PSEP Options History — August 2021 In August 2021, PSEP traded between $29.55 and $29.66. ATM implied volatility averaged 19.7%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 18.4% (HV 20d: 1.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2021-08-17 : Largest IV spike — 344.7% change2021-08-10 : Highest IV Rank — 20.0%2021-08-31 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.61 $29.55 $29.66 $29.55 $29.66 ATM IV 19.7% 5.2% 38.5% 21.5% 29.1% Expected Move 5.1% 1.5% 8.3% 6.2% 8.3% HV 20d 1.3% 0.8% 2.0% 2.0% 0.8% HV 60d 2.2% 1.7% 3.1% 3.1% 1.7% IV Rank 8.6% 0.0% 20.0% 8.7% 15.4% IV Percentile 20.1% 0.0% 72.8% 23.1% 58.2% Term Structure -2.8% -12.8% 16.5% 0.3% -9.6% Skew 25d 2.1% -0.1% 11.8% 1.4% 4.0% Skew 10d 1.3% -0.9% 8.4% 1.4% 0.8% Call IV 25d 16.8% 3.7% 25.7% 23.6% 25.3% Put IV 25d 19.0% 5.1% 29.3% 25.0% 29.3% Bid-Ask Spread % 146.77 64.96 168.41 159.24 165.72 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 2021-08-02 $29.55 $0.00 21.5% 6.2% 2.0% 8.7% 0.0% 1.4% 0.3% 0 0 0 0.00 159.24 N/A N/A 0 0 0 0 2021-08-03 $29.55 $0.00 22.1% 6.3% 2.0% 9.2% 0.0% 2.6% -7.4% 0 0 0 0.00 161.72 N/A N/A 0 0 0 0 2021-08-04 $29.59 $0.00 27.9% 8.0% 2.0% 13.0% 0.0% 3.3% -9.5% 0 0 0 0.00 168.41 N/A N/A 0 0 0 0 2021-08-05 $29.58 $0.00 23.6% 4.0% 1.9% 10.1% 0.0% 1.4% -2.4% 0 0 0 0.00 157.52 N/A N/A 0 0 0 0 2021-08-06 $29.59 $0.00 19.2% 2.6% 1.8% 7.2% 0.0% 11.8% 6.3% 0 0 0 0.00 99.93 N/A N/A 0 0 0 0 2021-08-09 $29.59 $0.00 18.0% 2.7% 1.8% 6.4% 0.0% 0.6% 8.8% 0 0 0 0.00 96.23 N/A N/A 0 0 0 0 2021-08-10 $29.61 $0.00 38.5% 6.1% 1.8% 20.0% 0.0% 2.4% -11.2% 0 0 0 0.00 167.13 N/A N/A 0 0 0 0 2021-08-11 $29.59 $0.00 14.7% 4.2% 1.8% 4.3% 0.0% 1.4% -2.5% 0 0 0 0.00 164.51 N/A N/A 0 0 0 0 2021-08-12 $29.61 $0.00 19.3% 5.5% 1.8% 7.3% 0.0% 1.5% -7.0% 0 0 0 0.00 167.85 N/A N/A 0 0 0 0 2021-08-13 $29.61 $0.00 15.1% 4.3% 1.8% 4.5% 0.0% 0.8% -3.7% 0 0 0 0.00 161.35 N/A N/A 0 0 0 0 2021-08-16 $29.61 $0.00 5.2% 1.5% 1.2% 0.0% 0.0% 1.4% 5.0% 0 0 0 0.00 64.96 N/A N/A 0 0 0 0 2021-08-17 $29.60 $0.00 23.0% 6.6% 1.0% 11.5% 0.0% 2.0% -12.5% 0 0 0 0.00 159.15 N/A N/A 0 0 0 0 2021-08-18 $29.60 $0.00 14.5% 4.1% 0.8% 6.0% 0.0% 0.7% -5.4% 0 0 0 0.00 153.09 N/A N/A 0 0 0 0 2021-08-19 $29.61 $0.00 17.0% 4.9% 0.8% 7.6% 0.0% 0.9% 11.1% 0 0 0 0.00 158.36 N/A N/A 0 0 0 0 2021-08-20 $29.62 $0.00 14.0% 4.0% 0.8% 5.7% 0.0% -0.1% 16.5% 0 0 0 0.00 135.07 N/A N/A 0 0 0 0 2021-08-23 $29.62 $0.00 17.9% 5.1% 0.8% 8.2% 0.0% 1.0% -4.1% 0 0 0 0.00 154.43 N/A N/A 0 0 0 0 2021-08-24 $29.63 $0.00 18.3% 5.2% 0.8% 8.5% 0.0% 4.9% -12.8% 0 0 0 0.00 119.09 N/A N/A 0 0 0 0 2021-08-25 $29.62 $0.00 18.6% 5.3% 0.8% 8.7% 0.0% 1.0% -4.5% 0 0 0 0.00 156.26 N/A N/A 0 0 0 0 2021-08-26 $29.63 $0.00 19.1% 5.5% 0.8% 9.0% 0.0% 1.1% -4.8% 0 0 0 0.00 155.93 N/A N/A 0 0 0 0 2021-08-27 $29.66 $0.00 19.6% 5.6% 0.8% 9.3% 0.0% 2.6% -5.5% 0 0 0 0.00 151.16 N/A N/A 0 0 0 0 2021-08-30 $29.65 $0.00 17.8% 5.1% 0.8% 8.1% 0.0% 0.2% -5.9% 0 0 0 0.00 151.74 N/A N/A 0 0 0 0 2021-08-31 $29.66 $0.00 29.1% 8.3% 0.8% 15.4% 0.0% 4.0% -9.6% 0 0 0 0.00 165.72 N/A N/A 0 0 0 0
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