PSNL Options History — July 2022

In July 2022, PSNL traded between $3.38 and $4.39. ATM implied volatility averaged 160.7%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 38.0%. IV traded above realized volatility by 68.0% (HV 20d: 92.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2022-07-14: Highest Volume — 185 contracts
  • 2022-07-19: Largest IV spike — 164.0% change
  • 2022-07-05: Highest IV Rank — 100.0%
  • 2022-07-26: Largest Expected Move — 84.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.90$3.38$4.39$3.38$3.68
Max Pain$2.63$2.50$5.00$5.00$2.50
ATM IV160.7%66.0%374.8%149.8%134.7%
Expected Move38.0%18.9%84.2%43.0%38.6%
HV 20d92.7%79.7%111.9%106.5%92.7%
HV 60d108.5%104.2%111.9%104.2%111.9%
IV Rank33.5%3.5%100.0%37.2%25.0%
IV Percentile72.5%2.8%100.0%84.5%77.4%
Term Structure-39.4%-352.7%178.1%-57.3%-51.9%
VWIV129.5%64.3%276.7%207.8%126.6%
Skew 25d23.2%-126.4%101.4%-126.4%40.4%
Skew 10d15.8%-126.4%78.8%-126.4%19.3%
Call IV 25d106.2%49.0%423.3%213.0%88.5%
Put IV 25d129.5%30.7%326.4%86.6%128.9%
Bid-Ask Spread %126.9787.52148.6987.52115.58
Gamma HHI0.620.310.920.650.70
Net GEX1.6K1.1K2.1K1.1K1.5K
Net DEX-91.5K-214.8K-32.5K-32.5K-63.4K
Net VEX-535-880-284-385-446
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.361.100.930.66
Total Volume1236318515468
Total OI1,421.21,2431,6031,5431,297

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$3.38$5.00149.8%43.0%106.5%37.2%207.8%-126.4%-57.3%1.1K-32.5K-3850.9387.52N/AN/A80741,47568
2022-07-05$3.70$2.50374.8%28.7%111.9%100.0%89.3%-96.9%-88.3%2.1K-214.8K-7600.84102.18N/AN/A88741,47568
2022-07-06$3.71$2.50287.1%36.2%108.0%72.6%118.0%44.6%47.6%1.4K-165.0K-8800.94141.42N/AN/A79741,48568
2022-07-07$4.01$2.50130.3%26.4%107.1%23.6%276.7%56.7%108.5%1.7K-104.8K-5550.90117.14N/AN/A82741,48568
2022-07-08$4.05$2.50117.8%31.7%93.9%19.7%96.0%63.7%-43.4%1.8K-78.1K-4270.85136.58N/AN/A87741,48968
2022-07-11$3.78$2.50126.9%43.4%96.6%22.6%135.9%46.1%-48.2%1.4K-65.9K-4810.85144.01N/AN/A87741,49468
2022-07-12$3.84$2.50202.6%27.1%89.9%46.2%114.7%67.3%-56.7%2.0K-69.4K-3920.85147.21N/AN/A87741,49468
2022-07-13$4.12$2.50121.1%34.7%88.3%20.7%90.1%28.3%-29.9%1.5K-112.8K-6800.85140.03N/AN/A87741,49468
2022-07-14$4.10$2.50100.0%28.7%79.9%14.2%94.4%34.1%3.3%1.7K-62.4K-4790.67118.98N/AN/A111741,49868
2022-07-15$4.05$2.50117.5%33.7%79.7%19.6%124.3%24.9%-110.8%1.5K-78.1K-4991.10117.16N/AN/A87961,52083
2022-07-18$3.87$2.5066.0%18.9%80.1%3.5%64.3%33.5%46.3%1.4K-59.5K-4180.66141.84N/AN/A38251,19647
2022-07-19$4.16$2.50174.2%49.9%83.1%37.3%92.8%20.7%6.3%1.7K-91.6K-5630.36139.80N/AN/A69251,19647
2022-07-20$4.39$2.50103.1%29.6%83.8%15.1%101.0%12.7%-87.4%2.0K-113.6K-6290.38122.71N/AN/A68261,23747
2022-07-21$4.37$2.5080.2%23.0%83.2%8.0%80.2%23.2%41.1%2.1K-105.8K-5840.3897.71N/AN/A68261,23848
2022-07-22$3.78$2.50113.7%32.6%95.8%18.4%101.5%101.4%-69.1%1.7K-175.9K-8720.47134.38N/AN/A55261,23848
2022-07-25$3.71$2.50168.8%48.4%93.3%35.7%181.4%50.9%-101.3%1.5K-69.5K-4710.49146.77N/AN/A55271,24747
2022-07-26$3.62$2.50293.8%84.2%93.1%74.7%215.3%58.1%-352.7%1.5K-62.2K-4310.49148.69N/AN/A55271,24748
2022-07-27$3.92$2.5097.5%27.9%95.0%13.4%97.8%-43.9%178.1%1.2K-33.6K-2840.53119.79N/AN/A51271,24748
2022-07-28$3.83$2.50253.5%72.7%92.5%62.1%182.6%24.9%-121.7%1.8K-71.1K-4600.45119.92N/AN/A60271,24948
2022-07-29$3.68$2.50134.7%38.6%92.7%25.0%126.6%40.4%-51.9%1.5K-63.4K-4460.66115.58N/AN/A41271,24948