PSNL Options History — August 2021

In August 2021, PSNL traded between $16.68 and $21.74. ATM implied volatility averaged 82.9%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 23.9% (HV 20d: 59.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.34.

Notable Days

  • 2021-08-27: Highest Volume — 1,103 contracts
  • 2021-08-06: Largest IV spike — 56.0% change
  • 2021-08-17: Highest IV Rank — 48.5%
  • 2021-08-17: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.42$16.68$21.74$20.80$21.06
Max Pain$21.59$20.00$22.50$22.50$20.00
ATM IV82.9%57.4%101.8%84.5%96.7%
Expected Move23.7%17.8%29.2%24.2%27.7%
HV 20d59.0%49.8%66.9%49.8%64.9%
HV 60d59.0%55.2%67.1%67.1%57.1%
IV Rank29.0%2.5%48.5%30.6%43.2%
IV Percentile30.4%1.6%74.2%24.6%60.7%
Term Structure8.7%-23.2%47.6%-15.3%-9.5%
VWIV81.0%65.2%103.8%80.7%103.8%
Skew 25d7.2%-22.3%56.1%-21.1%36.5%
Skew 10d18.5%-38.0%71.0%19.3%45.0%
Call IV 25d76.4%55.0%103.9%88.2%65.4%
Put IV 25d83.6%51.4%136.4%67.1%101.8%
Bid-Ask Spread %95.0267.71113.6199.6095.76
Gamma HHI0.340.150.930.360.46
Net GEX-2.9K-258.2K54.1K37.7K43.6K
Net DEX52.8K-1.6M855.9K-404.0K-1.6M
Net VEX-5.6K-8.1K-3.8K-7.3K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.0011.250.201.77
Total Volume135.864121,1031261
Total OI3,168.3182,2603,6793,3193,441

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$20.80$22.5084.5%24.2%49.8%30.6%80.7%-21.1%-15.3%37.7K-404.0K-7.3K0.2099.60N/AN/A1022,417902
2021-08-03$19.91$22.5093.3%26.8%51.3%39.7%90.4%0.8%-15.9%28.3K-15.1K-6.1K0.2697.95N/AN/A141362,419902
2021-08-04$20.16$22.5078.1%22.4%50.7%23.9%83.9%26.7%19.2%30.1K-59.9K-6.2K0.00100.74N/AN/A2702,428903
2021-08-05$21.74$22.5057.4%25.0%57.5%2.5%78.6%1.0%-7.0%54.1K-670.5K-7.8K0.1767.71N/AN/A88152,553908
2021-08-06$20.89$22.5089.5%25.2%56.9%35.7%72.2%10.7%33.7%49.7K-489.8K-7.0K0.0490.27N/AN/A244102,572895
2021-08-09$20.92$22.5093.0%17.8%56.8%39.4%0.0%3.2%47.6%52.2K-535.1K-7.3K1.23101.97N/AN/A22272,624895
2021-08-10$19.78$22.50101.6%28.3%58.4%48.3%83.6%-19.7%-4.7%23.3K27.7K-5.9K0.5685.06N/AN/A50282,506896
2021-08-11$19.23$22.5097.8%28.0%56.6%44.3%81.0%-0.4%9.7%5.8K245.6K-5.3K2.5980.80N/AN/A34882,500891
2021-08-12$19.64$22.5076.2%21.8%57.3%22.0%67.2%-22.3%8.5%22.0K94.0K-5.7K3.4377.43N/AN/A14482,463909
2021-08-13$18.35$22.5088.1%25.3%61.3%34.3%89.0%21.4%6.9%-6.7K468.5K-4.8K1.2292.23N/AN/A59722,484988
2021-08-16$17.80$22.5071.9%20.6%61.4%17.5%65.2%-5.9%34.8%-1.4K552.9K-4.6K1.3391.76N/AN/A48642,496986
2021-08-17$17.48$22.50101.8%29.2%56.5%48.5%93.3%35.3%-9.9%-8.0K765.0K-3.8K3.40102.08N/AN/A5172,5221,058
2021-08-18$17.48$22.5091.1%26.1%54.5%37.5%89.7%56.1%5.2%-159.3K729.1K-4.4K0.2197.15N/AN/A68142,5351,075
2021-08-19$16.68$22.5086.9%24.9%55.5%33.0%88.3%23.3%-23.2%-12.5K855.9K-3.9K11.25113.61N/AN/A4452,5371,089
2021-08-20$17.52$20.0066.4%19.0%59.7%11.8%85.9%-19.4%22.0%-258.2K708.7K-4.0K0.3291.44N/AN/A34112,6031,076
2021-08-23$18.73$20.0078.7%22.6%65.4%24.6%75.3%-8.6%6.9%463328.6K-4.4K0.12100.41N/AN/A127151,374886
2021-08-24$19.16$20.0073.6%21.1%65.5%19.3%74.7%1.8%23.6%3.3K209.2K-4.8K0.43108.02N/AN/A2191,396901
2021-08-25$19.48$20.0071.7%20.6%62.4%17.4%75.0%14.0%35.3%4.7K126.9K-5.1K0.3294.64N/AN/A65211,460911
2021-08-26$19.21$20.0072.5%20.8%62.4%18.1%71.6%21.7%15.6%5.4K112.9K-4.9K0.47102.55N/AN/A1571,472902
2021-08-27$20.42$20.0081.3%23.3%66.6%27.3%77.2%-15.1%-2.4%8.9K-76.5K-5.6K0.0099.37N/AN/A1,09851,532923
2021-08-30$20.78$20.0072.7%20.9%66.9%18.4%74.8%18.9%9.4%12.7K-231.1K-6.0K0.0699.93N/AN/A208121,543930
2021-08-31$21.06$20.0096.7%27.7%64.9%43.2%103.8%36.5%-9.5%43.6K-1.6M-8.1K1.7795.76N/AN/A22392,512929