PSNL Options History — April 2021

In April 2021, PSNL traded between $21.15 and $25.42. ATM implied volatility averaged 101.6%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 20.8% (HV 20d: 80.8%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.77.

Notable Days

  • 2021-04-13: Highest Volume — 395 contracts
  • 2021-04-12: Largest IV spike — 22.3% change
  • 2021-04-12: Highest IV Rank — 56.4%
  • 2021-04-13: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.44$21.15$25.42$24.31$24.39
Max Pain$22.86$22.50$30.00$30.00$22.50
ATM IV101.6%95.5%119.7%103.0%96.7%
Expected Move29.0%27.4%30.3%29.5%27.7%
HV 20d80.8%56.6%100.9%100.9%56.6%
HV 60d90.4%82.6%96.5%96.5%82.6%
IV Rank47.8%45.0%56.4%48.5%45.5%
IV Percentile61.5%46.0%89.3%67.5%49.6%
Term Structure-2.3%-8.2%3.5%1.7%-1.7%
VWIV98.4%92.4%104.0%95.6%94.7%
Skew 25d7.1%-4.7%14.9%1.4%8.7%
Skew 10d14.5%-7.3%45.5%-0.9%16.2%
Call IV 25d94.8%90.2%102.2%97.5%91.8%
Put IV 25d101.9%97.4%108.9%98.9%100.5%
Bid-Ask Spread %59.7650.7679.8879.8868.55
Gamma HHI0.220.150.300.150.20
Net GEX-2.7K-14.9K7.7K4.7K4.9K
Net DEX493.1K-124.0K1.3M295.2K21.1K
Net VEX-8.8K-10.3K-7.5K-10.3K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.071.820.810.07
Total Volume114.333483956773
Total OI3,303.192,3494,0633,7352,792

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$24.31$30.00103.0%29.5%100.9%48.5%95.6%1.4%1.7%4.7K295.2K-10.3K0.8179.88N/AN/A37302,2331,502
2021-04-05$24.85$22.50105.0%30.3%98.9%49.5%104.0%8.4%-4.0%5.9K209.2K-10.0K0.8360.04N/AN/A36302,2411,496
2021-04-06$24.85$22.50111.6%29.2%94.9%52.6%101.6%12.5%-3.5%7.7K160.7K-9.9K0.8850.76N/AN/A26232,3441,501
2021-04-07$22.74$22.5098.6%29.8%94.6%46.4%101.7%-4.7%-3.8%-5.9K766.5K-8.6K1.7355.68N/AN/A44762,3491,508
2021-04-08$22.97$22.5098.4%29.8%94.1%46.3%94.5%2.0%-8.2%-4.8K702.3K-8.9K1.8256.23N/AN/A17312,3751,570
2021-04-09$22.85$22.5097.9%30.1%87.3%46.1%100.4%7.3%-4.2%-10.5K871.3K-8.6K0.0750.97N/AN/A9262,3831,605
2021-04-12$22.44$22.50119.7%29.9%87.3%56.4%98.5%6.9%-7.0%-11.2K947.2K-8.2K1.1253.71N/AN/A43482,4081,606
2021-04-13$23.09$22.50109.1%30.3%86.7%51.4%102.9%4.1%-6.1%-11.8K795.5K-8.2K1.5858.43N/AN/A1532422,4341,581
2021-04-14$23.01$22.5099.1%28.4%86.7%46.7%103.3%4.7%-1.8%-12.3K715.3K-8.4K0.4154.86N/AN/A56232,4511,595
2021-04-15$23.40$22.50100.2%28.7%87.2%47.2%101.6%4.2%-0.6%-14.9K642.7K-8.3K1.0551.44N/AN/A37392,4501,604
2021-04-16$22.28$22.5098.4%28.2%79.1%46.3%99.3%8.9%0.8%-2.4K1.3M-7.6K1.0850.95N/AN/A1882032,4431,620
2021-04-19$21.47$22.50103.0%29.5%79.3%48.5%95.8%6.9%-1.4%-6.2K712.8K-7.7K0.9554.33N/AN/A94891,0951,254
2021-04-20$21.15$22.5099.5%28.5%78.0%46.9%95.1%6.5%-3.2%-7.4K801.5K-7.5K0.0964.93N/AN/A7061,1301,318
2021-04-21$22.70$22.50102.8%29.5%76.9%48.4%92.4%10.8%-4.2%-4.7K548.0K-8.4K0.3367.45N/AN/A72241,1761,314
2021-04-22$22.98$22.50102.6%29.4%72.3%48.3%95.9%7.6%1.5%-3.4K460.8K-8.5K0.2854.88N/AN/A113321,2101,323
2021-04-23$23.25$22.5098.2%28.1%72.4%46.2%93.9%9.3%-4.4%-411358.7K-8.8K0.5065.45N/AN/A36181,3071,298
2021-04-26$24.27$22.5097.4%27.9%73.3%45.8%96.3%7.3%3.5%2.0K171.9K-9.0K0.7563.58N/AN/A52391,3301,290
2021-04-27$25.42$22.5096.5%27.7%71.2%45.4%101.3%12.3%-0.4%4.0K-35.7K-9.5K0.3059.67N/AN/A71211,3691,324
2021-04-28$25.32$22.5099.8%28.6%62.5%47.0%99.6%14.9%-0.6%5.7K-124.0K-9.8K0.6864.11N/AN/A37251,4391,310
2021-04-29$24.60$22.5095.5%27.4%56.9%45.0%96.7%8.4%0.1%4.3K66.7K-9.4K0.8869.11N/AN/A26231,4711,318
2021-04-30$24.39$22.5096.7%27.7%56.6%45.5%94.7%8.7%-1.7%4.9K21.1K-9.4K0.0768.55N/AN/A6851,4751,317