PSNL Options History — March 2022 In March 2022, PSNL traded between $7.57 and $10.10. ATM implied volatility averaged 132.4%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 43.6% (HV 20d: 88.8%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1.45.
Notable Days 2022-03-31 : Highest Volume — 402 contracts2022-03-04 : Largest IV spike — 140.1% change2022-03-04 : Highest IV Rank — 75.1%2022-03-04 : Largest Expected Move — 70.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.68 $7.57 $10.10 $10.10 $8.14 Max Pain $10.60 $7.50 $15.00 $12.50 $7.50 ATM IV 132.4% 84.1% 246.9% 128.8% 104.3% Expected Move 33.9% 21.2% 70.8% 36.9% 24.5% HV 20d 88.8% 68.3% 101.0% 70.1% 100.5% HV 60d 76.9% 72.0% 80.6% 75.2% 80.5% IV Rank 30.4% 11.5% 75.1% 29.0% 19.4% IV Percentile 83.3% 35.7% 99.6% 95.6% 77.0% Term Structure -23.7% -113.2% 105.9% -3.7% -0.7% VWIV 112.6% 73.2% 192.0% 128.3% 77.8% Skew 25d 24.5% -23.5% 101.6% 39.2% 24.0% Skew 10d 30.5% -41.0% 136.6% 20.8% 35.3% Call IV 25d 100.7% 54.7% 226.0% 101.9% 96.6% Put IV 25d 125.2% 64.4% 294.2% 141.1% 120.6% Bid-Ask Spread % 119.23 98.21 165.81 122.72 99.43 Gamma HHI 0.30 0.16 0.45 0.16 0.38 Net GEX -28 -702 532 -524 383 Net DEX 148.0K 71.1K 239.1K 168.0K 83.8K Net VEX -641 -939 -484 -939 -505 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.45 0.79 2.87 1.02 1.89 Total Volume 257.565 152 402 176 402 Total OI 1,050.783 936 1,178 981 1,178
Daily Data (23 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 2022-03-01 $10.10 $12.50 128.8% 36.9% 70.1% 29.0% 128.3% 39.2% -3.7% -524 168.0K -939 1.02 122.72 N/A N/A 87 89 578 403 2022-03-02 $10.07 $12.50 166.6% 47.8% 68.3% 43.7% 171.9% 1.9% 19.2% -702 239.1K -668 1.10 131.62 N/A N/A 78 86 579 403 2022-03-03 $9.89 $12.50 102.8% 29.5% 68.3% 18.8% 108.8% -6.1% -21.8% -566 239.0K -679 1.10 117.61 N/A N/A 78 86 596 402 2022-03-04 $8.73 $12.50 246.9% 70.8% 78.4% 75.1% 158.8% 83.8% 10.1% -590 185.7K -724 0.95 121.27 N/A N/A 91 86 606 402 2022-03-07 $9.28 $12.50 149.3% 42.8% 80.7% 37.0% 192.0% -21.6% -62.6% -281 184.8K -833 1.08 133.06 N/A N/A 73 79 621 402 2022-03-08 $9.51 $12.50 163.7% 33.9% 81.3% 42.6% 122.9% 30.5% -92.2% -190 185.2K -833 1.28 125.27 N/A N/A 94 120 638 403 2022-03-09 $9.84 $10.00 157.7% 24.1% 81.9% 40.2% 111.9% 1.7% -113.2% -240 178.5K -935 1.09 125.63 N/A N/A 103 112 649 413 2022-03-10 $9.32 $10.00 114.8% 21.4% 80.8% 23.5% 94.1% -23.5% -32.7% -128 213.8K -766 0.89 127.98 N/A N/A 126 112 659 411 2022-03-11 $8.40 $10.00 84.1% 55.8% 86.5% 11.5% 184.9% -5.6% -16.0% -247 225.9K -619 0.88 130.64 N/A N/A 127 112 689 411 2022-03-14 $7.57 $15.00 97.8% 29.1% 90.9% 16.9% 96.3% 11.2% 18.0% 40 212.0K -500 0.86 106.57 N/A N/A 130 112 700 395 2022-03-15 $7.57 $15.00 95.0% 26.8% 91.2% 15.8% 82.5% 22.8% -4.9% -77 190.8K -559 0.90 104.25 N/A N/A 124 112 696 395 2022-03-16 $8.00 $15.00 127.6% 25.7% 94.6% 28.5% 84.7% 57.8% -38.8% -47 120.3K -538 1.06 106.27 N/A N/A 106 112 695 289 2022-03-17 $8.47 $0.00 92.7% 63.9% 98.2% 14.9% 0.0% -3.6% 105.9% -156 148.5K -484 1.04 165.81 N/A N/A 108 112 696 289 2022-03-18 $8.72 $0.00 122.7% 33.0% 94.5% 26.6% 115.3% 0.4% -82.3% 90 108.7K -648 0.94 124.72 N/A N/A 119 112 707 274 2022-03-21 $8.08 $10.00 93.5% 22.2% 97.1% 15.2% 106.6% 12.6% -21.5% 267 106.1K -610 0.80 112.39 N/A N/A 98 78 687 274 2022-03-22 $8.67 $10.00 112.6% 33.4% 101.0% 22.7% 109.2% -2.5% 17.1% 181 102.0K -552 0.79 118.71 N/A N/A 99 78 688 248 2022-03-23 $8.34 $7.50 143.1% 29.9% 99.5% 34.6% 82.9% 64.6% -42.7% 203 76.9K -605 2.75 121.91 N/A N/A 101 278 693 248 2022-03-24 $8.25 $7.50 117.0% 30.1% 92.6% 24.3% 109.9% 2.3% 44.9% 360 88.3K -585 2.81 121.01 N/A N/A 99 278 696 448 2022-03-25 $7.86 $7.50 98.8% 31.2% 93.3% 17.2% 108.9% 68.2% 58.1% 532 97.6K -495 2.81 110.90 N/A N/A 100 281 697 448 2022-03-28 $7.84 $7.50 202.1% 24.3% 92.6% 57.6% 77.7% 85.7% -93.2% 221 88.8K -507 2.87 98.21 N/A N/A 98 281 700 446 2022-03-29 $8.61 $7.50 183.3% 21.5% 100.0% 50.2% 73.2% 101.6% -97.7% 319 88.4K -552 2.40 106.61 N/A N/A 109 262 702 446 2022-03-30 $8.29 $7.50 140.0% 21.2% 100.5% 33.3% 79.3% 18.4% -93.8% 514 71.1K -601 1.98 109.73 N/A N/A 133 263 722 446 2022-03-31 $8.14 $7.50 104.3% 24.5% 100.5% 19.4% 77.8% 24.0% -0.7% 383 83.8K -505 1.89 99.43 N/A N/A 139 263 750 428
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