PSNL Options History — April 2023 In April 2023, PSNL traded between $2.08 and $3.15. ATM implied volatility averaged 111.5%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 31.1%. IV traded above realized volatility by 12.3% (HV 20d: 99.2%). 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 6 of 19 days. Put/call ratio averaged 0.10.
Notable Days 2023-04-05 : Highest Volume — 23 contracts2023-04-10 : Largest IV spike — 105.4% change2023-04-21 : Highest IV Rank — 40.4%2023-04-21 : Largest Expected Move — 62.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.61 $2.08 $3.15 $2.79 $2.30 Max Pain $2.89 $2.50 $5.00 $5.00 $2.50 ATM IV 111.5% 67.0% 216.5% 78.4% 99.5% Expected Move 31.1% 15.6% 62.1% 22.5% 28.5% HV 20d 99.2% 65.6% 120.1% 99.0% 120.1% HV 60d 113.7% 108.8% 119.4% 110.1% 118.1% IV Rank 15.0% 4.2% 40.4% 7.0% 12.1% IV Percentile 35.9% 4.8% 86.9% 11.5% 31.0% Term Structure -7.2% -166.9% 330.9% 66.2% -38.2% VWIV 138.4% 68.7% 286.1% 90.2% 138.5% Bid-Ask Spread % 108.86 74.92 149.63 88.05 116.67 Gamma HHI 0.54 0.46 0.99 0.50 0.50 Net GEX 684 255 1.2K 776 492 Net DEX 7.0K -15.8K 22.7K 12.2K -4.4K Net VEX -153 -283 -18 -184 -88 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.57 0.00 0.00 Total Volume 6.895 0 23 1 0 Total OI 1,606.737 546 2,001 1,958 576
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 2023-04-03 $2.79 $5.00 78.4% 22.5% 99.0% 7.0% 0.0% 0.0% 66.2% 776 12.2K -184 0.00 88.05 N/A N/A 1 0 1,770 188 2023-04-04 $2.83 $5.00 111.7% 32.0% 98.8% 15.1% 0.0% 0.0% -58.7% 934 12.8K -192 0.00 112.99 N/A N/A 0 0 1,770 188 2023-04-05 $2.68 $5.00 91.1% 26.1% 97.6% 10.1% 90.2% 0.0% -16.8% 744 17.9K -157 0.00 86.73 N/A N/A 23 0 1,770 188 2023-04-06 $2.70 $2.50 68.8% 25.4% 97.0% 4.7% 0.0% 0.0% -13.8% 733 18.9K -148 0.00 91.13 N/A N/A 0 0 1,790 188 2023-04-10 $2.71 $2.50 141.4% 15.6% 72.6% 22.2% 0.0% 0.0% 10.4% 887 123 -245 0.00 113.70 N/A N/A 0 0 1,790 188 2023-04-11 $2.70 $2.50 76.6% 25.6% 65.6% 6.6% 0.0% 0.0% -13.6% 673 22.7K -113 0.00 108.34 N/A N/A 5 0 1,790 188 2023-04-12 $2.56 $2.50 88.3% 25.3% 65.9% 9.4% 0.0% 0.0% -20.1% 768 19.4K -141 0.00 104.01 N/A N/A 0 0 1,795 188 2023-04-13 $3.15 $2.50 153.1% 43.9% 99.1% 25.1% 214.2% 0.0% -84.7% 825 -15.8K -283 0.29 125.89 N/A N/A 7 2 1,795 188 2023-04-14 $3.10 $2.50 166.8% 47.8% 99.2% 28.4% 99.5% 0.0% -166.9% 738 -10.6K -269 0.00 134.63 N/A N/A 19 0 1,802 188 2023-04-17 $2.85 $2.50 92.9% 26.6% 103.0% 10.5% 0.0% 0.0% -10.9% 899 110 -221 0.57 95.86 N/A N/A 7 4 1,809 188 2023-04-18 $2.67 $2.50 93.0% 26.7% 105.2% 10.5% 93.1% 0.0% -9.3% 695 18.5K -133 0.57 86.66 N/A N/A 7 4 1,804 192 2023-04-19 $2.67 $2.50 67.0% 19.2% 103.2% 4.2% 68.7% 0.0% 12.3% 748 16.7K -137 0.00 134.88 N/A N/A 2 0 1,811 188 2023-04-20 $2.45 $2.50 129.9% 37.2% 107.3% 19.5% 0.0% 0.0% 330.9% 1.2K 21.8K -142 0.00 123.03 N/A N/A 11 0 1,813 188 2023-04-21 $2.46 $2.50 216.5% 62.1% 107.3% 40.4% 286.1% 0.0% -56.5% 473 6.2K -202 0.00 149.63 N/A N/A 4 0 1,811 188 2023-04-24 $2.33 $2.50 88.3% 25.3% 108.1% 9.4% 0.0% 0.0% 1.9% 455 -3.9K -92 0.00 101.83 N/A N/A 2 0 498 48 2023-04-25 $2.20 $2.50 98.2% 28.2% 109.7% 11.8% 0.0% 0.0% 23.7% 260 2.9K -18 0.00 116.19 N/A N/A 2 0 499 48 2023-04-26 $2.08 $2.50 117.0% 33.5% 107.5% 16.3% 117.0% 0.0% -46.3% 255 2.3K -50 0.00 74.92 N/A N/A 9 0 499 48 2023-04-27 $2.40 $2.50 140.3% 40.2% 119.6% 22.0% 138.5% 0.0% -47.0% 458 -5.7K -93 0.00 103.25 N/A N/A 22 0 508 48 2023-04-28 $2.30 $2.50 99.5% 28.5% 120.1% 12.1% 0.0% 0.0% -38.2% 492 -4.4K -88 0.00 116.67 N/A N/A 0 0 528 48
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