PSNL Options History — November 2024 In November 2024, PSNL traded between $3.40 and $5.61. ATM implied volatility averaged 119.1%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 35.1%. IV traded above realized volatility by 13.8% (HV 20d: 105.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.23.
Notable Days 2024-11-01 : Highest Volume — 491 contracts2024-11-26 : Largest IV spike — 115.1% change2024-11-26 : Highest IV Rank — 51.9%2024-11-08 : Largest Expected Move — 83.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.32 $3.40 $5.61 $5.13 $4.00 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 119.1% 58.6% 225.7% 98.1% 58.6% Expected Move 35.1% 16.8% 83.2% 28.1% 16.8% HV 20d 105.3% 57.6% 121.6% 57.6% 121.6% HV 60d 93.2% 88.3% 107.1% 107.1% 91.9% IV Rank 17.5% 0.0% 51.9% 10.4% 0.0% IV Percentile 29.6% 0.0% 86.9% 12.7% 0.0% Term Structure -15.0% -274.4% 74.2% -10.8% 69.8% VWIV 123.1% 79.1% 240.4% 105.2% 122.1% Skew 25d -61.4% -203.9% 31.5% -17.0% 9.7% Skew 10d -66.6% -191.3% 5.9% 3.3% -10.2% Call IV 25d 157.0% 86.9% 287.1% 108.4% 99.6% Put IV 25d 95.6% 63.2% 122.0% 91.4% 109.3% Bid-Ask Spread % 142.05 101.86 171.74 158.39 119.73 Gamma HHI 0.51 0.41 0.69 0.57 0.44 Net GEX 1.2K 65 4.6K 915 65 Net DEX -114.6K -332.8K 564 -208.1K -14.9K Net VEX -1.3K -1.7K -944 -1.6K -999 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 1.71 1.71 0.00 Total Volume 113.9 2 491 491 15 Total OI 2,093.95 1,696 2,750 2,021 1,719
Daily Data (20 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 2024-11-01 $5.13 $5.00 98.1% 28.1% 57.6% 10.4% 105.2% -17.0% -10.8% 915 -208.1K -1.6K 1.71 158.39 N/A N/A 181 310 1,132 889 2024-11-04 $5.03 $5.00 120.4% 24.6% 57.7% 17.4% 0.0% -66.6% 33.6% 1.0K -191.2K -1.6K 0.01 154.58 N/A N/A 77 1 1,168 815 2024-11-05 $5.56 $5.00 135.3% 28.1% 67.1% 22.0% 143.1% -55.9% -8.9% 1.4K -285.3K -1.7K 0.00 140.82 N/A N/A 217 0 1,194 814 2024-11-06 $5.61 $5.00 126.1% 22.2% 65.0% 19.1% 172.7% -18.6% 18.2% 2.3K -297.0K -1.7K 0.00 166.34 N/A N/A 196 0 1,352 814 2024-11-07 $4.46 $5.00 183.0% 56.6% 105.8% 36.8% 192.9% 0.0% -20.4% 1.5K -147.8K -1.4K 0.06 136.87 N/A N/A 202 12 1,571 814 2024-11-08 $4.51 $5.00 101.9% 83.2% 105.3% 12.1% 0.0% -60.4% -197.3% 1.6K -109.5K -1.5K 0.01 163.69 N/A N/A 168 2 1,708 820 2024-11-11 $4.84 $5.00 190.6% 33.5% 107.7% 40.6% 240.4% 31.5% 31.7% 2.6K -201.3K -1.7K 0.00 136.59 N/A N/A 123 0 1,847 822 2024-11-12 $5.19 $5.00 131.3% 54.0% 108.2% 21.5% 129.5% -22.8% -17.7% 4.6K -332.8K -1.7K 0.00 130.77 N/A N/A 199 0 1,928 822 2024-11-13 $4.74 $5.00 111.8% 32.1% 113.0% 15.3% 0.0% -31.9% 20.0% 3.2K -142.1K -1.5K 0.25 119.08 N/A N/A 8 2 1,753 822 2024-11-14 $4.38 $5.00 79.1% 22.7% 115.5% 4.7% 79.1% -201.4% 74.2% 760 -76.7K -1.3K 0.91 171.74 N/A N/A 35 32 1,747 825 2024-11-15 $3.91 $5.00 98.8% 28.3% 119.2% 11.0% 81.7% -199.5% 51.0% 786 -44.5K -1.2K 0.03 139.91 N/A N/A 33 1 1,765 821 2024-11-18 $3.67 $5.00 88.9% 25.5% 120.6% 7.9% 85.6% -203.9% -18.6% 454 -46.5K -1.1K 0.04 141.37 N/A N/A 108 4 1,060 636 2024-11-19 $3.67 $5.00 90.0% 25.8% 120.7% 8.2% 85.9% -37.3% 6.1% 514 -10.6K -1.1K 0.20 155.83 N/A N/A 5 1 1,122 640 2024-11-20 $3.50 $5.00 83.3% 23.9% 121.3% 6.1% 111.0% -183.0% -6.8% 609 -98.5K -1.1K 1.19 141.12 N/A N/A 57 68 1,123 641 2024-11-21 $3.40 $5.00 155.7% 44.6% 121.2% 29.4% 96.7% -38.9% -19.0% 355 -9.8K -1.0K 0.08 101.86 N/A N/A 113 9 1,131 688 2024-11-22 $3.46 $5.00 103.1% 29.6% 121.5% 12.5% 85.9% -15.8% 9.4% 329 564 -944 0.04 157.35 N/A N/A 25 1 1,037 689 2024-11-25 $3.62 $5.00 104.9% 30.1% 117.2% 13.0% 126.6% 9.6% -54.5% 399 -20.7K -1.0K 0.00 142.42 N/A N/A 39 0 1,044 690 2024-11-26 $3.71 $5.00 225.7% 64.7% 118.1% 51.9% 111.4% -50.3% -274.4% 422 -37.4K -1.0K 0.00 136.78 N/A N/A 2 0 1,018 690 2024-11-27 $3.95 $5.00 94.4% 27.1% 121.2% 9.6% 122.1% -13.9% 14.0% 105 -17.0K -1.0K 0.00 125.72 N/A N/A 32 0 1,018 690 2024-11-29 $4.00 $5.00 58.6% 16.8% 121.6% 0.0% 0.0% 9.7% 69.8% 65 -14.9K -999 0.00 119.73 N/A N/A 15 0 1,029 690
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