PSNL Options History — June 2020

In June 2020, PSNL traded between $11.70 and $14.21. ATM implied volatility averaged 102.1%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 0.4% (HV 20d: 101.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2020-06-04: Highest Volume — 204 contracts
  • 2020-06-04: Largest IV spike — 16596.3% change
  • 2020-06-26: Highest IV Rank — 78.3%
  • 2020-06-26: Largest Expected Move — 47.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.97$11.70$14.21$13.25$12.93
Max Pain$7.84$7.50$10.00$10.00$7.50
ATM IV102.1%0.5%166.0%46.5%109.2%
Expected Move30.0%0.2%47.6%13.3%31.3%
HV 20d101.7%73.9%109.7%73.9%98.3%
HV 60d89.4%77.1%104.2%102.1%78.3%
IV Rank48.1%0.0%78.3%21.7%51.4%
IV Percentile54.9%0.0%89.5%18.1%60.9%
Term Structure6.9%-43.4%93.8%33.7%36.1%
VWIV105.8%62.7%162.8%91.6%148.3%
Skew 25d7.7%-85.0%49.0%-85.0%33.5%
Skew 10d29.1%-77.7%124.1%-77.7%-31.4%
Call IV 25d115.4%72.1%180.6%106.8%176.6%
Put IV 25d123.1%21.8%210.1%21.8%210.1%
Bid-Ask Spread %122.41108.46155.77141.91122.66
Gamma HHI0.670.590.900.610.70
Net GEX13.9K8.0K39.9K11.3K15.1K
Net DEX-706.4K-904.5K-510.4K-671.3K-650.6K
Net VEX-1.2K-1.4K-948-1.2K-948
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.005.000.000.00
Total Volume29.6360204280
Total OI959.5458681,030868915

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$13.25$10.0046.5%13.3%73.9%21.7%91.6%-85.0%33.7%11.3K-671.3K-1.2K0.00141.91N/AN/A28084226
2020-06-02$14.03$10.00133.9%38.4%75.2%63.1%0.0%11.5%47.8%8.0K-863.6K-1.4K0.00151.10N/AN/A20086726
2020-06-03$12.22$10.000.5%0.2%92.9%0.0%0.0%49.0%93.8%10.8K-618.6K-1.3K0.00155.77N/AN/A5086726
2020-06-04$14.21$7.5090.2%37.7%105.8%42.4%87.8%35.9%-31.3%11.7K-904.5K-1.3K0.21108.98N/AN/A1693586926
2020-06-05$13.39$7.5073.6%29.4%108.7%34.6%99.5%23.8%-8.7%11.5K-828.0K-1.4K0.27110.25N/AN/A601692037
2020-06-08$13.45$7.5070.3%24.7%106.8%33.0%0.0%9.0%4.6%14.4K-847.1K-1.3K0.00108.46N/AN/A0095252
2020-06-09$13.16$7.50118.8%24.6%107.0%56.0%85.4%14.3%9.4%14.1K-820.4K-1.3K0.23108.65N/AN/A13395252
2020-06-10$13.13$7.5080.4%23.1%106.8%37.8%62.7%35.7%-2.8%14.5K-846.0K-1.2K5.00117.88N/AN/A21095255
2020-06-11$12.15$7.50100.4%28.8%109.7%47.3%105.0%35.7%-16.2%12.4K-590.8K-1.3K0.92118.39N/AN/A131295255
2020-06-12$11.70$7.50111.6%32.0%108.4%52.6%112.3%-43.0%-9.1%9.8K-510.4K-1.2K0.25116.89N/AN/A4196367
2020-06-15$12.37$7.50154.8%44.4%104.7%73.0%162.8%23.4%-35.1%11.6K-598.0K-1.2K0.00116.88N/AN/A13096358
2020-06-16$12.28$7.50110.9%31.8%102.7%52.2%82.0%18.1%21.9%12.4K-711.5K-1.2K0.11114.78N/AN/A9196558
2020-06-17$12.59$7.50109.5%31.4%102.7%51.6%0.0%-40.9%-11.9%18.7K-660.2K-1.2K0.00118.77N/AN/A0096258
2020-06-18$12.08$7.50100.7%28.9%101.9%47.4%0.0%-37.2%13.2%13.4K-551.0K-1.1K0.00120.14N/AN/A0096258
2020-06-19$12.54$7.50105.4%30.2%102.8%49.6%132.5%12.4%28.2%39.9K-663.0K-1.2K0.00119.96N/AN/A120096258
2020-06-22$13.45$7.50102.5%29.4%105.6%48.3%77.4%17.9%3.9%14.0K-752.4K-1.1K0.20122.09N/AN/A5187953
2020-06-23$13.75$7.50107.1%30.7%105.8%50.4%116.5%46.3%-11.0%12.6K-783.3K-1.1K0.45121.87N/AN/A713287654
2020-06-24$13.51$7.50119.0%34.1%104.7%56.1%98.4%-7.0%-10.8%13.4K-731.8K-1.1K0.00126.91N/AN/A3086654
2020-06-25$13.82$7.50121.4%34.8%104.6%57.2%125.0%29.5%19.5%12.1K-736.9K-1.1K0.00127.06N/AN/A2086554
2020-06-26$12.79$7.50166.0%47.6%108.8%78.3%148.3%-9.6%-43.4%10.8K-597.9K-1.0K0.00122.05N/AN/A4086354
2020-06-29$12.61$7.50113.9%32.7%100.2%53.7%0.0%-3.9%18.9%14.0K-603.1K-9860.00121.59N/AN/A0086154
2020-06-30$12.93$7.50109.2%31.3%98.3%51.4%0.0%33.5%36.1%15.1K-650.6K-9480.00122.66N/AN/A0086154