PSNL Options History — November 2023 In November 2023, PSNL traded between $0.94 and $1.81. ATM implied volatility averaged 172.5%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 41.6%. IV traded above realized volatility by 17.0% (HV 20d: 155.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2023-11-27 : Highest Volume — 470 contracts2023-11-22 : Largest IV spike — 110.9% change2023-11-07 : Highest IV Rank — 81.5%2023-11-10 : Largest Expected Move — 81.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.25 $0.94 $1.81 $0.97 $1.50 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 172.5% 86.7% 386.4% 251.3% 107.6% Expected Move 41.6% 24.9% 81.8% 72.1% 30.8% HV 20d 155.5% 94.9% 189.1% 94.9% 189.1% HV 60d 109.5% 79.6% 127.7% 79.6% 125.4% IV Rank 29.1% 6.7% 81.5% 48.8% 11.6% IV Percentile 59.4% 17.9% 98.8% 92.5% 37.3% Term Structure 9.2% -69.4% 84.0% -69.4% 34.4% VWIV 229.7% 144.3% 315.0% 315.0% 144.3% Bid-Ask Spread % 78.98 25.10 125.70 25.10 77.30 Gamma HHI 0.97 0.81 1.00 1.00 0.93 Net GEX 109 0 767 0 318 Net DEX -5.5K -33.4K 958 582 -27.8K Net VEX -42 -214 -1 -1 -179 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.08 0.00 0.00 Total Volume 54.524 0 470 161 20 Total OI 817.619 555 1,328 555 1,328
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 2023-11-01 $0.97 $2.50 251.3% 72.1% 94.9% 48.8% 0.0% 0.0% -69.4% 0 582 -1 0.00 25.10 N/A N/A 161 0 549 6 2023-11-02 $1.16 $2.50 201.5% 36.7% 115.6% 36.8% 0.0% 0.0% 84.0% 0 696 -1 0.00 125.70 N/A N/A 11 0 621 6 2023-11-03 $1.17 $2.50 223.2% 37.3% 115.5% 42.0% 0.0% 0.0% 75.4% 0 702 -1 0.00 66.71 N/A N/A 0 0 632 6 2023-11-06 $1.08 $2.50 336.0% 42.5% 118.8% 69.3% 0.0% 0.0% -10.5% 0 648 -1 0.00 92.67 N/A N/A 27 0 636 6 2023-11-07 $0.99 $2.50 386.4% 47.3% 121.6% 81.5% 0.0% 0.0% -12.4% 0 594 -1 0.00 66.06 N/A N/A 0 0 662 6 2023-11-08 $1.19 $2.50 92.7% 26.6% 136.5% 10.5% 0.0% 0.0% 15.8% 71 -5.6K -42 0.01 107.94 N/A N/A 92 1 662 6 2023-11-09 $0.94 $2.50 177.8% 51.0% 160.5% 31.0% 315.0% 0.0% -14.8% 0 658 -1 0.07 64.66 N/A N/A 15 1 752 7 2023-11-10 $1.02 $2.50 285.5% 81.8% 163.5% 57.1% 0.0% 0.0% -14.5% 0 612 -1 0.00 76.68 N/A N/A 0 0 767 6 2023-11-13 $1.06 $2.50 162.3% 46.5% 160.0% 27.3% 0.0% 0.0% -16.7% 0 636 -1 0.00 65.84 N/A N/A 0 0 767 6 2023-11-14 $1.15 $2.50 105.3% 30.2% 162.9% 13.5% 0.0% 0.0% -33.4% 0 690 -1 0.00 90.83 N/A N/A 23 0 767 6 2023-11-15 $1.10 $2.50 169.4% 48.6% 161.1% 29.0% 0.0% 0.0% -18.1% 0 660 -1 0.00 111.65 N/A N/A 2 0 774 6 2023-11-16 $1.04 $2.50 179.9% 51.6% 162.3% 31.6% 0.0% 0.0% -20.6% 0 624 -1 0.00 80.98 N/A N/A 1 0 776 6 2023-11-17 $1.13 $2.50 166.5% 47.7% 157.8% 28.3% 0.0% 0.0% -19.9% 0 678 -1 0.00 65.59 N/A N/A 2 0 777 6 2023-11-20 $1.42 $2.50 90.3% 25.9% 175.7% 9.9% 0.0% 0.0% -17.6% 1 849 -1 0.07 81.34 N/A N/A 43 3 753 6 2023-11-21 $1.48 $2.50 86.7% 24.9% 170.3% 9.0% 0.0% 0.0% 40.6% 194 -9.5K -78 0.00 96.13 N/A N/A 41 0 793 7 2023-11-22 $1.37 $2.50 182.9% 52.4% 170.4% 30.3% 0.0% 0.0% 36.4% 0 958 -1 0.00 69.46 N/A N/A 53 0 815 7 2023-11-24 $1.56 $2.50 118.0% 33.8% 174.9% 14.2% 0.0% 0.0% 39.2% 33 -871 -17 0.00 67.89 N/A N/A 22 0 866 7 2023-11-27 $1.81 $2.50 106.8% 30.6% 179.3% 11.4% 144.3% 0.0% 49.6% 603 -30.2K -194 0.02 62.60 N/A N/A 461 9 886 15 2023-11-28 $1.63 $2.50 88.0% 25.2% 184.9% 6.7% 0.0% 0.0% 29.3% 767 -33.4K -214 0.08 46.06 N/A N/A 61 5 1,188 24 2023-11-29 $1.50 $2.50 104.2% 29.9% 188.9% 10.8% 0.0% 0.0% 35.4% 297 -18.5K -148 0.07 117.31 N/A N/A 85 6 1,231 23 2023-11-30 $1.50 $2.50 107.6% 30.8% 189.1% 11.6% 0.0% 0.0% 34.4% 318 -27.8K -179 0.00 77.30 N/A N/A 20 0 1,306 22
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