PSEP Options History — July 2021 In July 2021, PSEP traded between $29.41 and $29.57. ATM implied volatility averaged 26.0%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 23.8% (HV 20d: 2.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2021-07-19 : Largest IV spike — 139.8% change2021-07-12 : Highest IV Rank — 23.9%2021-07-19 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.52 $29.41 $29.57 $29.52 $29.57 ATM IV 26.0% 14.0% 44.5% 15.5% 16.1% Expected Move 5.8% 3.9% 9.6% 4.5% 4.6% HV 20d 2.2% 2.0% 2.4% 2.1% 2.0% HV 60d 3.2% 3.1% 3.2% 3.2% 3.1% IV Rank 11.7% 3.8% 23.9% 4.8% 5.2% IV Percentile 36.0% 0.7% 76.6% 1.5% 5.2% Term Structure -5.6% -25.4% 5.2% -6.8% -0.9% Skew 25d 1.1% -13.0% 4.1% 1.7% -0.1% Skew 10d 2.2% 0.4% 13.7% 0.5% 0.4% Call IV 25d 19.5% 6.5% 34.2% 23.4% 6.5% Put IV 25d 20.6% 6.4% 37.2% 25.1% 6.4% Bid-Ask Spread % 157.11 93.58 172.89 156.94 93.58 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 (21 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 2021-07-01 $29.52 $0.00 15.5% 4.5% 2.1% 4.8% 0.0% 1.7% -6.8% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0 2021-07-02 $29.52 $0.00 33.6% 9.6% 2.1% 16.7% 0.0% 3.6% -13.5% 0 0 0 0.00 170.14 N/A N/A 0 0 0 0 2021-07-06 $29.55 $0.00 33.4% 6.1% 2.1% 16.5% 0.0% 2.6% -2.2% 0 0 0 0.00 156.10 N/A N/A 0 0 0 0 2021-07-07 $29.51 $0.00 31.0% 4.2% 2.2% 15.0% 0.0% 0.4% 5.2% 0 0 0 0.00 172.89 N/A N/A 0 0 0 0 2021-07-08 $29.48 $0.00 29.9% 3.9% 2.2% 14.2% 0.0% 0.5% -2.5% 0 0 0 0.00 152.66 N/A N/A 0 0 0 0 2021-07-09 $29.54 $0.00 32.9% 4.4% 2.3% 16.3% 0.0% 1.7% -2.1% 0 0 0 0.00 149.36 N/A N/A 0 0 0 0 2021-07-12 $29.51 $0.00 44.5% 4.4% 2.3% 23.9% 0.0% 2.1% -1.8% 0 0 0 0.00 158.14 N/A N/A 0 0 0 0 2021-07-13 $29.53 $0.00 43.2% 3.9% 2.3% 23.0% 0.0% 0.7% -2.7% 0 0 0 0.00 141.20 N/A N/A 0 0 0 0 2021-07-14 $29.53 $0.00 23.4% 6.7% 2.3% 10.0% 0.0% 4.1% -3.8% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2021-07-15 $29.52 $0.00 14.2% 4.1% 2.3% 3.9% 0.0% 0.5% -2.9% 0 0 0 0.00 153.01 N/A N/A 0 0 0 0 2021-07-16 $29.51 $0.00 14.0% 4.0% 2.3% 3.8% 0.0% 2.0% -9.9% 0 0 0 0.00 155.55 N/A N/A 0 0 0 0 2021-07-19 $29.41 $0.00 33.6% 9.6% 2.4% 16.7% 0.0% 3.0% -10.9% 0 0 0 0.00 168.24 N/A N/A 0 0 0 0 2021-07-20 $29.47 $0.00 17.8% 5.1% 2.4% 6.3% 0.0% 0.4% -4.7% 0 0 0 0.00 172.55 N/A N/A 0 0 0 0 2021-07-21 $29.52 $0.00 15.5% 4.5% 2.3% 4.8% 0.0% 0.2% -3.7% 0 0 0 0.00 157.04 N/A N/A 0 0 0 0 2021-07-22 $29.53 $0.00 24.1% 6.9% 2.3% 10.5% 0.0% 3.5% -5.3% 0 0 0 0.00 172.26 N/A N/A 0 0 0 0 2021-07-23 $29.55 $0.00 24.6% 7.0% 2.2% 10.7% 0.0% 2.3% -5.6% 0 0 0 0.00 171.72 N/A N/A 0 0 0 0 2021-07-26 $29.54 $0.00 25.6% 7.3% 2.1% 11.4% 0.0% 3.1% -6.2% 0 0 0 0.00 172.21 N/A N/A 0 0 0 0 2021-07-27 $29.56 $0.00 26.1% 7.5% 2.1% 11.8% 0.0% 4.0% -6.5% 0 0 0 0.00 166.41 N/A N/A 0 0 0 0 2021-07-28 $29.56 $0.00 16.9% 4.8% 2.1% 5.7% 0.0% 0.3% -5.0% 0 0 0 0.00 155.60 N/A N/A 0 0 0 0 2021-07-29 $29.55 $0.00 29.4% 8.4% 2.1% 13.9% 0.0% -13.0% -25.4% 0 0 0 0.00 161.07 N/A N/A 0 0 0 0 2021-07-30 $29.57 $0.00 16.1% 4.6% 2.0% 5.2% 0.0% -0.1% -0.9% 0 0 0 0.00 93.58 N/A N/A 0 0 0 0
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