PSNL Options History — January 2024 In January 2024, PSNL traded between $1.35 and $2.20. ATM implied volatility averaged 112.6%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 35.4%. IV traded below realized volatility by 8.5% (HV 20d: 121.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-05 : Highest Volume — 66 contracts2024-01-16 : Largest IV spike — 106.1% change2024-01-26 : Highest IV Rank — 35.4%2024-01-05 : Largest Expected Move — 84.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.74 $1.35 $2.20 $2.06 $1.35 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 112.6% 64.5% 187.1% 82.5% 121.2% Expected Move 35.4% 20.7% 84.8% 23.7% 34.7% HV 20d 121.1% 88.5% 131.1% 125.7% 88.8% HV 60d 141.1% 137.1% 143.6% 141.3% 137.1% IV Rank 14.4% 1.0% 35.4% 6.1% 16.8% IV Percentile 38.2% 1.2% 81.0% 12.7% 51.2% Term Structure 10.1% -97.9% 166.9% 86.5% -1.6% VWIV 130.4% 59.0% 191.8% 82.5% 191.8% Bid-Ask Spread % 111.15 64.58 150.90 132.46 112.34 Gamma HHI 0.93 0.81 1.00 0.93 0.86 Net GEX 732 216 2.7K 650 216 Net DEX -58.5K -132.0K -18.2K -103.8K -36.7K Net VEX -265 -486 -133 -367 -189 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 21 0 66 24 0 Total OI 1,486.095 1,114 1,793 1,601 1,230
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 2024-01-02 $2.06 $2.50 82.5% 23.7% 125.7% 6.1% 82.5% 0.0% 86.5% 650 -103.8K -367 0.00 132.46 N/A N/A 24 0 1,591 10 2024-01-03 $1.90 $2.50 103.3% 29.6% 128.9% 12.0% 0.0% 0.0% -31.4% 243 -29.6K -169 0.00 114.61 N/A N/A 48 0 1,581 10 2024-01-04 $2.00 $2.50 85.6% 37.1% 129.7% 7.0% 129.5% 0.0% 49.2% 448 -51.5K -207 0.00 131.35 N/A N/A 3 0 1,627 10 2024-01-05 $2.15 $2.50 64.5% 84.8% 127.0% 1.0% 147.2% 0.0% -49.5% 1.4K -104.4K -483 0.00 111.99 N/A N/A 66 0 1,629 10 2024-01-08 $2.20 $2.50 122.3% 27.2% 126.8% 17.3% 0.0% 0.0% 91.4% 2.7K -132.0K -486 0.00 123.82 N/A N/A 13 0 1,679 10 2024-01-09 $2.13 $2.50 98.1% 22.3% 125.2% 10.5% 0.0% 0.0% 26.8% 1.1K -113.6K -425 0.00 150.90 N/A N/A 52 0 1,685 10 2024-01-10 $1.99 $2.50 86.5% 24.8% 126.6% 7.2% 0.0% 0.0% 63.2% 2.0K -66.8K -319 0.00 122.09 N/A N/A 3 0 1,703 10 2024-01-11 $1.81 $2.50 72.1% 20.7% 131.1% 3.2% 0.0% 0.0% 23.5% 532 -28.0K -182 0.00 64.58 N/A N/A 2 0 1,706 10 2024-01-12 $1.73 $2.50 83.5% 23.9% 129.4% 6.1% 0.0% 0.0% 85.5% 503 -30.0K -200 0.00 142.96 N/A N/A 0 0 1,708 10 2024-01-16 $1.67 $2.50 172.0% 49.3% 127.4% 31.2% 172.0% 0.0% -73.1% 255 -27.3K -157 0.00 112.14 N/A N/A 36 0 1,708 10 2024-01-17 $1.73 $2.50 99.3% 28.5% 126.7% 10.6% 59.0% 0.0% 166.9% 421 -85.0K -298 0.00 125.32 N/A N/A 52 0 1,731 10 2024-01-18 $1.65 $2.50 162.0% 46.5% 128.2% 28.3% 0.0% 0.0% 0.0% 431 -73.3K -293 0.00 96.28 N/A N/A 0 0 1,783 10 2024-01-19 $1.54 $2.50 164.9% 47.3% 130.2% 29.1% 0.0% 0.0% -84.0% 433 -71.6K -298 0.00 76.30 N/A N/A 5 0 1,783 7 2024-01-22 $1.63 $2.50 96.6% 27.7% 130.0% 9.8% 191.8% 0.0% -97.9% 654 -59.0K -273 0.00 94.39 N/A N/A 22 0 1,114 0 2024-01-23 $1.65 $2.50 92.0% 26.4% 129.4% 8.5% 0.0% 0.0% 21.6% 403 -49.1K -150 0.00 68.63 N/A N/A 14 0 1,115 0 2024-01-24 $1.60 $2.50 126.8% 36.4% 129.9% 18.4% 0.0% 0.0% -27.5% 541 -21.2K -133 0.00 99.88 N/A N/A 0 0 1,129 0 2024-01-25 $1.50 $2.50 138.0% 39.6% 114.1% 21.5% 0.0% 0.0% 14.7% 603 -50.9K -267 0.00 106.39 N/A N/A 0 0 1,129 0 2024-01-26 $1.40 $2.50 187.1% 53.6% 105.0% 35.4% 0.0% 0.0% -76.9% 272 -18.2K -144 0.00 124.92 N/A N/A 2 0 1,129 0 2024-01-29 $1.52 $2.50 96.1% 27.6% 94.0% 9.7% 0.0% 0.0% 10.7% 770 -32.2K -243 0.00 114.22 N/A N/A 59 0 1,131 0 2024-01-30 $1.42 $2.50 109.7% 31.4% 88.5% 13.5% 0.0% 0.0% 4.2% 793 -44.1K -285 0.00 108.52 N/A N/A 40 0 1,190 0 2024-01-31 $1.35 $2.50 121.2% 34.7% 88.8% 16.8% 0.0% 0.0% -1.6% 216 -36.7K -189 0.00 112.34 N/A N/A 0 0 1,230 0
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