PSNL Options History — June 2022

In June 2022, PSNL traded between $3.28 and $4.41. ATM implied volatility averaged 170.8%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 43.1%. IV traded above realized volatility by 47.5% (HV 20d: 123.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.73.

Notable Days

2022-06-03: Highest Volume — 330 contracts
2022-06-28: Largest IV spike — 210.9% change
2022-06-21: Highest IV Rank — 94.2%
2022-06-21: Largest Expected Move — 84.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.70	$3.28	$4.41	$3.65	$3.37
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	170.8%	63.3%	295.8%	286.4%	153.8%
Expected Move	43.1%	18.2%	84.8%	82.1%	44.1%
HV 20d	123.3%	108.1%	133.0%	132.5%	108.1%
HV 60d	103.4%	99.4%	106.2%	99.4%	104.6%
IV Rank	45.4%	3.4%	94.2%	90.6%	38.7%
IV Percentile	79.7%	2.0%	99.6%	99.6%	86.1%
Term Structure	-35.8%	-283.2%	99.6%	-219.9%	-81.9%
VWIV	200.6%	65.8%	321.3%	321.3%	209.4%
Skew 25d	5.3%	-216.0%	179.5%	25.6%	-83.3%
Skew 10d	-7.2%	-256.0%	141.9%	35.1%	-83.3%
Call IV 25d	159.5%	60.9%	491.4%	110.0%	195.4%
Put IV 25d	164.8%	70.9%	288.9%	135.6%	112.2%
Bid-Ask Spread %	103.78	80.83	135.98	135.98	93.02
Gamma HHI	0.63	0.34	0.99	0.34	0.73
Net GEX	1.5K	394	3.1K	1.1K	1.0K
Net DEX	-69.0K	-221.0K	-281	-44.3K	-26.1K
Net VEX	-503	-971	-193	-457	-352
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.20	0.90	0.24	0.89
Total Volume	188.762	148	330	276	157
Total OI	1,581.524	1,400	1,666	1,400	1,541

Daily Data (21 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
2022-06-01	$3.65	$5.00	286.4%	82.1%	132.5%	90.6%	321.3%	25.6%	-219.9%	1.1K	-44.3K	-457	0.24	135.98	N/A	N/A	222	54	1,313	87
2022-06-02	$3.82	$5.00	192.4%	28.8%	133.0%	53.8%	88.9%	70.8%	-43.6%	1.9K	-67.1K	-446	0.20	106.09	N/A	N/A	267	54	1,475	52
2022-06-03	$3.80	$5.00	154.1%	25.1%	127.9%	38.9%	76.3%	65.9%	7.2%	1.7K	-66.1K	-547	0.20	109.50	N/A	N/A	276	54	1,529	52
2022-06-06	$3.51	$5.00	271.1%	35.4%	129.8%	84.5%	98.9%	-20.3%	-114.3%	1.2K	-49.2K	-415	0.57	99.19	N/A	N/A	94	54	1,530	52
2022-06-07	$3.83	$5.00	217.9%	26.8%	122.2%	63.8%	246.3%	-15.4%	24.4%	1.7K	-204.7K	-964	0.57	96.45	N/A	N/A	94	54	1,545	52
2022-06-08	$4.41	$5.00	63.3%	18.2%	133.0%	3.4%	65.8%	28.3%	31.1%	3.1K	-221.0K	-971	0.79	99.43	N/A	N/A	103	81	1,545	52
2022-06-09	$4.36	$5.00	112.9%	32.4%	128.2%	22.8%	113.2%	34.8%	-63.7%	2.6K	-155.4K	-565	0.83	112.67	N/A	N/A	95	79	1,570	75
2022-06-10	$3.93	$5.00	163.3%	46.8%	124.2%	42.5%	235.1%	10.7%	58.8%	394	-281	-193	0.87	121.72	N/A	N/A	95	83	1,579	77
2022-06-13	$3.63	$5.00	87.1%	25.0%	119.3%	12.7%	68.9%	-24.0%	-36.6%	1.7K	-56.2K	-484	0.81	101.72	N/A	N/A	103	83	1,579	77
2022-06-14	$3.30	$5.00	138.5%	39.7%	121.9%	32.8%	220.3%	-76.1%	-74.6%	849	-39.4K	-400	0.81	103.56	N/A	N/A	103	83	1,589	77
2022-06-15	$3.42	$5.00	144.4%	41.4%	123.3%	35.1%	212.6%	29.9%	14.2%	1.4K	-94.4K	-732	0.80	98.41	N/A	N/A	104	83	1,590	76
2022-06-16	$3.28	$5.00	160.8%	46.1%	118.9%	41.5%	263.8%	81.8%	0.0%	999	-33.8K	-419	0.80	106.67	N/A	N/A	104	83	1,590	76
2022-06-17	$3.28	$5.00	158.6%	45.5%	118.1%	40.6%	257.3%	65.4%	81.8%	1.1K	-16.7K	-312	0.80	115.09	N/A	N/A	104	83	1,590	76
2022-06-21	$3.42	$5.00	295.8%	84.8%	119.7%	94.2%	139.7%	26.8%	-283.2%	1.3K	-48.4K	-496	0.83	97.34	N/A	N/A	89	74	1,468	68
2022-06-22	$3.57	$5.00	274.9%	78.8%	121.3%	86.0%	259.8%	-72.6%	99.6%	1.1K	-60.3K	-513	0.83	105.40	N/A	N/A	89	74	1,468	68
2022-06-23	$3.86	$5.00	103.8%	29.8%	123.5%	19.2%	256.0%	179.5%	4.2%	1.5K	-47.6K	-422	0.82	93.61	N/A	N/A	90	74	1,468	68
2022-06-24	$4.09	$5.00	148.1%	42.5%	125.2%	36.5%	241.6%	157.3%	45.7%	1.8K	-82.4K	-574	0.90	110.39	N/A	N/A	82	74	1,470	68
2022-06-27	$3.96	$5.00	75.0%	21.5%	125.2%	7.9%	272.6%	-216.0%	45.7%	1.7K	-57.4K	-459	0.90	100.23	N/A	N/A	82	74	1,472	68
2022-06-28	$3.72	$5.00	233.0%	66.8%	119.8%	69.7%	293.2%	-157.4%	-122.0%	1.2K	-47.9K	-459	0.90	92.10	N/A	N/A	82	74	1,472	68
2022-06-29	$3.50	$5.00	151.3%	43.4%	113.8%	37.8%	271.0%	-1.3%	-89.0%	1.2K	-30.9K	-383	0.89	80.83	N/A	N/A	83	74	1,472	68
2022-06-30	$3.37	$5.00	153.8%	44.1%	108.1%	38.7%	209.4%	-83.3%	-81.9%	1.0K	-26.1K	-352	0.89	93.02	N/A	N/A	83	74	1,473	68