PSNL Options History — September 2023

In September 2023, PSNL traded between $1.19 and $1.88. ATM implied volatility averaged 185.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 39.9%. IV traded above realized volatility by 98.7% (HV 20d: 87.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2023-09-21: Highest Volume — 15 contracts
2023-09-13: Largest IV drop — 60.1% change
2023-09-11: Highest IV Rank — 88.5%
2023-09-29: Largest Expected Move — 57.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.40	$1.19	$1.88	$1.88	$1.23
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	185.8%	79.5%	415.3%	131.1%	200.7%
Expected Move	39.9%	22.8%	57.5%	37.6%	57.5%
HV 20d	87.1%	66.8%	93.2%	80.1%	66.8%
HV 60d	76.3%	71.5%	77.2%	71.5%	76.9%
IV Rank	33.0%	7.3%	88.5%	19.8%	36.6%
IV Percentile	69.5%	12.3%	99.6%	61.1%	86.1%
Term Structure	63.8%	-125.5%	208.1%	7.4%	145.1%
Bid-Ask Spread %	110.85	76.08	142.00	128.40	76.08
Gamma HHI	0.99	0.98	1.00	1.00	0.98
Net GEX	46	0	104	104	60
Net DEX	-54	-4.5K	5.0K	5.0K	-4.5K
Net VEX	-22	-38	0	-15	-32
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.00	0.00	0.00
Total Volume	1.45	0	15	0	0
Total OI	186.4	169	196	187	186

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
2023-09-01	$1.88	$2.50	131.1%	37.6%	80.1%	19.8%	0.0%	0.0%	7.4%	104	5.0K	-15	0.00	128.40	N/A	N/A	0	0	154	33
2023-09-05	$1.63	$2.50	198.1%	39.3%	92.9%	36.0%	0.0%	0.0%	-33.4%	68	-788	-38	0.00	120.55	N/A	N/A	6	0	154	33
2023-09-06	$1.58	$2.50	240.1%	26.1%	93.2%	46.1%	0.0%	0.0%	14.9%	88	-244	-37	0.00	76.78	N/A	N/A	0	0	158	33
2023-09-07	$1.58	$2.50	231.9%	52.0%	91.3%	44.1%	0.0%	0.0%	-51.0%	85	733	-31	0.00	142.00	N/A	N/A	0	0	158	33
2023-09-08	$1.50	$2.50	313.2%	49.5%	92.4%	63.8%	0.0%	0.0%	-56.1%	61	-942	-35	0.00	106.10	N/A	N/A	0	0	158	33
2023-09-11	$1.54	$2.50	415.3%	51.1%	91.9%	88.5%	0.0%	0.0%	-60.0%	63	-1.1K	-37	0.00	105.42	N/A	N/A	0	0	158	33
2023-09-12	$1.50	$2.50	407.1%	33.1%	90.0%	86.5%	0.0%	0.0%	27.9%	60	-987	-35	0.00	102.25	N/A	N/A	5	0	158	33
2023-09-13	$1.40	$2.50	162.4%	46.6%	91.4%	27.3%	0.0%	0.0%	-125.5%	27	3.3K	-12	0.00	134.51	N/A	N/A	1	0	163	33
2023-09-14	$1.42	$2.50	122.3%	35.1%	91.6%	17.6%	0.0%	0.0%	0.0%	61	-613	-35	0.00	101.68	N/A	N/A	0	0	163	33
2023-09-15	$1.40	$2.50	166.9%	47.9%	91.6%	28.4%	0.0%	0.0%	0.0%	59	-3.3K	-34	0.00	116.05	N/A	N/A	0	0	163	33
2023-09-18	$1.33	$2.50	94.8%	27.2%	92.6%	11.0%	0.0%	0.0%	199.0%	33	412	-22	0.00	110.25	N/A	N/A	0	0	162	32
2023-09-19	$1.31	$2.50	79.5%	22.8%	91.6%	7.3%	0.0%	0.0%	157.3%	48	-4.5K	-33	0.00	99.36	N/A	N/A	0	0	162	7
2023-09-20	$1.33	$2.50	97.8%	28.0%	92.2%	11.7%	0.0%	0.0%	132.8%	2	921	0	0.00	83.74	N/A	N/A	0	0	162	7
2023-09-21	$1.29	$2.50	118.8%	34.1%	92.2%	16.8%	0.0%	0.0%	-10.5%	20	-119	-10	2.00	138.73	N/A	N/A	5	10	162	7
2023-09-22	$1.27	$2.50	123.2%	35.3%	82.5%	17.8%	0.0%	0.0%	208.1%	21	874	-11	0.00	126.83	N/A	N/A	0	0	167	17
2023-09-25	$1.21	$2.50	183.4%	52.6%	83.0%	32.4%	0.0%	0.0%	149.3%	18	449	-12	0.00	124.52	N/A	N/A	0	0	167	17
2023-09-26	$1.23	$2.50	138.2%	39.6%	83.5%	21.5%	0.0%	0.0%	146.1%	16	1.7K	-5	0.00	107.22	N/A	N/A	2	0	167	17
2023-09-27	$1.23	$2.50	141.2%	40.5%	76.1%	22.2%	0.0%	0.0%	145.9%	22	674	-12	0.00	104.93	N/A	N/A	0	0	169	17
2023-09-28	$1.19	$2.50	149.8%	42.9%	75.7%	24.3%	0.0%	0.0%	151.9%	0	2.0K	0	0.00	111.63	N/A	N/A	0	0	169	17
2023-09-29	$1.23	$2.50	200.7%	57.5%	66.8%	36.6%	0.0%	0.0%	145.1%	60	-4.5K	-32	0.00	76.08	N/A	N/A	0	0	169	17