PSNL Options History — December 2020

In December 2020, PSNL traded between $28.08 and $44.10. ATM implied volatility averaged 92.9%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 0.8% (HV 20d: 92.1%). 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 13 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2020-12-14: Highest Volume — 1,256 contracts
  • 2020-12-02: Largest IV spike — 42.7% change
  • 2020-12-28: Highest IV Rank — 52.2%
  • 2020-12-28: Largest Expected Move — 31.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.75$28.08$44.10$28.08$36.92
Max Pain$22.73$20.00$25.00$25.00$25.00
ATM IV92.9%62.9%110.8%62.9%96.0%
Expected Move26.3%18.0%31.8%18.0%27.5%
HV 20d92.1%73.9%103.7%92.5%89.7%
HV 60d85.7%80.4%90.3%80.8%84.4%
IV Rank43.7%29.5%52.2%29.5%45.2%
IV Percentile55.4%17.5%79.4%17.5%63.1%
Term Structure2.6%-16.9%22.7%22.7%-3.9%
VWIV92.8%67.1%110.8%67.1%106.6%
Skew 25d2.0%-14.3%41.0%13.8%-8.0%
Skew 10d4.2%-49.0%29.4%-30.4%29.4%
Call IV 25d92.3%74.0%109.7%74.0%107.8%
Put IV 25d94.3%73.6%135.0%87.8%99.8%
Bid-Ask Spread %81.7672.70102.9990.5883.62
Gamma HHI0.340.250.490.460.30
Net GEX55.3K37.7K71.2K49.5K56.0K
Net DEX-4.3M-5.7M-2.2M-2.2M-3.8M
Net VEX-7.9K-9.4K-6.7K-7.0K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.370.030.12
Total Volume316.591711,256199415
Total OI2,559.4092,2193,0732,4952,648

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$28.08$25.0062.9%18.0%92.5%29.5%67.1%13.8%22.7%49.5K-2.2M-7.0K0.0390.58N/AN/A19451,796699
2020-12-02$28.94$25.0089.8%25.7%89.0%42.3%86.1%21.4%14.5%46.5K-2.2M-6.7K0.20102.99N/AN/A121241,789696
2020-12-03$28.74$20.0096.9%24.5%88.9%45.6%87.4%-12.5%22.5%45.7K-2.3M-6.9K0.2876.04N/AN/A88251,817684
2020-12-04$30.07$20.0079.8%26.8%89.8%37.5%89.3%5.8%4.1%60.1K-2.7M-6.9K0.0775.13N/AN/A252171,839673
2020-12-07$34.43$20.00101.2%25.2%100.3%47.7%96.7%11.1%1.7%60.7K-3.9M-7.2K0.0873.65N/AN/A831701,750684
2020-12-08$34.30$20.0096.0%24.0%99.0%45.2%84.8%4.0%8.1%68.5K-3.9M-7.6K0.3475.49N/AN/A166561,827702
2020-12-09$36.42$22.5087.2%25.0%100.2%41.0%86.9%1.7%0.2%61.6K-4.5M-7.7K0.0672.70N/AN/A301191,822716
2020-12-10$39.25$22.5098.8%28.3%96.2%46.5%94.4%-8.3%-10.8%56.1K-5.2M-7.5K0.0675.37N/AN/A231151,800728
2020-12-11$38.40$22.5085.2%24.4%96.6%40.1%88.5%4.7%4.4%46.4K-4.9M-7.5K0.2993.30N/AN/A211611,724733
2020-12-14$35.00$22.5094.7%27.2%103.7%44.6%100.5%41.0%-4.2%54.7K-4.0M-7.6K0.0778.53N/AN/A1,174821,785765
2020-12-15$35.91$20.0092.8%26.6%99.8%43.7%92.7%-1.5%-3.4%71.2K-4.4M-8.0K0.1982.16N/AN/A237442,156794
2020-12-16$35.92$22.50109.6%31.4%99.9%51.6%94.6%-13.5%-16.9%37.7K-4.5M-7.9K0.0184.52N/AN/A7012,168819
2020-12-17$36.96$22.5086.1%24.7%99.9%40.5%82.9%5.6%11.1%41.4K-4.7M-7.7K0.0084.22N/AN/A31012,142818
2020-12-18$38.56$22.5085.1%24.4%100.4%40.0%83.2%2.1%7.1%52.8K-5.3M-8.2K0.0879.89N/AN/A216172,254819
2020-12-21$41.49$22.5086.5%24.8%100.8%40.7%87.5%5.1%7.3%56.2K-5.1M-8.3K0.1079.86N/AN/A273261,697522
2020-12-22$44.10$22.5099.9%28.6%75.5%47.0%104.3%-12.8%-1.7%53.4K-5.7M-8.5K0.0384.88N/AN/A19761,717548
2020-12-23$43.37$22.5087.0%25.0%73.9%41.0%87.2%-1.0%4.5%58.7K-5.7M-8.0K0.2074.63N/AN/A161321,728552
2020-12-24$41.68$25.0098.1%28.1%77.5%46.2%101.6%-14.3%-12.3%56.6K-5.3M-8.7K0.0684.98N/AN/A12881,797576
2020-12-28$42.61$25.00110.8%31.8%77.2%52.2%110.8%-8.0%-12.6%60.0K-5.4M-8.5K0.1180.85N/AN/A166181,801581
2020-12-29$38.90$25.00109.3%31.3%87.0%51.5%108.6%-0.3%-1.4%61.8K-4.4M-8.9K0.3780.00N/AN/A3861431,898594
2020-12-30$38.54$25.0090.1%25.8%87.5%42.4%98.9%7.4%15.2%61.7K-4.5M-9.4K0.2485.28N/AN/A135321,953696
2020-12-31$36.92$25.0096.0%27.5%89.7%45.2%106.6%-8.0%-3.9%56.0K-3.8M-9.4K0.1283.62N/AN/A372431,959689