PSNL Options History — January 2023

In January 2023, PSNL traded between $2.00 and $2.85. ATM implied volatility averaged 131.4%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 40.4%. IV traded above realized volatility by 36.9% (HV 20d: 94.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.51.

Notable Days

2023-01-05: Highest Volume — 90 contracts
2023-01-25: Largest IV spike — 269.4% change
2023-01-23: Highest IV Rank — 58.6%
2023-01-06: Largest Expected Move — 101.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.37	$2.00	$2.85	$2.00	$2.34
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	131.4%	61.0%	291.9%	156.4%	89.3%
Expected Move	40.4%	20.1%	101.9%	44.8%	25.6%
HV 20d	94.5%	80.9%	116.2%	111.2%	84.7%
HV 60d	101.4%	99.4%	103.3%	102.3%	102.5%
IV Rank	19.8%	2.8%	58.6%	25.9%	9.6%
IV Percentile	43.4%	0.8%	96.4%	69.0%	18.3%
Term Structure	-21.3%	-292.8%	124.2%	78.0%	-54.1%
VWIV	118.5%	66.1%	188.0%	166.6%	77.6%
Bid-Ask Spread %	127.31	81.87	165.20	105.90	141.29
Gamma HHI	0.69	0.47	1.00	0.47	0.65
Net GEX	161	-793	593	-61	593
Net DEX	-1.7K	-31.4K	27.5K	21.1K	-14.1K
Net VEX	-93	-124	-49	-67	-95
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	8.00	8.00	0.00
Total Volume	15.85	0	90	9	17
Total OI	508.6	235	704	604	280

Daily Data (20 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
2023-01-03	$2.00	$2.50	156.4%	44.8%	111.2%	25.9%	166.6%	0.0%	78.0%	-61	21.1K	-67	8.00	105.90	N/A	N/A	1	8	408	196
2023-01-04	$2.16	$2.50	130.1%	37.3%	116.2%	19.5%	127.5%	0.0%	85.1%	-134	12.3K	-84	0.00	105.83	N/A	N/A	5	0	409	169
2023-01-05	$2.20	$0.00	143.5%	22.2%	103.5%	22.7%	0.0%	0.0%	-2.2%	-91	15.2K	-81	0.00	143.59	N/A	N/A	90	0	413	169
2023-01-06	$2.25	$0.00	98.0%	101.9%	104.0%	11.8%	0.0%	0.0%	-140.1%	92	11.5K	-87	0.00	140.98	N/A	N/A	6	0	452	169
2023-01-09	$2.33	$0.00	103.2%	23.9%	104.3%	13.0%	0.0%	0.0%	-104.5%	-33	9.9K	-99	0.00	103.09	N/A	N/A	0	0	458	169
2023-01-10	$2.44	$0.00	61.0%	22.5%	104.9%	2.8%	0.0%	0.0%	-4.3%	-125	9.6K	-93	0.00	81.87	N/A	N/A	7	0	458	169
2023-01-11	$2.58	$0.00	140.9%	40.4%	102.8%	22.1%	112.1%	0.0%	-59.0%	-19	-6.2K	-101	0.00	124.98	N/A	N/A	41	0	465	169
2023-01-12	$2.75	$2.50	111.5%	32.0%	104.5%	15.0%	0.0%	0.0%	-50.9%	246	-15.1K	-119	0.00	131.85	N/A	N/A	3	0	498	169
2023-01-13	$2.85	$2.50	257.1%	73.7%	105.2%	50.2%	0.0%	0.0%	-292.8%	338	-31.4K	-123	0.71	165.20	N/A	N/A	7	5	499	169
2023-01-17	$2.67	$2.50	123.0%	35.3%	86.5%	17.8%	0.0%	0.0%	48.4%	229	-13.3K	-102	0.00	123.91	N/A	N/A	3	0	499	169
2023-01-18	$2.46	$2.50	132.6%	38.0%	91.0%	20.1%	188.0%	0.0%	-111.7%	-793	15.0K	-84	0.00	158.16	N/A	N/A	10	0	502	169
2023-01-19	$2.21	$2.50	83.1%	23.8%	90.4%	8.1%	91.3%	0.0%	0.0%	345	27.5K	-49	0.00	92.75	N/A	N/A	56	0	492	156
2023-01-20	$2.20	$2.50	105.3%	30.2%	83.0%	13.5%	0.0%	0.0%	-9.6%	252	21.0K	-76	0.00	133.50	N/A	N/A	3	0	548	156
2023-01-23	$2.32	$2.50	291.9%	83.7%	84.4%	58.6%	0.0%	0.0%	-58.5%	361	-8.5K	-93	0.00	122.32	N/A	N/A	2	0	205	30
2023-01-24	$2.33	$2.50	70.0%	20.1%	84.4%	5.0%	66.1%	0.0%	79.3%	336	-15.4K	-109	0.00	140.76	N/A	N/A	50	0	207	30
2023-01-25	$2.34	$2.50	258.6%	74.2%	82.6%	50.6%	0.0%	0.0%	6.5%	283	-15.1K	-84	0.00	142.21	N/A	N/A	1	0	257	30
2023-01-26	$2.25	$2.50	72.7%	20.8%	80.9%	5.6%	0.0%	0.0%	113.8%	443	-13.5K	-93	0.00	132.22	N/A	N/A	0	0	248	30
2023-01-27	$2.40	$2.50	120.0%	34.4%	82.2%	17.1%	0.0%	0.0%	124.2%	522	-24.1K	-124	0.00	132.18	N/A	N/A	0	0	248	30
2023-01-30	$2.25	$2.50	80.3%	23.0%	84.0%	7.5%	0.0%	0.0%	-52.9%	444	-20.8K	-105	0.00	123.61	N/A	N/A	2	0	248	30
2023-01-31	$2.34	$2.50	89.3%	25.6%	84.7%	9.6%	77.6%	0.0%	-54.1%	593	-14.1K	-95	0.00	141.29	N/A	N/A	17	0	250	30