PSNL Options History — December 2021

In December 2021, PSNL traded between $12.14 and $14.71. ATM implied volatility averaged 99.1%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 25.3% (HV 20d: 73.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.57.

Notable Days

  • 2021-12-15: Highest Volume — 305 contracts
  • 2021-12-13: Largest IV spike — 124.5% change
  • 2021-12-13: Highest IV Rank — 100.0%
  • 2021-12-23: Largest Expected Move — 32.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.67$12.14$14.71$13.22$14.40
Max Pain$19.43$17.50$20.00$17.50$17.50
ATM IV99.1%69.7%231.6%109.4%72.4%
Expected Move24.0%20.0%32.1%31.4%20.8%
HV 20d73.8%53.6%84.8%55.5%84.8%
HV 60d66.0%60.4%69.8%60.4%66.4%
IV Rank31.6%8.5%100.0%56.5%10.0%
IV Percentile48.1%5.2%100.0%86.1%12.3%
Term Structure-6.8%-48.6%51.5%-32.3%-5.4%
VWIV92.6%73.1%116.3%108.5%77.7%
Skew 25d13.4%-44.6%64.6%38.9%13.5%
Skew 10d37.9%-42.5%81.2%31.6%61.0%
Call IV 25d87.8%65.4%156.8%86.7%87.2%
Put IV 25d101.2%76.0%131.0%125.6%100.7%
Bid-Ask Spread %107.0294.39120.74117.39105.61
Gamma HHI0.250.190.320.220.26
Net GEX-3.1K-5.8K-296-3.0K-1.8K
Net DEX376.8K171.2K504.8K379.7K245.3K
Net VEX-2.2K-2.8K-1.8K-2.7K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.571.082.761.172.76
Total Volume231.773180305228293
Total OI1,662.7731,5101,7841,7011,563

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$13.22$17.50109.4%31.4%55.5%56.5%108.5%38.9%-32.3%-3.0K379.7K-2.7K1.17117.39N/AN/A105123984717
2021-12-02$13.31$17.5086.2%24.7%55.8%32.5%116.3%-44.6%-16.5%-5.3K504.8K-2.1K1.10112.01N/AN/A112123989725
2021-12-03$12.14$17.5072.3%20.7%53.6%18.2%88.8%-1.0%-48.6%-2.3K417.4K-2.2K1.13120.74N/AN/A1191351,014725
2021-12-06$12.84$20.0090.2%20.8%61.3%36.7%115.4%29.4%13.7%-3.3K438.7K-2.3K1.13101.15N/AN/A1191341,027737
2021-12-07$13.96$20.0095.4%23.0%71.6%42.1%93.6%9.5%-21.7%-5.8K500.1K-2.1K1.08105.16N/AN/A1271371,018738
2021-12-08$14.42$20.0076.0%25.3%71.0%22.0%82.1%-34.8%4.8%-4.5K348.8K-2.8K1.36107.94N/AN/A1001361,035749
2021-12-09$13.73$20.00108.9%23.6%71.9%56.0%88.2%-11.0%-5.0%-4.9K394.0K-2.7K1.45114.05N/AN/A1001451,032749
2021-12-10$13.12$20.00103.2%20.4%71.4%50.1%97.3%8.4%28.4%-5.6K474.2K-2.2K1.65110.27N/AN/A851401,030743
2021-12-13$13.39$20.00231.6%20.1%72.7%100.0%100.6%32.6%8.0%-1.7K461.3K-2.2K1.56107.97N/AN/A901401,029737
2021-12-14$13.21$20.00179.8%23.6%70.3%70.7%89.5%14.7%-0.9%-5.5K479.3K-2.1K1.36111.66N/AN/A831131,023738
2021-12-15$13.70$20.0075.6%21.7%72.3%11.9%92.7%-5.1%37.7%-2.1K401.0K-2.3K1.31106.71N/AN/A1321731,022730
2021-12-16$12.76$20.0069.7%20.0%74.0%8.5%76.6%20.5%51.5%-3.5K487.9K-1.9K1.21111.27N/AN/A131158992739
2021-12-17$14.29$20.0071.2%20.4%82.5%9.4%80.0%41.1%23.2%-3.2K480.3K-2.1K1.5897.42N/AN/A93147989739
2021-12-20$14.02$20.0088.3%25.3%82.5%19.0%73.1%7.9%4.8%-2.1K297.8K-2.3K1.2697.39N/AN/A100126928582
2021-12-21$14.47$20.00102.9%29.5%81.0%27.3%92.2%13.2%-36.4%-525194.4K-2.6K1.7594.39N/AN/A72126928582
2021-12-22$14.71$20.0075.7%21.7%80.9%11.9%83.7%10.6%-20.1%-2.8K278.1K-2.2K1.85108.42N/AN/A68126942585
2021-12-23$14.41$20.00111.8%32.1%80.0%32.3%89.2%26.3%-32.8%-296171.2K-2.7K1.91108.43N/AN/A66126948585
2021-12-27$13.56$20.0091.8%26.3%82.3%21.0%85.2%12.6%-17.7%-3.0K337.7K-2.0K1.7394.73N/AN/A66114959585
2021-12-28$13.55$20.0088.6%25.4%81.8%19.2%92.0%13.7%-46.7%-3.5K374.8K-1.8K1.73109.63N/AN/A66114964583
2021-12-29$13.35$20.00102.1%29.3%81.7%26.8%101.2%33.0%-39.1%-3.1K372.2K-1.8K2.16106.86N/AN/A64138964582
2021-12-30$14.28$17.5078.0%22.4%84.8%13.2%113.2%64.6%1.8%-883251.8K-2.3K2.39105.23N/AN/A69165968583
2021-12-31$14.40$17.5072.4%20.8%84.8%10.0%77.7%13.5%-5.4%-1.8K245.3K-2.2K2.76105.61N/AN/A78215978585