PSNL Options History — December 2023

In December 2023, PSNL traded between $1.27 and $2.31. ATM implied volatility averaged 142.8%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 3.1% (HV 20d: 139.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.04.

Notable Days

2023-12-27: Highest Volume — 308 contracts
2023-12-13: Largest IV drop — 68.6% change
2023-12-12: Highest IV Rank — 60.1%
2023-12-26: Largest Expected Move — 50.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.58	$1.27	$2.31	$1.48	$2.05
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	142.8%	95.1%	302.4%	113.7%	151.6%
Expected Move	34.8%	18.9%	50.2%	32.6%	43.5%
HV 20d	139.7%	104.7%	181.0%	180.0%	126.1%
HV 60d	129.6%	125.4%	141.4%	125.4%	141.4%
IV Rank	21.5%	8.5%	60.1%	13.1%	25.6%
IV Percentile	54.7%	27.0%	96.4%	42.1%	66.7%
Term Structure	0.3%	-117.2%	96.0%	31.8%	51.0%
VWIV	131.9%	101.4%	159.6%	142.5%	151.6%
Bid-Ask Spread %	107.61	55.87	151.72	55.87	84.35
Gamma HHI	0.94	0.85	1.00	0.94	0.96
Net GEX	320	0	1.8K	355	584
Net DEX	-25.0K	-147.8K	3.2K	-22.3K	-73.4K
Net VEX	-133	-454	-1	-177	-294
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.40	0.40	0.00
Total Volume	60	0	308	7	65
Total OI	1,395.55	1,301	1,547	1,348	1,544

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
2023-12-01	$1.48	$2.50	113.7%	32.6%	180.0%	13.1%	0.0%	0.0%	31.8%	355	-22.3K	-177	0.40	55.87	N/A	N/A	5	2	1,326	22
2023-12-04	$1.58	$2.50	115.6%	41.4%	181.0%	13.6%	142.5%	0.0%	-31.4%	335	-26.8K	-183	0.00	110.52	N/A	N/A	4	0	1,325	22
2023-12-05	$1.60	$2.50	118.7%	40.9%	177.5%	14.4%	0.0%	0.0%	2.6%	866	-46.1K	-268	0.00	91.60	N/A	N/A	4	0	1,329	22
2023-12-06	$1.48	$2.50	141.9%	41.7%	176.8%	20.1%	0.0%	0.0%	-45.6%	396	-27.0K	-178	0.33	110.38	N/A	N/A	6	2	1,325	22
2023-12-07	$1.48	$2.50	150.6%	42.0%	165.9%	22.3%	0.0%	0.0%	-37.4%	317	-19.2K	-155	0.00	106.25	N/A	N/A	28	0	1,331	22
2023-12-08	$1.40	$2.50	174.6%	18.9%	140.7%	28.3%	104.3%	0.0%	14.8%	96	-6.9K	-74	0.00	87.77	N/A	N/A	12	0	1,359	22
2023-12-11	$1.33	$2.50	247.3%	27.8%	140.9%	46.4%	0.0%	0.0%	30.5%	0	2.9K	-1	0.00	113.66	N/A	N/A	1	0	1,348	22
2023-12-12	$1.27	$2.50	302.4%	22.6%	142.1%	60.1%	0.0%	0.0%	7.3%	0	2.8K	-1	0.00	114.83	N/A	N/A	0	0	1,349	22
2023-12-13	$1.40	$2.50	95.1%	27.3%	143.3%	8.5%	0.0%	0.0%	56.4%	0	3.1K	-1	0.00	105.90	N/A	N/A	4	0	1,349	22
2023-12-14	$1.52	$2.50	95.6%	27.4%	144.0%	8.6%	0.0%	0.0%	0.0%	93	-7.4K	-71	0.00	134.93	N/A	N/A	166	0	1,349	22
2023-12-15	$1.46	$2.50	126.1%	36.2%	143.0%	18.4%	123.2%	0.0%	-54.9%	0	3.2K	-2	0.00	151.72	N/A	N/A	3	0	1,525	22
2023-12-18	$1.46	$2.50	107.8%	30.9%	141.0%	13.2%	0.0%	0.0%	0.1%	348	-18.1K	-129	0.00	119.44	N/A	N/A	1	0	1,291	10
2023-12-19	$1.52	$2.50	112.5%	32.3%	116.5%	14.6%	132.7%	0.0%	0.0%	111	-12.5K	-87	0.00	119.27	N/A	N/A	0	3	1,291	10
2023-12-20	$1.44	$2.50	118.3%	33.9%	117.3%	16.2%	101.4%	0.0%	6.9%	137	-9.1K	-85	0.00	118.94	N/A	N/A	163	0	1,292	10
2023-12-21	$1.50	$2.50	105.3%	30.2%	114.6%	12.5%	0.0%	0.0%	0.0%	116	-14.7K	-97	0.00	116.29	N/A	N/A	1	0	1,418	10
2023-12-22	$1.48	$2.50	124.3%	35.6%	104.7%	17.9%	0.0%	0.0%	90.9%	0	1.5K	-1	0.00	118.99	N/A	N/A	5	0	1,421	10
2023-12-26	$1.77	$2.50	175.0%	50.2%	110.9%	32.2%	159.6%	0.0%	-117.2%	182	-16.6K	-117	0.00	85.62	N/A	N/A	154	0	1,427	10
2023-12-27	$2.00	$2.50	148.1%	42.4%	112.0%	24.6%	148.1%	0.0%	-97.1%	653	-65.2K	-277	0.00	97.26	N/A	N/A	308	0	1,499	10
2023-12-28	$2.31	$2.50	131.9%	37.8%	115.9%	20.0%	123.6%	0.0%	96.0%	1.8K	-147.8K	-454	0.00	108.63	N/A	N/A	263	0	1,491	10
2023-12-29	$2.05	$2.50	151.6%	43.5%	126.1%	25.6%	151.6%	0.0%	51.0%	584	-73.4K	-294	0.00	84.35	N/A	N/A	65	0	1,534	10