PSNL Options History — October 2023 In October 2023, PSNL traded between $0.94 and $1.21. ATM implied volatility averaged 195.9%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 58.9%. IV traded above realized volatility by 130.7% (HV 20d: 65.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-27 : Highest Volume — 423 contracts2023-10-18 : Largest IV spike — 137.8% change2023-10-24 : Highest IV Rank — 60.6%2023-10-05 : Largest Expected Move — 100.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.08 $0.94 $1.21 $1.21 $0.96 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 195.9% 103.2% 300.1% 227.4% 243.2% Expected Move 58.9% 29.6% 100.0% 65.2% 69.7% HV 20d 65.2% 41.7% 95.7% 63.3% 94.8% HV 60d 73.7% 68.1% 80.2% 74.8% 79.6% IV Rank 35.4% 13.0% 60.6% 43.0% 46.9% IV Percentile 77.5% 36.9% 97.2% 90.9% 91.3% Term Structure 24.5% -207.9% 151.1% 145.7% -66.0% VWIV 336.0% 336.0% 336.0% 336.0% 336.0% Bid-Ask Spread % 86.41 20.21 123.93 78.60 23.04 Gamma HHI 1.00 0.98 1.00 0.98 1.00 Net GEX 13 0 68 44 0 Net DEX 171 -5.2K 2.0K -5.2K 576 Net VEX -8 -34 0 -30 -1 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 58.091 0 423 0 150 Total OI 255.682 148 555 186 555
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 2023-10-02 $1.21 $2.50 227.4% 65.2% 63.3% 43.0% 0.0% 0.0% 145.7% 44 -5.2K -30 0.00 78.60 N/A N/A 0 0 169 17 2023-10-03 $1.19 $2.50 233.2% 66.9% 44.4% 44.5% 0.0% 0.0% 147.6% 40 -4.8K -30 0.00 78.60 N/A N/A 0 0 169 17 2023-10-04 $1.16 $2.50 180.6% 51.8% 44.2% 31.7% 0.0% 0.0% 151.1% 0 2.0K 0 0.00 85.23 N/A N/A 15 0 169 17 2023-10-05 $1.19 $0.00 235.1% 100.0% 46.3% 44.9% 0.0% 0.0% -168.2% 59 -2.6K -30 0.00 123.93 N/A N/A 0 0 184 17 2023-10-06 $1.17 $0.00 237.3% 75.0% 44.1% 45.5% 336.0% 0.0% -207.9% 68 -4.1K -34 0.00 102.88 N/A N/A 16 0 184 17 2023-10-09 $1.15 $2.50 177.2% 82.7% 41.7% 30.9% 0.0% 0.0% 63.5% 27 578 -13 0.00 91.11 N/A N/A 0 0 200 17 2023-10-10 $1.19 $2.50 178.8% 39.4% 44.8% 31.3% 0.0% 0.0% 103.9% 28 173 -16 0.00 100.96 N/A N/A 10 0 200 17 2023-10-11 $1.10 $2.50 261.1% 74.8% 46.6% 51.2% 0.0% 0.0% 53.5% 0 1.9K 0 0.00 97.30 N/A N/A 0 0 210 17 2023-10-12 $1.06 $2.50 153.1% 43.9% 46.3% 25.1% 0.0% 0.0% 20.2% 0 1.8K 0 0.00 102.58 N/A N/A 0 0 210 17 2023-10-13 $1.06 $2.50 107.9% 30.9% 46.6% 14.2% 0.0% 0.0% 66.6% 0 1.8K 0 0.00 121.66 N/A N/A 0 0 210 17 2023-10-16 $1.17 $2.50 148.5% 42.6% 59.3% 24.0% 0.0% 0.0% 98.6% 27 895 -12 0.00 70.59 N/A N/A 0 0 210 17 2023-10-17 $1.17 $2.50 103.2% 29.6% 59.3% 13.0% 0.0% 0.0% 106.9% 0 2.0K 0 0.00 115.26 N/A N/A 0 0 210 17 2023-10-18 $1.08 $2.50 245.4% 70.4% 64.2% 47.4% 0.0% 0.0% 49.2% 0 1.8K 0 0.00 103.04 N/A N/A 0 0 210 17 2023-10-19 $1.08 $2.50 224.8% 64.5% 63.9% 42.4% 0.0% 0.0% 33.3% 0 1.8K 0 0.00 108.84 N/A N/A 0 0 210 17 2023-10-20 $0.95 $2.50 134.2% 38.5% 76.7% 20.5% 0.0% 0.0% -39.5% 0 1.6K 0 0.00 82.26 N/A N/A 0 1 210 17 2023-10-23 $0.94 $2.50 143.4% 41.1% 75.6% 22.7% 0.0% 0.0% -45.1% 0 564 0 0.00 54.28 N/A N/A 0 0 142 6 2023-10-24 $1.08 $2.50 300.1% 86.0% 92.5% 60.6% 0.0% 0.0% 125.1% 0 648 0 0.00 88.42 N/A N/A 150 0 142 6 2023-10-25 $1.00 $2.50 228.8% 65.6% 95.7% 43.4% 0.0% 0.0% 0.0% 0 600 0 0.00 114.17 N/A N/A 343 0 266 6 2023-10-26 $1.00 $2.50 144.4% 41.4% 95.4% 23.0% 0.0% 0.0% -7.3% 0 600 0 0.00 70.24 N/A N/A 167 0 362 6 2023-10-27 $0.97 $2.50 152.1% 43.6% 94.4% 24.8% 0.0% 0.0% -52.8% 0 582 0 0.00 20.21 N/A N/A 423 0 366 6 2023-10-30 $0.95 $2.50 250.5% 71.8% 94.4% 48.6% 0.0% 0.0% -62.9% 0 570 -1 0.00 67.71 N/A N/A 3 0 546 6 2023-10-31 $0.96 $2.50 243.2% 69.7% 94.8% 46.9% 0.0% 0.0% -66.0% 0 576 -1 0.00 23.04 N/A N/A 150 0 549 6
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