PSNL Options History — July 2024

In July 2024, PSNL traded between $1.19 and $3.87. ATM implied volatility averaged 177.1%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded above realized volatility by 26.3% (HV 20d: 150.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-07-19: Highest Volume — 2,424 contracts
  • 2024-07-12: Largest IV spike — 80.9% change
  • 2024-07-05: Highest IV Rank — 72.9%
  • 2024-07-12: Largest Expected Move — 73.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.28$1.19$3.87$1.19$3.45
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV177.1%93.0%319.5%133.2%225.3%
Expected Move49.1%26.7%73.7%38.2%64.6%
HV 20d150.8%51.5%239.1%64.5%239.1%
HV 60d110.0%68.6%151.9%68.8%151.9%
IV Rank32.6%8.8%72.9%20.2%46.1%
IV Percentile58.9%12.7%96.8%42.5%81.0%
Term Structure-54.0%-167.3%128.5%-29.9%-85.3%
VWIV164.4%95.6%227.3%133.5%226.3%
Bid-Ask Spread %138.4551.44177.17148.74158.06
Gamma HHI0.770.341.001.000.34
Net GEX1.1K06.5K01.2K
Net DEX-93.9K-420.5K00-200.4K
Net VEX-234-530-1-1-501
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.008.330.000.03
Total Volume239.09102,42410102
Total OI1,509.9091,2401,9511,4471,951

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$1.19$2.50133.2%38.2%64.5%20.2%0.0%0.0%-29.9%00-10.00148.74N/AN/A1001,4470
2024-07-02$1.21$2.50134.5%38.6%53.6%20.5%0.0%0.0%60.2%00-10.00148.22N/AN/A001,4570
2024-07-03$1.19$2.50222.3%63.7%51.5%45.4%0.0%0.0%-56.0%00-10.00133.68N/AN/A001,4570
2024-07-05$1.50$2.50319.5%51.5%95.4%72.9%133.5%0.0%-73.8%255-29.1K-1330.05159.08N/AN/A4121,4570
2024-07-08$1.56$2.50174.9%43.8%92.5%32.0%156.3%0.0%-42.5%395-21.5K-1340.00161.07N/AN/A4801,4962
2024-07-09$1.48$2.50134.6%48.5%94.3%20.6%0.0%0.0%-45.9%19-1.2K-120.00153.48N/AN/A3601,4972
2024-07-10$1.56$2.50160.5%46.0%95.5%27.9%0.0%0.0%-94.4%139-43.5K-1180.00159.81N/AN/A001,4652
2024-07-11$1.79$2.50142.0%40.7%105.9%22.7%0.0%0.0%-29.0%476-28.9K-1550.00128.81N/AN/A101,4652
2024-07-12$1.65$2.50256.9%73.7%110.9%55.2%0.0%0.0%-126.7%376-24.6K-1280.00153.08N/AN/A901,4662
2024-07-15$1.65$2.50227.3%65.2%110.3%46.8%227.3%0.0%-87.4%364-25.9K-1330.00146.16N/AN/A2201,4672
2024-07-16$2.06$2.5093.0%26.7%133.1%8.8%191.8%0.0%-61.5%997-67.8K-2440.00130.78N/AN/A39211,4882
2024-07-17$2.21$2.50139.4%40.0%130.4%21.9%139.4%0.0%-27.7%1.2K-61.5K-2180.00146.30N/AN/A8001,3633
2024-07-18$2.46$2.50162.9%46.7%132.9%28.6%142.3%0.0%0.0%6.5K-167.5K-2970.00134.87N/AN/A42711,4163
2024-07-19$3.87$2.50176.3%50.5%197.4%32.4%173.0%0.0%128.5%280-420.5K-2190.2751.44N/AN/A1,9145101,2364
2024-07-22$3.00$2.50155.3%44.5%226.2%26.4%182.5%0.0%-107.2%1.9K-113.4K-3820.9797.70N/AN/A2352271,259374
2024-07-23$2.88$2.50151.2%43.4%227.2%25.3%161.7%0.0%-86.1%1.5K-113.2K-3980.49115.49N/AN/A172851,288249
2024-07-24$2.92$2.50206.0%59.1%226.4%40.8%134.8%0.0%-167.3%1.7K-116.0K-3770.11158.45N/AN/A89101,260228
2024-07-25$2.94$2.50152.3%43.7%225.7%25.6%165.3%0.0%35.5%613-135.1K-2550.71106.94N/AN/A21151,267224
2024-07-26$3.46$2.50184.4%52.9%228.2%34.6%189.5%0.0%-118.8%1.8K-209.6K-5230.04118.10N/AN/A308131,270229
2024-07-29$2.98$2.50170.0%48.7%238.8%30.5%147.0%0.0%18.3%1.6K-126.2K-3820.00158.45N/AN/A34811,353236
2024-07-30$3.10$2.50174.3%50.0%238.5%31.7%95.6%0.0%-136.6%2.1K-160.3K-5308.33177.17N/AN/A151251,592237
2024-07-31$3.45$2.50225.3%64.6%239.1%46.1%226.3%0.0%-85.3%1.2K-200.4K-5010.03158.06N/AN/A9931,590361