PSNL Options History — June 2024

In June 2024, PSNL traded between $1.17 and $1.48. ATM implied volatility averaged 162.5%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 37.9%. IV traded above realized volatility by 87.7% (HV 20d: 74.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-06-28: Highest Volume — 479 contracts
  • 2024-06-04: Largest IV spike — 145.1% change
  • 2024-06-07: Highest IV Rank — 63.7%
  • 2024-06-04: Largest Expected Move — 73.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.30$1.17$1.48$1.44$1.17
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV162.5%98.8%286.9%104.4%125.7%
Expected Move37.9%25.7%73.4%29.9%36.0%
HV 20d74.8%64.6%82.4%73.9%64.6%
HV 60d69.8%68.7%72.1%69.0%68.7%
IV Rank28.5%10.4%63.7%12.0%18.0%
IV Percentile52.4%20.6%94.0%26.2%38.9%
Term Structure-9.4%-160.5%97.3%-22.7%-23.8%
VWIV173.8%98.6%256.0%256.0%99.9%
Bid-Ask Spread %141.69102.88161.97153.18150.88
Gamma HHI0.990.861.000.861.00
Net GEX1401561110
Net DEX-711-7.8K0-5.7K0
Net VEX-6-59-1-45-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume44.947047957479
Total OI1,079.2118761,218876968

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$1.44$2.50104.4%29.9%73.9%12.0%0.0%0.0%-22.7%111-5.7K-450.00153.18N/AN/A5708760
2024-06-04$1.37$2.50256.0%73.4%74.7%54.9%256.0%0.0%-97.2%00-10.00161.38N/AN/A14709110
2024-06-05$1.48$2.50240.9%69.1%80.2%50.6%240.9%0.0%-160.5%156-7.8K-590.00161.97N/AN/A3901,0490
2024-06-06$1.38$2.50270.3%25.7%82.4%59.0%0.0%0.0%19.4%00-10.00145.10N/AN/A001,0870
2024-06-07$1.35$2.50286.9%26.7%80.4%63.7%0.0%0.0%49.5%00-10.00143.61N/AN/A001,0870
2024-06-10$1.33$2.50246.8%28.3%80.0%52.3%98.6%0.0%14.5%00-10.00142.69N/AN/A2001,0870
2024-06-11$1.33$2.50156.4%28.6%79.8%26.7%99.9%0.0%30.5%00-10.00142.08N/AN/A10001,1070
2024-06-12$1.31$2.50103.2%29.6%78.8%11.7%0.0%0.0%-48.3%00-10.00142.08N/AN/A101,2070
2024-06-13$1.37$2.5098.8%28.3%76.6%10.4%0.0%0.0%-37.9%00-10.00141.71N/AN/A001,2080
2024-06-14$1.35$2.50102.2%29.3%75.3%11.4%0.0%0.0%-39.8%00-10.00142.47N/AN/A001,2080
2024-06-17$1.27$2.50155.7%44.6%78.2%26.5%0.0%0.0%-47.3%00-10.00125.95N/AN/A001,2080
2024-06-18$1.27$2.50117.1%33.6%76.3%15.6%0.0%0.0%-48.9%00-10.00158.01N/AN/A001,2080
2024-06-20$1.23$2.50125.7%36.0%76.7%18.0%0.0%0.0%0.0%00-10.00152.71N/AN/A1001,2080
2024-06-21$1.25$2.50100.7%28.9%73.8%11.0%0.0%0.0%0.0%00-10.00156.25N/AN/A001,2180
2024-06-24$1.23$2.50108.7%31.2%70.8%13.2%0.0%0.0%0.0%00-10.00153.11N/AN/A009670
2024-06-25$1.21$2.50113.1%32.4%67.7%14.5%0.0%0.0%96.3%00-10.00113.15N/AN/A009670
2024-06-26$1.19$2.50186.4%53.4%66.2%35.2%0.0%0.0%97.3%00-10.00102.88N/AN/A009670
2024-06-27$1.17$2.50189.7%54.4%65.9%36.2%0.0%0.0%68.4%00-10.00102.88N/AN/A109670
2024-06-28$1.17$2.50125.7%36.0%64.6%18.0%0.0%0.0%-23.8%00-10.00150.88N/AN/A47909680