PSNL Options History — December 2022 In December 2022, PSNL traded between $1.79 and $2.87. ATM implied volatility averaged 197.3%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 42.2%. IV traded above realized volatility by 82.1% (HV 20d: 115.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2022-12-02 : Highest Volume — 254 contracts2022-12-19 : Largest IV spike — 174.6% change2022-12-13 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 80.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.26 $1.79 $2.87 $2.70 $1.96 Max Pain $3.57 $2.50 $5.00 $2.50 $2.50 ATM IV 197.3% 66.3% 462.9% 207.8% 188.3% Expected Move 42.2% 19.0% 80.5% 59.6% 54.0% HV 20d 115.2% 103.6% 122.6% 107.8% 113.9% HV 60d 102.7% 97.8% 107.3% 99.7% 102.1% IV Rank 40.0% 4.1% 100.0% 48.7% 33.6% IV Percentile 71.7% 4.0% 100.0% 88.5% 79.8% Term Structure -34.9% -264.7% 231.4% -20.0% -71.7% VWIV 215.5% 130.5% 333.9% 333.9% 182.1% Bid-Ask Spread % 112.82 69.20 164.44 164.44 107.93 Gamma HHI 0.71 0.50 1.00 0.74 0.51 Net GEX 351 -425 1.6K 431 25 Net DEX -20.5K -99.3K 23.9K -18.4K 5.1K Net VEX -107 -208 -5 -163 -99 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.00 2.75 0.00 2.75 Total Volume 22.571 0 254 78 40 Total OI 695.143 513 876 513 564
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 2022-12-01 $2.70 $2.50 207.8% 59.6% 107.8% 48.7% 0.0% 0.0% -20.0% 431 -18.4K -163 0.00 164.44 N/A N/A 78 0 385 128 2022-12-02 $2.87 $2.50 280.9% 80.5% 109.9% 71.1% 333.9% 0.0% -264.7% 518 -33.4K -195 0.00 137.61 N/A N/A 254 0 463 128 2022-12-05 $2.83 $5.00 212.0% 27.6% 107.3% 50.0% 0.0% 0.0% -3.6% 1.1K -74.5K -195 0.00 100.45 N/A N/A 0 0 717 128 2022-12-06 $2.42 $5.00 157.4% 33.8% 117.7% 33.2% 0.0% 0.0% -33.9% 1.5K -49.9K -208 0.00 107.64 N/A N/A 0 0 717 128 2022-12-07 $2.42 $5.00 148.0% 30.7% 117.7% 30.3% 0.0% 0.0% -58.6% 1.6K -44.1K -179 0.00 115.38 N/A N/A 0 0 721 128 2022-12-08 $2.49 $5.00 260.7% 29.9% 117.2% 64.9% 0.0% 0.0% -34.2% 1.0K -52.3K -182 0.00 115.20 N/A N/A 0 0 721 128 2022-12-09 $2.40 $5.00 186.0% 22.1% 112.8% 42.0% 0.0% 0.0% -38.5% 564 -30.5K -128 0.00 117.70 N/A N/A 0 0 722 128 2022-12-12 $2.60 $5.00 309.4% 24.2% 107.7% 79.9% 0.0% 0.0% 231.4% 430 -55.1K -116 0.00 128.89 N/A N/A 3 0 722 128 2022-12-13 $2.70 $5.00 462.9% 28.1% 106.7% 100.0% 0.0% 0.0% -96.2% 226 -99.3K -115 0.00 115.88 N/A N/A 5 0 725 128 2022-12-14 $2.70 $5.00 84.1% 24.1% 103.6% 8.4% 0.0% 0.0% -93.2% -347 -97.8K -68 0.00 120.50 N/A N/A 0 0 730 128 2022-12-15 $2.27 $5.00 72.8% 20.9% 120.1% 5.7% 130.5% 0.0% 0.0% -425 10.7K -66 0.89 127.14 N/A N/A 28 25 730 128 2022-12-16 $2.19 $2.50 66.3% 19.0% 115.2% 4.1% 0.0% 0.0% 83.4% 104 22.9K -28 0.00 96.35 N/A N/A 1 0 756 120 2022-12-19 $1.96 $2.50 182.1% 52.2% 119.1% 32.1% 182.1% 0.0% 2.6% 75 16.6K -35 2.75 114.17 N/A N/A 4 11 404 120 2022-12-20 $1.79 $2.50 235.7% 67.6% 122.6% 45.0% 0.0% 0.0% -64.2% 141 -4.4K -110 0.00 115.31 N/A N/A 0 0 408 131 2022-12-21 $1.81 $2.50 184.8% 53.0% 122.5% 32.7% 0.0% 0.0% -102.1% 6 12.0K -44 0.00 109.72 N/A N/A 0 0 408 131 2022-12-22 $1.85 $2.50 229.3% 65.7% 120.1% 43.5% 0.0% 0.0% -12.9% 38 23.9K -5 0.00 120.02 N/A N/A 0 25 408 131 2022-12-23 $1.96 $2.50 201.0% 57.6% 121.8% 36.7% 0.0% 0.0% -55.9% 174 -7.7K -130 0.00 86.70 N/A N/A 0 0 408 156 2022-12-27 $1.85 $2.50 185.3% 53.1% 118.5% 32.9% 0.0% 0.0% -81.2% 49 18.7K -52 0.00 91.56 N/A N/A 0 0 408 156 2022-12-28 $1.81 $2.50 96.8% 27.8% 118.5% 11.5% 0.0% 0.0% 98.5% 48 18.8K -51 0.00 69.20 N/A N/A 0 0 408 156 2022-12-29 $1.94 $2.50 191.5% 54.9% 118.4% 34.4% 0.0% 0.0% -83.3% 40 8.3K -75 0.00 107.48 N/A N/A 0 0 408 156 2022-12-30 $1.96 $2.50 188.3% 54.0% 113.9% 33.6% 0.0% 0.0% -71.7% 25 5.1K -99 0.00 107.93 N/A N/A 0 40 408 156
« Nov 2022 | All History | Jan 2023 » Home PSNL History December 2022