PSNL Options History — November 2022

In November 2022, PSNL traded between $2.26 and $2.84. ATM implied volatility averaged 136.2%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 36.4%. IV traded above realized volatility by 43.0% (HV 20d: 93.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2.60.

Notable Days

2022-11-01: Highest Volume — 227 contracts
2022-11-09: Largest IV spike — 137.1% change
2022-11-09: Highest IV Rank — 69.3%
2022-11-09: Largest Expected Move — 79.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.53	$2.26	$2.84	$2.77	$2.50
Max Pain	$3.65	$2.50	$5.00	$2.50	$2.50
ATM IV	136.2%	49.4%	276.4%	124.8%	153.9%
Expected Move	36.4%	14.2%	79.2%	35.8%	44.1%
HV 20d	93.2%	82.5%	104.0%	87.6%	104.0%
HV 60d	93.6%	86.3%	100.4%	100.4%	98.6%
IV Rank	25.9%	0.0%	69.3%	21.9%	32.1%
IV Percentile	57.1%	0.0%	95.6%	62.3%	73.0%
Term Structure	-78.8%	-385.6%	313.7%	-110.2%	-71.3%
VWIV	170.8%	128.3%	275.7%	128.3%	140.9%
Bid-Ask Spread %	148.19	92.19	175.75	135.98	162.93
Gamma HHI	0.78	0.52	1.00	0.59	0.87
Net GEX	1.0K	-636	14.5K	984	-636
Net DEX	-24.0K	-98.6K	14.7K	-39.1K	3.0K
Net VEX	-133	-255	-51	-255	-94
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.60	0.00	3.93	0.88	0.00
Total Volume	121	0	227	227	1
Total OI	737.048	466	920	911	512

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
2022-11-01	$2.77	$2.50	124.8%	35.8%	87.6%	21.9%	128.3%	0.0%	-110.2%	984	-39.1K	-255	0.88	135.98	N/A	N/A	121	106	693	218
2022-11-02	$2.71	$2.50	154.0%	44.2%	86.1%	31.0%	166.7%	0.0%	313.7%	707	-22.9K	-119	2.86	164.58	N/A	N/A	37	106	693	218
2022-11-03	$2.73	$0.00	165.7%	0.0%	86.4%	34.7%	0.0%	0.0%	-29.5%	598	-23.3K	-130	3.79	163.48	N/A	N/A	28	106	701	218
2022-11-04	$2.56	$0.00	110.8%	15.5%	84.3%	17.6%	0.0%	0.0%	-84.9%	1.0K	-16.6K	-182	3.79	151.47	N/A	N/A	28	106	702	218
2022-11-07	$2.35	$0.00	143.2%	16.9%	83.4%	27.7%	0.0%	0.0%	-10.4%	448	-6.4K	-115	3.93	146.61	N/A	N/A	27	106	702	218
2022-11-08	$2.34	$0.00	116.5%	30.0%	82.5%	19.3%	0.0%	0.0%	-17.5%	1.4K	-22.0K	-151	3.93	127.88	N/A	N/A	27	106	702	128
2022-11-09	$2.26	$0.00	276.4%	79.2%	83.0%	69.3%	0.0%	0.0%	-145.0%	166	-11.3K	-96	3.42	161.25	N/A	N/A	31	106	702	128
2022-11-10	$2.49	$0.00	65.0%	18.6%	90.3%	3.2%	0.0%	0.0%	-0.1%	795	-34.9K	-131	2.59	168.88	N/A	N/A	41	106	707	128
2022-11-11	$2.81	$0.00	108.5%	31.1%	95.9%	16.8%	0.0%	0.0%	-179.7%	1.5K	-77.6K	-235	3.31	149.39	N/A	N/A	32	106	687	128
2022-11-14	$2.65	$0.00	122.4%	35.1%	94.7%	21.2%	275.7%	0.0%	-200.1%	1.4K	-43.3K	-162	2.36	140.15	N/A	N/A	45	106	678	128
2022-11-15	$2.84	$5.00	205.6%	58.9%	97.6%	47.1%	194.9%	0.0%	-385.6%	450	-98.6K	-200	1.96	156.23	N/A	N/A	54	106	691	128
2022-11-16	$2.80	$5.00	116.4%	33.4%	90.3%	19.3%	196.0%	0.0%	-129.9%	259	-79.5K	-176	2.12	159.93	N/A	N/A	50	106	691	128
2022-11-17	$2.52	$5.00	72.8%	20.9%	99.0%	5.7%	142.5%	0.0%	-30.6%	14.5K	-82.7K	-200	2.36	171.78	N/A	N/A	45	106	690	128
2022-11-18	$2.35	$5.00	49.4%	14.2%	102.2%	0.0%	132.4%	0.0%	-15.4%	-433	3.3K	-51	2.36	156.08	N/A	N/A	45	106	688	128
2022-11-21	$2.32	$5.00	103.5%	29.7%	101.9%	16.6%	0.0%	0.0%	-80.9%	-498	12.5K	-63	3.12	117.95	N/A	N/A	33	103	338	128
2022-11-22	$2.35	$5.00	133.9%	38.4%	94.9%	26.0%	159.7%	0.0%	-139.4%	-585	14.7K	-78	1.78	92.19	N/A	N/A	58	103	357	128
2022-11-23	$2.50	$2.50	160.9%	46.1%	95.5%	34.3%	140.9%	0.0%	-110.6%	-43	2.7K	-96	2.29	152.46	N/A	N/A	45	103	382	128
2022-11-25	$2.58	$2.50	192.5%	55.2%	95.2%	43.9%	0.0%	0.0%	-68.3%	-337	3.5K	-76	0.00	123.86	N/A	N/A	0	0	384	128
2022-11-28	$2.33	$2.50	189.0%	54.2%	101.4%	42.9%	0.0%	0.0%	-90.3%	233	1.9K	-101	0.00	133.28	N/A	N/A	0	0	384	128
2022-11-29	$2.33	$2.50	95.5%	27.4%	101.5%	14.2%	0.0%	0.0%	-68.3%	-361	12.8K	-73	0.00	175.75	N/A	N/A	0	0	384	128
2022-11-30	$2.50	$2.50	153.9%	44.1%	104.0%	32.1%	0.0%	0.0%	-71.3%	-636	3.0K	-94	0.00	162.93	N/A	N/A	1	0	384	128