PSNL Options History — June 2021

In June 2021, PSNL traded between $20.78 and $27.82. ATM implied volatility averaged 81.4%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 17.1% (HV 20d: 64.2%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.51.

Notable Days

  • 2021-06-18: Highest Volume — 1,622 contracts
  • 2021-06-07: Largest IV spike — 23.6% change
  • 2021-06-07: Highest IV Rank — 62.0%
  • 2021-06-07: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.97$20.78$27.82$21.53$25.20
Max Pain$26.59$22.50$30.00$22.50$25.00
ATM IV81.4%68.2%105.0%89.5%69.5%
Expected Move23.1%19.5%26.2%25.7%19.9%
HV 20d64.2%51.6%87.0%87.0%61.3%
HV 60d75.1%67.7%82.1%82.1%69.6%
IV Rank47.7%39.0%62.0%53.8%42.5%
IV Percentile20.3%6.7%71.4%29.8%7.5%
Term Structure6.0%-3.3%18.9%9.8%9.0%
VWIV78.5%65.4%88.6%81.0%65.4%
Skew 25d6.8%-1.1%14.6%1.2%14.6%
Skew 10d19.6%-0.6%45.9%22.1%23.0%
Call IV 25d75.4%61.5%87.2%81.3%64.2%
Put IV 25d82.2%68.5%95.1%82.4%78.8%
Bid-Ask Spread %88.3179.88101.8981.2994.13
Gamma HHI0.420.200.680.230.55
Net GEX40.3K901106.8K1.2K106.8K
Net DEX-1.2M-5.1M505.9K454.1K-3.2M
Net VEX-9.2K-15.7K-5.5K-5.6K-14.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.002.880.600.65
Total Volume272.864161,62267112
Total OI3,701.0912,3225,8712,3225,871

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$21.53$22.5089.5%25.7%87.0%53.8%81.0%1.2%9.8%1.2K454.1K-5.6K0.6081.29N/AN/A42251,2551,067
2021-06-02$21.63$22.5085.9%24.6%83.2%51.6%85.2%7.2%3.9%901482.7K-5.6K0.0279.88N/AN/A6011,2641,090
2021-06-03$20.78$30.0092.4%25.8%84.1%55.5%88.6%1.0%0.3%1.6K505.9K-5.6K0.1186.48N/AN/A3841,3151,089
2021-06-04$20.78$30.0085.0%24.6%84.1%49.5%86.7%-1.1%2.7%1.5K505.3K-5.5K0.4782.06N/AN/A30141,3251,093
2021-06-07$22.89$30.00105.0%26.2%86.9%62.0%86.3%12.4%2.7%6.8K239.0K-5.9K0.3185.59N/AN/A95291,3431,093
2021-06-08$22.58$30.0091.5%25.7%64.0%53.5%81.6%9.7%-0.2%8.3K242.9K-5.9K0.9381.69N/AN/A14131,4021,106
2021-06-09$22.78$30.0087.5%25.1%63.8%51.0%85.7%7.1%0.7%9.6K219.9K-5.9K0.0083.89N/AN/A1601,4071,115
2021-06-10$23.41$30.0085.3%24.4%61.1%49.7%85.5%6.0%-0.1%12.1K98.2K-6.0K0.1187.81N/AN/A96111,4211,115
2021-06-11$22.70$30.0086.5%24.8%62.1%50.4%81.5%5.6%-3.3%9.8K233.9K-5.7K2.8889.88N/AN/A25721,4501,126
2021-06-14$23.64$30.0088.8%25.4%57.2%51.9%83.5%0.6%-0.9%15.9K89.5K-6.1K0.4486.37N/AN/A131571,4601,196
2021-06-15$22.78$25.0085.4%24.5%59.5%49.8%80.6%6.8%2.3%13.5K172.8K-6.2K0.9088.48N/AN/A71641,5201,202
2021-06-16$23.10$25.0085.5%24.5%51.6%49.8%86.3%13.6%1.0%17.0K241.4K-5.9K0.2689.51N/AN/A3181,5631,215
2021-06-17$24.59$25.0076.2%21.8%55.7%44.0%81.4%12.6%18.9%37.0K-157.0K-6.2K0.45101.89N/AN/A8894001,5541,220
2021-06-18$24.51$25.0078.3%22.5%55.8%45.3%79.8%8.8%9.3%23.9K-867.3K-9.4K0.5092.65N/AN/A1,0785442,3781,567
2021-06-21$25.26$25.0071.7%20.6%56.3%41.2%71.6%5.8%15.9%59.5K-2.4M-13.1K0.0590.03N/AN/A292163,0721,869
2021-06-22$25.54$25.0068.8%19.7%55.6%39.4%68.8%2.9%16.6%78.6K-2.9M-13.3K0.8790.27N/AN/A82713,3371,855
2021-06-23$26.46$25.0072.3%20.7%56.5%41.6%72.1%7.2%8.3%81.0K-3.5M-13.7K0.3783.82N/AN/A5662093,3841,915
2021-06-24$26.25$25.0071.6%20.5%56.7%41.1%66.8%7.9%9.3%95.4K-3.8M-15.7K0.0687.77N/AN/A13083,8121,941
2021-06-25$26.60$25.0070.3%20.2%56.1%40.3%67.6%8.4%8.9%100.1K-4.1M-15.6K0.2989.46N/AN/A38113,8311,945
2021-06-28$27.82$25.0068.2%19.5%57.3%39.0%68.1%4.9%12.8%99.9K-5.1M-14.8K0.1596.20N/AN/A122183,8531,948
2021-06-29$26.57$25.0075.0%21.5%57.0%46.2%73.2%6.8%3.7%106.5K-4.2M-15.2K0.7793.57N/AN/A2662043,9051,935
2021-06-30$25.20$25.0069.5%19.9%61.3%42.5%65.4%14.6%9.0%106.8K-3.2M-14.8K0.6594.13N/AN/A68443,9281,943