PSNL Options History — January 2021

In January 2021, PSNL traded between $32.68 and $51.75. ATM implied volatility averaged 103.0%, placing in the 48.5% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 16.8% (HV 20d: 86.2%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.29.

Notable Days

  • 2021-01-20: Highest Volume — 5,200 contracts
  • 2021-01-29: Largest IV spike — 19.9% change
  • 2021-01-11: Highest IV Rank — 58.6%
  • 2021-01-07: Largest Expected Move — 32.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.32$32.68$51.75$34.78$38.97
Max Pain$38.16$35.00$40.00$40.00$40.00
ATM IV103.0%90.5%124.3%110.3%109.5%
Expected Move29.0%26.0%32.1%30.8%31.4%
HV 20d86.2%75.5%101.3%93.1%101.3%
HV 60d86.0%83.7%92.9%85.2%92.9%
IV Rank48.5%42.6%58.6%52.0%51.6%
IV Percentile69.3%50.8%88.1%79.4%78.2%
Term Structure5.6%-10.9%26.3%-10.9%-3.6%
VWIV100.3%92.8%108.2%108.1%107.9%
Skew 25d4.9%-16.7%27.1%7.2%-16.7%
Skew 10d0.0%-23.8%27.8%27.8%-2.1%
Call IV 25d96.1%84.3%115.1%101.9%115.1%
Put IV 25d101.0%83.2%111.9%109.2%98.4%
Bid-Ask Spread %73.7565.2690.9767.3290.97
Gamma HHI0.420.270.570.280.39
Net GEX145.9K40.5K237.5K51.8K190.7K
Net DEX-8.6M-15.2M-2.4M-3.1M-7.8M
Net VEX-21.5K-38.7K-8.8K-8.8K-32.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.021.080.620.35
Total Volume726.105585,200367428
Total OI4,678.6322,7746,9742,7746,974

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$34.78$40.00110.3%30.8%93.1%52.0%108.1%7.2%-10.9%51.8K-3.1M-8.8K0.6267.32N/AN/A2261412,049725
2021-01-05$34.89$40.00112.1%31.8%92.1%52.8%106.9%27.1%-7.5%50.1K-3.0M-9.6K0.1675.22N/AN/A5082,057833
2021-01-06$32.68$40.0097.3%30.4%82.2%45.8%108.2%12.1%-10.0%40.5K-2.4M-9.0K0.4075.89N/AN/A213852,088840
2021-01-07$35.19$40.00111.5%32.1%86.6%52.5%100.8%7.5%-4.7%46.3K-3.1M-10.5K0.0366.92N/AN/A28182,1381,023
2021-01-08$36.51$35.00105.1%29.5%84.9%49.5%97.0%5.1%-6.7%65.3K-3.8M-11.0K0.2967.84N/AN/A4291262,2751,029
2021-01-11$37.99$35.00124.3%31.6%81.6%58.6%100.0%-5.7%1.9%84.7K-4.4M-11.2K0.0477.01N/AN/A1,336552,3881,051
2021-01-12$39.58$35.00118.3%27.8%82.6%55.7%92.8%0.4%12.1%163.5K-7.2M-16.0K0.0671.06N/AN/A1,012603,4061,063
2021-01-13$41.10$35.0098.9%28.4%75.5%46.6%97.1%5.7%8.0%237.5K-10.4M-20.1K0.1371.88N/AN/A416524,2001,091
2021-01-14$43.68$35.0094.8%27.2%77.6%44.6%96.2%6.7%12.8%206.6K-12.4M-19.7K0.0269.38N/AN/A46574,0471,114
2021-01-15$44.46$35.0093.1%26.7%77.6%43.8%94.2%8.9%2.8%106.9K-12.5M-19.5K0.1365.26N/AN/A484654,0491,116
2021-01-19$48.75$35.00106.0%30.4%82.6%49.9%101.5%14.9%11.0%121.2K-10.7M-19.3K0.4371.61N/AN/A2351023,096432
2021-01-20$51.75$40.0093.0%26.7%83.7%43.8%104.6%-5.7%13.3%113.1K-12.4M-18.8K0.0272.82N/AN/A5,0971033,131499
2021-01-21$49.20$40.0096.9%27.8%83.7%45.6%93.0%3.0%2.6%209.7K-13.4M-32.6K0.1367.40N/AN/A176224,621573
2021-01-22$48.01$40.0090.5%26.0%82.1%42.6%98.2%-1.5%21.1%232.7K-15.2M-38.7K0.7366.96N/AN/A77565,542576
2021-01-25$46.77$40.00105.6%30.3%82.5%49.7%96.6%16.6%1.8%236.1K-13.4M-36.5K0.1679.60N/AN/A96155,509542
2021-01-26$42.69$40.00100.5%28.8%87.9%47.3%103.4%11.6%26.3%213.7K-10.9M-33.3K0.4783.25N/AN/A76365,473553
2021-01-27$37.31$40.0097.3%27.9%99.8%45.8%101.9%1.2%23.8%173.0K-7.1M-29.0K0.2280.53N/AN/A1,1552505,474575
2021-01-28$40.75$40.0091.3%26.2%100.0%43.0%97.5%-5.0%12.6%228.2K-9.7M-33.7K1.0880.32N/AN/A1701836,009733
2021-01-29$38.97$40.00109.5%31.4%101.3%51.6%107.9%-16.7%-3.6%190.7K-7.8M-32.1K0.3590.97N/AN/A3171116,068906