PSNL Options History — May 2022

In May 2022, PSNL traded between $3.99 and $5.99. ATM implied volatility averaged 162.2%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 51.4%. IV traded above realized volatility by 60.1% (HV 20d: 102.1%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-05-11: Highest Volume — 339 contracts
  • 2022-05-09: Largest IV spike — 227.1% change
  • 2022-05-09: Highest IV Rank — 88.6%
  • 2022-05-05: Largest Expected Move — 85.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.68$3.99$5.99$5.82$4.07
Max Pain$5.24$2.50$7.50$7.50$5.00
ATM IV162.2%63.5%281.6%167.9%200.0%
Expected Move51.4%26.5%85.7%48.1%57.3%
HV 20d102.1%64.3%128.6%65.2%128.6%
HV 60d91.2%79.1%98.7%79.8%98.7%
IV Rank42.0%3.4%88.6%44.2%56.8%
IV Percentile83.3%2.0%99.6%97.2%96.0%
Term Structure-38.4%-134.5%79.3%-13.6%-80.0%
VWIV166.5%110.6%255.4%150.2%226.5%
Skew 25d12.9%-204.2%147.4%-104.5%7.1%
Skew 10d-17.7%-216.6%101.3%-88.5%-57.7%
Call IV 25d165.6%107.1%359.3%268.2%196.7%
Put IV 25d178.5%122.9%261.1%163.6%203.8%
Bid-Ask Spread %125.3885.13152.2285.13134.82
Gamma HHI0.320.200.500.310.28
Net GEX1.4K172.2K2.2K1.6K
Net DEX-52.0K-141.5K32.3K-42.0K-72.0K
Net VEX-649-1.1K-15-920-591
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.301.211.170.87
Total Volume166.714116339167116
Total OI1,404.7141,3011,5281,3031,398

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$5.82$7.50167.9%48.1%65.2%44.2%150.2%-104.5%-13.6%2.2K-42.0K-9201.1785.13N/AN/A77901,103200
2022-05-03$5.76$7.50164.9%47.3%64.3%43.1%145.2%-204.2%-60.1%2.2K-59.5K-9720.96111.26N/AN/A89851,104197
2022-05-04$5.99$7.50260.6%74.7%66.0%80.4%182.0%147.4%-67.3%1.8K-36.9K-8520.96132.57N/AN/A89851,111200
2022-05-05$5.31$5.00149.0%85.7%75.6%36.8%187.6%-65.9%-61.2%1.3K-44.0K-9410.90130.81N/AN/A94851,111200
2022-05-06$5.19$5.0086.1%59.4%74.6%12.3%117.4%124.9%-23.1%1.7K-59.8K-1.0K0.78133.73N/AN/A105821,120201
2022-05-09$4.38$5.00281.6%53.6%90.4%88.6%180.3%7.3%-89.5%1.2K-10.3K-5360.41124.50N/AN/A113461,150183
2022-05-10$4.39$5.0063.5%70.7%91.1%3.4%188.3%106.2%33.0%1.3K-38.7K-5690.77123.75N/AN/A101781,172165
2022-05-11$3.99$2.5095.0%27.2%93.7%15.8%189.4%15.2%3.0%57726.9K-1920.30113.86N/AN/A261781,173180
2022-05-12$4.56$5.00175.9%50.4%110.0%47.4%161.2%45.5%-26.3%1.7K-141.5K-1.1K0.90108.79N/AN/A92831,348180
2022-05-13$5.06$5.00203.2%58.2%117.6%58.0%156.8%42.1%-89.9%1.8K-101.7K-9000.94120.66N/AN/A93871,337178
2022-05-16$4.79$5.0092.3%26.5%117.3%14.7%110.6%10.4%79.3%1.9K-112.9K-9430.93124.30N/AN/A94871,339168
2022-05-17$4.78$5.00220.4%63.2%115.2%64.8%176.7%41.3%-130.1%1.8K-77.4K-5660.93152.22N/AN/A94871,340168
2022-05-18$4.29$5.00244.0%70.0%119.5%74.0%198.1%13.7%-134.5%1.6K-63.6K-5460.94135.49N/AN/A94881,340168
2022-05-19$4.41$5.00175.2%50.2%116.3%47.1%157.2%13.7%6.7%1.8K-137.4K-1.0K1.09125.76N/AN/A81881,340169
2022-05-20$4.39$5.00122.0%35.0%116.4%26.3%118.9%41.4%3.7%1.3K-29.6K-5091.21121.42N/AN/A81981,341170
2022-05-23$4.34$5.00139.4%40.0%114.8%33.1%131.7%33.6%-20.8%1.6K-47.3K-3620.84115.96N/AN/A63531,30087
2022-05-24$4.08$5.00188.5%54.1%114.7%52.3%193.2%-6.5%-119.8%1.5K-68.6K-5930.84121.50N/AN/A63531,30287
2022-05-25$4.01$5.00129.0%37.0%114.7%29.1%127.8%33.5%-6.1%1.2K-34.5K-4640.84143.21N/AN/A63531,30287
2022-05-26$4.14$5.00133.1%38.1%115.3%30.6%255.4%-55.1%-22.1%1732.3K-150.87136.84N/AN/A62541,30287
2022-05-27$4.61$5.00115.7%33.2%123.3%23.9%142.1%24.1%12.4%22127.4K-520.87136.33N/AN/A62541,30487
2022-05-31$4.07$5.00200.0%57.3%128.6%56.8%226.5%7.1%-80.0%1.6K-72.0K-5910.87134.82N/AN/A62541,31187