PSNL Options History — November 2021

In November 2021, PSNL traded between $13.48 and $21.10. ATM implied volatility averaged 84.9%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 30.1% (HV 20d: 54.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.83.

Notable Days

  • 2021-11-12: Highest Volume — 582 contracts
  • 2021-11-29: Largest IV spike — 39.5% change
  • 2021-11-08: Highest IV Rank — 57.7%
  • 2021-11-08: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.26$13.48$21.10$20.53$13.48
Max Pain$19.88$17.50$20.00$20.00$20.00
ATM IV84.9%54.6%111.7%96.3%101.4%
Expected Move24.3%15.7%29.7%27.6%29.1%
HV 20d54.8%46.5%64.2%46.5%55.5%
HV 60d60.0%58.3%61.2%59.8%60.4%
IV Rank29.8%0.0%57.7%41.4%48.2%
IV Percentile36.4%0.0%90.9%57.1%73.4%
Term Structure-8.1%-38.4%32.5%-15.8%3.9%
VWIV87.3%69.4%133.3%84.4%87.0%
Skew 25d8.0%-101.3%42.8%37.4%42.8%
Skew 10d27.0%-31.3%85.6%30.1%49.9%
Call IV 25d82.5%58.7%189.9%58.7%78.4%
Put IV 25d90.5%71.5%121.2%96.1%121.2%
Bid-Ask Spread %102.2979.16119.7188.63114.49
Gamma HHI0.260.180.360.290.29
Net GEX2.8K-9.0K16.3K10.2K-5.1K
Net DEX54.9K-536.0K622.4K-425.6K379.6K
Net VEX-3.9K-5.4K-2.4K-4.9K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.830.863.662.251.59
Total Volume418.333230582338262
Total OI1,893.2381,6612,2491,7241,708

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$20.53$20.0096.3%27.6%46.5%41.4%84.4%37.4%-15.8%10.2K-425.6K-4.9K2.2588.63N/AN/A104234988736
2021-11-02$19.93$20.00100.4%28.8%47.8%45.7%99.0%25.2%-17.9%9.8K-307.1K-4.8K2.6279.16N/AN/A992591,011731
2021-11-03$19.95$20.0097.0%27.8%47.6%42.1%97.9%16.7%-9.5%10.4K-343.0K-4.6K2.6599.10N/AN/A982601,022701
2021-11-04$21.10$17.5074.1%28.8%47.7%17.8%79.8%32.0%-5.9%16.3K-534.3K-4.9K1.3595.53N/AN/A2263051,052704
2021-11-05$20.42$20.0088.9%25.0%48.9%33.5%83.5%0.0%-2.2%15.5K-518.9K-5.4K1.4395.48N/AN/A2032911,184739
2021-11-08$20.48$20.00111.7%29.7%48.7%57.7%97.0%10.8%-10.2%14.9K-536.0K-5.4K1.2295.77N/AN/A2342861,197749
2021-11-09$19.05$20.0095.6%22.6%55.2%40.6%78.8%6.1%1.4%10.8K-206.2K-4.8K1.87102.95N/AN/A1643071,268748
2021-11-10$18.49$20.0074.2%21.3%53.5%17.9%95.9%-6.3%-14.1%9.7K-129.3K-4.6K1.3999.89N/AN/A2213071,268778
2021-11-11$18.85$20.0089.6%25.7%53.8%34.3%77.0%-3.9%-11.1%4.8K-131.5K-4.7K1.2190.92N/AN/A2563101,208776
2021-11-12$18.42$20.0089.3%25.6%54.2%33.9%86.2%-0.5%-18.3%-393-373-4.4K0.86100.11N/AN/A3132691,214779
2021-11-15$17.26$20.0087.9%25.2%55.5%32.5%89.0%-8.2%-19.4%-972153.4K-3.9K1.3293.04N/AN/A2453241,253782
2021-11-16$17.36$20.0059.2%17.0%53.2%2.0%70.1%7.2%-5.7%-9.0K268.0K-4.0K1.19115.67N/AN/A2302731,285867
2021-11-17$16.48$20.0080.8%23.2%55.6%24.8%83.1%12.4%-14.9%552453.7K-3.7K2.21102.64N/AN/A1463221,285882
2021-11-18$15.27$20.0083.8%24.0%60.5%28.1%69.4%6.7%-16.2%-3.5K622.4K-3.1K2.91107.87N/AN/A1093171,298919
2021-11-19$15.00$20.0071.6%20.5%60.4%15.2%86.1%14.3%2.7%-8.6K587.3K-3.2K3.64107.83N/AN/A1134111,327922
2021-11-22$14.19$20.0054.6%15.7%61.2%0.0%133.3%-101.3%32.5%-3.4K353.7K-2.8K3.66109.33N/AN/A67245953714
2021-11-23$13.94$20.0069.8%20.0%61.1%15.7%74.9%3.6%1.4%-4.5K444.5K-2.4K1.47106.66N/AN/A94138961716
2021-11-24$14.51$20.0085.4%24.5%64.2%31.8%92.4%11.1%-9.9%-2.9K325.4K-3.0K1.01112.53N/AN/A125126959702
2021-11-26$14.11$20.0071.0%20.4%59.5%16.9%82.3%34.1%-2.5%-3.6K350.5K-2.8K1.10119.71N/AN/A125137983712
2021-11-29$13.73$20.0099.1%28.4%59.3%45.9%86.9%27.6%-38.4%-3.3K347.2K-2.5K1.47110.71N/AN/A93137977700
2021-11-30$13.48$20.00101.4%29.1%55.5%48.2%87.0%42.8%3.9%-5.1K379.6K-2.7K1.59114.49N/AN/A101161986722