PSNL Options History — February 2022

In February 2022, PSNL traded between $9.17 and $12.51. ATM implied volatility averaged 114.1%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 31.1%. IV traded above realized volatility by 44.9% (HV 20d: 69.3%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.42.

Notable Days

2022-02-02: Highest Volume — 209 contracts
2022-02-25: Largest IV spike — 186.1% change
2022-02-25: Highest IV Rank — 100.0%
2022-02-25: Largest Expected Move — 89.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.99	$9.17	$12.51	$11.71	$10.35
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	114.1%	68.8%	310.6%	112.7%	127.3%
Expected Move	31.1%	20.0%	89.1%	32.3%	36.5%
HV 20d	69.3%	58.3%	79.2%	73.6%	79.0%
HV 60d	72.1%	70.2%	75.1%	71.6%	75.1%
IV Rank	30.6%	8.0%	100.0%	32.8%	28.4%
IV Percentile	67.4%	3.6%	100.0%	88.9%	95.2%
Term Structure	-17.5%	-88.7%	40.5%	-49.0%	-33.3%
VWIV	102.8%	66.8%	261.2%	123.5%	125.6%
Skew 25d	27.5%	-27.6%	166.3%	91.3%	24.0%
Skew 10d	53.2%	-33.7%	219.3%	219.3%	44.9%
Call IV 25d	93.3%	76.2%	181.9%	85.0%	102.0%
Put IV 25d	120.9%	66.3%	348.2%	176.2%	126.0%
Bid-Ask Spread %	113.72	101.10	125.09	119.59	113.56
Gamma HHI	0.20	0.17	0.24	0.21	0.17
Net GEX	-443	-798	307	-798	-695
Net DEX	154.1K	27.5K	236.7K	178.8K	199.7K
Net VEX	-1.1K	-1.4K	-518	-1.0K	-844
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.42	1.02	1.93	1.93	1.02
Total Volume	184.737	155	209	208	176
Total OI	951.053	902	980	902	959

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
2022-02-01	$11.71	$12.50	112.7%	32.3%	73.6%	32.8%	123.5%	91.3%	-49.0%	-798	178.8K	-1.0K	1.93	119.59	N/A	N/A	71	137	529	373
2022-02-02	$11.74	$12.50	112.4%	32.2%	73.3%	32.6%	106.1%	8.9%	-34.0%	-33	103.9K	-1.3K	1.90	116.71	N/A	N/A	72	137	534	373
2022-02-03	$11.12	$12.50	122.9%	32.9%	68.4%	38.6%	85.6%	23.3%	-28.6%	-415	145.0K	-1.1K	1.59	121.87	N/A	N/A	73	116	537	374
2022-02-04	$11.56	$12.50	68.8%	24.2%	69.4%	8.0%	82.0%	7.2%	-30.4%	-721	123.0K	-1.3K	1.59	106.28	N/A	N/A	73	116	545	394
2022-02-07	$11.68	$12.50	128.2%	24.9%	65.4%	41.5%	88.1%	-15.3%	-10.6%	-466	151.0K	-1.2K	1.33	101.10	N/A	N/A	87	116	562	394
2022-02-08	$11.98	$12.50	141.5%	20.0%	66.2%	49.1%	67.4%	14.9%	-7.7%	-403	122.8K	-1.3K	1.38	117.60	N/A	N/A	84	116	566	394
2022-02-09	$12.51	$12.50	114.1%	32.7%	68.3%	33.6%	107.7%	56.8%	-50.1%	-500	146.2K	-1.2K	1.28	101.74	N/A	N/A	82	105	568	394
2022-02-10	$12.04	$12.50	72.5%	20.8%	66.3%	10.1%	71.1%	10.1%	-29.5%	-45	100.2K	-1.3K	1.22	116.73	N/A	N/A	86	105	570	393
2022-02-11	$11.40	$12.50	73.0%	20.9%	67.8%	10.4%	74.0%	12.7%	-24.4%	-685	136.9K	-1.1K	1.29	111.54	N/A	N/A	83	107	576	393
2022-02-14	$11.24	$12.50	112.7%	32.3%	67.1%	32.8%	86.4%	45.7%	0.6%	-645	188.9K	-902	1.42	124.64	N/A	N/A	76	108	578	395
2022-02-15	$11.34	$12.50	102.3%	29.3%	59.2%	26.9%	107.6%	-27.6%	-29.6%	-623	168.1K	-1.1K	1.48	125.09	N/A	N/A	73	108	579	397
2022-02-16	$11.11	$12.50	81.0%	23.2%	58.3%	14.9%	66.8%	11.4%	23.1%	-556	180.4K	-983	1.44	107.72	N/A	N/A	75	108	580	397
2022-02-17	$10.12	$12.50	119.3%	34.2%	67.3%	36.5%	125.4%	-8.8%	-48.2%	-568	202.0K	-827	1.65	109.55	N/A	N/A	74	122	583	397
2022-02-18	$9.73	$12.50	80.1%	23.0%	68.3%	14.4%	81.6%	6.1%	40.5%	-139	134.8K	-1.0K	1.25	105.25	N/A	N/A	81	101	583	397
2022-02-22	$9.78	$12.50	89.1%	25.5%	68.4%	19.5%	90.9%	11.7%	24.7%	-567	211.9K	-712	1.38	108.83	N/A	N/A	68	94	556	371
2022-02-23	$9.17	$12.50	91.2%	26.2%	71.4%	20.7%	91.0%	-2.3%	15.0%	-389	236.7K	-518	1.37	114.31	N/A	N/A	70	96	556	375
2022-02-24	$10.06	$12.50	108.6%	31.1%	79.2%	30.5%	111.9%	86.5%	28.0%	-470	170.1K	-923	1.25	118.99	N/A	N/A	69	86	558	385
2022-02-25	$10.15	$12.50	310.6%	89.1%	78.9%	100.0%	261.2%	166.3%	-88.7%	307	27.5K	-1.4K	1.27	119.58	N/A	N/A	70	89	557	398
2022-02-28	$10.35	$12.50	127.3%	36.5%	79.0%	28.4%	125.6%	24.0%	-33.3%	-695	199.7K	-844	1.02	113.56	N/A	N/A	87	89	556	403