PSNL Options History — May 2024 In May 2024, PSNL traded between $1.29 and $1.63. ATM implied volatility averaged 154.2%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 80.1% (HV 20d: 74.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-15 : Highest Volume — 298 contracts2024-05-13 : Largest IV spike — 72.8% change2024-05-13 : Highest IV Rank — 88.6%2024-05-14 : Largest Expected Move — 68.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.48 $1.29 $1.63 $1.54 $1.31 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 154.2% 72.8% 375.0% 149.0% 109.9% Expected Move 34.8% 19.6% 68.5% 42.7% 31.5% HV 20d 74.2% 64.3% 79.6% 76.4% 64.3% HV 60d 72.5% 65.6% 83.8% 83.5% 66.0% IV Rank 26.1% 3.1% 88.6% 24.6% 13.6% IV Percentile 46.7% 4.0% 98.8% 53.6% 31.3% Term Structure -11.4% -73.2% 85.9% -65.9% -38.2% VWIV 121.3% 70.1% 156.3% 156.3% 70.1% Bid-Ask Spread % 148.48 119.38 162.18 154.37 152.88 Gamma HHI 0.84 0.67 1.00 1.00 1.00 Net GEX 137 0 590 32 0 Net DEX -11.4K -57.0K 0 -243 0 Net VEX -61 -221 -1 -5 -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 19.545 0 298 0 0 Total OI 838.364 746 1,061 746 876
Daily Data (22 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 2024-05-01 $1.54 $2.50 149.0% 42.7% 76.4% 24.6% 0.0% 0.0% -65.9% 32 -243 -5 0.00 154.37 N/A N/A 0 0 746 0 2024-05-02 $1.60 $2.50 145.3% 41.7% 77.3% 23.6% 0.0% 0.0% -54.8% 590 -26.6K -143 0.00 137.95 N/A N/A 2 0 746 0 2024-05-03 $1.56 $2.50 156.3% 44.8% 78.1% 26.7% 156.3% 0.0% -73.2% 449 -37.8K -167 0.00 119.38 N/A N/A 23 0 748 0 2024-05-06 $1.60 $2.50 169.8% 40.1% 78.0% 30.5% 137.5% 0.0% -17.9% 101 -11.8K -66 0.00 148.24 N/A N/A 36 0 755 0 2024-05-07 $1.63 $2.50 173.0% 19.6% 77.7% 31.4% 0.0% 0.0% 85.9% 123 -9.9K -65 0.00 157.87 N/A N/A 6 0 789 0 2024-05-08 $1.56 $2.50 165.4% 42.2% 76.5% 29.3% 0.0% 0.0% -41.4% 461 -57.0K -221 0.00 159.04 N/A N/A 0 0 795 0 2024-05-09 $1.63 $2.50 163.6% 20.1% 77.6% 28.8% 70.1% 0.0% 37.3% 103 -12.4K -68 0.00 136.62 N/A N/A 56 0 795 0 2024-05-10 $1.58 $2.50 217.0% 30.0% 71.5% 43.9% 0.0% 0.0% 28.1% 124 -8.6K -59 0.00 153.32 N/A N/A 0 0 764 0 2024-05-13 $1.54 $2.50 375.0% 32.6% 72.0% 88.6% 0.0% 0.0% 30.1% 120 -7.8K -54 0.00 132.10 N/A N/A 0 0 764 0 2024-05-14 $1.58 $2.50 331.4% 68.5% 72.1% 76.3% 0.0% 0.0% 27.4% 132 -7.5K -55 0.00 133.83 N/A N/A 2 0 764 0 2024-05-15 $1.46 $2.50 221.3% 63.4% 77.6% 45.1% 0.0% 0.0% -22.3% 101 -8.5K -56 0.00 153.90 N/A N/A 298 0 764 0 2024-05-16 $1.40 $2.50 129.0% 0.0% 79.6% 19.0% 0.0% 0.0% 0.0% 99 -7.4K -52 0.00 143.04 N/A N/A 0 0 1,061 0 2024-05-17 $1.40 $2.50 173.7% 49.8% 76.8% 31.6% 0.0% 0.0% -43.7% 88 -9.3K -55 0.00 162.18 N/A N/A 5 0 1,061 0 2024-05-20 $1.46 $2.50 76.6% 21.9% 77.5% 4.1% 0.0% 0.0% -6.5% 69 -13.2K -59 0.00 155.58 N/A N/A 0 0 878 0 2024-05-21 $1.46 $2.50 77.8% 22.3% 72.1% 4.5% 0.0% 0.0% -7.2% 93 -10.3K -60 0.00 155.62 N/A N/A 0 0 878 0 2024-05-22 $1.54 $2.50 72.8% 20.9% 71.2% 3.1% 0.0% 0.0% -6.9% 122 -7.9K -53 0.00 154.37 N/A N/A 0 0 878 0 2024-05-23 $1.44 $2.50 82.1% 23.5% 71.8% 5.7% 0.0% 0.0% -8.9% 104 -7.4K -50 0.00 143.97 N/A N/A 2 0 878 0 2024-05-24 $1.35 $2.50 91.4% 26.2% 75.5% 8.3% 0.0% 0.0% -10.9% 98 -6.4K -48 0.00 153.66 N/A N/A 0 0 876 0 2024-05-28 $1.29 $2.50 104.7% 30.0% 74.1% 12.1% 0.0% 0.0% -16.2% 0 0 -1 0.00 153.18 N/A N/A 0 0 876 0 2024-05-29 $1.31 $2.50 104.9% 30.1% 68.2% 12.2% 0.0% 0.0% -17.2% 0 0 -1 0.00 152.24 N/A N/A 0 0 876 0 2024-05-30 $1.35 $2.50 103.2% 29.6% 66.0% 11.7% 0.0% 0.0% -17.9% 0 0 -1 0.00 153.18 N/A N/A 0 0 876 0 2024-05-31 $1.31 $2.50 109.9% 31.5% 64.3% 13.6% 0.0% 0.0% -38.2% 0 0 -1 0.00 152.88 N/A N/A 0 0 876 0
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