PSNL Options History — July 2020

In July 2020, PSNL traded between $13.75 and $18.09. ATM implied volatility averaged 94.4%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 32.2% (HV 20d: 62.1%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.19.

Notable Days

2020-07-09: Highest Volume — 508 contracts
2020-07-10: Largest IV spike — 1247.2% change
2020-07-24: Highest IV Rank — 73.5%
2020-07-24: Largest Expected Move — 44.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.17	$13.75	$18.09	$13.75	$17.36
Max Pain	$10.00	$7.50	$15.00	$7.50	$10.00
ATM IV	94.4%	5.6%	155.8%	113.0%	77.6%
Expected Move	33.3%	21.7%	44.7%	32.4%	22.2%
HV 20d	62.1%	55.0%	87.1%	87.1%	57.6%
HV 60d	78.7%	77.5%	79.8%	78.0%	79.6%
IV Rank	44.4%	2.4%	73.5%	53.2%	36.5%
IV Percentile	49.5%	5.1%	87.1%	65.8%	29.9%
Term Structure	-16.5%	-78.6%	69.5%	45.8%	38.1%
VWIV	105.8%	71.2%	160.8%	93.9%	77.5%
Skew 25d	48.3%	-76.0%	143.0%	101.7%	26.7%
Skew 10d	4.9%	-159.4%	126.4%	104.2%	-155.4%
Call IV 25d	105.8%	57.9%	190.0%	62.9%	97.6%
Put IV 25d	154.1%	34.7%	216.9%	164.6%	124.3%
Bid-Ask Spread %	138.02	130.20	144.65	130.37	136.66
Gamma HHI	0.50	0.23	0.95	0.61	0.23
Net GEX	6.4K	453	28.9K	10.4K	453
Net DEX	-683.8K	-1.4M	-136.4K	-819.1K	-137.0K
Net VEX	-338	-951	-207	-951	-391
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	1.25	0.00	0.00
Total Volume	44.364	0	508	5	2
Total OI	570.773	130	939	915	179

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
2020-07-01	$13.75	$7.50	113.0%	32.4%	87.1%	53.2%	0.0%	101.7%	45.8%	10.4K	-819.1K	-951	0.00	130.37	N/A	N/A	5	0	861	54
2020-07-02	$14.26	$7.50	139.3%	39.9%	69.6%	65.7%	93.9%	52.9%	69.5%	22.3K	-909.4K	-719	0.25	131.21	N/A	N/A	4	1	866	54
2020-07-06	$13.77	$15.00	79.5%	37.7%	67.3%	37.4%	142.1%	-76.0%	-71.2%	18.1K	-866.3K	-699	0.70	142.59	N/A	N/A	46	32	865	54
2020-07-07	$14.24	$10.00	144.2%	35.0%	68.3%	68.0%	0.0%	40.2%	-40.8%	28.9K	-1.1M	-231	0.00	143.44	N/A	N/A	1	0	870	54
2020-07-08	$14.81	$10.00	23.4%	35.7%	68.8%	10.8%	107.3%	3.1%	-38.2%	5.0K	-1.1M	-231	0.00	140.82	N/A	N/A	30	0	870	54
2020-07-09	$15.13	$10.00	5.6%	36.1%	68.9%	2.4%	131.2%	24.5%	-31.1%	7.2K	-1.2M	-248	0.00	144.58	N/A	N/A	508	0	885	54
2020-07-10	$14.95	$10.00	75.7%	35.5%	61.8%	35.6%	0.0%	49.7%	-29.1%	19.7K	-1.1M	-341	0.00	141.83	N/A	N/A	6	0	874	54
2020-07-13	$15.23	$10.00	19.8%	37.4%	59.2%	9.1%	160.8%	73.6%	-24.8%	8.3K	-1.2M	-207	0.00	136.88	N/A	N/A	141	0	873	54
2020-07-14	$15.55	$10.00	62.4%	38.0%	57.1%	29.3%	82.9%	1.9%	-23.6%	5.2K	-1.2M	-269	0.00	139.50	N/A	N/A	7	0	885	54
2020-07-15	$16.83	$10.00	80.1%	23.0%	61.4%	37.7%	108.4%	49.0%	46.4%	6.8K	-1.4M	-238	0.27	133.78	N/A	N/A	106	29	868	59
2020-07-16	$16.82	$10.00	81.0%	23.2%	61.6%	38.1%	0.0%	-47.8%	44.8%	969	-1.3M	-232	0.00	141.18	N/A	N/A	3	0	850	59
2020-07-17	$16.98	$10.00	123.0%	35.3%	58.0%	58.0%	108.5%	27.3%	-67.3%	769	-1.3M	-242	0.06	138.15	N/A	N/A	18	1	850	59
2020-07-20	$17.91	$10.00	121.4%	34.8%	59.0%	57.2%	71.2%	71.8%	10.7%	770	-162.3K	-221	0.00	144.65	N/A	N/A	0	5	112	18
2020-07-21	$17.27	$10.00	117.2%	33.6%	58.6%	55.2%	99.7%	104.0%	-40.9%	715	-146.5K	-251	0.00	137.50	N/A	N/A	0	2	112	23
2020-07-22	$17.09	$10.00	98.0%	28.1%	59.0%	46.1%	0.0%	94.6%	-34.6%	783	-147.7K	-258	0.00	140.68	N/A	N/A	0	0	117	24
2020-07-23	$16.93	$10.00	129.6%	37.1%	58.6%	61.1%	0.0%	98.8%	-43.0%	850	-144.0K	-263	0.00	138.17	N/A	N/A	0	0	117	24
2020-07-24	$16.23	$10.00	155.8%	44.7%	61.4%	73.5%	0.0%	36.9%	-10.3%	717	-136.4K	-271	0.00	138.99	N/A	N/A	0	0	117	24
2020-07-27	$17.45	$10.00	75.5%	21.7%	56.6%	35.5%	0.0%	99.4%	8.7%	626	-149.5K	-216	0.00	134.46	N/A	N/A	1	0	115	24
2020-07-28	$17.77	$10.00	117.5%	33.7%	55.5%	55.4%	0.0%	143.0%	-53.1%	641	-145.0K	-299	0.50	130.20	N/A	N/A	6	3	115	34
2020-07-29	$17.41	$10.00	118.1%	33.9%	56.9%	55.7%	86.4%	128.8%	-78.6%	801	-142.8K	-326	1.25	138.25	N/A	N/A	4	5	121	37
2020-07-30	$18.09	$10.00	118.2%	33.9%	55.0%	55.7%	77.5%	-42.0%	-40.8%	494	-151.2K	-321	0.25	132.65	N/A	N/A	8	2	122	42
2020-07-31	$17.36	$10.00	77.6%	22.2%	57.6%	36.5%	0.0%	26.7%	38.1%	453	-137.0K	-391	0.00	136.66	N/A	N/A	2	0	125	54