PSNL Options History — September 2024

In September 2024, PSNL traded between $4.72 and $6.01. ATM implied volatility averaged 164.1%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 41.7%. IV traded above realized volatility by 56.2% (HV 20d: 107.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2024-09-03: Highest Volume — 268 contracts
  • 2024-09-18: Largest IV spike — 91.6% change
  • 2024-09-06: Highest IV Rank — 61.1%
  • 2024-09-18: Largest Expected Move — 67.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.41$4.72$6.01$5.24$5.28
Max Pain$2.75$2.50$5.00$5.00$2.50
ATM IV164.1%95.0%278.9%218.2%172.4%
Expected Move41.7%27.1%67.7%62.6%49.4%
HV 20d107.9%73.5%167.6%167.6%83.1%
HV 60d175.8%173.5%178.9%174.6%173.5%
IV Rank29.6%9.5%61.1%43.8%33.5%
IV Percentile48.8%7.9%93.3%77.4%59.5%
Term Structure39.0%-63.6%308.1%-63.6%8.5%
VWIV148.2%93.6%205.9%175.8%119.4%
Skew 25d13.3%-82.7%135.4%36.3%-17.3%
Skew 10d20.0%-73.7%129.7%27.3%-68.9%
Call IV 25d131.2%94.0%217.5%115.9%134.8%
Put IV 25d144.5%89.7%287.0%152.2%117.6%
Bid-Ask Spread %115.3795.36140.18125.86119.95
Gamma HHI0.680.460.880.570.65
Net GEX1.8K5805.1K7041.0K
Net DEX-383.9K-556.6K-217.5K-369.7K-300.3K
Net VEX-1.4K-1.7K-1.1K-1.2K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.003.720.030.20
Total Volume85.262682686
Total OI2,634.951,9023,0942,5582,087

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$5.24$5.00218.2%62.6%167.6%43.8%175.8%36.3%-63.6%704-369.7K-1.2K0.03125.86N/AN/A26081,576982
2024-09-04$5.34$5.00155.2%44.5%167.6%25.9%115.4%14.2%-22.8%3.0K-371.3K-1.6K3.00115.30N/AN/A261,781980
2024-09-05$5.13$2.50265.4%42.2%162.4%57.3%140.2%52.9%-30.3%2.6K-384.4K-1.6K1.25110.48N/AN/A24301,783976
2024-09-06$5.26$2.50278.9%44.8%153.9%61.1%160.6%37.5%35.5%1.1K-429.5K-1.1K0.08108.09N/AN/A249191,785964
2024-09-09$5.22$2.50252.9%50.6%151.6%53.7%171.5%87.6%-16.5%3.4K-461.5K-1.4K0.03116.08N/AN/A3911,899951
2024-09-10$5.80$2.50150.0%27.1%115.2%24.4%205.9%-82.7%27.3%1.3K-487.9K-1.2K0.09115.69N/AN/A150141,905962
2024-09-11$6.01$2.50123.4%35.4%114.2%16.8%171.4%-6.3%30.1%5.1K-556.6K-1.7K3.72122.38N/AN/A391451,926963
2024-09-12$5.80$2.50134.4%38.5%113.1%20.4%117.8%-74.8%17.7%4.4K-501.0K-1.7K0.69123.74N/AN/A26181,9341,075
2024-09-13$5.70$2.50165.9%47.6%103.9%31.5%165.2%47.0%-34.4%1.8K-410.2K-1.5K0.70108.89N/AN/A20141,9281,082
2024-09-16$5.49$2.50151.7%43.5%81.4%27.1%151.1%34.6%-4.0%580-354.6K-1.4K0.93107.28N/AN/A14131,9261,096
2024-09-17$5.86$2.50123.2%35.3%83.9%18.3%141.1%8.8%-27.3%1.2K-462.3K-1.4K0.03140.18N/AN/A3211,9201,107
2024-09-18$5.59$2.50236.1%67.7%85.5%53.3%177.4%135.4%-37.0%1.1K-457.1K-1.3K0.14132.43N/AN/A5781,9211,108
2024-09-19$5.93$2.50111.5%32.0%81.4%14.6%140.5%-34.0%209.1%1.3K-459.8K-1.4K0.12108.34N/AN/A99121,9231,117
2024-09-20$5.66$2.50164.1%47.1%73.5%31.0%182.7%76.8%308.1%1.4K-432.8K-1.4K0.58110.80N/AN/A86501,9721,122
2024-09-23$5.12$2.50103.0%29.5%80.5%12.0%108.4%37.4%88.7%1.6K-299.9K-1.1K0.57104.53N/AN/A23131,093809
2024-09-24$4.83$2.50116.4%33.4%82.4%16.2%117.7%-13.6%166.2%1.2K-223.7K-1.3K2.0495.36N/AN/A45921,101818
2024-09-25$4.72$2.50137.7%39.5%82.5%22.8%161.0%-63.3%131.6%654-217.5K-1.3K1.33103.99N/AN/A341,109909
2024-09-26$5.11$2.5095.0%27.2%87.8%9.5%93.6%-28.6%53.1%954-228.8K-1.3K0.01115.81N/AN/A7111,112909
2024-09-27$5.17$2.50126.8%36.3%85.9%19.4%119.4%18.7%-60.2%1.2K-268.6K-1.4K0.00122.22N/AN/A1001,178910
2024-09-30$5.28$2.50172.4%49.4%83.1%33.5%0.0%-17.3%8.5%1.0K-300.3K-1.4K0.20119.95N/AN/A511,177910