PSEP Options History — June 2021 In June 2021, PSEP traded between $29.29 and $29.48. ATM implied volatility averaged 22.8%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 19.6% (HV 20d: 3.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2021-06-14 : Largest IV spike — 65.6% change2021-06-28 : Highest IV Rank — 12.6%2021-06-02 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.38 $29.29 $29.48 $29.30 $29.47 ATM IV 22.8% 8.2% 32.8% 20.3% 8.2% Expected Move 6.1% 2.4% 9.4% 5.8% 2.4% HV 20d 3.2% 1.9% 4.7% 4.7% 2.1% HV 60d 3.4% 3.2% 3.7% 3.7% 3.2% IV Rank 5.3% 0.0% 12.6% 1.1% 0.0% IV Percentile 22.8% 0.0% 60.6% 1.6% 0.0% Term Structure -5.9% -21.0% 9.5% -7.4% -4.2% Skew 25d 2.1% -0.3% 16.3% 0.6% -0.2% Skew 10d 2.7% 0.4% 12.9% 0.8% 0.4% Call IV 25d 19.0% 6.0% 29.4% 23.7% 6.1% Put IV 25d 21.1% 5.9% 29.1% 24.3% 5.9% Bid-Ask Spread % 154.55 59.92 181.06 142.81 59.92 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 (22 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 2021-06-01 $29.30 $0.00 20.3% 5.8% 4.7% 0.0% 0.0% 0.6% -7.4% 0 0 0 0.00 142.81 N/A N/A 0 0 0 0 2021-06-02 $29.30 $0.00 32.8% 9.4% 4.6% 0.0% 0.0% -0.1% -9.3% 0 0 0 0.00 138.11 N/A N/A 0 0 0 0 2021-06-03 $29.29 $0.00 21.1% 3.8% 4.6% 0.0% 0.0% 1.1% -3.2% 0 0 0 0.00 160.08 N/A N/A 0 0 0 0 2021-06-04 $29.32 $0.00 21.7% 5.3% 4.6% 0.0% 0.0% 1.0% -10.3% 0 0 0 0.00 155.08 N/A N/A 0 0 0 0 2021-06-07 $29.32 $0.00 28.9% 4.9% 4.6% 0.0% 0.0% 2.1% -5.9% 0 0 0 0.00 140.59 N/A N/A 0 0 0 0 2021-06-08 $29.35 $0.00 30.9% 4.8% 4.6% 0.0% 0.0% 1.6% -5.3% 0 0 0 0.00 153.44 N/A N/A 0 0 0 0 2021-06-09 $29.34 $0.00 16.8% 4.8% 4.5% 0.0% 0.0% 1.5% -4.7% 0 0 0 0.00 141.52 N/A N/A 0 0 0 0 2021-06-10 $29.37 $0.00 24.9% 7.1% 3.6% 0.0% 0.0% 2.0% -5.7% 0 0 0 0.00 176.16 N/A N/A 0 0 0 0 2021-06-11 $29.40 $0.00 15.7% 4.5% 3.5% 0.0% 0.0% 16.3% 9.5% 0 0 0 0.00 134.31 N/A N/A 0 0 0 0 2021-06-14 $29.39 $0.00 26.0% 7.5% 3.1% 0.0% 0.0% 2.3% -7.5% 0 0 0 0.00 175.54 N/A N/A 0 0 0 0 2021-06-15 $29.39 $0.00 25.7% 7.4% 3.1% 0.0% 0.0% 2.4% -5.9% 0 0 0 0.00 175.54 N/A N/A 0 0 0 0 2021-06-16 $29.40 $0.00 26.9% 7.7% 3.1% 0.0% 0.0% 2.6% -7.3% 0 0 0 0.00 176.16 N/A N/A 0 0 0 0 2021-06-17 $29.39 $0.00 18.5% 5.3% 2.5% 0.0% 0.0% 2.1% 1.3% 0 0 0 0.00 148.27 N/A N/A 0 0 0 0 2021-06-18 $29.30 $0.00 15.8% 4.5% 2.2% 1.1% 0.0% 0.3% -4.4% 0 0 0 0.00 155.16 N/A N/A 0 0 0 0 2021-06-21 $29.36 $0.00 19.1% 5.5% 2.3% 3.4% 0.0% 2.0% 2.0% 0 0 0 0.00 174.19 N/A N/A 0 0 0 0 2021-06-22 $29.43 $0.00 20.7% 5.9% 2.0% 4.5% 0.0% 1.5% -7.2% 0 0 0 0.00 172.14 N/A N/A 0 0 0 0 2021-06-23 $29.45 $0.00 29.3% 8.4% 1.9% 10.4% 0.0% 2.2% -7.6% 0 0 0 0.00 169.94 N/A N/A 0 0 0 0 2021-06-24 $29.41 $0.00 21.2% 6.1% 2.0% 4.8% 0.0% 1.4% -8.3% 0 0 0 0.00 165.90 N/A N/A 0 0 0 0 2021-06-25 $29.48 $0.00 21.1% 6.1% 2.0% 4.8% 0.0% 0.4% -7.5% 0 0 0 0.00 144.68 N/A N/A 0 0 0 0 2021-06-28 $29.45 $0.00 32.6% 9.4% 2.1% 12.6% 0.0% -0.3% -21.0% 0 0 0 0.00 181.06 N/A N/A 0 0 0 0 2021-06-29 $29.47 $0.00 23.5% 6.7% 2.1% 6.4% 0.0% 2.4% -9.9% 0 0 0 0.00 159.45 N/A N/A 0 0 0 0 2021-06-30 $29.47 $0.00 8.2% 2.4% 2.1% 0.0% 0.0% -0.2% -4.2% 0 0 0 0.00 59.92 N/A N/A 0 0 0 0
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