PSNL Options History — April 2022 In April 2022, PSNL traded between $5.63 and $8.77. ATM implied volatility averaged 123.6%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 44.2% (HV 20d: 79.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.28.
Notable Days 2022-04-21 : Highest Volume — 717 contracts2022-04-22 : Largest IV spike — 71.2% change2022-04-22 : Highest IV Rank — 68.6%2022-04-22 : Largest Expected Move — 66.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.98 $5.63 $8.77 $8.68 $5.63 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 123.6% 70.9% 230.2% 152.1% 154.5% Expected Move 31.8% 20.3% 66.0% 31.1% 44.3% HV 20d 79.4% 68.2% 94.0% 94.0% 69.4% HV 60d 80.0% 77.4% 83.3% 79.9% 79.7% IV Rank 27.0% 6.3% 68.6% 38.1% 39.0% IV Percentile 74.0% 7.5% 98.8% 96.4% 95.2% Term Structure -19.7% -116.4% 99.1% 4.6% -116.4% VWIV 105.9% 76.0% 141.8% 95.1% 92.3% Skew 25d 5.8% -115.5% 43.2% 23.2% 43.2% Skew 10d 19.1% -54.8% 88.2% -43.2% 46.0% Call IV 25d 102.2% 65.7% 216.7% 147.4% 72.3% Put IV 25d 108.0% 80.7% 170.5% 170.5% 115.5% Bid-Ask Spread % 109.64 80.60 136.84 99.78 107.79 Gamma HHI 0.33 0.27 0.43 0.43 0.29 Net GEX 876 -25 1.9K 1.1K 1.8K Net DEX 32.3K -52.6K 101.9K 39.7K -24.9K Net VEX -619 -892 -338 -668 -859 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.16 2.07 1.83 1.05 Total Volume 345.75 5 717 407 168 Total OI 1,148.05 492 1,353 1,188 1,302
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 2022-04-01 $8.68 $7.50 152.1% 31.1% 94.0% 38.1% 95.1% 23.2% 4.6% 1.1K 39.7K -668 1.83 99.78 N/A N/A 144 263 760 428 2022-04-04 $8.77 $7.50 106.9% 20.9% 91.3% 20.4% 81.8% 18.1% 7.1% 740 59.6K -623 2.07 113.33 N/A N/A 137 283 772 428 2022-04-05 $8.26 $7.50 160.5% 29.5% 92.9% 41.4% 87.6% 3.4% -32.2% 199 97.9K -486 1.90 106.99 N/A N/A 139 264 787 448 2022-04-06 $7.99 $7.50 96.3% 35.2% 92.0% 16.3% 91.0% 15.2% -85.2% 116 101.9K -454 1.93 103.89 N/A N/A 137 264 786 449 2022-04-07 $8.08 $7.50 104.3% 27.6% 90.8% 19.4% 83.0% 22.8% -45.2% 118 99.4K -458 1.96 100.47 N/A N/A 135 264 790 449 2022-04-08 $7.60 $7.50 155.5% 20.7% 85.9% 39.4% 100.0% 27.8% 60.2% 203 89.9K -476 1.83 130.79 N/A N/A 140 256 791 449 2022-04-11 $7.40 $7.50 128.8% 33.8% 78.1% 29.0% 124.9% -0.5% -16.2% 319 73.4K -530 1.75 124.62 N/A N/A 148 259 806 450 2022-04-12 $7.40 $7.50 152.4% 32.2% 78.1% 38.2% 118.4% 7.0% -70.6% -25 100.3K -412 1.85 131.44 N/A N/A 140 259 813 451 2022-04-13 $7.41 $7.50 73.9% 21.2% 75.2% 7.5% 88.4% 16.4% -20.3% 109 76.3K -459 1.91 121.33 N/A N/A 140 267 819 432 2022-04-14 $6.91 $7.50 122.5% 35.1% 75.1% 26.5% 130.7% 0.6% 99.1% 537 53.8K -531 2.01 136.84 N/A N/A 138 278 821 441 2022-04-18 $6.51 $7.50 83.8% 24.0% 75.5% 11.4% 86.8% 32.3% 47.8% 42 47.6K -338 0.20 123.49 N/A N/A 263 52 333 159 2022-04-19 $6.82 $7.50 70.9% 20.3% 74.8% 6.3% 76.0% 39.4% -1.0% 1.2K -8.9K -633 0.46 95.63 N/A N/A 198 92 537 159 2022-04-20 $6.76 $7.50 118.9% 34.1% 68.7% 25.1% 125.2% 29.5% -5.8% 1.8K -52.6K -841 0.80 96.13 N/A N/A 122 98 568 199 2022-04-21 $6.07 $7.50 134.5% 38.5% 76.2% 31.2% 122.9% -22.6% -95.0% 1.3K 4.6K -628 0.16 82.27 N/A N/A 618 99 602 216 2022-04-22 $5.93 $7.50 230.2% 66.0% 76.2% 68.6% 141.8% 8.1% -56.9% 1.9K -38.6K -865 0.41 102.01 N/A N/A 239 99 1,136 217 2022-04-25 $6.15 $7.50 131.1% 37.6% 77.4% 29.9% 124.6% -18.2% -37.1% 1.6K -5.4K -769 0.46 107.19 N/A N/A 215 99 1,074 215 2022-04-26 $5.77 $7.50 79.3% 22.7% 79.4% 9.6% 111.8% -9.8% 10.9% 1.5K -16.4K -712 0.44 80.60 N/A N/A 223 99 1,075 215 2022-04-27 $5.66 $7.50 96.1% 27.6% 68.2% 16.2% 0.0% -115.5% 11.3% 1.5K -6.0K -740 1.50 121.42 N/A N/A 2 3 1,092 199 2022-04-28 $5.77 $7.50 120.5% 34.6% 69.3% 25.7% 131.0% -4.4% -53.4% 1.5K -45.7K -892 1.01 106.85 N/A N/A 85 86 1,092 201 2022-04-29 $5.63 $7.50 154.5% 44.3% 69.4% 39.0% 92.3% 43.2% -116.4% 1.8K -24.9K -859 1.05 107.79 N/A N/A 82 86 1,101 201
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