3K -348 0.00 158.37 N/A N/A 27 0 285 37 2020-04-30 $10.40 $7.50 85.8% 24.6% 53.1% 42.6% 0.0% -90.0% -47.3% 1.4K -165.8K -378 0.00 167.62 N/A N/A 5 0 275 37
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