PSNL Options History — September 2022

In September 2022, PSNL traded between $2.91 and $3.90. ATM implied volatility averaged 173.6%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 42.0%. IV traded above realized volatility by 85.3% (HV 20d: 88.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.48.

Notable Days

2022-09-27: Highest Volume — 970 contracts
2022-09-28: Largest IV spike — 163.5% change
2022-09-09: Highest IV Rank — 85.1%
2022-09-21: Largest Expected Move — 92.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.28	$2.91	$3.90	$3.24	$2.99
Max Pain	$3.93	$2.50	$5.00	$5.00	$2.50
ATM IV	173.6%	62.7%	327.2%	157.2%	119.7%
Expected Move	42.0%	18.0%	92.3%	45.1%	34.3%
HV 20d	88.2%	67.4%	115.9%	115.9%	92.0%
HV 60d	101.4%	97.7%	105.6%	105.6%	100.8%
IV Rank	37.1%	2.5%	85.1%	32.0%	20.3%
IV Percentile	67.0%	1.2%	99.6%	81.0%	59.9%
Term Structure	-52.3%	-371.7%	335.1%	-70.9%	-37.2%
VWIV	168.4%	64.8%	353.6%	145.1%	130.8%
Skew 25d	16.2%	-105.8%	120.5%	73.2%	17.5%
Skew 10d	-2.4%	-171.8%	72.6%	22.4%	28.7%
Call IV 25d	107.5%	62.7%	263.2%	77.4%	91.1%
Put IV 25d	123.7%	85.6%	185.3%	150.6%	108.5%
Bid-Ask Spread %	107.79	91.97	128.15	92.90	118.93
Gamma HHI	0.55	0.25	1.00	0.44	0.54
Net GEX	1.2K	-318	2.6K	993	2.0K
Net DEX	-51.3K	-161.6K	30.4K	-6.2K	-115.3K
Net VEX	-453	-770	-47	-561	-371
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.48	0.00	50.00	0.88	0.33
Total Volume	366.476	0	970	0	970
Total OI	2,210.762	1,964	2,386	2,134	2,386

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
2022-09-01	$3.24	$5.00	157.2%	45.1%	115.9%	32.0%	0.0%	73.2%	-70.9%	993	-6.2K	-561	0.00	92.90	N/A	N/A	0	0	1,784	350
2022-09-02	$3.20	$5.00	146.5%	42.0%	108.5%	28.7%	0.0%	16.3%	25.3%	1.2K	-13.4K	-583	0.00	100.91	N/A	N/A	0	0	1,784	350
2022-09-06	$3.05	$2.50	146.7%	42.0%	106.7%	28.7%	145.1%	7.0%	-16.6%	1.0K	-10.0K	-515	0.88	107.52	N/A	N/A	268	236	1,784	350
2022-09-07	$3.15	$2.50	178.8%	25.4%	100.8%	38.8%	177.4%	-105.8%	-45.0%	194	28.2K	-347	0.88	110.06	N/A	N/A	268	236	1,784	347
2022-09-08	$3.25	$5.00	197.6%	64.2%	75.7%	44.6%	325.1%	-3.9%	-232.9%	1.4K	-39.4K	-658	0.00	116.75	N/A	N/A	3	0	1,777	347
2022-09-09	$3.45	$5.00	327.2%	24.5%	80.7%	85.1%	0.0%	-13.7%	-21.4%	232	30.4K	-351	0.00	123.79	N/A	N/A	0	0	1,778	347
2022-09-12	$3.61	$5.00	315.4%	27.6%	67.4%	81.4%	0.0%	26.5%	-32.9%	1.1K	12.1K	-453	50.00	112.88	N/A	N/A	2	100	1,778	347
2022-09-13	$3.34	$5.00	142.9%	29.4%	70.2%	27.6%	122.0%	53.0%	-42.4%	1.0K	16.2K	-430	1.38	128.15	N/A	N/A	243	336	1,780	447
2022-09-14	$3.78	$5.00	70.7%	20.3%	81.9%	5.0%	0.0%	34.0%	23.4%	1.4K	10.2K	-449	0.13	113.07	N/A	N/A	79	10	1,780	447
2022-09-15	$3.90	$5.00	62.7%	18.0%	81.6%	2.5%	0.0%	27.2%	0.0%	1.5K	-6.2K	-508	0.00	110.48	N/A	N/A	0	10	1,783	457
2022-09-16	$3.57	$5.00	99.8%	28.6%	85.5%	14.1%	83.8%	43.0%	-71.0%	1.2K	8.5K	-460	0.77	112.16	N/A	N/A	318	246	1,783	467
2022-09-19	$3.61	$5.00	246.2%	70.6%	82.8%	59.8%	67.7%	44.4%	-267.0%	1.5K	-47.4K	-529	0.00	100.67	N/A	N/A	2	0	1,718	246
2022-09-20	$3.27	$5.00	284.9%	81.7%	87.7%	71.9%	0.0%	20.3%	-371.7%	1.2K	-32.8K	-483	0.00	112.72	N/A	N/A	0	0	1,718	246
2022-09-21	$3.24	$5.00	321.9%	92.3%	87.7%	83.5%	0.0%	-20.5%	335.1%	1.5K	-158.2K	-770	0.00	111.19	N/A	N/A	485	0	1,718	246
2022-09-22	$3.11	$2.50	78.6%	22.5%	88.0%	7.5%	0.0%	31.3%	9.6%	1.7K	-112.2K	-382	0.00	102.61	N/A	N/A	3	0	2,141	237
2022-09-23	$3.09	$2.50	91.4%	26.2%	87.8%	11.5%	0.0%	-90.7%	17.0%	163	-133.1K	-302	0.00	91.97	N/A	N/A	4	0	2,144	237
2022-09-26	$3.01	$2.50	200.9%	57.6%	84.5%	45.7%	248.0%	120.5%	-105.8%	1.7K	-161.6K	-483	0.32	101.73	N/A	N/A	732	235	2,146	237
2022-09-27	$2.91	$2.50	93.1%	26.7%	85.0%	12.0%	64.8%	50.4%	52.7%	2.6K	-115.0K	-389	0.33	92.93	N/A	N/A	732	238	2,146	237
2022-09-28	$3.14	$2.50	245.3%	70.3%	89.7%	59.6%	353.6%	13.5%	-177.4%	2.2K	-135.9K	-433	0.33	102.19	N/A	N/A	732	238	2,146	240
2022-09-29	$2.94	$2.50	117.5%	33.7%	92.4%	19.6%	134.1%	-2.8%	-16.2%	-318	-96.4K	-47	0.33	100.00	N/A	N/A	732	238	2,146	240
2022-09-30	$2.99	$2.50	119.7%	34.3%	92.0%	20.3%	130.8%	17.5%	-37.2%	2.0K	-115.3K	-371	0.33	118.93	N/A	N/A	732	238	2,146	240