PSNL Options History — October 2024 In October 2024, PSNL traded between $4.58 and $5.21. ATM implied volatility averaged 117.1%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded above realized volatility by 42.6% (HV 20d: 74.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.54.
Notable Days 2024-10-15 : Highest Volume — 324 contracts2024-10-14 : Largest IV spike — 68.8% change2024-10-08 : Highest IV Rank — 40.4%2024-10-03 : Largest Expected Move — 52.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.90 $4.58 $5.21 $4.94 $5.16 Max Pain $4.78 $2.50 $5.00 $2.50 $5.00 ATM IV 117.1% 81.6% 194.4% 156.9% 91.3% Expected Move 32.5% 23.4% 52.5% 45.0% 26.2% HV 20d 74.5% 59.4% 88.1% 85.6% 62.8% HV 60d 140.8% 112.0% 174.4% 174.4% 112.0% IV Rank 16.4% 5.3% 40.4% 28.7% 8.3% IV Percentile 25.2% 2.0% 72.2% 50.0% 7.9% Term Structure -7.3% -157.2% 51.7% 3.8% 0.6% VWIV 115.1% 72.4% 151.6% 151.6% 80.8% Skew 25d -3.6% -117.0% 111.2% 16.5% -117.0% Skew 10d -8.2% -117.2% 73.5% -1.0% -117.2% Call IV 25d 110.8% 73.5% 196.6% 134.5% 196.6% Put IV 25d 107.2% 68.0% 222.1% 151.0% 79.6% Bid-Ask Spread % 120.61 84.56 171.51 113.83 160.27 Gamma HHI 0.57 0.43 0.76 0.61 0.65 Net GEX 786 70 2.4K 1.0K 1.0K Net DEX -191.9K -246.1K -132.4K -234.0K -211.8K Net VEX -1.4K -1.7K -1.2K -1.3K -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.00 6.33 1.07 0.00 Total Volume 80.565 1 324 29 39 Total OI 2,160.304 1,863 2,652 2,089 2,015
Daily Data (23 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 2024-10-01 $4.94 $2.50 156.9% 45.0% 85.6% 28.7% 151.6% 16.5% 3.8% 1.0K -234.0K -1.3K 1.07 113.83 N/A N/A 14 15 1,180 909 2024-10-02 $4.84 $2.50 101.6% 29.1% 85.4% 11.5% 123.1% -5.5% -51.8% 925 -196.8K -1.2K 0.00 88.42 N/A N/A 11 0 1,181 924 2024-10-03 $4.79 $5.00 116.3% 52.5% 84.4% 16.1% 0.0% -6.7% -157.2% 837 -203.2K -1.3K 0.00 166.93 N/A N/A 1 0 1,171 924 2024-10-04 $5.14 $5.00 125.6% 32.1% 87.9% 19.0% 122.2% 26.8% -1.3% 1.1K -244.1K -1.3K 0.25 137.88 N/A N/A 48 12 1,170 924 2024-10-07 $5.05 $5.00 158.2% 30.2% 88.1% 29.1% 127.4% 0.4% 40.6% 1.1K -222.3K -1.2K 1.79 108.49 N/A N/A 56 100 1,204 924 2024-10-08 $5.21 $5.00 194.4% 30.5% 79.7% 40.4% 132.6% 111.2% -15.6% 919 -243.7K -1.3K 0.00 119.64 N/A N/A 18 0 1,230 1,024 2024-10-09 $5.00 $5.00 102.8% 29.5% 79.1% 11.9% 72.4% 16.9% -8.7% 830 -208.0K -1.3K 0.36 114.44 N/A N/A 11 4 1,242 1,024 2024-10-10 $4.90 $5.00 154.8% 44.4% 78.6% 28.1% 139.4% -3.2% 43.3% 783 -185.1K -1.3K 0.00 131.00 N/A N/A 10 0 1,241 1,027 2024-10-11 $4.73 $5.00 81.6% 23.4% 79.2% 5.3% 128.3% 11.8% 48.1% 411 -141.9K -1.2K 0.27 171.51 N/A N/A 48 13 1,243 1,027 2024-10-14 $4.58 $5.00 137.7% 39.5% 78.9% 22.8% 135.0% -35.0% -9.7% 649 -138.9K -1.2K 0.00 87.33 N/A N/A 133 0 1,209 1,033 2024-10-15 $4.88 $5.00 102.9% 29.5% 78.7% 12.0% 106.4% 1.7% 47.0% 1.4K -215.3K -1.4K 0.03 84.56 N/A N/A 316 8 1,322 1,033 2024-10-16 $4.78 $5.00 96.1% 27.6% 77.6% 9.8% 137.1% 24.8% 12.8% 2.4K -246.1K -1.7K 0.25 135.92 N/A N/A 16 4 1,607 1,039 2024-10-17 $4.58 $5.00 102.6% 29.4% 74.3% 11.8% 126.8% -24.1% 0.0% 247 -174.3K -1.6K 6.33 123.60 N/A N/A 6 38 1,613 1,039 2024-10-18 $4.88 $5.00 124.1% 35.6% 77.8% 18.5% 114.0% -16.2% -85.0% 236 -230.0K -1.6K 0.19 123.16 N/A N/A 58 11 1,609 1,034 2024-10-21 $4.79 $5.00 90.0% 25.8% 69.9% 7.9% 100.6% -36.4% -54.5% 70 -144.7K -1.6K 0.03 98.25 N/A N/A 306 10 1,053 810 2024-10-22 $4.72 $5.00 122.5% 35.1% 67.0% 18.0% 122.8% 4.3% 10.0% 362 -132.4K -1.6K 1.08 97.88 N/A N/A 75 81 1,087 816 2024-10-23 $4.70 $5.00 85.3% 24.4% 66.5% 6.5% 93.1% 17.5% -18.7% 296 -138.6K -1.6K 0.00 127.69 N/A N/A 162 0 1,082 877 2024-10-24 $4.71 $5.00 107.4% 30.8% 59.6% 13.3% 93.7% 0.5% 32.7% 236 -156.6K -1.5K 0.29 118.79 N/A N/A 42 12 1,051 877 2024-10-25 $4.74 $5.00 85.7% 24.6% 59.4% 6.6% 82.8% 4.5% 51.7% 545 -137.1K -1.5K 0.00 134.56 N/A N/A 21 0 1,083 877 2024-10-28 $5.19 $5.00 91.5% 26.2% 67.9% 8.4% 77.7% -85.8% 0.5% 783 -202.4K -1.6K 0.00 133.11 N/A N/A 103 0 1,074 877 2024-10-29 $5.17 $5.00 133.1% 38.2% 63.3% 21.3% 133.5% -29.1% -43.8% 1.1K -196.7K -1.6K 0.57 87.75 N/A N/A 21 12 1,116 877 2024-10-30 $5.21 $5.00 131.3% 37.7% 62.8% 20.8% 130.9% 39.7% -4.7% 834 -209.4K -1.6K 0.00 109.09 N/A N/A 18 0 1,119 889 2024-10-31 $5.16 $5.00 91.3% 26.2% 62.8% 8.3% 80.8% -117.0% 0.6% 1.0K -211.8K -1.6K 0.00 160.27 N/A N/A 39 0 1,126 889
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