PSNL Options History — October 2020

In October 2020, PSNL traded between $21.96 and $30.59. ATM implied volatility averaged 86.6%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 3.8% (HV 20d: 82.7%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.24.

Notable Days

  • 2020-10-06: Highest Volume — 666 contracts
  • 2020-10-12: Largest IV spike — 75.4% change
  • 2020-10-13: Highest IV Rank — 68.2%
  • 2020-10-16: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.46$21.96$30.59$22.53$24.49
Max Pain$23.07$20.00$25.00$20.00$22.50
ATM IV86.6%55.3%144.5%59.2%94.7%
Expected Move23.4%15.9%27.4%17.0%27.2%
HV 20d82.7%52.9%94.7%56.9%94.7%
HV 60d76.2%68.3%79.9%68.3%73.6%
IV Rank40.7%25.9%68.2%27.8%44.6%
IV Percentile42.7%15.1%87.7%17.1%56.3%
Term Structure1.2%-26.4%23.5%17.6%12.4%
VWIV78.8%64.1%102.5%64.1%102.5%
Skew 25d4.2%-45.8%66.3%4.3%66.3%
Skew 10d0.0%-86.3%64.7%12.6%-86.3%
Call IV 25d94.5%64.8%131.1%64.8%83.7%
Put IV 25d98.7%69.1%155.9%69.1%149.9%
Bid-Ask Spread %107.5294.32119.12116.23111.81
Gamma HHI0.400.290.620.470.33
Net GEX30.5K13.0K52.2K52.2K20.4K
Net DEX-2.4M-4.7M-1.1M-1.3M-1.1M
Net VEX-4.3K-4.6K-3.9K-4.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.002.000.032.00
Total Volume155116663378
Total OI2,047.5451,3772,9582,1531,483

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$22.53$20.0059.2%17.0%56.9%27.8%64.1%4.3%17.6%52.2K-1.3M-4.2K0.03116.23N/AN/A3211,522631
2020-10-02$21.96$20.0055.3%15.9%52.9%25.9%70.8%4.4%23.5%45.1K-1.2M-4.5K0.57118.96N/AN/A69391,525631
2020-10-05$24.15$22.5060.5%22.5%61.5%28.4%89.1%32.3%1.6%48.2K-2.0M-4.2K0.04117.19N/AN/A263111,542670
2020-10-06$27.95$22.5094.6%24.7%76.5%44.5%88.3%-5.4%-2.2%29.5K-3.5M-4.3K0.10100.04N/AN/A608581,651659
2020-10-07$28.76$25.0093.7%22.3%76.4%44.1%77.1%1.7%0.2%43.9K-4.1M-4.3K0.2295.54N/AN/A187411,871693
2020-10-08$28.77$25.0065.3%20.4%76.5%30.6%74.0%-0.4%1.2%44.7K-4.1M-4.5K0.13106.64N/AN/A134171,924724
2020-10-09$30.59$25.0070.5%22.3%77.9%33.1%80.0%10.1%-3.9%43.2K-4.7M-4.0K0.0394.35N/AN/A18461,943724
2020-10-12$28.02$25.00123.6%21.1%85.7%58.3%69.4%-4.3%-0.6%42.2K-3.9M-3.9K0.03106.91N/AN/A10931,955722
2020-10-13$28.60$25.00144.5%22.8%85.7%68.2%78.3%-45.8%-5.5%31.9K-4.0M-4.4K0.31100.74N/AN/A108331,999725
2020-10-14$26.61$25.0088.3%25.3%88.3%41.6%68.8%-27.3%22.6%44.0K-3.4M-4.2K0.13106.01N/AN/A299402,038738
2020-10-15$26.23$25.0090.3%25.9%87.6%42.5%82.3%-29.6%21.1%38.9K-3.4M-4.3K0.10116.83N/AN/A141142,166748
2020-10-16$26.57$22.5095.6%27.4%86.3%45.0%92.9%-38.5%-26.4%13.0K-3.7M-4.0K0.08103.18N/AN/A367302,205753
2020-10-19$27.80$22.5076.3%21.9%87.3%35.9%79.0%17.7%4.5%16.6K-1.5M-4.6K0.06107.55N/AN/A1026913464
2020-10-20$26.91$22.5080.7%23.1%88.5%37.9%68.9%-33.1%-3.4%18.0K-1.6M-4.5K0.24110.48N/AN/A6315947464
2020-10-21$24.85$22.5091.0%26.1%90.9%42.8%78.9%-9.1%2.0%16.3K-1.2M-4.5K0.0094.32N/AN/A360945454
2020-10-22$25.59$22.5090.1%25.8%90.0%42.4%83.2%-3.8%-14.0%16.5K-1.1M-4.6K0.12100.47N/AN/A9311946454
2020-10-23$26.33$22.5084.6%24.2%89.9%39.8%78.5%47.6%0.5%18.4K-1.2M-4.1K0.06106.61N/AN/A322940458
2020-10-26$25.76$22.5087.8%25.2%90.6%41.3%80.1%29.9%21.9%18.0K-1.2M-4.3K0.00119.12N/AN/A290956457
2020-10-27$27.10$22.5095.0%27.2%91.8%44.7%74.1%29.3%-24.6%21.5K-1.5M-4.0K0.12107.69N/AN/A10913969457
2020-10-28$26.29$22.5084.7%24.3%92.2%39.8%80.2%-4.0%-8.9%23.1K-1.4M-4.2K0.83110.56N/AN/A651,037454
2020-10-29$26.18$22.5078.0%22.4%91.6%36.7%73.4%49.8%-13.5%24.5K-1.4M-4.1K0.00114.24N/AN/A1601,035454
2020-10-30$24.49$22.5094.7%27.2%94.7%44.6%102.5%66.3%12.4%20.4K-1.1M-3.9K2.00111.81N/AN/A26521,029454