PSEP Options History — January 2021 In January 2021, PSEP traded between $27.69 and $28.22. ATM implied volatility averaged 66.6%. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 60.7% (HV 20d: 6.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2021-01-29 : Largest IV spike — 111.6% change2021-01-27 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.01 $27.69 $28.22 $27.72 $27.69 ATM IV 66.6% 35.6% 134.4% 45.9% 75.3% Expected Move 14.1% 5.8% 30.1% 7.2% 21.6% HV 20d 6.0% 5.0% 8.3% 5.6% 8.3% Term Structure -10.9% -29.0% 0.2% -7.6% -27.0% Skew 25d 5.3% -2.8% 29.7% 1.2% -2.8% Skew 10d 9.4% 2.2% 35.5% 2.6% 2.2% Call IV 25d 37.0% 13.5% 70.5% 30.5% 60.8% Put IV 25d 42.3% 31.7% 74.6% 31.7% 58.0% Bid-Ask Spread % 192.95 166.40 200.00 185.15 184.03 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-01-04 $27.72 $0.00 45.9% 7.2% 0.0% 0.0% 0.0% 1.2% -7.6% 0 0 0 0.00 185.15 N/A N/A 0 0 0 0 2021-01-05 $27.82 $0.00 78.1% 12.7% 0.0% 0.0% 0.0% 3.1% -6.6% 0 0 0 0.00 197.95 N/A N/A 0 0 0 0 2021-01-06 $27.91 $0.00 52.9% 12.6% 0.0% 0.0% 0.0% 19.0% -29.0% 0 0 0 0.00 186.44 N/A N/A 0 0 0 0 2021-01-07 $28.07 $0.00 85.4% 5.8% 0.0% 0.0% 0.0% 3.8% 0.2% 0 0 0 0.00 198.16 N/A N/A 0 0 0 0 2021-01-08 $28.09 $0.00 89.7% 12.7% 5.6% 0.0% 0.0% 2.3% -6.9% 0 0 0 0.00 197.95 N/A N/A 0 0 0 0 2021-01-11 $28.05 $0.00 116.5% 13.4% 5.5% 0.0% 0.0% 2.1% -6.0% 0 0 0 0.00 198.40 N/A N/A 0 0 0 0 2021-01-12 $28.07 $0.00 134.4% 13.4% 5.3% 0.0% 0.0% 1.4% -7.0% 0 0 0 0.00 197.92 N/A N/A 0 0 0 0 2021-01-13 $28.09 $0.00 46.8% 13.4% 5.2% 0.0% 0.0% 1.5% -6.5% 0 0 0 0.00 166.40 N/A N/A 0 0 0 0 2021-01-14 $28.13 $0.00 47.1% 13.5% 5.0% 0.0% 0.0% 1.6% -8.6% 0 0 0 0.00 197.02 N/A N/A 0 0 0 0 2021-01-15 $27.96 $0.00 47.9% 13.7% 5.5% 0.0% 0.0% 0.7% -7.9% 0 0 0 0.00 197.64 N/A N/A 0 0 0 0 2021-01-19 $28.07 $0.00 50.0% 14.3% 5.6% 0.0% 0.0% 1.1% -9.3% 0 0 0 0.00 197.65 N/A N/A 0 0 0 0 2021-01-20 $28.22 $0.00 45.6% 13.1% 5.6% 0.0% 0.0% 1.9% -0.8% 0 0 0 0.00 197.75 N/A N/A 0 0 0 0 2021-01-21 $28.22 $0.00 49.1% 14.1% 5.6% 0.0% 0.0% 1.9% -9.5% 0 0 0 0.00 197.31 N/A N/A 0 0 0 0 2021-01-22 $28.15 $0.00 51.7% 14.8% 5.7% 0.0% 0.0% 1.3% -10.6% 0 0 0 0.00 193.86 N/A N/A 0 0 0 0 2021-01-25 $28.10 $0.00 54.8% 15.7% 5.7% 0.0% 0.0% 27.6% -12.7% 0 0 0 0.00 182.38 N/A N/A 0 0 0 0 2021-01-26 $28.10 $0.00 54.1% 15.5% 5.7% 0.0% 0.0% 0.1% -12.8% 0 0 0 0.00 196.71 N/A N/A 0 0 0 0 2021-01-27 $27.74 $0.00 105.0% 30.1% 7.4% 0.0% 0.0% 4.1% -27.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2021-01-28 $27.92 $0.00 35.6% 10.2% 7.8% 0.0% 0.0% 29.7% -10.7% 0 0 0 0.00 193.28 N/A N/A 0 0 0 0 2021-01-29 $27.69 $0.00 75.3% 21.6% 8.3% 0.0% 0.0% -2.8% -27.0% 0 0 0 0.00 184.03 N/A N/A 0 0 0 0
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