PSNL Options History — February 2023 In February 2023, PSNL traded between $2.57 and $4.16. ATM implied volatility averaged 126.3%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 35.1%. IV traded below realized volatility by 5.1% (HV 20d: 131.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.13.
Notable Days 2023-02-03 : Highest Volume — 2,208 contracts2023-02-24 : Largest IV spike — 61.6% change2023-02-24 : Highest IV Rank — 34.5%2023-02-24 : Largest Expected Move — 55.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.37 $2.57 $4.16 $2.57 $3.04 Max Pain $4.47 $2.50 $5.00 $2.50 $5.00 ATM IV 126.3% 81.6% 192.1% 114.0% 165.9% Expected Move 35.1% 23.4% 55.1% 32.7% 47.6% HV 20d 131.4% 89.9% 141.8% 89.9% 133.5% HV 60d 115.0% 104.4% 119.6% 104.4% 113.5% IV Rank 18.6% 7.8% 34.5% 15.6% 28.2% IV Percentile 46.0% 13.1% 79.8% 40.1% 71.4% Term Structure -0.9% -195.8% 202.0% 25.4% -19.4% VWIV 111.5% 62.6% 190.7% 62.6% 127.2% Bid-Ask Spread % 92.12 58.16 125.54 125.54 92.55 Gamma HHI 0.63 0.50 0.75 0.71 0.75 Net GEX 2.7K 266 4.9K 613 2.4K Net DEX -83.3K -235.3K 23.5K -19.0K -20.2K Net VEX -808 -1.2K -107 -107 -662 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 1.00 0.00 0.00 Total Volume 290 1 2,208 14 3 Total OI 2,306.421 267 3,169 267 2,632
Daily Data (19 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 2023-02-01 $2.57 $2.50 114.0% 32.7% 89.9% 15.6% 62.6% 0.0% 25.4% 613 -19.0K -107 0.00 125.54 N/A N/A 14 0 237 30 2023-02-02 $2.99 $2.50 142.3% 52.2% 100.3% 22.5% 0.0% 0.0% -195.8% 266 -39.5K -117 0.00 110.39 N/A N/A 33 0 243 30 2023-02-03 $3.88 $2.50 171.1% 38.4% 132.6% 29.4% 148.0% 0.0% -18.1% 353 -60.9K -170 0.11 80.90 N/A N/A 1,989 219 276 30 2023-02-06 $3.98 $2.50 131.3% 30.6% 132.6% 19.8% 119.3% 0.0% -22.5% 2.5K -184.7K -992 0.12 71.98 N/A N/A 987 117 1,606 230 2023-02-07 $4.16 $5.00 152.2% 29.5% 132.7% 24.9% 101.2% 0.0% 2.0% 4.9K -235.3K -1.1K 0.00 83.81 N/A N/A 660 0 1,726 256 2023-02-08 $3.74 $5.00 119.0% 34.1% 140.9% 16.8% 92.5% 0.0% -9.0% 3.3K -164.4K -998 0.25 85.68 N/A N/A 520 131 1,940 265 2023-02-09 $3.60 $5.00 92.3% 26.5% 141.8% 10.4% 106.6% 0.0% -16.6% 3.3K -129.4K -1.1K 0.23 77.18 N/A N/A 437 101 2,240 395 2023-02-10 $3.54 $5.00 88.2% 25.3% 141.1% 9.4% 138.5% 0.0% -14.6% 3.7K -122.1K -1.2K 0.00 118.73 N/A N/A 43 0 2,673 496 2023-02-13 $3.47 $5.00 117.7% 33.7% 141.3% 16.5% 0.0% 0.0% -25.9% 3.5K -103.0K -1.1K 1.00 116.86 N/A N/A 6 6 2,641 496 2023-02-14 $3.42 $5.00 146.7% 42.1% 138.8% 23.5% 0.0% 0.0% 75.3% 3.6K -82.2K -1.0K 0.00 92.32 N/A N/A 30 0 2,637 491 2023-02-15 $3.50 $5.00 108.8% 31.2% 134.3% 14.4% 130.0% 0.0% -14.5% 3.6K -72.8K -1.0K 0.17 71.82 N/A N/A 6 1 2,587 491 2023-02-16 $3.52 $5.00 114.3% 32.8% 126.1% 15.7% 66.7% 0.0% -27.4% 3.7K -69.0K -998 0.19 90.44 N/A N/A 106 20 2,588 490 2023-02-17 $3.34 $5.00 81.6% 23.4% 128.6% 7.8% 0.0% 0.0% 32.0% 3.0K -27.7K -795 0.00 102.52 N/A N/A 2 0 2,609 470 2023-02-21 $3.01 $5.00 116.6% 33.4% 135.3% 16.2% 77.6% 0.0% -129.6% 1.8K 23.5K -500 0.09 90.54 N/A N/A 35 3 2,223 357 2023-02-22 $3.17 $5.00 115.9% 33.2% 136.0% 16.1% 88.3% 0.0% 181.6% 2.8K -105.9K -964 0.00 103.63 N/A N/A 9 0 2,244 354 2023-02-23 $3.13 $5.00 118.9% 34.1% 136.3% 16.8% 0.0% 0.0% 202.0% 3.0K -47.3K -834 0.00 58.16 N/A N/A 1 0 2,251 354 2023-02-24 $2.94 $5.00 192.1% 55.1% 137.8% 34.5% 190.7% 0.0% -81.1% 2.6K -92.4K -887 0.00 88.98 N/A N/A 0 21 2,252 354 2023-02-27 $3.01 $5.00 111.0% 31.8% 136.5% 14.9% 127.2% 0.0% 39.5% 2.5K -29.7K -672 0.25 88.32 N/A N/A 8 2 2,252 376 2023-02-28 $3.04 $5.00 165.9% 47.6% 133.5% 28.2% 0.0% 0.0% -19.4% 2.4K -20.2K -662 0.00 92.55 N/A N/A 3 0 2,255 377
« Jan 2023 | All History | Mar 2023 » Home PSNL History February 2023