PSNL Options History — May 2021

In May 2021, PSNL traded between $18.22 and $23.06. ATM implied volatility averaged 102.2%, placing in the 55.5% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 21.5% (HV 20d: 80.7%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.79.

Notable Days

  • 2021-05-12: Highest Volume — 473 contracts
  • 2021-05-06: Largest IV spike — 35.3% change
  • 2021-05-10: Highest IV Rank — 79.2%
  • 2021-05-10: Largest Expected Move — 35.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.14$18.22$23.06$23.06$22.60
Max Pain$22.88$22.50$30.00$22.50$22.50
ATM IV102.2%83.0%151.5%102.2%83.5%
Expected Move27.8%23.8%35.4%29.3%23.9%
HV 20d80.7%56.5%93.9%59.3%87.5%
HV 60d87.4%82.4%91.1%83.2%82.4%
IV Rank55.5%48.1%79.2%48.1%50.1%
IV Percentile53.7%19.4%98.4%65.1%19.4%
Term Structure-0.6%-18.6%11.0%-5.8%-0.7%
VWIV93.1%78.2%115.0%102.6%79.4%
Skew 25d10.1%-10.9%50.7%-1.7%18.3%
Skew 10d19.3%-22.3%46.9%12.0%23.0%
Call IV 25d89.0%53.1%111.0%102.6%78.4%
Put IV 25d99.1%87.4%115.9%101.0%96.7%
Bid-Ask Spread %79.8264.94105.7770.7277.82
Gamma HHI0.240.150.320.230.23
Net GEX159-11.9K12.9K2.6K1.7K
Net DEX530.4K-41.6K1.2M348.8K347.3K
Net VEX-6.4K-8.5K-5.0K-8.5K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.790.0026.820.170.07
Total Volume119214732178
Total OI2,831.552,1803,4272,8402,281

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$23.06$22.50102.2%29.3%59.3%48.1%102.6%-1.7%-5.8%2.6K348.8K-8.5K0.1770.72N/AN/A1831,5221,318
2021-05-04$21.47$22.50102.7%29.5%63.9%53.6%106.2%-1.3%-3.1%-1.4K617.6K-7.7K0.8568.74N/AN/A34291,5241,320
2021-05-05$21.03$22.50105.5%30.2%56.6%55.1%105.2%8.8%-4.4%-2.4K724.5K-7.3K1.8570.61N/AN/A39721,5131,306
2021-05-06$21.16$30.00142.8%35.0%56.5%74.6%115.0%17.5%-18.6%1.0K604.3K-7.4K0.5070.75N/AN/A64321,5271,260
2021-05-07$22.82$22.50128.9%24.5%63.1%67.4%101.8%13.2%1.2%4.5K303.0K-8.0K0.54103.15N/AN/A41221,5261,284
2021-05-10$19.47$22.50151.5%35.4%84.6%79.2%80.3%50.7%-8.9%-1.0K792.7K-6.2K0.62105.77N/AN/A82511,5501,305
2021-05-11$19.35$22.50109.6%27.8%83.5%57.2%97.0%12.1%-4.5%-7.6K1.1M-5.8K0.1665.35N/AN/A109171,5871,292
2021-05-12$18.53$22.50104.7%30.0%84.4%54.7%97.8%-6.8%-3.6%-6.8K1.1M-5.3K26.8277.88N/AN/A174561,5971,291
2021-05-13$18.22$22.5098.5%28.2%83.8%51.4%95.8%-10.9%11.0%-11.2K1.2M-5.0K0.4183.88N/AN/A85351,5981,368
2021-05-14$19.80$22.5092.3%26.5%89.1%48.2%91.6%9.7%0.6%-11.9K1.0M-5.7K0.0888.51N/AN/A310251,6251,383
2021-05-17$19.89$22.5096.4%27.6%88.4%50.3%94.7%0.0%6.5%4.9K626.6K-6.1K0.3186.00N/AN/A32101,9021,393
2021-05-18$21.69$22.5095.3%27.3%93.9%49.8%90.3%2.8%5.1%10.0K95.8K-6.4K0.2185.79N/AN/A72151,9061,389
2021-05-19$21.66$22.50103.3%29.6%90.2%53.9%88.9%11.7%-10.2%12.9K78.6K-6.1K0.18101.20N/AN/A112201,9501,401
2021-05-20$21.75$22.5090.1%25.8%90.1%54.2%88.9%6.4%5.5%11.2K-9.2K-6.1K2.0774.49N/AN/A44911,9551,405
2021-05-21$22.11$22.5093.9%26.9%90.2%56.4%90.3%12.1%-2.1%-1.9K-41.6K-6.0K0.2375.27N/AN/A127291,9811,446
2021-05-24$21.73$22.5087.8%25.2%88.7%52.7%86.7%3.5%6.3%-2.0K467.4K-5.8K0.1064.94N/AN/A8381,1211,059
2021-05-25$21.98$22.5086.0%24.7%86.8%51.7%78.2%19.9%4.6%-1.1K481.2K-5.9K0.0077.08N/AN/A4101,1501,063
2021-05-26$22.37$22.5083.0%23.8%87.3%49.8%84.3%19.9%7.0%603408.2K-6.0K0.1070.27N/AN/A4141,1841,063
2021-05-27$22.07$22.5086.9%24.9%86.9%52.2%86.1%15.9%1.7%1.2K379.5K-6.1K0.4578.14N/AN/A22101,2221,064
2021-05-28$22.60$22.5083.5%23.9%87.5%50.1%79.4%18.3%-0.7%1.7K347.3K-6.2K0.0777.82N/AN/A7351,2071,074