PSNL Options History — September 2021

In September 2021, PSNL traded between $18.32 and $22.91. ATM implied volatility averaged 79.2%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 23.6% (HV 20d: 55.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2021-09-10: Highest Volume — 639 contracts
  • 2021-09-20: Largest IV spike — 30.6% change
  • 2021-09-10: Highest IV Rank — 51.3%
  • 2021-09-10: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.14$18.32$22.91$21.82$19.36
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV79.2%62.9%104.5%70.9%68.9%
Expected Move23.1%18.0%30.0%20.3%19.8%
HV 20d55.6%47.2%65.9%65.9%60.8%
HV 60d57.3%54.8%59.3%57.6%59.0%
IV Rank25.0%8.2%51.3%16.5%14.4%
IV Percentile23.4%4.4%80.2%8.7%6.0%
Term Structure-1.7%-41.1%31.2%-3.1%0.9%
VWIV80.4%59.6%100.3%76.7%76.1%
Skew 25d11.7%-11.9%64.1%50.3%32.1%
Skew 10d24.7%-23.4%82.2%82.2%58.4%
Call IV 25d71.8%37.9%84.3%57.2%68.4%
Put IV 25d83.6%69.0%107.5%107.5%100.5%
Bid-Ask Spread %95.8887.52108.5088.71105.21
Gamma HHI0.340.260.460.430.30
Net GEX55.2K25.9K123.5K45.8K29.6K
Net DEX-1.7M-4.2M5.2K-2.0M-144.3K
Net VEX-6.8K-8.5K-5.0K-8.2K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.007.330.910.00
Total Volume190.52446391574
Total OI3,610.3813,1624,2633,5173,352

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$21.82$20.0070.9%20.3%65.9%16.5%76.7%50.3%-3.1%45.8K-2.0M-8.2K0.9188.71N/AN/A82752,595922
2021-09-02$22.19$20.0070.4%24.2%60.5%16.0%90.7%26.8%-12.4%51.1K-2.2M-7.9K0.1192.27N/AN/A140152,597936
2021-09-03$22.32$20.0076.6%21.1%58.6%22.4%82.5%-1.7%18.4%57.7K-2.4M-8.5K0.0988.15N/AN/A228202,631937
2021-09-07$22.44$20.0069.8%25.8%58.6%15.3%86.4%7.1%-15.1%56.4K-2.6M-7.8K2.0090.54N/AN/A8162,741927
2021-09-08$22.20$20.0072.9%20.9%54.5%18.5%77.9%-6.1%10.5%78.3K-2.7M-8.3K0.0291.83N/AN/A30972,949924
2021-09-09$22.43$20.0082.3%23.6%53.1%28.3%89.9%17.1%-11.4%71.2K-2.8M-7.8K0.2787.52N/AN/A151412,946915
2021-09-10$21.73$20.00104.5%30.0%54.6%51.3%100.3%16.9%-23.8%97.0K-2.8M-8.3K0.0993.76N/AN/A584553,240919
2021-09-13$22.11$20.0095.4%27.3%47.4%41.9%84.4%4.7%8.9%87.1K-2.9M-7.8K0.1987.96N/AN/A115223,196925
2021-09-14$21.29$20.0077.0%22.1%48.3%22.8%67.3%-11.9%21.8%67.8K-2.0M-6.9K0.0493.51N/AN/A441172,915968
2021-09-15$21.44$20.0077.8%22.3%47.2%23.6%87.4%8.1%-6.5%46.5K-2.1M-5.9K0.1096.00N/AN/A3032,878983
2021-09-16$21.16$20.0062.9%18.0%47.8%8.2%63.9%6.4%3.6%123.5K-2.2M-6.5K7.3396.92N/AN/A3223,273990
2021-09-17$22.91$20.0071.0%20.4%49.0%16.6%59.6%64.1%31.2%51.5K-4.2M-6.9K0.48102.08N/AN/A58283,273980
2021-09-20$21.06$20.0092.7%26.6%58.9%39.1%79.7%-7.2%-41.1%46.7K-1.1M-6.2K1.2094.47N/AN/A46552,373817
2021-09-21$21.30$20.0084.4%24.2%54.9%30.5%93.0%-2.7%1.6%47.5K-1.3M-6.7K0.0997.27N/AN/A472432,403823
2021-09-22$20.84$20.0085.0%24.4%55.4%31.1%84.4%7.7%-4.6%47.0K-1.2M-6.6K0.1094.40N/AN/A453472,434871
2021-09-23$21.17$20.0093.1%26.7%55.4%39.5%85.0%16.7%-27.1%40.9K-1.1M-6.7K0.0999.25N/AN/A6762,328912
2021-09-24$19.70$20.0078.8%22.6%61.4%24.7%81.8%-9.6%2.2%29.1K-264.3K-5.7K0.2892.24N/AN/A137392,214948
2021-09-27$19.53$20.0068.5%19.6%57.2%14.0%70.3%6.4%-1.4%31.8K-115.9K-5.1K1.73105.74N/AN/A30522,215954
2021-09-28$18.62$20.0079.2%22.7%58.9%25.1%77.3%8.0%4.6%25.9K-38.3K-5.1K2.31107.09N/AN/A16372,300998
2021-09-29$18.32$20.0080.1%23.0%58.6%26.0%73.7%12.8%6.9%27.0K5.2K-5.0K0.08108.50N/AN/A2522,3101,006
2021-09-30$19.36$20.0068.9%19.8%60.8%14.4%76.1%32.1%0.9%29.6K-144.3K-5.3K0.00105.21N/AN/A402,3161,036