PSNL Options History — August 2022 In August 2022, PSNL traded between $3.36 and $5.34. ATM implied volatility averaged 131.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 35.1%. IV traded above realized volatility by 12.5% (HV 20d: 118.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.34.
Notable Days 2022-08-31 : Highest Volume — 504 contracts2022-08-11 : Largest IV spike — 207.3% change2022-08-05 : Highest IV Rank — 62.6%2022-08-09 : Largest Expected Move — 97.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.22 $3.36 $5.34 $3.66 $3.36 Max Pain $4.67 $2.50 $5.00 $2.50 $5.00 ATM IV 131.1% 60.2% 254.9% 139.3% 205.6% Expected Move 35.1% 0.4% 97.0% 39.9% 58.9% HV 20d 118.7% 92.7% 135.2% 92.7% 116.4% HV 60d 111.0% 107.0% 114.8% 111.5% 107.0% IV Rank 23.9% 1.7% 62.6% 26.5% 47.1% IV Percentile 51.0% 0.8% 96.0% 78.2% 91.3% Term Structure -20.4% -192.5% 147.8% -5.2% -97.9% VWIV 98.3% 1.6% 182.5% 130.7% 102.2% Skew 25d 63.4% -103.6% 344.8% 99.3% 99.5% Skew 10d 44.4% -94.5% 278.4% 87.3% 107.0% Call IV 25d 94.3% 46.2% 201.5% 77.3% 66.2% Put IV 25d 157.7% 65.6% 391.0% 176.6% 165.7% Bid-Ask Spread % 126.64 97.78 162.39 116.87 97.78 Gamma HHI 0.57 0.25 0.94 0.69 0.39 Net GEX 1.9K 708 3.1K 1.6K 1.5K Net DEX -114.7K -257.4K 13.3K -70.1K -6.2K Net VEX -593 -1.2K -308 -451 -562 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.34 0.00 10.00 0.63 0.88 Total Volume 85.13 0 504 70 504 Total OI 1,716.609 1,299 2,133 1,299 2,133
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 2022-08-01 $3.66 $2.50 139.3% 39.9% 92.7% 26.5% 130.7% 99.3% -5.2% 1.6K -70.1K -451 0.63 116.87 N/A N/A 43 27 1,251 48 2022-08-02 $4.05 $2.50 109.3% 31.3% 94.1% 17.1% 108.0% 147.8% -73.8% 1.8K -105.6K -600 0.47 145.83 N/A N/A 59 28 1,254 48 2022-08-03 $4.40 $2.50 167.9% 48.1% 98.2% 35.4% 182.5% -64.8% 0.3% 708 -57.5K -308 0.71 135.16 N/A N/A 41 29 1,270 49 2022-08-04 $4.49 $5.00 86.4% 0.4% 94.8% 9.9% 1.6% 344.8% 4.4% 2.2K -225.3K -589 0.63 162.39 N/A N/A 46 29 1,276 50 2022-08-05 $4.93 $5.00 254.9% 25.8% 99.9% 62.6% 89.9% 85.0% 28.8% 2.5K -183.3K -696 0.62 143.51 N/A N/A 47 29 1,277 51 2022-08-08 $4.55 $5.00 215.8% 31.5% 101.1% 50.3% 111.5% 95.8% -103.8% 879 -215.6K -313 0.71 158.68 N/A N/A 41 29 1,284 51 2022-08-09 $4.02 $5.00 186.4% 97.0% 111.5% 41.1% 0.0% 101.8% -124.7% 1.9K -84.1K -469 10.00 158.11 N/A N/A 1 10 1,284 51 2022-08-10 $4.78 $5.00 60.2% 17.3% 125.0% 1.7% 0.0% -1.1% 1.0% 1.1K -66.9K -329 0.00 147.95 N/A N/A 112 0 1,285 61 2022-08-11 $4.74 $5.00 185.1% 53.1% 125.0% 40.7% 126.7% -4.3% -106.5% 2.3K -141.6K -605 0.08 146.10 N/A N/A 265 20 1,393 61 2022-08-12 $5.34 $5.00 78.7% 22.6% 130.9% 7.5% 77.1% 92.3% -26.8% 3.1K -257.3K -430 1.90 103.75 N/A N/A 58 110 1,636 81 2022-08-15 $5.32 $5.00 62.8% 18.0% 129.2% 2.5% 66.5% 26.5% 22.8% 3.1K -227.4K -906 0.00 122.35 N/A N/A 57 0 1,700 191 2022-08-16 $4.82 $5.00 94.3% 27.0% 133.5% 12.4% 92.7% 54.6% 86.4% 2.5K -257.4K -1.2K 4.25 114.56 N/A N/A 8 34 1,752 191 2022-08-17 $4.56 $5.00 73.3% 21.0% 134.1% 5.8% 0.0% 55.3% 100.3% 2.2K -178.1K -1.0K 0.40 125.82 N/A N/A 15 6 1,758 225 2022-08-18 $4.35 $5.00 77.4% 22.2% 135.2% 7.1% 0.0% 186.3% 16.9% 2.2K -88.1K -684 0.00 121.15 N/A N/A 6 0 1,752 231 2022-08-19 $4.06 $5.00 74.0% 21.2% 126.8% 6.0% 0.0% -17.0% 27.1% 1.6K -92.1K -609 0.00 125.54 N/A N/A 1 0 1,747 230 2022-08-22 $3.85 $5.00 66.1% 19.0% 128.2% 3.6% 118.5% 10.6% 11.8% 2.2K -34.8K -473 0.00 109.37 N/A N/A 37 0 1,704 147 2022-08-23 $3.83 $5.00 65.1% 18.7% 127.9% 3.3% 0.0% 97.2% 70.6% 1.7K -60.8K -496 0.03 119.63 N/A N/A 30 1 1,735 147 2022-08-24 $3.89 $5.00 71.0% 20.3% 124.8% 5.1% 67.0% 47.7% 147.8% 2.5K -165.0K -943 0.00 103.85 N/A N/A 0 103 1,763 146 2022-08-25 $3.79 $5.00 103.7% 29.7% 124.8% 15.3% 0.0% 61.6% 15.9% 2.5K -104.1K -745 0.00 117.32 N/A N/A 0 0 1,763 249 2022-08-26 $3.51 $5.00 215.3% 61.7% 127.0% 50.2% 0.0% -103.6% -135.6% 1.3K -27.7K -416 0.00 108.26 N/A N/A 0 0 1,763 249 2022-08-29 $3.46 $5.00 218.8% 62.7% 127.1% 51.3% 101.2% 24.2% -135.7% 1.3K -1.3K -364 5.55 109.82 N/A N/A 20 111 1,763 249 2022-08-30 $3.36 $5.00 205.0% 58.8% 121.2% 47.0% 0.0% 18.4% -192.5% 849 13.3K -447 0.00 118.96 N/A N/A 1 0 1,783 350 2022-08-31 $3.36 $5.00 205.6% 58.9% 116.4% 47.1% 102.2% 99.5% -97.9% 1.5K -6.2K -562 0.88 97.78 N/A N/A 268 236 1,783 350
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