PSNL Options History — May 2020 In May 2020, PSNL traded between $9.82 and $12.57. ATM implied volatility averaged 82.3%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 20.9% (HV 20d: 61.4%). 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 8 of 20 days. Put/call ratio averaged 0.04.
Notable Days 2020-05-12 : Highest Volume — 579 contracts2020-05-05 : Largest IV spike — 15400.0% change2020-05-01 : Highest IV Rank — 100.0%2020-05-01 : Largest Expected Move — 60.7%Monthly Statistics Metric Avg Min Max Open Close Price $11.34 $9.82 $12.57 $9.82 $11.78 Max Pain $9.88 $7.50 $10.00 $7.50 $10.00 ATM IV 82.3% 0.6% 211.8% 211.8% 3.9% Expected Move 31.8% 0.3% 60.7% 60.7% 1.1% HV 20d 61.4% 47.0% 71.8% 58.8% 67.5% HV 60d 100.3% 99.5% 102.9% 100.1% 99.6% IV Rank 38.7% 0.0% 100.0% 100.0% 1.6% IV Percentile 40.4% 0.0% 100.0% 100.0% 4.7% Term Structure -3.3% -102.1% 121.4% -62.0% 110.0% VWIV 114.9% 114.9% 114.9% 114.9% 114.9% Skew 25d 16.4% -84.2% 154.0% -84.2% 114.8% Skew 10d -18.1% -84.7% 135.0% -17.5% 135.0% Call IV 25d 92.6% 48.1% 131.7% 124.7% 86.1% Put IV 25d 109.0% 32.4% 222.3% 40.5% 200.9% Bid-Ask Spread % 161.58 153.69 172.98 172.98 160.32 Gamma HHI 0.60 0.31 0.92 0.52 0.61 Net GEX 6.5K 1.3K 14.8K 1.8K 8.5K Net DEX -400.8K -634.6K -126.6K -126.6K -496.3K Net VEX -957 -1.4K -365 -421 -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.33 0.00 0.00 Total Volume 38.4 0 579 1 6 Total OI 635.55 317 890 317 862
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 2020-05-01 $9.82 $7.50 211.8% 60.7% 58.8% 100.0% 0.0% -84.2% -62.0% 1.8K -126.6K -421 0.00 172.98 N/A N/A 1 0 280 37 2020-05-04 $10.12 $10.00 0.6% 48.2% 55.0% 0.0% 0.0% -82.0% -24.1% 13.8K -150.2K -408 0.00 159.53 N/A N/A 0 0 281 37 2020-05-05 $10.39 $10.00 97.7% 49.2% 51.2% 46.0% 0.0% -73.7% -42.2% 1.3K -181.6K -398 0.17 165.04 N/A N/A 6 1 281 37 2020-05-06 $10.50 $10.00 12.9% 20.3% 47.0% 5.8% 0.0% -47.1% -22.1% 5.6K -176.8K -425 0.00 165.04 N/A N/A 2 0 281 37 2020-05-07 $10.37 $10.00 2.9% 27.2% 48.0% 1.1% 0.0% -15.7% -73.6% 10.1K -181.7K -404 0.00 165.92 N/A N/A 0 0 283 37 2020-05-08 $11.09 $10.00 119.6% 44.0% 51.3% 56.3% 0.0% -46.3% -13.8% 2.0K -198.0K -370 0.00 161.90 N/A N/A 81 0 283 37 2020-05-11 $11.47 $10.00 34.6% 51.8% 51.6% 16.1% 0.0% -27.6% -91.2% 1.3K -255.6K -400 0.00 161.69 N/A N/A 0 0 314 36 2020-05-12 $11.31 $10.00 74.4% 21.3% 52.1% 34.9% 0.0% -25.0% 97.2% 1.4K -255.6K -365 0.00 162.95 N/A N/A 579 0 314 36 2020-05-13 $10.86 $10.00 95.8% 27.5% 55.5% 45.1% 0.0% -66.1% -48.5% 6.0K -492.7K -1.3K 0.00 162.07 N/A N/A 0 0 854 36 2020-05-14 $10.24 $10.00 102.5% 29.4% 60.7% 48.2% 0.0% -2.9% -67.5% 14.8K -406.6K -1.2K 0.00 164.97 N/A N/A 1 0 854 36 2020-05-15 $11.28 $10.00 87.2% 25.0% 68.1% 41.0% 0.0% 2.7% 87.0% 5.6K -557.1K -1.3K 0.00 156.77 N/A N/A 0 0 854 36 2020-05-18 $11.99 $10.00 133.5% 38.3% 70.0% 63.0% 0.0% 27.0% -2.0% 6.3K -504.1K -1.4K 0.00 157.87 N/A N/A 0 0 759 25 2020-05-19 $11.75 $10.00 191.1% 54.8% 68.6% 90.2% 0.0% -16.5% -102.1% 7.8K -501.9K -1.4K 0.00 161.42 N/A N/A 0 0 759 25 2020-05-20 $12.42 $10.00 130.6% 37.4% 70.3% 61.6% 114.9% 84.9% 1.0% 6.7K -558.1K -1.4K 0.00 159.74 N/A N/A 54 0 759 25 2020-05-21 $12.31 $10.00 69.6% 19.9% 70.8% 32.7% 0.0% 107.8% 19.1% 7.3K -604.9K -1.4K 0.33 158.27 N/A N/A 3 1 804 25 2020-05-22 $12.52 $10.00 131.5% 37.7% 70.1% 62.0% 0.0% 140.7% -16.2% 7.8K -634.6K -1.4K 0.00 160.58 N/A N/A 16 0 806 26 2020-05-26 $12.57 $10.00 70.0% 20.1% 69.4% 32.8% 0.0% 151.8% 29.3% 7.8K -614.5K -1.3K 0.00 156.89 N/A N/A 6 0 825 26 2020-05-27 $12.05 $10.00 75.8% 21.7% 71.8% 35.6% 0.0% 154.0% 34.5% 8.0K -580.8K -1.4K 0.00 153.69 N/A N/A 1 0 826 26 2020-05-28 $11.92 $10.00 1.0% 0.3% 70.6% 0.2% 0.0% 30.7% 121.4% 6.6K -538.0K -1.2K 0.00 163.95 N/A N/A 10 0 826 26 2020-05-29 $11.78 $10.00 3.9% 1.1% 67.5% 1.6% 0.0% 114.8% 110.0% 8.5K -496.3K -1.2K 0.00 160.32 N/A N/A 6 0 836 26
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