PSNL Options History — October 2022

In October 2022, PSNL traded between $2.32 and $3.67. ATM implied volatility averaged 101.8%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded below realized volatility by 0.5% (HV 20d: 102.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.43.

Notable Days

2022-10-03: Highest Volume — 957 contracts
2022-10-12: Largest IV drop — 34.4% change
2022-10-11: Highest IV Rank — 29.0%
2022-10-31: Largest Expected Move — 38.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.79	$2.32	$3.67	$3.40	$2.67
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	101.8%	70.9%	147.5%	115.8%	135.1%
Expected Move	28.1%	20.3%	38.7%	33.2%	38.7%
HV 20d	102.3%	91.7%	111.2%	103.2%	91.7%
HV 60d	104.7%	101.0%	107.2%	104.4%	101.0%
IV Rank	14.7%	5.1%	29.0%	19.1%	25.1%
IV Percentile	40.5%	6.0%	72.6%	56.7%	68.3%
Term Structure	-12.7%	-105.9%	85.2%	-0.8%	16.7%
VWIV	117.1%	45.0%	187.5%	128.5%	140.7%
Skew 25d	58.8%	-2.9%	81.0%	80.3%	-2.9%
Skew 10d	18.0%	-0.5%	27.7%	27.7%	-0.5%
Call IV 25d	112.6%	106.7%	119.9%	112.7%	106.7%
Put IV 25d	171.3%	103.9%	196.6%	193.1%	103.9%
Bid-Ask Spread %	121.86	76.84	169.84	118.71	118.42
Gamma HHI	0.73	0.50	0.97	0.59	0.83
Net GEX	1.3K	-323	3.4K	228	1.2K
Net DEX	-88.0K	-230.0K	5.3K	-146.8K	-100.3K
Net VEX	-273	-452	-67	-319	-247
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.16	0.95	0.16	0.88
Total Volume	569.857	217	957	957	227
Total OI	2,122.667	867	2,665	2,386	912

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
2022-10-03	$3.40	$2.50	115.8%	33.2%	103.2%	19.1%	128.5%	0.0%	-0.8%	228	-146.8K	-319	0.16	118.71	N/A	N/A	826	131	2,146	240
2022-10-04	$3.67	$2.50	109.0%	31.3%	104.5%	17.0%	147.4%	80.3%	-28.5%	966	-230.0K	-419	0.22	92.90	N/A	N/A	603	131	2,407	240
2022-10-05	$3.46	$2.50	105.0%	30.1%	106.8%	15.7%	153.7%	81.0%	-7.1%	751	-202.8K	-452	0.22	76.84	N/A	N/A	603	131	2,385	240
2022-10-06	$3.43	$2.50	110.6%	31.2%	106.5%	17.5%	86.9%	76.6%	10.4%	905	-193.0K	-419	0.23	125.09	N/A	N/A	603	140	2,385	240
2022-10-07	$3.15	$2.50	110.3%	30.0%	108.6%	17.4%	106.7%	-2.9%	-13.0%	1.4K	-174.7K	-369	0.23	131.02	N/A	N/A	607	140	2,385	249
2022-10-10	$2.87	$2.50	116.1%	24.7%	111.2%	19.2%	109.9%	0.0%	4.6%	2.4K	-162.2K	-409	0.34	122.64	N/A	N/A	412	140	2,390	249
2022-10-11	$2.75	$2.50	147.5%	29.8%	109.1%	29.0%	117.1%	0.0%	-57.2%	754	-130.0K	-308	0.33	106.03	N/A	N/A	422	140	2,395	249
2022-10-12	$2.71	$2.50	96.8%	27.7%	97.1%	13.2%	125.2%	0.0%	-33.5%	461	-107.7K	-132	0.31	121.94	N/A	N/A	422	131	2,410	249
2022-10-13	$2.61	$2.50	93.8%	26.9%	95.6%	12.2%	135.7%	0.0%	-61.5%	2.4K	-65.9K	-285	0.31	139.57	N/A	N/A	422	131	2,410	250
2022-10-14	$2.42	$2.50	76.6%	22.0%	94.5%	6.9%	111.7%	0.0%	-82.2%	3.4K	-52.2K	-273	0.31	100.25	N/A	N/A	422	131	2,415	250
2022-10-17	$2.62	$2.50	90.4%	25.9%	100.4%	11.2%	89.3%	0.0%	4.9%	2.6K	-67.2K	-268	0.20	132.67	N/A	N/A	667	131	2,415	250
2022-10-18	$2.59	$2.50	96.9%	27.8%	95.5%	13.2%	99.2%	0.0%	-8.0%	2.5K	-53.2K	-247	0.20	147.96	N/A	N/A	648	131	2,350	250
2022-10-19	$2.35	$2.50	90.9%	26.1%	100.2%	11.3%	151.0%	0.0%	14.6%	2.7K	-29.3K	-254	0.20	138.03	N/A	N/A	648	131	2,351	250
2022-10-20	$2.35	$2.50	82.6%	23.7%	99.9%	8.7%	92.0%	0.0%	-82.9%	950	5.3K	-209	0.20	169.84	N/A	N/A	648	131	2,351	250
2022-10-21	$2.32	$2.50	94.2%	27.0%	99.8%	12.4%	111.8%	0.0%	-105.9%	842	4.5K	-211	0.19	122.42	N/A	N/A	669	127	2,351	250
2022-10-24	$2.38	$2.50	91.5%	26.2%	100.7%	11.5%	77.4%	0.0%	47.7%	815	-7.8K	-228	0.86	104.91	N/A	N/A	123	106	652	218
2022-10-25	$2.63	$2.50	70.9%	20.3%	107.8%	5.1%	45.0%	0.0%	85.2%	937	-29.2K	-260	0.90	117.70	N/A	N/A	118	106	653	218
2022-10-26	$2.78	$2.50	89.4%	25.6%	105.9%	10.9%	187.5%	0.0%	26.9%	741	-40.3K	-273	0.90	156.84	N/A	N/A	118	106	649	218
2022-10-27	$2.66	$2.50	97.6%	28.0%	104.6%	13.4%	97.6%	0.0%	19.0%	1.1K	-20.9K	-91	0.95	112.35	N/A	N/A	111	106	684	218
2022-10-28	$2.69	$2.50	116.2%	33.3%	104.5%	19.2%	144.1%	0.0%	-15.7%	-323	-44.6K	-67	0.88	102.93	N/A	N/A	121	106	684	218
2022-10-31	$2.67	$2.50	135.1%	38.7%	91.7%	25.1%	140.7%	0.0%	16.7%	1.2K	-100.3K	-247	0.88	118.42	N/A	N/A	121	106	694	218