PSNL Options History — January 2025

In January 2025, PSNL traded between $4.88 and $6.69. ATM implied volatility averaged 138.9%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded below realized volatility by 5.1% (HV 20d: 144.0%). 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 0.38.

Notable Days

  • 2025-01-02: Highest Volume — 678 contracts
  • 2025-01-21: Largest IV spike — 130.8% change
  • 2025-01-13: Highest IV Rank — 67.8%
  • 2025-01-06: Largest Expected Move — 48.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.62$4.88$6.69$6.25$5.22
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV138.9%53.4%273.2%111.5%103.5%
Expected Move33.1%15.3%48.1%32.0%29.7%
HV 20d144.0%88.4%181.5%175.4%94.4%
HV 60d130.7%127.8%133.8%127.8%133.8%
IV Rank26.1%0.0%67.8%16.7%15.6%
IV Percentile39.8%0.0%94.8%28.6%19.4%
Term Structure52.6%-90.0%338.1%-9.8%-15.5%
VWIV128.6%70.4%172.9%172.9%113.0%
Skew 25d-19.5%-173.5%103.2%-62.4%-8.4%
Skew 10d-5.9%-221.5%345.9%-36.0%11.2%
Call IV 25d160.9%80.3%292.6%178.9%136.1%
Put IV 25d141.4%73.0%240.1%116.5%127.7%
Bid-Ask Spread %122.3279.85153.97113.82117.00
Gamma HHI0.640.500.760.680.70
Net GEX5.5K2.5K13.2K7.4K5.5K
Net DEX-507.2K-1.0M-303.5K-758.8K-372.8K
Net VEX-2.8K-3.4K-2.2K-2.9K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.001.540.000.32
Total Volume265.451678678247
Total OI3,749.42,4544,4713,5143,567

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$6.25$5.00111.5%32.0%175.4%16.7%172.9%-62.4%-9.8%7.4K-758.8K-2.9K0.00113.82N/AN/A67802,530984
2025-01-03$6.69$5.00152.7%43.8%176.1%29.7%122.3%-17.3%-14.4%13.2K-1.0M-3.3K1.25106.04N/AN/A2513153,106984
2025-01-06$6.48$5.00194.8%48.1%174.8%43.0%167.8%-23.7%-29.0%3.3K-673.8K-2.4K0.01129.14N/AN/A23333,053899
2025-01-07$6.10$5.00216.6%33.2%176.7%49.9%0.0%-28.1%24.7%3.1K-616.9K-2.4K0.26151.58N/AN/A58153,162899
2025-01-08$5.62$5.00179.6%36.7%179.9%38.2%157.9%-173.5%-16.2%2.8K-521.1K-2.3K0.21142.73N/AN/A53113,155896
2025-01-10$5.54$5.00122.9%29.4%178.7%20.3%127.9%-19.6%-1.3%2.8K-501.0K-2.3K0.26129.72N/AN/A157413,166904
2025-01-13$5.30$5.00273.2%42.0%179.8%67.8%146.9%16.7%2.4%8.0K-453.1K-2.5K1.48133.90N/AN/A23343,190928
2025-01-14$5.03$5.00247.4%30.1%180.2%59.7%80.2%49.5%13.0%3.1K-318.8K-2.3K0.08153.97N/AN/A126103,189945
2025-01-15$5.20$5.00143.6%41.2%179.8%26.9%160.4%-125.0%-4.4%7.8K-440.5K-2.4K0.53124.17N/AN/A2651403,243940
2025-01-16$4.88$5.00139.3%39.9%181.5%25.5%139.3%-18.2%-90.0%4.5K-318.2K-2.5K0.0279.85N/AN/A13533,4381,033
2025-01-17$4.90$5.0053.4%15.3%181.4%0.0%70.4%0.0%70.9%2.5K-303.5K-2.2K1.54136.35N/AN/A1432203,4181,031
2025-01-21$5.50$5.00123.3%35.4%177.2%21.7%119.3%103.2%15.5%3.1K-323.1K-2.6K0.0987.79N/AN/A491421,681773
2025-01-22$5.71$5.00108.4%31.1%99.8%17.1%118.3%-74.8%-38.4%5.4K-452.6K-3.1K0.33134.63N/AN/A4901602,133811
2025-01-23$6.11$5.00111.6%32.0%88.6%18.1%126.2%-27.0%-27.9%5.7K-571.3K-3.2K0.1282.47N/AN/A280332,120971
2025-01-24$6.09$5.0092.2%26.4%88.4%12.1%119.4%-101.5%158.9%7.3K-634.1K-3.4K0.07105.94N/AN/A180122,4061,004
2025-01-27$5.83$5.0081.5%23.4%89.7%8.7%123.9%82.3%302.8%7.2K-555.0K-3.3K0.28146.84N/AN/A40112,5491,046
2025-01-28$5.51$5.00108.6%31.1%90.3%17.1%133.3%37.3%334.4%6.7K-507.4K-3.2K0.51105.74N/AN/A79402,5761,054
2025-01-29$5.06$5.00108.1%31.0%92.9%17.0%127.3%16.0%37.4%5.4K-373.9K-3.0K0.14145.78N/AN/A199272,5841,053
2025-01-30$5.32$5.00106.7%30.6%95.0%16.6%116.4%4.5%338.1%5.7K-418.2K-3.0K0.13119.02N/AN/A5672,5081,059
2025-01-31$5.22$5.00103.5%29.7%94.4%15.6%113.0%-8.4%-15.5%5.5K-372.8K-2.9K0.32117.00N/AN/A187602,5011,066