PSNL Options History — February 2024 In February 2024, PSNL traded between $1.15 and $1.57. ATM implied volatility averaged 178.3%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded above realized volatility by 82.6% (HV 20d: 95.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-12 : Highest Volume — 86 contracts2024-02-23 : Largest IV spike — 174.7% change2024-02-13 : Highest IV Rank — 63.9%2024-02-15 : Largest Expected Move — 72.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.31 $1.15 $1.57 $1.33 $1.57 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 178.3% 100.5% 287.8% 127.6% 171.0% Expected Move 49.1% 29.6% 72.4% 39.2% 49.0% HV 20d 95.7% 72.9% 114.5% 85.9% 109.1% HV 60d 120.4% 109.1% 137.1% 137.1% 110.1% IV Rank 32.9% 10.9% 63.9% 18.6% 30.9% IV Percentile 70.5% 31.7% 96.0% 55.2% 72.2% Term Structure -63.5% -333.1% 99.6% -30.2% -33.0% VWIV 154.6% 134.1% 175.1% 175.1% 134.1% Bid-Ask Spread % 134.43 77.72 157.31 119.72 147.03 Gamma HHI 0.94 0.83 1.00 0.94 1.00 Net GEX 240 0 518 362 0 Net DEX -19.3K -49.8K 0 -21.9K 0 Net VEX -115 -212 -1 -165 -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 12.55 0 86 0 10 Total OI 1,216.15 1,120 1,324 1,230 1,200
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 2024-02-01 $1.33 $0.00 127.6% 39.2% 85.9% 18.6% 0.0% 0.0% -30.2% 362 -21.9K -165 0.00 119.72 N/A N/A 0 0 1,230 0 2024-02-02 $1.31 $0.00 134.7% 0.0% 82.0% 20.6% 0.0% 0.0% -30.7% 326 -21.0K -154 0.00 140.93 N/A N/A 0 0 1,230 0 2024-02-05 $1.25 $0.00 161.0% 0.0% 74.5% 28.0% 0.0% 0.0% 99.6% 0 0 -1 0.00 122.06 N/A N/A 0 0 1,230 0 2024-02-06 $1.25 $0.00 168.9% 0.0% 72.9% 30.3% 0.0% 0.0% -33.8% 320 -20.8K -158 0.00 149.73 N/A N/A 0 0 1,230 0 2024-02-07 $1.15 $0.00 175.1% 50.2% 75.5% 32.0% 175.1% 0.0% -62.6% 264 -19.3K -145 0.00 145.03 N/A N/A 1 0 1,230 0 2024-02-08 $1.17 $2.50 203.8% 0.0% 76.0% 40.2% 0.0% 0.0% -333.1% 273 -19.7K -147 0.00 156.29 N/A N/A 5 0 1,231 0 2024-02-09 $1.19 $2.50 173.9% 49.8% 73.0% 31.7% 0.0% 0.0% -63.7% 337 -21.5K -147 0.00 146.63 N/A N/A 0 0 1,235 0 2024-02-12 $1.35 $2.50 163.0% 46.7% 89.0% 28.6% 0.0% 0.0% 86.8% 456 -24.4K -162 0.00 83.25 N/A N/A 86 0 1,235 0 2024-02-13 $1.19 $2.50 287.8% 0.0% 97.5% 63.9% 0.0% 0.0% -42.4% 0 0 -1 0.00 139.34 N/A N/A 1 0 1,316 0 2024-02-14 $1.19 $2.50 103.1% 29.6% 95.8% 11.7% 0.0% 0.0% 11.2% 0 0 -1 0.00 128.53 N/A N/A 12 0 1,317 0 2024-02-15 $1.35 $2.50 252.4% 72.4% 108.0% 53.9% 0.0% 0.0% -47.4% 0 0 -1 0.00 77.72 N/A N/A 5 0 1,319 0 2024-02-16 $1.38 $2.50 217.5% 0.0% 106.2% 44.0% 0.0% 0.0% 0.0% 350 -21.9K -162 0.00 157.31 N/A N/A 30 0 1,324 0 2024-02-20 $1.25 $2.50 210.5% 0.0% 108.4% 42.0% 0.0% 0.0% -309.1% 306 -20.9K -145 0.00 150.24 N/A N/A 6 0 1,120 0 2024-02-21 $1.23 $2.50 103.3% 0.0% 108.0% 11.7% 0.0% 0.0% 0.0% 0 0 -1 0.00 152.20 N/A N/A 0 0 1,121 0 2024-02-22 $1.27 $2.50 100.5% 0.0% 109.1% 10.9% 0.0% 0.0% -76.5% 336 -21.7K -154 0.00 145.40 N/A N/A 6 0 1,121 0 2024-02-23 $1.29 $2.50 276.0% 0.0% 107.6% 60.6% 0.0% 0.0% 0.0% 190 -46.2K -150 0.00 150.70 N/A N/A 29 0 1,127 0 2024-02-26 $1.46 $2.50 234.2% 67.1% 114.5% 48.7% 0.0% 0.0% -84.5% 288 -49.8K -188 0.00 123.64 N/A N/A 7 0 1,156 0 2024-02-27 $1.52 $2.50 168.1% 48.2% 111.6% 30.0% 0.0% 0.0% -84.3% 518 -37.6K -212 0.00 142.27 N/A N/A 35 0 1,163 0 2024-02-28 $1.48 $2.50 134.1% 38.4% 109.2% 20.4% 134.1% 0.0% -46.2% 480 -40.2K -211 0.00 110.59 N/A N/A 18 0 1,188 0 2024-02-29 $1.57 $2.50 171.0% 49.0% 109.1% 30.9% 0.0% 0.0% -33.0% 0 0 -1 0.00 147.03 N/A N/A 10 0 1,200 0
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