PSNL Options History — July 2021

In July 2021, PSNL traded between $20.40 and $26.14. ATM implied volatility averaged 81.9%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 25.2% (HV 20d: 56.7%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2021-07-20: Highest Volume — 279 contracts
  • 2021-07-29: Largest IV spike — 41.2% change
  • 2021-07-12: Highest IV Rank — 68.7%
  • 2021-07-26: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.29$20.40$26.14$26.14$20.97
Max Pain$24.05$22.50$25.00$25.00$22.50
ATM IV81.9%57.9%113.2%71.9%90.4%
Expected Move23.0%16.6%27.3%20.6%25.9%
HV 20d56.7%51.8%63.1%59.4%51.8%
HV 60d68.5%67.1%69.5%67.5%67.1%
IV Rank35.7%3.1%68.7%44.1%36.7%
IV Percentile24.1%1.6%88.9%9.9%42.5%
Term Structure0.6%-19.7%36.8%7.9%7.4%
VWIV79.6%65.8%92.3%67.8%79.4%
Skew 25d10.4%2.4%25.5%3.3%17.6%
Skew 10d18.2%-16.4%64.8%19.7%64.8%
Call IV 25d75.1%64.7%86.2%69.6%71.5%
Put IV 25d85.5%72.9%102.2%72.9%89.1%
Bid-Ask Spread %80.9454.37106.8389.0293.90
Gamma HHI0.440.350.580.560.36
Net GEX54.8K-29.3K117.3K114.5K39.7K
Net DEX-1.0M-4.0M235.6K-4.0M-599.5K
Net VEX-10.1K-15.0K-7.7K-15.0K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.001.590.590.00
Total Volume66.61952795113
Total OI4,694.9053,0066,0505,9473,324

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$26.14$25.0071.9%20.6%59.4%44.1%67.8%3.3%7.9%114.5K-4.0M-15.0K0.5989.02N/AN/A32193,9651,982
2021-07-02$24.88$25.0067.2%19.3%63.1%41.0%65.8%9.2%11.1%117.3K-3.0M-14.4K0.3096.26N/AN/A2063,9811,987
2021-07-06$24.45$25.0080.7%23.5%54.5%50.0%81.8%7.4%-2.9%106.0K-2.5M-13.5K0.2154.37N/AN/A135293,9851,992
2021-07-07$23.52$25.0078.5%23.8%56.3%48.5%83.3%6.2%-2.9%90.7K-1.7M-12.8K0.1071.10N/AN/A5864,0082,016
2021-07-08$22.70$25.0080.3%23.6%57.7%49.7%83.2%8.4%-5.0%60.0K-922.2K-11.9K1.5969.79N/AN/A29463,9842,015
2021-07-09$23.58$25.0082.6%23.9%58.5%51.2%81.5%6.9%0.6%103.5K-1.7M-12.4K0.4660.34N/AN/A41193,9732,024
2021-07-12$23.18$25.00113.2%20.0%57.8%68.7%86.0%14.8%11.4%98.7K-1.5M-11.4K0.5286.31N/AN/A71373,9552,034
2021-07-13$22.26$25.0084.0%24.6%57.6%47.2%84.0%2.4%-2.5%38.1K-516.4K-10.3K0.4667.55N/AN/A65303,9902,060
2021-07-14$21.17$25.0086.0%24.7%58.8%30.8%85.0%2.7%-0.2%-29.3K235.6K-9.2K0.3466.18N/AN/A56194,0032,040
2021-07-15$20.99$25.0087.4%25.1%58.4%32.2%88.9%5.3%-6.1%27.6K-27.6K-8.3K1.1276.26N/AN/A66743,9782,030
2021-07-16$21.30$25.0082.2%23.6%53.4%27.0%84.5%2.4%0.6%29.4K-133.7K-8.7K0.6367.08N/AN/A27173,9542,071
2021-07-19$20.74$25.0086.0%24.7%53.8%30.8%81.1%6.8%-7.1%26.1K-315.8K-8.1K0.1168.05N/AN/A4452,127879
2021-07-20$21.96$25.0080.4%23.0%57.1%25.2%79.0%13.5%1.4%34.3K-549.7K-8.7K0.0477.57N/AN/A267122,156884
2021-07-21$22.64$22.5072.2%20.7%58.3%17.1%67.3%9.3%4.0%51.1K-1.1M-9.7K0.0566.18N/AN/A6432,392895
2021-07-22$21.96$22.5079.9%22.9%56.8%24.7%92.3%25.5%-19.7%42.9K-919.9K-9.4K0.6780.74N/AN/A322,420895
2021-07-23$21.46$22.5079.6%22.8%57.0%24.4%81.4%17.0%-9.3%40.7K-644.2K-8.7K0.0793.71N/AN/A2722,422897
2021-07-26$21.01$22.5095.1%27.3%56.4%39.7%73.7%24.3%-13.4%38.6K-684.0K-8.3K0.1798.24N/AN/A1832,422897
2021-07-27$20.40$22.5082.9%23.8%52.6%29.0%81.9%5.9%11.9%34.6K-366.2K-7.7K0.50103.85N/AN/A842,426897
2021-07-28$21.54$22.5057.9%16.6%56.7%3.1%73.8%17.6%36.8%41.7K-469.5K-7.8K0.29106.83N/AN/A722,416899
2021-07-29$21.24$22.5081.8%23.5%54.5%27.8%70.6%11.8%-11.1%44.3K-699.8K-8.1K0.63106.33N/AN/A852,416902
2021-07-30$20.97$22.5090.4%25.9%51.8%36.7%79.4%17.6%7.4%39.7K-599.5K-8.0K0.0093.90N/AN/A1302,420904