PSNL Options History — December 2024 In December 2024, PSNL traded between $3.42 and $6.28. ATM implied volatility averaged 173.2%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 43.7%. IV traded above realized volatility by 51.6% (HV 20d: 121.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2024-12-20 : Highest Volume — 2,391 contracts2024-12-20 : Largest IV spike — 76.4% change2024-12-06 : Highest IV Rank — 79.4%2024-12-02 : Largest Expected Move — 78.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.63 $3.42 $6.28 $3.96 $5.75 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 173.2% 82.5% 309.9% 274.1% 169.4% Expected Move 43.7% 23.6% 78.6% 78.6% 48.6% HV 20d 121.6% 62.2% 174.6% 121.5% 174.6% HV 60d 104.0% 87.3% 127.4% 91.7% 126.8% IV Rank 36.2% 7.5% 79.4% 68.1% 35.0% IV Percentile 54.9% 3.6% 97.6% 95.2% 63.5% Term Structure 2.4% -189.1% 326.7% 26.9% -15.5% VWIV 142.1% 92.6% 212.3% 109.0% 169.7% Skew 25d -19.4% -128.0% 117.1% 69.5% 33.8% Skew 10d -44.3% -216.1% 25.5% 25.5% -4.8% Call IV 25d 133.6% 88.2% 224.8% 96.2% 98.4% Put IV 25d 114.2% 68.5% 252.9% 165.6% 132.1% Bid-Ask Spread % 112.71 59.51 168.41 168.41 116.02 Gamma HHI 0.55 0.43 0.73 0.44 0.67 Net GEX 2.3K -34 6.7K 230 6.3K Net DEX -262.6K -831.3K 37.8K -29.5K -609.5K Net VEX -1.6K -2.9K -786 -943 -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.43 0.00 0.33 Total Volume 330.619 0 2,391 4 40 Total OI 2,455.571 1,715 3,496 1,720 3,496
Daily Data (21 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 2024-12-02 $3.96 $5.00 274.1% 78.6% 121.5% 68.1% 0.0% 69.5% 26.9% 230 -29.5K -943 0.00 168.41 N/A N/A 4 0 1,030 690 2024-12-03 $3.88 $5.00 266.5% 76.4% 121.5% 65.7% 0.0% 27.6% 42.1% -33 14.6K -893 0.00 156.82 N/A N/A 0 0 1,031 690 2024-12-04 $4.03 $5.00 264.7% 75.9% 115.7% 65.1% 109.0% -9.3% 27.0% 97 -26.4K -987 0.00 108.24 N/A N/A 123 0 1,031 690 2024-12-05 $3.81 $5.00 250.7% 29.5% 116.2% 60.7% 124.7% -28.0% -48.3% 4 8.1K -880 0.50 138.97 N/A N/A 2 1 1,025 690 2024-12-06 $4.08 $5.00 309.9% 37.5% 89.9% 79.4% 130.8% 19.4% -14.2% -20 -81.2K -908 0.00 121.85 N/A N/A 81 0 1,026 691 2024-12-09 $4.01 $5.00 236.4% 33.6% 89.8% 56.2% 116.2% -42.5% -10.6% 43 -54.2K -909 1.10 78.43 N/A N/A 29 32 1,065 691 2024-12-10 $3.82 $5.00 100.4% 31.3% 86.2% 13.2% 137.6% -50.5% -36.1% 111 -14.4K -893 0.00 133.82 N/A N/A 7 0 1,094 723 2024-12-11 $3.78 $5.00 107.7% 30.9% 80.6% 15.5% 121.0% -45.1% 1.7% -17 25.9K -851 0.00 122.18 N/A N/A 32 0 1,094 723 2024-12-12 $3.62 $5.00 93.4% 26.8% 76.4% 11.0% 92.6% 4.2% 80.5% -34 37.8K -786 0.00 123.94 N/A N/A 113 0 1,116 723 2024-12-13 $3.83 $5.00 114.6% 32.8% 76.2% 17.7% 98.4% -68.7% -0.4% 258 -3.0K -972 0.02 77.66 N/A N/A 533 12 1,212 723 2024-12-16 $3.75 $5.00 96.1% 27.5% 65.3% 11.8% 128.9% -15.5% 62.3% 1.1K -53.8K -1.3K 1.43 134.53 N/A N/A 14 20 1,744 723 2024-12-17 $3.88 $5.00 117.5% 33.7% 62.2% 18.6% 161.2% -86.0% 0.4% 1.1K -117.3K -1.4K 0.00 125.08 N/A N/A 679 0 1,738 743 2024-12-18 $3.42 $5.00 82.5% 23.6% 77.3% 7.5% 0.0% -23.4% -22.2% 1.2K -60.9K -1.3K 0.00 145.82 N/A N/A 6 0 1,967 743 2024-12-19 $5.19 $5.00 122.0% 35.0% 166.6% 20.0% 142.2% -50.6% 326.7% 2.8K -421.0K -2.1K 0.09 79.79 N/A N/A 1,719 151 1,973 743 2024-12-20 $6.00 $5.00 215.2% 61.7% 171.2% 49.5% 212.3% -47.0% -117.1% 3.4K -679.5K -2.4K 0.10 59.51 N/A N/A 2,169 222 2,142 866 2024-12-23 $6.10 $5.00 149.4% 42.8% 171.2% 28.7% 166.0% -18.5% 28.3% 6.7K -644.8K -2.9K 0.08 66.31 N/A N/A 277 23 2,445 937 2024-12-24 $6.04 $5.00 224.5% 64.4% 171.6% 52.4% 168.3% 0.3% -189.1% 6.0K -654.9K -2.9K 0.00 121.03 N/A N/A 97 0 2,361 945 2024-12-26 $6.28 $5.00 186.2% 53.4% 171.7% 40.3% 185.4% -128.0% -84.9% 5.4K -831.3K -2.7K 0.02 91.71 N/A N/A 267 5 2,373 945 2024-12-27 $5.93 $5.00 116.4% 33.4% 173.6% 18.3% 127.8% 117.1% 24.0% 6.4K -645.7K -2.8K 0.16 91.37 N/A N/A 229 36 2,480 950 2024-12-30 $5.98 $5.00 139.0% 39.9% 173.6% 25.4% 166.5% -65.8% -31.1% 6.6K -673.1K -2.9K 0.33 105.39 N/A N/A 15 5 2,531 964 2024-12-31 $5.75 $5.00 169.4% 48.6% 174.6% 35.0% 169.7% 33.8% -15.5% 6.3K -609.5K -2.8K 0.33 116.02 N/A N/A 30 10 2,532 964
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