PSNL Options History — October 2021

In October 2021, PSNL traded between $17.42 and $20.31. ATM implied volatility averaged 88.1%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 19.9% (HV 20d: 68.1%). 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 13 of 21 days. Put/call ratio averaged 1.36.

Notable Days

  • 2021-10-26: Highest Volume — 419 contracts
  • 2021-10-12: Largest IV spike — 42.2% change
  • 2021-10-07: Highest IV Rank — 79.0%
  • 2021-10-01: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.12$17.42$20.31$19.40$19.78
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV88.1%69.5%131.7%98.8%83.8%
Expected Move22.6%17.8%28.3%28.3%24.0%
HV 20d68.1%60.3%76.2%60.3%60.8%
HV 60d61.5%58.7%62.5%58.7%59.8%
IV Rank32.7%12.9%79.0%45.1%28.1%
IV Percentile37.3%4.8%98.4%67.1%27.4%
Term Structure1.3%-29.9%29.9%-23.3%10.2%
VWIV82.5%65.2%105.3%100.4%77.7%
Skew 25d7.4%-67.9%36.2%20.1%12.1%
Skew 10d27.4%-19.1%66.9%66.9%29.7%
Call IV 25d75.3%61.5%142.0%86.7%69.4%
Put IV 25d82.7%69.2%114.2%106.8%81.5%
Bid-Ask Spread %89.1377.51114.42106.1788.06
Gamma HHI0.300.190.940.280.28
Net GEX26.3K557300.2K27.1K6.7K
Net DEX-50.5K-485.4K215.5K-293.5K-239.9K
Net VEX-4.1K-5.3K-3.2K-5.3K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.063.500.502.28
Total Volume174.76234193331
Total OI2,414.3331,0323,3503,2551,672

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$19.40$20.0098.8%28.3%60.3%45.1%100.4%20.1%-23.3%27.1K-293.5K-5.3K0.50106.17N/AN/A212,329926
2021-10-04$17.42$20.0089.3%24.8%69.9%35.3%100.8%-67.9%12.7%13.1K195.6K-4.1K0.46114.42N/AN/A28132,329921
2021-10-05$17.90$20.00101.1%24.3%71.0%46.4%82.5%4.0%-19.9%15.4K182.8K-4.0K0.0687.09N/AN/A14992,329922
2021-10-06$17.78$20.00108.0%23.4%71.1%53.7%0.0%-7.4%-29.9%15.7K144.9K-4.3K1.2594.55N/AN/A452,334934
2021-10-07$18.80$20.00131.7%22.8%74.6%79.0%88.1%9.3%-6.9%16.8K136.8K-4.1K2.9384.82N/AN/A14412,319939
2021-10-08$18.46$20.00112.9%17.8%74.2%58.9%0.0%4.1%1.9%17.1K197.8K-3.7K3.5097.41N/AN/A272,317944
2021-10-11$18.76$20.0085.5%21.3%74.2%29.9%68.3%26.3%29.9%18.0K215.5K-3.5K0.1893.13N/AN/A3462,325983
2021-10-12$19.20$20.00121.6%24.7%74.1%68.2%83.1%-7.2%-15.4%13.3K197.4K-3.6K0.3992.39N/AN/A28112,325989
2021-10-13$20.07$20.0076.8%22.0%76.1%20.6%86.6%1.0%-7.4%39.2K-200.9K-3.8K0.4877.51N/AN/A29142,350986
2021-10-14$20.31$20.0074.3%21.3%76.2%18.0%68.6%3.4%7.3%44.2K-279.3K-3.6K1.2087.12N/AN/A30362,355979
2021-10-15$20.07$20.0081.1%23.2%69.8%25.2%71.7%24.3%6.6%300.2K-485.4K-3.3K0.7684.84N/AN/A97742,367983
2021-10-18$18.98$20.0076.6%22.0%66.3%20.4%66.8%33.9%-1.5%557-56.8K-3.2K0.8582.91N/AN/A149126556476
2021-10-19$19.74$20.0069.5%19.9%67.9%12.9%65.2%5.7%8.3%981-102.4K-3.4K0.0784.32N/AN/A292612536
2021-10-20$19.66$20.0073.8%21.2%67.6%17.4%80.5%3.9%13.1%3.2K-116.7K-4.4K1.8878.93N/AN/A117220781660
2021-10-21$19.38$20.0073.2%21.0%67.4%16.8%88.5%9.4%6.1%3.1K-105.5K-4.4K2.1190.24N/AN/A107226791668
2021-10-22$18.92$20.0073.0%20.9%63.0%16.6%76.5%9.6%13.0%1.8K-2.5K-4.2K2.2483.13N/AN/A101226805669
2021-10-25$19.27$20.0076.0%21.8%63.3%19.8%91.8%18.8%14.3%3.2K-64.6K-4.2K2.3882.78N/AN/A95226818686
2021-10-26$19.13$20.0082.8%23.7%60.9%27.0%83.4%0.2%7.0%2.7K-66.3K-4.2K1.1589.51N/AN/A195224823687
2021-10-27$18.77$20.0077.2%22.1%61.0%21.1%105.3%36.2%-3.9%3.7K-103.7K-4.6K2.0590.08N/AN/A112230931688
2021-10-28$19.79$20.0082.4%23.6%60.8%26.5%81.8%16.1%4.4%5.5K-214.1K-4.8K1.9182.35N/AN/A110210942715
2021-10-29$19.78$20.0083.8%24.0%60.8%28.1%77.7%12.1%10.2%6.7K-239.9K-5.0K2.2888.06N/AN/A101230956716