PSNL Options History — August 2024

In August 2024, PSNL traded between $2.91 and $6.36. ATM implied volatility averaged 188.9%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 47.6%. IV traded below realized volatility by 25.1% (HV 20d: 213.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2024-08-16: Highest Volume — 2,530 contracts
  • 2024-08-12: Largest IV spike — 65.0% change
  • 2024-08-12: Highest IV Rank — 84.9%
  • 2024-08-12: Largest Expected Move — 61.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.79$2.91$6.36$3.50$5.42
Max Pain$3.86$2.50$5.00$2.50$5.00
ATM IV188.9%107.8%362.3%122.4%193.9%
Expected Move47.6%30.9%61.7%35.1%55.6%
HV 20d213.9%174.1%259.9%238.2%177.4%
HV 60d168.0%151.9%175.7%151.9%175.3%
IV Rank35.5%12.4%84.9%17.0%36.9%
IV Percentile60.6%19.8%98.4%30.6%70.2%
Term Structure13.4%-113.7%340.2%340.2%-29.2%
VWIV165.8%125.2%228.8%154.2%200.0%
Skew 25d22.2%-62.1%99.4%-62.1%12.0%
Skew 10d41.2%-72.9%275.6%-72.9%47.5%
Call IV 25d128.2%83.3%209.2%209.2%83.3%
Put IV 25d150.5%95.3%221.9%147.2%95.3%
Bid-Ask Spread %121.4564.19162.8896.41131.46
Gamma HHI0.520.340.880.340.62
Net GEX2.7K40913.1K1.2K808
Net DEX-377.2K-947.6K-116.1K-185.3K-393.3K
Net VEX-933-1.6K-416-460-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.003.080.001.40
Total Volume316.22742,5305824
Total OI2,233.2731,6692,9131,9422,540

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$3.50$2.50122.4%35.1%238.2%17.0%154.2%0.0%340.2%1.2K-185.3K-4600.0096.41N/AN/A5801,581361
2024-08-02$3.60$2.50186.4%53.5%228.8%34.8%225.7%0.0%208.9%1.2K-206.8K-5190.01107.24N/AN/A28421,588361
2024-08-05$3.11$2.50226.6%54.3%238.6%46.2%0.0%0.0%88.0%1.4K-145.2K-4753.08157.88N/AN/A361111,590361
2024-08-06$3.23$2.50217.5%56.0%236.4%43.6%0.0%0.0%127.9%727-222.5K-5490.33154.00N/AN/A311,564465
2024-08-07$2.91$2.50257.4%51.1%241.7%55.0%0.0%0.0%-74.2%1.4K-116.1K-4660.00153.69N/AN/A9201,562465
2024-08-08$3.44$2.50272.2%61.5%243.6%59.2%195.0%0.0%-55.2%409-161.1K-4230.10138.24N/AN/A242241,563465
2024-08-09$3.25$2.50219.6%37.8%242.3%44.2%228.8%0.0%-113.7%554-138.3K-4160.01162.88N/AN/A11111,643477
2024-08-12$4.40$2.50362.3%61.7%259.9%84.9%188.0%0.0%14.4%1.4K-275.6K-6140.1964.19N/AN/A9921931,694478
2024-08-13$4.67$2.50260.2%53.0%251.8%55.8%147.8%0.0%37.1%9.0K-500.8K-9540.04125.19N/AN/A337152,286627
2024-08-14$4.43$5.00179.4%51.4%253.7%32.8%130.1%0.0%16.7%2.1K-293.1K-8020.03148.79N/AN/A25772,146644
2024-08-15$5.07$2.50197.2%56.5%254.9%37.8%186.8%0.0%-63.0%13.1K-570.1K-8690.0490.63N/AN/A17572,079637
2024-08-16$6.08$5.00149.4%42.8%210.4%24.2%170.5%0.0%-108.5%2.8K-947.6K-9790.2392.46N/AN/A2,0554752,111637
2024-08-19$5.83$5.00131.2%37.6%185.2%19.0%132.8%0.0%-6.0%2.7K-424.3K-1.1K0.14105.40N/AN/A244331,188481
2024-08-20$5.80$5.00194.5%55.8%183.8%37.1%201.6%-62.1%-111.5%2.6K-453.7K-1.2K1.01129.96N/AN/A68691,292507
2024-08-21$6.36$5.00168.0%48.2%184.7%29.5%144.1%-23.8%11.8%3.2K-548.1K-1.2K0.46113.00N/AN/A2261031,325571
2024-08-22$5.71$5.00174.4%50.0%191.7%31.3%165.3%60.8%-50.2%2.4K-489.9K-1.4K1.36117.13N/AN/A851161,419672
2024-08-23$5.89$5.00130.5%37.4%185.4%18.8%137.8%43.8%53.1%2.6K-465.5K-1.6K0.03112.38N/AN/A12041,457770
2024-08-26$5.75$5.00126.3%36.2%174.7%17.6%135.7%-20.2%7.6%1.2K-439.4K-1.1K1.4497.60N/AN/A771111,483774
2024-08-27$5.71$5.00107.8%30.9%175.2%12.4%125.2%31.4%-14.6%2.9K-420.6K-1.4K1.75135.69N/AN/A12211,484885
2024-08-28$5.53$5.00139.8%40.1%174.1%21.5%140.0%99.4%-9.4%2.8K-438.8K-1.2K0.80119.95N/AN/A70561,489904
2024-08-29$5.80$5.00138.3%39.6%174.3%21.0%141.4%58.8%24.5%2.5K-461.3K-1.6K0.33117.69N/AN/A30101,547959
2024-08-30$5.42$5.00193.9%55.6%177.4%36.9%200.0%12.0%-29.2%808-393.3K-1.3K1.40131.46N/AN/A10141,572968