PSNL Options History — April 2024

In April 2024, PSNL traded between $1.21 and $1.46. ATM implied volatility averaged 192.6%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 50.0%. IV traded above realized volatility by 135.2% (HV 20d: 57.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-03: Highest Volume — 20 contracts
  • 2024-04-18: Largest IV spike — 124.7% change
  • 2024-04-15: Highest IV Rank — 84.6%
  • 2024-04-29: Largest Expected Move — 69.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.33$1.21$1.46$1.42$1.46
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV192.6%102.3%360.9%133.6%105.3%
Expected Move50.0%30.2%69.7%38.3%30.2%
HV 20d57.4%49.0%74.4%59.6%74.4%
HV 60d83.6%81.1%88.1%88.1%83.5%
IV Rank37.0%11.4%84.6%20.3%12.3%
IV Percentile70.6%27.4%98.8%52.4%29.0%
Term Structure-98.7%-358.6%176.6%69.8%47.8%
VWIV153.6%140.7%167.1%140.7%167.1%
Bid-Ask Spread %133.28108.51154.16128.37138.96
Gamma HHI0.900.591.000.890.77
Net GEX2300517517101
Net DEX-20.6K-52.6K632-32.8K-9.4K
Net VEX-105-223-1-197-57
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.90902007
Total OI1,168.57351,3831,340740

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$1.42$2.50133.6%38.3%59.6%20.3%0.0%0.0%69.8%517-32.8K-1970.00128.37N/AN/A001,3355
2024-04-02$1.38$2.50142.8%40.9%54.5%22.9%0.0%0.0%12.8%54-7.6K-460.00127.17N/AN/A001,3355
2024-04-03$1.37$2.50222.8%63.9%54.4%45.5%0.0%0.0%10.1%442-25.1K-1530.00122.16N/AN/A2001,3355
2024-04-04$1.38$0.00219.1%47.3%53.3%44.5%0.0%0.0%-48.6%517-31.5K-2050.00120.73N/AN/A1001,3525
2024-04-05$1.38$0.00215.0%47.9%53.3%43.3%0.0%0.0%-51.2%436-36.9K-1950.00120.80N/AN/A1001,3625
2024-04-08$1.42$0.00244.3%52.8%54.2%51.6%0.0%0.0%-287.9%507-31.4K-1970.00141.53N/AN/A001,3725
2024-04-09$1.46$0.00172.8%0.0%53.4%31.4%0.0%0.0%-212.8%483-43.1K-2230.00154.16N/AN/A001,3725
2024-04-10$1.38$0.00169.3%48.5%55.5%30.4%0.0%0.0%-215.4%10615-30.00121.32N/AN/A301,3725
2024-04-11$1.38$0.00186.2%53.4%55.5%35.2%0.0%0.0%-251.6%322-33.6K-1590.00126.79N/AN/A001,3755
2024-04-12$1.27$0.00246.9%0.0%53.6%52.4%0.0%0.0%-274.8%1632-10.00150.26N/AN/A001,3755
2024-04-15$1.25$0.00360.9%0.0%50.5%84.6%0.0%0.0%-295.0%0625-10.00126.39N/AN/A001,3755
2024-04-16$1.25$0.00175.2%50.2%50.5%32.1%0.0%0.0%-45.5%216-38.3K-1440.00149.29N/AN/A001,3755
2024-04-17$1.21$0.00102.3%0.0%50.8%11.4%0.0%0.0%-358.6%0605-10.00128.49N/AN/A001,3755
2024-04-18$1.21$0.00229.9%0.0%49.0%47.5%0.0%0.0%0.0%0605-10.00148.74N/AN/A301,3755
2024-04-19$1.29$0.00195.8%56.1%55.7%37.9%0.0%0.0%176.6%295-52.6K-1940.00148.31N/AN/A001,3785
2024-04-22$1.27$0.00210.8%60.4%53.7%42.1%0.0%0.0%-137.1%334-32.4K-1450.00125.63N/AN/A407350
2024-04-23$1.38$0.00140.8%40.4%62.0%22.3%140.7%0.0%-16.1%448-31.1K-1510.00135.54N/AN/A507350
2024-04-24$1.31$2.50186.0%53.3%64.5%35.1%153.1%0.0%-7.8%0-2-10.00136.04N/AN/A107390
2024-04-25$1.23$2.50168.2%48.2%67.2%30.1%0.0%0.0%-64.0%290-45.2K-1830.00133.65N/AN/A007400
2024-04-26$1.27$2.50166.1%47.6%67.6%29.5%0.0%0.0%-38.3%0-1-10.00139.40N/AN/A007400
2024-04-29$1.35$2.50243.0%69.7%69.5%51.2%167.1%0.0%-84.2%86-6.4K-500.00108.51N/AN/A107400
2024-04-30$1.46$2.50105.3%30.2%74.4%12.3%0.0%0.0%47.8%101-9.4K-570.00138.96N/AN/A707400