PSNL Options History — June 2023 In June 2023, PSNL traded between $1.88 and $2.54. ATM implied volatility averaged 113.0%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 12.8% (HV 20d: 100.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-21 : Highest Volume — 61 contracts2023-06-12 : Largest IV spike — 109.3% change2023-06-12 : Highest IV Rank — 64.7%2023-06-05 : Largest Expected Move — 44.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.10 $1.88 $2.54 $1.92 $1.88 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 113.0% 69.8% 317.1% 150.1% 89.7% Expected Move 26.4% 19.6% 44.0% 43.0% 25.7% HV 20d 100.2% 59.8% 109.7% 59.8% 101.1% HV 60d 98.6% 95.2% 102.4% 95.2% 96.1% IV Rank 15.4% 4.9% 64.7% 24.4% 9.7% IV Percentile 34.7% 4.8% 98.4% 67.1% 24.6% Term Structure 26.4% -97.1% 152.4% -30.6% 48.2% VWIV 112.7% 54.0% 154.3% 154.3% 54.0% Bid-Ask Spread % 78.67 45.25 119.58 119.58 45.25 Gamma HHI 0.76 0.39 1.00 0.49 0.93 Net GEX 409 18 1.1K 238 19 Net DEX -1.4K -20.7K 11.4K 38 11.3K Net VEX -64 -134 -11 -73 -12 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 7.381 0 61 16 0 Total OI 676.857 615 705 657 676
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 2023-06-01 $1.92 $2.50 150.1% 43.0% 59.8% 24.4% 154.3% 0.0% -30.6% 238 38 -73 0.00 119.58 N/A N/A 16 0 587 70 2023-06-02 $2.04 $2.50 116.7% 33.5% 62.1% 16.3% 0.0% 0.0% 15.3% 264 204 -73 0.00 85.40 N/A N/A 1 0 596 70 2023-06-05 $2.44 $2.50 121.2% 44.0% 89.8% 17.3% 140.1% 0.0% -21.1% 857 -20.1K -134 0.00 81.41 N/A N/A 48 0 596 70 2023-06-06 $2.54 $2.50 90.2% 19.8% 90.7% 9.9% 0.0% 0.0% 38.0% 1.1K -20.7K -99 0.00 111.03 N/A N/A 3 0 625 71 2023-06-07 $2.17 $2.50 77.9% 28.8% 107.7% 6.9% 102.6% 0.0% -7.4% 334 -3.1K -79 0.00 76.37 N/A N/A 2 0 624 71 2023-06-08 $2.12 $2.50 126.3% 23.5% 105.1% 18.6% 0.0% 0.0% -1.7% 293 1.6K -60 0.00 109.13 N/A N/A 0 0 626 71 2023-06-09 $2.21 $2.50 151.5% 25.3% 106.0% 24.7% 0.0% 0.0% -20.2% 811 -12.3K -86 0.00 52.08 N/A N/A 5 0 627 71 2023-06-12 $2.29 $2.50 317.1% 28.0% 106.6% 64.7% 0.0% 0.0% -97.1% 613 -14.2K -75 0.00 65.87 N/A N/A 0 0 618 71 2023-06-13 $2.33 $2.50 217.7% 19.6% 106.4% 40.7% 0.0% 0.0% 50.5% 539 -5.0K -84 0.00 111.88 N/A N/A 1 0 618 71 2023-06-14 $2.15 $2.50 95.5% 27.4% 109.6% 11.1% 0.0% 0.0% -12.2% 381 -3.6K -71 0.00 67.49 N/A N/A 10 0 619 71 2023-06-15 $2.15 $2.50 69.8% 20.0% 109.6% 4.9% 0.0% 0.0% 0.0% 428 154 -70 0.00 104.10 N/A N/A 0 0 634 71 2023-06-16 $2.10 $2.50 80.0% 22.9% 109.7% 7.4% 0.0% 0.0% 42.7% 371 -2.7K -71 0.00 84.53 N/A N/A 0 1 634 71 2023-06-20 $2.08 $2.50 73.6% 21.1% 107.4% 5.9% 0.0% 0.0% 115.6% 407 3.8K -56 0.00 96.24 N/A N/A 1 0 545 70 2023-06-21 $2.01 $2.50 84.3% 24.2% 107.5% 8.4% 54.0% 0.0% 1.3% 362 1.6K -59 0.00 86.94 N/A N/A 61 0 545 70 2023-06-22 $2.04 $2.50 80.8% 23.2% 106.9% 7.6% 0.0% 0.0% 48.0% 542 -48 -69 0.00 55.44 N/A N/A 0 0 606 70 2023-06-23 $1.96 $2.50 86.3% 24.7% 104.8% 8.9% 0.0% 0.0% 49.2% 424 5.9K -40 0.00 52.95 N/A N/A 0 0 606 70 2023-06-26 $1.96 $2.50 85.0% 24.4% 104.2% 8.6% 0.0% 0.0% 48.7% 449 2.1K -60 0.00 55.99 N/A N/A 2 0 606 70 2023-06-27 $1.90 $2.50 84.8% 24.3% 104.7% 8.6% 0.0% 0.0% 68.4% 56 7.4K -35 0.00 45.79 N/A N/A 0 0 606 70 2023-06-28 $1.90 $2.50 86.6% 24.8% 102.5% 9.0% 0.0% 0.0% 39.9% 18 11.4K -11 0.00 78.87 N/A N/A 3 0 606 70 2023-06-29 $1.90 $2.50 88.5% 25.4% 102.5% 9.5% 0.0% 0.0% 152.4% 39 7.0K -37 0.00 65.66 N/A N/A 1 0 605 70 2023-06-30 $1.88 $2.50 89.7% 25.7% 101.1% 9.7% 0.0% 0.0% 48.2% 19 11.3K -12 0.00 45.25 N/A N/A 0 0 606 70
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