PSNL Options History — July 2023 In July 2023, PSNL traded between $1.81 and $2.37. ATM implied volatility averaged 98.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 26.4% (HV 20d: 72.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2023-07-20 : Highest Volume — 382 contracts2023-07-18 : Largest IV spike — 257.6% change2023-07-18 : Highest IV Rank — 46.3%2023-07-18 : Largest Expected Move — 69.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.13 $1.81 $2.37 $1.88 $2.37 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 98.4% 61.9% 240.8% 130.9% 80.4% Expected Move 25.6% 17.8% 69.0% 37.5% 23.0% HV 20d 72.0% 57.3% 98.5% 98.5% 78.4% HV 60d 89.6% 81.7% 98.0% 95.6% 81.7% IV Rank 11.8% 3.0% 46.3% 19.7% 7.5% IV Percentile 30.0% 1.2% 92.5% 61.1% 17.5% Term Structure 29.0% -102.1% 141.4% 67.6% 49.7% VWIV 78.1% 32.1% 128.9% 127.9% 70.9% Bid-Ask Spread % 98.45 46.13 145.73 46.13 111.34 Gamma HHI 0.83 0.38 0.99 0.40 0.99 Net GEX 396 33 849 44 778 Net DEX 10.7K -24.3K 38.2K 7.9K 6.7K Net VEX -1711.12B -34222.34B -26 -30 -124 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 3.33 0.00 0.00 Total Volume 51.4 0 382 120 48 Total OI 794.45 659 1,363 676 665
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 2023-07-03 $1.88 $2.50 130.9% 37.5% 98.5% 19.7% 127.9% 0.0% 67.6% 44 7.9K -30 0.00 46.13 N/A N/A 120 0 606 70 2023-07-05 $1.92 $2.50 104.6% 30.0% 71.9% 13.3% 0.0% 0.0% 51.0% 137 3.6K -46 0.00 91.76 N/A N/A 1 0 589 70 2023-07-06 $1.81 $2.50 119.8% 18.1% 71.0% 17.0% 0.0% 0.0% 60.1% 33 8.4K -26 0.00 106.25 N/A N/A 0 0 590 70 2023-07-07 $1.96 $2.50 121.7% 18.7% 57.3% 17.5% 42.0% 0.0% 48.4% 154 6.9K -39 3.13 115.80 N/A N/A 8 25 590 70 2023-07-10 $2.06 $2.50 104.8% 19.7% 60.0% 13.4% 48.4% 0.0% 44.8% 167 8.3K -694.0K 0.00 101.61 N/A N/A 2 0 595 70 2023-07-11 $2.08 $2.50 110.8% 23.1% 58.0% 14.8% 0.0% 0.0% -102.1% 65 6.5K -36 0.00 123.06 N/A N/A 0 0 597 70 2023-07-12 $2.29 $2.50 108.9% 31.2% 66.7% 14.4% 115.4% 0.0% -29.6% 667 -9.4K -66 0.12 96.90 N/A N/A 51 6 597 70 2023-07-13 $2.19 $2.50 78.5% 22.5% 68.2% 7.0% 81.9% 0.0% -11.0% 849 -7.8K -76 0.00 91.17 N/A N/A 4 0 647 76 2023-07-14 $2.04 $2.50 129.0% 37.0% 66.8% 19.3% 128.9% 0.0% -33.8% 130 14.4K -58 0.33 96.11 N/A N/A 121 40 682 156 2023-07-17 $2.17 $2.50 67.3% 19.3% 70.7% 4.3% 124.2% 0.0% -49.3% 134 31.3K -43 0.00 102.82 N/A N/A 30 0 803 196 2023-07-18 $2.30 $2.50 240.8% 69.0% 72.9% 46.3% 32.1% 0.0% -31.2% 691 -24.3K -34222.34B 0.00 145.73 N/A N/A 10 0 833 196 2023-07-19 $2.23 $2.50 90.6% 26.0% 73.8% 10.0% 90.9% 0.0% 41.9% 491 14.6K -105 0.00 93.16 N/A N/A 33 0 843 196 2023-07-20 $2.13 $2.50 65.8% 18.9% 74.7% 3.9% 76.3% 0.0% 0.0% 100 24.5K -39 1.69 79.58 N/A N/A 142 240 864 146 2023-07-21 $2.21 $2.50 75.0% 21.5% 75.6% 6.2% 75.0% 0.0% -6.2% 576 38.2K -138 3.33 113.30 N/A N/A 6 20 977 386 2023-07-24 $2.17 $2.50 67.0% 19.2% 74.3% 4.2% 75.8% 0.0% 36.8% 552 20.3K -125 0.00 104.11 N/A N/A 0 30 483 266 2023-07-25 $2.15 $2.50 61.9% 17.8% 74.5% 3.0% 49.0% 0.0% 47.6% 554 12.9K -109 0.00 86.26 N/A N/A 2 0 483 236 2023-07-26 $2.21 $2.50 64.5% 18.5% 73.6% 3.7% 45.0% 0.0% 140.3% 628 20.6K -113 0.00 95.64 N/A N/A 1 0 483 236 2023-07-27 $2.13 $2.50 77.3% 22.2% 75.3% 6.7% 89.5% 0.0% 141.4% 493 14.9K -108 0.00 90.27 N/A N/A 60 0 485 236 2023-07-28 $2.26 $2.50 68.6% 19.7% 77.6% 4.6% 54.9% 0.0% 84.2% 673 15.2K -113 0.00 77.94 N/A N/A 28 0 425 236 2023-07-31 $2.37 $2.50 80.4% 23.0% 78.4% 7.5% 70.9% 0.0% 49.7% 778 6.7K -124 0.00 111.34 N/A N/A 48 0 429 236
« Jun 2023 | All History | Aug 2023 » Home PSNL History July 2023