PSNL Options History — August 2023

In August 2023, PSNL traded between $1.50 and $2.23. ATM implied volatility averaged 184.4%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 48.5%. IV traded above realized volatility by 114.8% (HV 20d: 69.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.05.

Notable Days

2023-08-07: Highest Volume — 95 contracts
2023-08-03: Largest IV spike — 201.5% change
2023-08-07: Highest IV Rank — 65.3%
2023-08-10: Largest Expected Move — 80.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.84	$1.50	$2.23	$2.23	$1.81
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	184.4%	62.4%	319.3%	62.4%	173.2%
Expected Move	48.5%	17.9%	80.7%	17.9%	49.6%
HV 20d	69.6%	59.0%	83.3%	82.5%	78.7%
HV 60d	82.0%	75.7%	84.6%	81.7%	77.8%
IV Rank	32.6%	3.1%	65.3%	3.1%	29.9%
IV Percentile	73.3%	1.6%	98.8%	1.6%	77.4%
Term Structure	-27.7%	-169.9%	82.0%	27.5%	-82.7%
VWIV	88.7%	64.0%	114.2%	64.4%	112.1%
Bid-Ask Spread %	115.43	79.55	142.75	81.64	123.83
Gamma HHI	0.89	0.59	1.00	0.98	0.99
Net GEX	82	11	474	439	107
Net DEX	8.3K	-3.1K	24.6K	24.6K	151
Net VEX	-38	-93	-2	-93	-41
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.33	0.00	0.00
Total Volume	11.739	0	95	18	33
Total OI	365.826	122	621	621	154

Daily Data (23 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
2023-08-01	$2.23	$2.50	62.4%	17.9%	82.5%	3.1%	64.4%	0.0%	27.5%	439	24.6K	-93	0.00	81.64	N/A	N/A	18	0	385	236
2023-08-02	$2.17	$2.50	90.1%	25.8%	83.3%	9.8%	64.0%	0.0%	20.1%	474	14.5K	-83	0.08	117.12	N/A	N/A	13	1	372	186
2023-08-03	$2.06	$0.00	271.6%	34.7%	82.6%	53.7%	0.0%	0.0%	-19.6%	29	24.2K	-39	0.00	136.16	N/A	N/A	0	40	384	166
2023-08-04	$2.02	$0.00	187.8%	41.5%	78.3%	33.5%	0.0%	0.0%	-169.9%	68	19.5K	-31	0.00	131.71	N/A	N/A	0	10	384	126
2023-08-07	$1.92	$0.00	319.3%	37.1%	78.3%	65.3%	0.0%	0.0%	36.0%	22	14.8K	-35	0.00	104.71	N/A	N/A	95	0	384	116
2023-08-08	$1.92	$0.00	154.8%	54.3%	78.1%	25.5%	0.0%	0.0%	-60.3%	31	12.0K	-34	0.00	128.16	N/A	N/A	1	0	393	96
2023-08-09	$2.00	$0.00	182.2%	52.2%	70.8%	32.1%	0.0%	0.0%	20.2%	50	10.8K	-41	0.00	136.22	N/A	N/A	0	0	394	96
2023-08-10	$1.98	$0.00	281.4%	80.7%	69.4%	56.1%	0.0%	0.0%	-27.3%	32	14.9K	-22	0.00	117.76	N/A	N/A	5	0	394	96
2023-08-11	$2.05	$0.00	202.2%	58.0%	66.2%	36.9%	0.0%	0.0%	82.0%	51	10.1K	-44	0.00	119.88	N/A	N/A	0	0	399	96
2023-08-14	$1.92	$0.00	262.7%	75.3%	65.9%	51.6%	0.0%	0.0%	22.9%	57	9.7K	-43	0.00	142.75	N/A	N/A	0	0	399	96
2023-08-15	$1.83	$0.00	216.9%	62.2%	62.9%	40.5%	0.0%	0.0%	33.1%	15	6.9K	-34	0.00	123.89	N/A	N/A	0	0	399	96
2023-08-16	$1.77	$0.00	179.7%	51.5%	63.0%	31.5%	0.0%	0.0%	-112.7%	51	13.1K	-24	0.00	110.14	N/A	N/A	11	0	399	96
2023-08-17	$1.75	$0.00	195.9%	56.2%	61.7%	35.4%	0.0%	0.0%	-117.5%	50	8.8K	-41	0.00	127.00	N/A	N/A	1	0	409	96
2023-08-18	$1.75	$0.00	179.1%	51.3%	59.3%	31.4%	0.0%	0.0%	-93.1%	51	9.2K	-40	0.00	123.96	N/A	N/A	0	0	410	96
2023-08-21	$1.79	$0.00	99.9%	28.7%	60.5%	12.2%	0.0%	0.0%	36.9%	53	-2.4K	-42	0.00	79.55	N/A	N/A	0	0	91	31
2023-08-22	$1.77	$0.00	100.4%	28.8%	60.5%	12.3%	0.0%	0.0%	52.0%	56	-3.1K	-41	0.00	80.16	N/A	N/A	0	0	91	31
2023-08-23	$1.77	$0.00	110.8%	31.8%	59.0%	14.8%	114.2%	0.0%	20.0%	58	-1.5K	-39	0.00	111.10	N/A	N/A	1	0	91	31
2023-08-24	$1.56	$2.50	152.2%	43.6%	71.4%	24.8%	112.1%	0.0%	-32.2%	48	543	-24	0.33	108.84	N/A	N/A	3	1	92	31
2023-08-25	$1.50	$2.50	199.1%	57.1%	66.1%	36.2%	0.0%	0.0%	-37.2%	42	672	-23	0.00	104.26	N/A	N/A	17	0	95	32
2023-08-28	$1.50	$2.50	215.0%	61.6%	61.6%	40.0%	0.0%	0.0%	-151.6%	11	4.7K	-2	0.33	102.75	N/A	N/A	3	1	112	32
2023-08-29	$1.63	$2.50	250.3%	71.8%	70.4%	48.6%	0.0%	0.0%	6.7%	72	-972	-38	0.00	130.00	N/A	N/A	5	0	115	33
2023-08-30	$1.65	$2.50	153.6%	44.0%	70.9%	25.2%	0.0%	0.0%	-90.6%	29	-1.3K	-26	0.00	113.40	N/A	N/A	11	0	120	33
2023-08-31	$1.81	$2.50	173.2%	49.6%	78.7%	29.9%	0.0%	0.0%	-82.7%	107	151	-41	0.00	123.83	N/A	N/A	33	0	121	33