PSNL Options History — May 2023 In May 2023, PSNL traded between $1.83 and $2.48. ATM implied volatility averaged 126.2%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 37.2%. IV traded above realized volatility by 29.6% (HV 20d: 96.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-31 : Highest Volume — 53 contracts2023-05-25 : Largest IV spike — 170.6% change2023-05-25 : Highest IV Rank — 60.0%2023-05-25 : Largest Expected Move — 85.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.13 $1.83 $2.48 $2.33 $1.83 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 126.2% 81.8% 297.4% 140.1% 160.0% Expected Move 37.2% 22.2% 85.3% 40.2% 45.9% HV 20d 96.6% 68.3% 122.6% 114.5% 69.3% HV 60d 99.7% 94.7% 113.7% 113.7% 94.7% IV Rank 18.6% 7.8% 60.0% 21.9% 26.7% IV Percentile 45.1% 15.1% 97.6% 57.9% 72.2% Term Structure -1.3% -50.8% 176.2% 26.2% -46.3% VWIV 125.7% 99.2% 143.9% 128.1% 143.9% Bid-Ask Spread % 119.25 90.97 157.24 119.28 120.99 Gamma HHI 0.56 0.46 0.72 0.48 0.51 Net GEX 325 16 650 434 16 Net DEX -3.6K -49.1K 8.6K -6.8K 8.6K Net VEX -87 -187 -29 -84 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 12.545 0 53 10 53 Total OI 616.273 569 665 576 604
Daily Data (22 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 2023-05-01 $2.33 $2.50 140.1% 40.2% 114.5% 21.9% 128.1% 0.0% 26.2% 434 -6.8K -84 0.00 119.28 N/A N/A 10 0 528 48 2023-05-02 $2.24 $2.50 89.9% 25.8% 114.6% 9.8% 0.0% 0.0% 15.6% 636 -8.0K -99 0.00 122.45 N/A N/A 0 0 533 48 2023-05-03 $2.48 $2.50 166.1% 47.6% 121.2% 28.2% 137.4% 0.0% 176.2% 586 -16.8K -130 0.00 120.66 N/A N/A 29 0 533 48 2023-05-04 $2.33 $2.50 81.8% 41.8% 121.7% 7.8% 0.0% 0.0% -43.8% 650 -9.6K -116 0.00 123.50 N/A N/A 15 0 535 48 2023-05-05 $2.26 $2.50 105.3% 64.1% 121.8% 13.5% 0.0% 0.0% -50.8% 559 -49.1K -187 0.00 157.24 N/A N/A 0 25 544 48 2023-05-08 $2.26 $2.50 118.8% 24.6% 121.8% 16.8% 0.0% 0.0% -3.0% 458 152 -78 0.00 95.48 N/A N/A 37 0 544 73 2023-05-09 $2.25 $2.50 152.3% 22.2% 121.8% 24.9% 0.0% 0.0% 14.5% 570 -5.4K -85 0.00 90.97 N/A N/A 0 0 579 73 2023-05-10 $2.10 $2.50 83.0% 23.8% 122.6% 8.1% 0.0% 0.0% 4.9% 183 4.5K -69 0.00 107.63 N/A N/A 0 0 579 73 2023-05-11 $2.08 $2.50 93.1% 26.7% 92.0% 10.6% 0.0% 0.0% 9.6% 286 -20.1K -175 0.00 119.20 N/A N/A 0 0 579 73 2023-05-12 $2.10 $2.50 99.2% 28.4% 92.6% 12.0% 0.0% 0.0% 5.2% 256 2.4K -83 0.00 124.59 N/A N/A 0 0 579 73 2023-05-15 $2.16 $2.50 98.7% 28.3% 90.8% 11.9% 0.0% 0.0% 8.2% 160 6.1K -59 0.00 128.31 N/A N/A 1 0 579 73 2023-05-16 $2.08 $2.50 100.3% 28.7% 89.2% 12.3% 0.0% 0.0% 6.5% 140 6.2K -54 0.00 140.33 N/A N/A 3 0 579 73 2023-05-17 $2.08 $2.50 107.1% 30.7% 89.2% 14.0% 0.0% 0.0% 5.8% 152 5.9K -60 0.00 124.59 N/A N/A 0 0 582 73 2023-05-18 $2.04 $2.50 133.6% 38.3% 85.0% 20.3% 116.8% 0.0% -14.3% 157 3.8K -64 0.00 103.74 N/A N/A 11 0 582 73 2023-05-19 $2.17 $2.50 129.2% 37.0% 88.6% 19.3% 128.5% 0.0% -11.4% 296 -954 -98 0.00 109.05 N/A N/A 51 0 592 73 2023-05-22 $2.10 $2.50 88.7% 25.4% 87.4% 9.5% 99.2% 0.0% -20.9% 413 -2.7K -101 0.00 108.86 N/A N/A 1 0 499 70 2023-05-23 $2.17 $2.50 201.2% 57.7% 86.1% 36.7% 143.9% 0.0% -41.8% 149 5.6K -60 0.00 130.40 N/A N/A 33 0 500 70 2023-05-24 $2.02 $2.50 109.9% 31.5% 87.6% 14.6% 0.0% 0.0% -34.4% 319 839 -68 0.00 128.53 N/A N/A 2 0 528 70 2023-05-25 $1.96 $2.50 297.4% 85.3% 69.3% 60.0% 0.0% 0.0% -21.5% 225 -2.8K -70 0.00 141.82 N/A N/A 0 0 530 70 2023-05-26 $1.94 $2.50 134.6% 38.6% 68.3% 20.6% 0.0% 0.0% -24.4% 351 -3.4K -84 0.00 105.06 N/A N/A 1 0 530 70 2023-05-30 $1.83 $2.50 86.4% 24.8% 70.0% 8.9% 0.0% 0.0% 11.0% 161 2.2K -67 0.00 100.87 N/A N/A 4 0 530 70 2023-05-31 $1.83 $2.50 160.0% 45.9% 69.3% 26.7% 0.0% 0.0% -46.3% 16 8.6K -29 0.00 120.99 N/A N/A 53 0 534 70
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